Identification and model reduction from impulse response data

Abstract

Two new algorithms for identification and model reduction of stable linear continuous systems are proposed, based on the weighted impulse response gramians (Agathoklis and Sreeram 1988 b). In identification, the model parameters are obtained from the solution of a linear system of equations with coefficients obtained from the numerical evaluation of the weighted impulse response gramians. The reduction technique is based on retaining part of the original weighted impulse response gramians obtained as the solutions to the Lyapunov equation for the original system in controllability canonical form. This yields different stable models for different values of the weighting factor. The model corresponding to zero weighting factor matches the impulse response norm of the original system and its derivatives exactly. Finally, the method is illustrated by a numerical example and is compared with well-known balanced realization techniques.