Homotopy Methods for Solving the Optimal Projection Equations for the H2 Reduced Order Model Problem

TLDR: In this article, it is shown that a family of systems (the homotopy) can make a continuous transformation from some initial system to the final system with a carefully chosen initial problem, and a theorem guarantees that all the systems along this path will be asymptotically stable and controllable.

Abstract: The optimal projection approach to solving the H2 reduced order model problem produces two coupled, highly nonlinear matrix equations with rank conditions as constraints Due to the resemblance of these equations to standard matrix Lyapunov equations, they are called modified Lyapunov equations The algorithms proposed herein utilize probability-one homotopy theory as the main tool It is shown that there is a family of systems (the homotopy) that make a continuous transformation from some initial system to the final system With a carefully chosen initial problem a theorem guarantees that all the systems along the homotopy path will be asymptotically stable, controllable and observable One method, which solves the equations in their original form, requires a decomposition of the projection matrix using the Drazin inverse of a matrix It is shown that the appropriate inverse is a differentiable function An effective algorithm for computing the derivative of the projection matrix that involves solving a set of Sylvester equations is given Another class of methods considers the equations in a modified form, using a decomposition of the pseudogramians based on a contragredient transformation Some freedom is left in making an exact match between the number of equations and the number of unknowns, thus effectively generating a family of methods