Model Order Reduction Of High Order LTI System using Balanced Truncation Approximation

Poonam J. Patil and Mukesh D. Patil*

Abstract Most of the mathematical model of industrial applications have very high order, implementation and computation of such system is complicated and time consuming so there is an increasing need for obtaining suitable low order approximations of such systems. Low order models result in several advantages such as reduction in computational complexity and easy analysis of original system structure. This paper proposes a numerically efcient model order reduction method using balanced truncation for high order Linear Time Invariant(LTI) systems. Most important feature of this method is that it provides a bound of the innity norm of approximation error, using Henkel singular values. This bound is very useful in performance evaluation. The simulation result shows the effectiveness of the proposed scheme to obtain the stable 8th order reduced model from a stable 20th order original system with minimum error bound.

Keywords: Model Order Reduction, Balanced realization, Henkel Singular Values, innity norm. I. INTRODUCTION In control analysis, it is often desired to approximate the high order model by a reduced order (low order) model in such a way that the control relevant dynamics are preserved in the low order model. The aim is to nd a reduced order model, for a given set of inputs, such that the original and reduced system produce as similar outputs as possible [1]. A lot of research has been done in this area, such as Asymptotic Waveform Evaluation (AWE) for timing analysis based on Pade approximation. Pade approximation tries to match the original and approximated system at a chosen frequency point. Consequently the order reduction error cannot be bounded in a wide frequency range [4], [5], [18]. In this paper, Balanced Truncation Approximation (BTA) using Bilinear conformal transformation approach is used for obtaining reduced order model. Its major advantage is that the reduced order model has a performance guaranteed model reduction by predicting its reduction-error upper-bound over the whole frequency range. This paper uses the balancing approach (Singular Value Decomposition based), introduced by Moore [2], [12]. This method is based on concepts of Controllability and Observability Gramians, similarity transformation, Cholesky decomposition. The method is applied for model reduction of very large order LTI system. This method is projection based time domain approach in which the aim is to nd out q-dimensional subspaces S1 and S2 of the state space such
Poonam J. Patil is with Faculty of Instrumentation Engineering, University of Mumbai, Bharati Vidyapeeth COE, Navi Mumbai.

that the reduced system will be the result of projection of the state onto S1 and residual onto S2 ; considering the system in the form of state space [8], [17]. Here projection subspaces are obtained as the dominant eigenvalues of products of controllability and observability Gramians Wc and Wo . Simulation results shows that, the transient and frequency domain characteristics of reduced order and original high order are approximately same. This paper is organized as follows: Basic mathematical formulation of LTI system is discussed in section II. In section III brief introduction of model reduction using Truncated Balanced Realization and the system norms is discussed. Section IV explains a fast efcient algorithm for model reduction. Numerical examples are discussed in section V. Conclusions are drawn in section VI. II. MATHEMATICAL FORMULATION The basic idea is to truncate the dynamical system at some point. The system can be truncated by restricting the transformation matrix T to the dominant eigenvalues. This process is termed modal truncation. Another truncation method is that of balanced truncation, usually known as Truncated Balanced Realization (TBR) [12]. This method is based upon the observation that only the largest singular values of a system are important. Previously nding the solution of the Lyapunov is quite expensive, the number of operations are at least O(n3 ), where n is the size of the original model. Hence, this method is only suitable for reduction of low order systems. In recent years, however, lot of progress has been made on solving larger Lyapunov equations [14]. To place model reduction in a mathematical context, many models developed in computational science consist of a system of partial or ordinary differential equations [1]. dx = f (x, u) dt y = g (x, u) Here, u is the input of the system, y the output and x called state variable. The dynamical system can thus be viewed as an input-output system. The complexity of the system is characterized by the number of its state variables, i.e. the dimension n of the state space vector x. Model order reduction can now be viewed as the task of reducing the dimension of the state space vector, while preserving the input-output relations [3]. (1)

patilpoonamj@gmail.com
Mukesh D. Patil* (Corresponding author) is Research Scholar, IIT Bombay, Mumbai. mdpatil@sc.iitb.ac.in

978-1-61284-764-1/11/$26.00 2011 IEEE

A. State space representation The LTI system in its state space form is, t) = Ax(t) + Bu(t) x( y (t) = Cx(t) + Du(t) t) = Rn , u(t) = Rp , y (t) = Rm , where n, p, and where x( m are the order, the number of inputs and number of outputs respectively. A is state matrix n n, B is input matrix n p, C is output matrix mn, and D is feed through matrix mp. The above system is assumed to be as asymptotically stable, controllable and observable. Model reduction algorithms seek to produce a similar system. dxr = xr (t) = Ar x(t) + Br u(t) dt yr (t) = Cr x(t) + Dr u(t) where, Ar is state matrix r r, Br is input matrix r p, Cr is output matrix m r, and Dr is feed through matrix m p. The order r much smaller than the original order n. But, the responses y (t) and yr (t) are approximately equal for inputs u(t). Often the transfer functions G(S ) = C (sI A)1 B and Gr (S ) = Cr (sI Ar )1 Br are used as a metric for approximation: if G(s) Gr (s) , by appropriate norm. For some given allowable error , the reduced model is accepted as accurate [14] [15]. III. BASIC IDEA OF BALANCED TRUNCATION Balanced truncation method [2] is based on the Singular Value Decomposition(SVD) and have balanced realization as starting point. This realization is characterized by certain symmetries between controllability and observability. Here the output response to a particular input signal, namely, the impulse u = is considered. In this case the output is called the impulse response and is denoted as h(t) = CeAt B ; t 0. This can be decomposed into an input-to-state map x(t) = eAt B , and a state-to-output map (t) = CeAt . Thus the input causes the state x(t), while the initial condition x(0) causes the output y (t) = (t)x(0). The Gramians corresponding to x and are Wc =
t

A linear system in the state space form is called balanced if the solutions of the two Gramians are equal and diagonal [2] [16]. (2) Wc = Wo = Where is, 0 0 0 n (8)

1 0 = 0 0

0 2 0 0

0 0 .. 0

(9)

(3)

Where i , i = 1, 2......n are Henkel Singular Values. And, they are usually ordered as 1 2 ........ n 0. Henkel singular values give a measure of the importance of the various states in the overall system transfer function matrix [2], [3], [16]. Every controllable and observable system can be transformed to balanced form by means of a basis change x = T x. With T being the nonsingular similarity transformation matrix, Balanced realization can be obtained by a similarity transformation, such as [23] Ab Bb Cb Db = T AT 1 = TB = CT 1 = D

Similarity transformation matrix T is found, such that the W c and W o are both equal and diagonal (i.e. balanced). A more efcient method to compute balancing transformation was developed by Laub. Laubs balancing and similarity transformation matrix is given as [14]: T = Lc 2 V
1

(10)

Where , T - being the nonsingular similarity transformation matrix, Lc is lower triangular and Cholesky decomposition 1 of W c, V is orthogonal matrix, and 2 is square root of eigenvalues from U and V , it is m n diagonal matrix having nonnegative diagonal matrix elements. Procedure for obtaining the nonsingular transformation matrix T : 1) Compute Choleskey factors W c = LcLcT W o = LoLoT where Lc and Lo are lower triangular and Cholesky decomposition of W c and W o respectively and LcT and LoT are upper triangular and Cholesky decomposition of W c and W o respectively [3], [10], [16]. 2) Digonalise LcW oLcT to get LcW oLcT = U V T 3) Let, Balancing transformation matrix obtained by using,

x(t)x(t) = (t) (t) =

t T

0 0

eAt BB T eA t dt eA t C T CeAt dt
T

(4)

Wo =

(5)

where W c and W o are called the controllability and observability Gramians respectively. The matrices W o and W c are the unique solutions of two Lyapunov equations: AW c + W cAT + BB T = 0 AT W o + W oA + C T C = 0 (6) (7)

T = Lc 2 V 1 T 1 = LoT 2 U T which satisfy, 1 T W cT T = T T W oT 1 = and consequently, T 1 AT T B is balanced [1], [2]. CT 1 D Then the basic idea of balancing and truncation model reduction can be put in words as:

IV. A LGORITHM TRUNCATED BALANCED REALIZATION (TBR): 1) Solve AW c + W cAT + BB T = 0 for W c 2) Solve AT W o + W oA + C T C = 0 for W o 3) Compute Cholesky factors, W c = LcLcT And W o = LoLoT . 4) Compute SVD of Cholesky factors LoT Lc = U V T 5) Compute the balancing transformation matrices 1 1 T = Lc 2 V and T 1 = 2 U T LoT 6) Form the balanced realization transformations Ab = T 1 AT Bb = T B Cb = CT 1 Db = D 7) Select reduced model order and partition realization conformally. Ab11 Ab12 Ab = Ab21 Ab22 Bb1 Bb = Bb2 Cb = (Cb1 Cb2 ) Db = D 8) Truncate Ar = Ab11 , Br = Bb1 , Cr = Cb1 , to form the reduced realization. Dr = D 9) Performance Evaluation by H bound
n

Transform the system to an internally balanced realization by using Transformation matrix T . Ab = T 1 AT = Ab11 Ab21 Ab12 Ab22 (11)

Bb = T B =

Bb1 Bb2 Cb2 )

(12)

Cb = CT 1 = (Cb1 Db = D

(13) (14)

Neglect all the states that correspond to i , i > r, where r is chosen to obtain an acceptable approximations. Typically r is selected somewhere where there is a gap (large difference between two adjutant Henkel singular values), i.e. i r+1 . The elements along the diagonal matrix are used to partition the Ab, Bb, Cb, Db appropriately. Then by truncation method reduced realized model dened by [1], [3]. Ar Br Cr Dr = Ab11 , = Bb1 , = Cb1 , = D

Upper-error bound of Lower-error bound of

G(s) Gr (s) G(s) Gr (s)

2 r
i=r +1

10) Result of original and reduced order system are veried using bode plot and step response. V. DESIGN EXAMPLES In this section, two examples are considered to test the performance of the proposed algorithm. Example 1: A 4th order SISO system Consider an example of 4th order system, s3 +11s2 +36s+26 G(s) = s4 +14.6s 3 +74.96s2 +156.7s+99.65 The given 4th order system is reduced to 1st , 2nd and 3rd order by using BTR algorithm. By graphical analysis good approximation between reduced and original model is obtained. A plot of the Henkel Singular Values is obtained and then less dominant states of the system are predicted. These states do not have much impact on input-output behavior. These states are eliminated to obtain reduced order model. From gure (1) we can predict that state 1 having maximum singular value and having maximum impact on systems behavior. Other three states which have less magnitudes can be eliminated to obtain reduced order model. Error bound on the difference in frequency response between that of the original system and the reduced order system is applied for

Reduced order system given bydx dt y A. Error bounds One of the attractive aspects of TBR methods is that computable error bounds are available. This method of truncation gives a bound on the difference in frequency response between that of the original system and the reduced order system such that [15], [22].
n

= Ar x(t) + Br u(t) = Cr x(t) + Dr u(t)

(15) (16)

U pper errorbound G(s) Gr (s)

2
i=r +1

i (17) r

Lower errorbound G(s) Gr (s)

(18)

Hankel Singular Values (State Contributions) 0.14 Stable modes

Comparision of 4th order with 1st,2nd ,3rd order system 0 20 Magnitude (dB)

0.12

40 60 80

0.1

State Energy

0.08

100 0
0.06

0.04

Phase (deg)

original system 1st order 2nd order 3rd order 45

0.02

0 0 1 2 State 3 4 5

90 0 10

10

10

10

10

Frequency (rad/sec)

Fig. 1.

Henkel Singular Values.

Fig. 3. Bode plot for Comparison of original 4th order system with reduced 1st , 2nd , and 3rd order system. TABLE I

verication. In this paper, the original system is reduced to 1st , 2nd ,and 3rd order. The response of the original system is compared with 1st ,2nd , and 3rd order system by using step response and bode plot as shown in gure (2) and gure (3). For 1st order model, The resulting upper-error bound is G(s) Gr (s) 2 (0.0138 + 0.0000 + 0.0000) = 0.0276 For 2nd order model, the resulting upper-error bound is 2 (0.0000 + 0.0000) = 0.000 thus by selection of acceptable error limit and the reduced order model by choosing approximation order r is obtained. The step response and bode plot of original and various
Comparision of 4th order with 1st,2nd ,3rd order system 0.35

VALUES OF N UMERATOR COEFFICIENTS OF POLYNOMIAL Coefcient a0 a1 a2 a3 a4 a5 a6 a7 a8 a9 Values 0.4078 19.3 416.3 5.654 5.401 3.845 2.102 8.959 3.001 7.931 Coefcient a10 a11 a12 a13 a14 a15 a16 a17 a18 a19 Values 1.657 2.734 3.552 3.579 2.683 1.403 4.725 9.197 8.151 1.03

Example 2 : A 20th order SISO system Consider, Transfer function of 20th order system given by, G(s)o =
a0 s19 +a1 s18 +.......+a19 s20 +b0 s19 +.......+b19

0.3

0.25

Where coefcient values in numerator and denominator are taken as in Table I and II. 1 In gure (4) Henkel Singular Value are plotted, only one
1 In this paper transfer function of 20th order system is the result of randomized continuous-time state space model generation command in MATLAB; SYS=RSS(20) generates an 20th order SISO state space model SYS. The poles of SYS are random and stable with the possible exception of poles at s=0

Amplitude

0.2

0.15

0.1

original system 1st order 2nd order 3rd order

0.05

0.2

0.4

0.6

0.8

1 Time (sec)

1.2

1.4

1.6

1.8

TABLE II VALUES OF D ENOMINATOR COEFFICIENTS OF POLYNOMIAL Coefcient b0 b1 b2 b3 b4 b5 b6 b7 b8 b9 Values 38.66 721 8830 7.912 5.474 3.012 1.34 4.855 1.436 3.452 Coefcient b10 b11 b12 b13 b14 b15 b16 b17 b18 b19 Values 6.679 1.021 1.194 1.02 6.015 2.323 5.513 7.224 3.978 118.7

Fig. 2. Step response for Comparison of original 4th order system with reduced 1st , 2nd , and 3rd order system.

reduced order systems are as shown in gure (2) and gure (3). From gure (2) and (3), it is concluded that reduction of less dominant states does not make much difference in system behavior and shows good match of response and error within acceptable limit.

Henkel value is dominant, so it is possible to reduce the system up to 1st order system.
Hankel Singular Values (State Contributions) 45 Stable modes 40

Step responce of 20th order with 8th order system 90 80 original system 70 60 50 40 30 20 10 0 8th order reduced system

35

30 State Energy

25

20

15

10

Amplitude

0.5

1.5 Time (sec)

2.5 x 10

3
4

0 0 2 4 6 8 10 State 12 14 16 18 20

Fig. 4.

Graph of Henkel Singular Values

Fig. 5. Step response of original 20th order system with reduced 8th order system.
original system Phase (deg) Magnitude (dB) Bode plot :20th order with 1st order system 0 50 100 180 0 180 0 10
1 2 3 4

For 1st order system, Upper-error bound is H 2 (0.7806 + 0.4330 + ... + 0.0000) = 3.5238 lower-error bound is H 0.7806 and the reduced order transfer is 0.1568 (19) Gr1 = s + 0.01116

1st reduced system

10

10

10

10 original system

For another approximation eg.8th order system, Upper-error bound is G(s) Gr (s) 2 (0.0012 + 0.0011 + 0.0002 + 0.0001) = 0.0052 lower error bound of G(s) Gr (s) 0.0012 The gure (5) and (6) shows comparison of original 20th order system with reduced 1st and 8th order system. From:

Frequency (rad/sec) 20th order with 8th order system 0 50 100 180 0 180 0 10
1 2 3 4

Phase (deg) Magnitude (dB)

8th order reduced system

10

10

10

10

Frequency (rad/sec)

From gure (5), and (6) it is concluded that original system and reduced 8th order system responses are almost matching, means system is reduced with low order by preserving input output relation of higher order system. By analyzing response of low order system it is easy to understand the original higher order system structure and will gain all advantages of lower order model. VI. CONCLUSION Using Singular Value Decomposition based procedure one can easily truncate higher order model into lower order model. By looking at Henkel singular values and their state contribution one can decide which states are important i.e. effect on systems behavior and accordingly conclude which states to eliminate and which are to be retained in the reduced order model. Successful implementation of the procedure has been presented with two examples by applying H error bound. Response of original and reduced order model are analyzed graphically by using step response and bode plot.

Fig. 6. Bode response of original 20th order system with reduced 1st and 8th order system.

As the original system and reduced system responses are almost matching, it implies that the system is reduced to low order by preserving the input-output relation of higher order system. R EFERENCES
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