Equivalence between SYLTDMOR1 and moment matching

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Consider an LTI system with piecewise constant input and zero initial state. Choose Laguerre polynomials; Legendre polynomials with odd reduced order; Chebychev polynomials of the first kind with odd reduced order; or Chebychev polynomials of the second kind with odd reduced order. Let SYLTDMOR1 denote the time-domain model-order-reduction method presented in the source, and let A~\tilde{A} and E~\tilde{E} be the matrices in its Sylvester equation. Equivalence conjecture. SYLTDMOR1 is equivalent to the moment matching method, with expansion points chosen as the eigenvalues of the matrix pencil (−A~,E~)(-\tilde{A},\tilde{E}) arising in the Sylvester equation; these points depend on the chosen orthogonal polynomials and the reduced order.

The claim concerns the connection between Laguerre-based time-domain model reduction and moment matching. The paper reports numerical evidence for the required distinctness of the generalized eigenvalues, while the analogous equivalence for SYLTDMOR2 is stated as a theorem. The conjecture is resolved: the equivalence between Laguerre-based time-domain model reduction and moment matching was proved by Eid.

References

Primary source

Manuela Hund and Jens Saak, “A Connection Between Time Domain Model Order Reduction and Moment Matching for LTI Systems”, arXiv:1801.07085 (2018).

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