Chapter 2
Additive Error Reduction
2-16
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By abuse of notation, when we say that
G
is reduced to a certain order, this
corresponds to the order of
G
r
(
s
) alone; the unstable part of
G
u
(
s
) of the
approximation is most frequently thrown away. The number of eliminated
states (retaining
G
u
) refers to:
(# of states in
G
) – (# of states in
G
r
) – (# of states in
G
u
)
This number is always the multiplicity of a Hankel singular value. Thus,
when the order of
G
r
is
n
i
– 1
the number of eliminated states is
n
i
–
n
i
– 1
or
the multiplicity of
σ
n
i –
1
+
1
=
σ
ni
.
For each order
n
i
– 1
of
G
r
(
s
), it is possible to find
G
r
and
G
u
so that:
(Choosing
i
= 1 causes
G
r
to be of order zero; identify
n
0
= 0.) Actually,
among all “approximations” of
G
(
s
) with stable part restricted to having
degree
n
i
– 1
and with no restriction on the degree of the unstable part, one
can never obtain a lower bound on the approximation error than
σ
n
i
; in the
scalar or SISO
G
(
s
) case, the
G
r
(
s
) which achieves the previous bound is
unique, while in the matrix or MIMO
G
(
s
) case, the
G
r
(
s
) which achieves
the previous bound may not be unique [Glo84]. The algorithm we use to
find
G
r
(
s
) and
G
u
(
s
) however allows no user choice, and delivers a single
pair of transfer function matrices.
The transfer function matrix
G
r
(
j
ω
) alone can be regarded as a stable
approximation of
G
(
j
ω
). If the D matrix in
G
r
(
j
ω
) is approximately
chosen, (and the algorithm ensures that it is), then:
(2-3)
Table 2-1.
Orders of
G
Order of
G
r
nsr
Order of
G
u
nsu
Number of
Eliminated States
(Retaining
G
u
)
Number of
Eliminated States
(Discarding
G
u
)
0
ns
–
n
1
n
1
ns
n
1
ns
–
n
2
n
2
–
n
1
ns
–
n
1
n
2
ns
–
n
3
n
3
–
n
2
ns
–
n
2
⇓
⇓
⇓
⇓
n
m
– 1
0
ns
–
n
m
– 1
ns
–
n
m
– 1
G j
ω
( )
G
r
j
ω
( )
–
G
u
j
ω
( )
–
∞
σ
n
i
≤
G j
ω
( )
G
r
j
ω
( )
–
∞
σ
n
i
σ
n
i
1
+
...
σ
ns
+
+
+
≤