System Reduction Using an LQR-Inspired Version of Optimal Replacement Variables

Publisher: Cambridge University Press

E-ISSN: 1991-7120|12|5|1520-1540

ISSN: 1815-2406

Source: Communications in Computational Physics, Vol.12, Iss.5, 2012-11, pp. : 1520-1540

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Abstract

Optimal Replacement Variables (ORV) is a method for approximating a large system of ODEs by one with fewer equations, while attempting to preserve the essential dynamics of a reduced set of variables of interest. An earlier version of ORV [1] had some issues, including limited accuracy and in some rare cases, instability. Here we present a new version of ORV, inspired by the linear quadratic regulator problem of control theory, which provides better accuracy, a guarantee of stability and is in some ways easier to use.