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 |
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| Hlavní autoři: | , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
New York
IEEE
01.11.2025
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Témata: | |
| ISSN: | 0018-9286, 1558-2523 |
| On-line přístup: | Získat plný text |
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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. |
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| Bibliografie: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ISSN: | 0018-9286 1558-2523 |
| DOI: | 10.1109/TAC.2025.3576063 |