Signal Generator Agnostic Moment Matching

We study the model-reduction problem by moment matching for linear and nonlinear systems in a data-driven setting. We show that reduced-order models can be directly computed from input-output data without requiring knowledge of the structure of the signal generator or its internal state. The reduced...

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Vydáno v:IEEE transactions on automatic control Ročník 70; číslo 11; s. 7493 - 7508
Hlavní autoři: Bhattacharjee, Debraj, Moreschini, Alessio, Astolfi, Alessandro
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York IEEE 01.11.2025
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:0018-9286, 1558-2523
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Shrnutí:We study the model-reduction problem by moment matching for linear and nonlinear systems in a data-driven setting. We show that reduced-order models can be directly computed from input-output data without requiring knowledge of the structure of the signal generator or its internal state. The reduced-order models thus obtained match the moments of the unknown underlying system asymptotically. Our formulation provides a simple way to enforce additional constraints on the structure of the reduced-order model, which could be used to incorporate prior knowledge about the underlying system. In addition, we show that our method can be directly applied to a large class of linear and nonlinear time-delay systems with minimal modifications. Finally, we provide a simple algorithmic formulation that can be used directly with data, and demonstrate its effectiveness on a benchmark example-a nonlinear RC ladder circuit.
Bibliografie:ObjectType-Article-1
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content type line 14
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2025.3576063