摘要：AbstractWe present the application of Balanced Truncation (BT) for linear time-varying (LTV) systems. This directly leads to the solution of the controllability and observability differential Lyapunov equations associated to the LTV system. For large-scale dynamical systems the main task is to efficiently solve these equations with respect to computational cost and memory requirements. Thus, efficient strategies exploiting the low-rank structure of the systems are applied in the context of the matrix-valued time integration schemes. In particular, an LDLT-type low-rank splitting is considered in order to avoid the problems arising from the indefinite right hand sides of the algebraic Lyapunov equations that have to be solved inside the time integration schemes.
关键词：KeywordsBalanced Truncationmodel order reductiontime-varying systems
