2

A Survey/Review of
Abdul Ghafoor
e-mail: aghafoor@ee.uwa.edu.au
Victor Sreeram
e-mail: sreeram@ee.uwa.edu.au
School of Electrical, Electronic and Computer
Engineering,
University of Western Australia,
Western Australia 6009, Australia
Frequency-Weighted Balanced
Model Reduction Techniques1
In this paper, a survey/review of frequency-weighted balanced model reduction tech-
niques is presented. Several comments regarding their properties are given. A modified
frequency interval Gramian based method is also presented. The computational issues
are also discussed. The techniques are illustrated and compared using practical numeri-
cal examples. 关DOI: 10.1115/1.2977468兴

1 Introduction out recently by Varga and Anderson 关7兴 this method cannot be
used in controller reduction applications due no pole-zero cancel-
Deriving a reasonable mathematical model is fundamental to
lation assumption required in the method. A modified method was
the analysis and design of a dynamic system. In practice, one can
proposed by Varga and Anderson 关7兴 to rectify the problem; how-
obtain a fairly complex and a large scale model for the system.
ever, their method 关7兴 produces same results as Enns 关3兴 method
Some examples are network systems, telecommunications, trans-
especially in applications such as controller reduction. So, in con-
mission lines, wave propagations, economic systems, chemical
troller reduction case, if Enns 关3兴 method produces unstable
reactors, and distillation columns 关1兴. These include systems gov-
reduced-order controllers, so does Varga and Anderson’s 关7兴
erned by partial differential equations, delay equations, or inte-
method. Another modification to Enns technique was proposed by
grodifferential equations. The complexity of the system makes
Wang et al. 关8兴, which not only guarantees stability in the case of
difficult to obtain its good understanding. The analysis and design
double-sided weighting but also yields simple and elegant error
of such a system are easier if a lower order model that provides a
bounds. The method of Wang et al. 关8兴 was later modified by
good approximation is derived. The process of deriving low order
Varga and Anderson 关7兴 to improve the approximation error. As
model from high order model is known as model reduction.
pointed out by Sreeram in Ref. 关9兴, this method 共Ref. 关8兴 and its
The balanced realization 关2兴 has been a significant contribution
modification in Ref. 关7兴兲 is realization dependent and hence yields
to system theory, especially its application to model reduction
different models for different realizations of the same original
known as balanced truncation, which can preserve stability and
system. This may lead to large approximation errors or error
gives an explicit bound on frequency response error 关3兴. Ideally, it
bounds for some realizations.
is important that the reduction error between the original system
Another group of methods based on partial fraction expansion
and the reduced-order model is small for all frequencies. How-
was originally proposed by Latham and Anderson 关10兴. A number
ever, sometimes, the reduction error is more important over a
of frequency-weighted model reduction methods have been pro-
certain frequency band than other frequencies, especially when
posed based on partial-fraction-expansion idea 共see Refs.
using the reduced-order model in feedback-control design. There
关11–15兴兲. Error bounds exist for some special type of weighting
an accurate approximation of the full order system is needed at the
functions 关11,15兴. However, the approximation error obtained us-
crossover region. This motivates the use of frequency weights for
ing these methods is generally larger compared to Enns method
model reduction and it is known as frequency model reduction
with the exception of the method by Zhou 关14兴 wherein optimiza-
problem. Since it is used to reduce the order of controllers it is
tion is used to improve the approximation error.
also known as the controller reduction problem 关4兴. The essential
Gawronski and Juang 关16兴 introduced another method where
difference between model reduction and controller reduction is
the frequency weights are not defined explicitly; however, ap-
that model reduction is based on approximating the open-loop
proximation is considered in a given frequency interval/band. The
behavior of the system whereas controller reduction is based on
reduced-order models obtained using this method are also not
approximating the closed-loop behavior of the system. The con-
guaranteed to be stable 共like Enns method 关3兴兲. Inspired from Ref.
troller order reduction problem can be treated as a special case of
关8兴, Gugercin and Antoulas 关17兴 modified Gawronski and Juang’s
frequency-weighted model reduction problem.
关16兴 method to guarantee the stability of the reduced-order mod-
Enns 关3兴 extended the balanced truncation 关2兴 method to in-
els. Error bounds are also available in Ref. 关17兴. However, we
clude frequency weightings. Enns 关3兴 weighted balanced trunca-
note that, like the method of Wang et al. 关8兴, this method 关17兴 is
tion method may use input weighting, output weighting, or both.
also realization dependent. Several other frequency-weighted
With only one weighting present, stability of the reduced-order
model reduction related results appear in literature
model is guaranteed. With both weightings present, the method
关18–20,14,21–25,4,26–29,17,30–35兴.
may yield unstable models.
In this paper we review the Enns method 关3兴 and some of its
To overcome the potential drawback of instability, Lin and Chiu
important modifications/enhancements including Lin and Chiu’s
关5兴 proposed a new technique, which yields stable models in the
关5兴 method, Varga and Anderson’s 关7兴 method, Sreeram’s method
case of double-sided weighting. Their technique was later gener-
关9兴, the method of Wang et al. 关8兴, Al-Saggaff’s partial fraction
alized to include proper weights in Ref. 关6兴. However, as pointed
based method 关11,15兴, and Sreeram and Ghafoor’s method 关24兴.
We also review Gawronski and Juang’s interval Gramian based
1
The work was supported by Australian Research Council under the Discovery method 关16兴 and its modification by Gugercin and Antoulas 关17兴.
Grants Scheme. A modified version of Gawronski and Juang’s interval Gramian
2
Present address: National University of Science and Technology, Pakistan. based method 关16兴 is also presented. Several critical remarks
Contributed by the Dynamic Systems, Measurement, and Control Division of
ASME for publication in the JOURNAL OF DYNAMIC SYSTEMS, MEASUREMENT, AND CON-
about different methods are given. The accuracy enhancement
TROL. Manuscript received August 31, 2006; final manuscript received June 5, 2008; schemes and a comparison of different methods using simulation
published online September 24, 2008. Assoc. Editor: Fen Wu. results are also included.

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 2 Preliminaries state transformation to a balanced realization 兵Ā, B̄, C̄, D̄其
共also known as internally balanced realization 关2兴兲 if and
2.1 Elementary Notations and Terminology.
only if it is asymptotically stable and minimal.
Transfer function G共s兲 ⫽ C共sI − A兲−1B + D ⇔ state-space realiza-
2. The balanced realization is unique up to the ordering of the
tion 兵A, B, C, D其 Hankel singular values ␴i and an orthogonal transformation3
储G共jw兲储⬁ sup that commutes with ⌺.
⫽ ␻ ¯␴共G共j␻兲兲, if G共jw兲 is a transfer function 共ma- 3. Any subsystem realization 兵Akk, Bk, Ck, D其 for k = 1 , 2 ob-
trix兲 where ¯␴共G共j␻兲兲 is the maximum singular tained via partitioning and truncating the realization 兵Ā, B̄,
value of G共jw兲
C̄, D̄其 is internally balanced and stable if ⌺1 and ⌺2 have no
P ⬎ 0 ⫽ Positive definite matrix P
diagonal entries in common 关36兴. Furthermore, if all the di-
Symmetric matrix P with positive eigenvalues
agonal elements of ⌺ are distinct, then every possible sub-
P ⱖ 0 ⫽ Positive semidefinite matrix P
system is asymptotically stable.
Symmetric matrix P with non-negative 4. 储G共s兲 − Gr共s兲储⬁ ⱕ 2兺i=r+1
n
␴i and 储G共s兲 − Gn−1共s兲储⬁ = 2␴n.
eigenvalues
XT ⫽ Transpose of matrix or vector X
Remark 2. For any stable system G共s兲 with possibly the non-
X* ⫽ Complex conjugate transpose of matrix or vec-
minimal realization 兵A, B, C, D其, there exists a nonsingular trans-
tor X
formation T, such that the realization 兵T−1AT , T−1B , CT , D其 has
X† ⫽ Pseudoinverse of matrix or vector X
the controllability Gramian diag共⌺1 , ⌺2 , 0 , 0兲 and the observabil-
X−1 ⫽ Inverse of matrix X
␭i关X兴 ⫽ Eigenvalues of X ity Gramian diag共⌺1 , 0 , ⌺3 , 0兲, where ⌺1, ⌺2, and ⌺3 are diagonal
and positive definite 关20,37,38兴. The realization corresponding to
兩X兩 ⫽ Modulus of X
⌺1 is the balanced realization.
diag共⌺1 , ⌺1兲 ⫽ 关 ⌺1 0 兴
0 ⌺2 Remark 3. Note that the stability condition 共that ⌺1 and ⌺2 have
兺i=1
n
␴i ⫽ ␴1 + ␴2 + ¯ + ␴n no diagonal entries in common兲 does not require that the balanced
兿i=1
n
␴i ⫽ ␴1 · ␴2 · . . . · ␴n realization 共specifically the Hankel singular values兲 is ordered in
Since the frequency-weighted model reduction schemes surveyed any way. The only assumption is that the partitioning of ⌺ does
in this paper are based on balanced realization, we briefly sum- not split the states associated with a multiple ␴i. Moreover, this
marize balanced realization and its application to model reduction. stability condition is only sufficient 关38兴 共that is, when this con-
dition is violated, the reduced-order models are not guaranteed to
2.2 Balanced Realization/Truncation. There are infinitely

再冋 冎
be stable or unstable兲. Let

册冋 册
many state-space realizations for a given transfer matrix; however,
some particular realizations have proven to be very useful in con- − 2 − 2.8284 −2
trol engineering, like internally balanced realization. The inter- , ,关1 1.4142兴,1
0 −1 − 1.4142
nally balanced realization gives an indication of the dominance of
the system states in the input/output behavior. The balanced real- be a balanced realization with ⌺ = I and every subsystem of the

再冋 冎
realization is stable. On the other hand, let

ization is an asymptotically stable and minimal realization in
which the controllability and the observability Gramians are equal
and diagonal. In balanced truncation 关2兴 an asymptotically stable
and minimal realization lower order system is approximated from
an asymptotically stable and minimal realization higher order sys-
tem by truncating the least controllable and observable states.
Let the original full order stable system G共s兲 = C共sI − A兲−1B
+ D, where 兵A, B, C, D其 is its nth order minimal realization. Let
P ⬎ 0 and Q ⬎ 0, respectively, be the controllability and the ob-
servability Gramians satisfying the following Lyapunov equa-
tions:
AP + PAT + BBT = 0
ATQ + QA + CTC = 0
Let T be the contragradient transformation
册冋 册
−1 1.4142 1.4142
, ,关− 1.4142 0兴,1
− 1.4142 0 0
be also a balanced realization with ⌺ = I but one of the subsystems
is not stable.
Remark 4. The balanced truncation error 储G共s兲 − Gr共s兲储⬁ tends
to zero at very high frequencies but is in general nonzero at very
low frequencies. A reverse conclusion is available for singular
perturbation approximation case 关39,40兴. However, in singular
perturbation approximation case, the reduced-order models may
be proper even for strictly proper original systems.
共1兲 Remark 5. Other closely related realizations are the input and
the output normal realizations. A realization is said to be input
共2兲 normal 共output normal, respectively兲 if its controllability Gramian
is the identity matrix and its observability Gramian is the diagonal

冋 册
共its controllability Gramian is the diagonal and its observability
⌺1 0
TTQT = T−1 PT−T = ⌺ = Gramian is the identity matrix, respectively兲 关41兴. Note that if 兵Ā,
0 ⌺2 B̄ , C̄ , D̄其 is a balanced realization, then 兵⌺−1/2Ā⌺1/2 , ⌺−1/2B̄ ,
where ⌺1 = diag兵␴1 , ␴2 , . . . , ␴r其, ⌺2 = diag兵␴r+1 , . . . , ␴n其, ␴i ⱖ ␴i+1, C̄⌺1/2 , D̄其 is its input normal and 兵⌺1/2Ā⌺−1/2 , ⌺1/2B̄ , C̄⌺−1/2 , D̄其 is
i = 1 , 2 , . . . , n − 1, ␴r ⬎ ␴r+1, and ␴i are the Hankel singular values. its output normal realization.
Transforming and partitioning the original system,

Ā = T−1AT = 冋 A11 A12

A21 A22
册 , B̄ = T−1B = 冋册
B1
B2
3 Motivation and Problem Formulation
Many physical plants are modeled as high order dynamical sys-
tems; the controller designed for those plants generally has order
comparable to the plants. Simple linear controllers are normally
C̄ = CT = 关C1 C2兴, D̄ = D
preferred over the complex linear controllers for linear time-
where A11 苸 R r⫻r
共r ⬍ n兲. The reduced-order model is given by invariant plants due to the following 关4,42,38兴: 共1兲 easier to un-
Gr共s兲 = C1共sI − A11兲−1B1 + D. derstand and implement, 共2兲 computationally less demanding, and
Remark 1. Following are some important properties of the bal- 共3兲 have more reliability since there are fewer things to go wrong
anced realization and model reduction.
1. A given realization 兵A, B, C, D其 can be transformed by a 3
S⌺ = ⌺S, where S is a diagonal matrix with the diagonal elements ⫾1.

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 储共I + P共s兲K共s兲兲−1 P共s兲共K共s兲 − Kr共s兲兲共I + P共s兲K共s兲兲−1储⬁
is minimized.

Another measure of the closed-loop transfer function closeness

Fig. 1 Closed-loop system diagram: P„s… is the plant and K„s… is provided by the relative error C共s兲−1共C共s兲 − Cr共s兲兲. Assuming
is the full order controller that the plant P共s兲 and the controller K共s兲 are square and invert-
ible, then

in the hardware or bugs to fix in the software. A suitable lower
order controller is obtained from higher order controller via con-
troller order reduction taking into account the closed loop so that
closed-loop stability is guaranteed and the performance degrada-
tion is minimized.
3.1 Controller Reduction
3.1.1 Stability Consideration. Let P共s兲 be the transfer function
matrix of linear time-invariant plant and K共s兲 be a high order
stabilizing controller, as shown in Fig. 1. Let Kr共s兲 be the reduced-
order controller, as shown in Fig. 2, where Figs. 2共a兲 and 2共b兲 are
equivalent representations. The reduced-order controller Kr共s兲 is
the stabilizing controller under the following sufficient conditions
关43,42兴.
1. K共s兲 and Kr共s兲 have the same number of poles in the open
right half plane, and K共s兲 − Kr共s兲 is bounded on the imagi-
nary axis.
2. Either
储共K共s兲 − Kr共s兲兲P共s兲共I + K共s兲P共s兲兲−1储⬁ ⬍ 1
or
储共I + P共s兲K共s兲兲−1 P共s兲共K共s兲 − Kr共s兲兲储⬁ ⬍ 1
where P共s兲共I + K共s兲P共s兲兲−1 = 共I + P共s兲K共s兲兲−1 P共s兲.
3.1.2 Closed-Loop Transfer Function Consideration. Let the
closed-loop transfer function for Fig. 1 be
C共s兲 = P共s兲K共s兲共I + P共s兲K共s兲兲−1
and the closed-loop transfer function for Fig. 2共a兲 be
Cr共s兲 = P共s兲Kr共s兲共I + P共s兲Kr共s兲兲−1
then
C共s兲 − Cr共s兲 = P共s兲K共s兲共I + P共s兲K共s兲兲−1
− P共s兲Kr共s兲共I + P共s兲Kr共s兲兲−1
⬇ 共I + P共s兲K共s兲兲−1 P共s兲共K共s兲 − Kr共s兲兲共I + P共s兲K共s兲兲−1
which suggest the following approximation problem 关42兴. Find
the reduced-order controller Kr共s兲 such that
1. K共s兲 and Kr共s兲 have the same number of poles in the open
right half plane, and K共s兲 − Kr共s兲 is bounded on the imagi-
nary axis.
2. The error index
C共s兲−1共C共s兲 − Cr共s兲兲 ⬇ K共s兲−1共K共s兲 − Kr共s兲兲共I + P共s兲K共s兲兲−1
3.2 Frequency-Weighted Model Reduction. The above con-
troller reduction problems can be summarized as frequency-
weighted model reduction problem. Given the original full order
stable system G共s兲 = C共sI − A兲−1B + D, the stable input weighting
system V共s兲 = CV共sI − AV兲−1BV + DV, and the stable output weight-
ing system W共s兲 = CW共sI − AW兲−1BW + DW, where 兵A , B , C , D其,
兵AV , BV , CV , DV其, and 兵AW , BW , CW , DW其 are their nth, pth, and qth
order minimal realizations, respectively, the objective is to find a
lower order stable system Gr共s兲 = Cr共sI − Ar兲−1Br + Dr, where
兵Ar , Br , Cr , Dr其 is the rth order 共r ⬍ n兲 minimal realization, such
that
储W共s兲共G共s兲 − Gr共s兲兲V共s兲储⬁
is made as small as possible. This is known as the two sided
frequency-weighted model reduction problem. If one of the
weights is identity, the problem is known as the one-sided
frequency-weighted model reduction, where the objective is to
find a stable lower order model Gr共s兲, such that 储共G共s兲
− Gr共s兲兲V共s兲储⬁ 共in the case of the input weight兲 and 储W共s兲共G共s兲
− Gr共s兲兲储⬁ 共in the case of the output weight兲 is made as small as
possible. Enns 关3兴 was the first to formulate this problem by in-
troducing the frequency weights to balanced truncation 关2兴
scheme.
4 Frequency-Weighted Model Reduction Methods
In this section we review some of the well-known frequency-
weighted model reduction techniques.
4.1 Enns Method. Given the original full order stable system
G共s兲 = C共sI − A兲−1B + D, the stable input weighting system V共s兲
= CV共sI − AV兲−1BV + DV, and the stable output weighting system
W共s兲 = CW共sI − AW兲−1BW + DW, the augmented systems are given by
G共s兲V共s兲 = Ci共sI − Ai兲−1Bi + Di
W共s兲G共s兲 = Co共sI − Ao兲−1Bo + Do
where
兵Ai,Bi,Ci,Di其 = 再冋 册 冋 册 A BCV
0 AV
,
BDV
BV
,关C DCV兴,DDV 冎
再冋 册 冋 册 冎
A W B WC B WD
兵Ao,Bo,Co,Do其 = , ,关CW DWC兴,DWD
0 A B
Let

Pi = 冋 PE P12
PT12 PV
册 , Qo = 冋 QW QT12
Q12 QE
册
satisfy the following Lyapunov equations:
Ai Pi + PiAiT + BiBiT = 0 共3兲

ATo Qo + QoAo + CTo Co = 0 共4兲

Fig. 2 Closed-loop system diagram: P„s… is the plant, K„s… is Remark 6. Note that the realizations 兵Ai , Bi , Ci , Di其 and
the full order controller, and Kr„s… is the reduced-order 兵Ao , Bo , Co , Do其 may not necessarily be minimal especially in cer-
controller tain frequency-weighted model reduction applications like con-

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 troller order reduction.
Expanding 共1,1兲 and 共2,2兲 blocks, respectively, of Eqs. 共3兲 and
共4兲 yields the following:
APE + PEAT + X = 0 共5兲
A TQ E + Q EA + Y = 0 共6兲
where
X = BCV PT12 + P12CVTBT + BDVDVTBT 共7兲
T T
Y = C TB W T
Q12 + Q12BWC + CTDW D WC 共8兲
Let T be contragradient matrix obtained as
TTQET = T−1 PET−T = diag兵␴1, ␴2, . . . , ␴n其 共9兲
where ␴i 艌 ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1. Transforming and
partitioning the original system, we get
冋 册 冋册
A11 A12 B1
 = T−1AT = , B̂ = T−1B =
A21 A22 B2
Ĉ = CT = 关C1 C2兴, D̂ = D
where A11 苸 Rr⫻r. The reduced-order model is given by Gr共s兲
= C1共sI − A11兲−1B1 + D.
Remark 7. For input weighting only, the symmetric positive
matrices PE and Q are used to obtain contragradient matrix T in
Eq. 共9兲; similarly for output weighting only, the symmetric posi-
tive definite matrices P and QE are used to obtain contragradient
matrix T in Eq. 共9兲.
Remark 8. The realization 兵Â , B̂ , Ĉ , D其, obtained via applying
the weighted balancing transformation T on the original system
兵A , B , C , D其, may not be balanced in strict sense 共i.e., the un-
weighted controllability and observability Gramians of the real-
ization 兵Â , B̂ , Ĉ , D其 may not be diagonal and equal兲. Conse-
quently, any realization 兵Akk , Bk , Ck , D其 for k = 1 , 2, obtained via
partitioning and truncating the realization 兵Â , B̂ , Ĉ , D其, may not be
balanced in contrast to the unweighted internally balanced
realization.
Remark 9. When the frequency-weighted Hankel singular val-
ues are distinct, the frequency-weighted balanced realization
兵Â , B̂ , Ĉ , D其 is unique within a change of sign of a state variables
关3兴. Resultantly, the reduced-order model and the frequency-
weighted approximation error for a given order are invariant un-
der similarity transformation of the original system and the
weighting functions. Note here that the reduced-order model is not
invariant under similarity transformation applied on the aug-
mented realizations. In the following sections, we see that apply-
ing a similarity transformation on augmented realization yields
new frequency-weighted model reduction methods 关5,15兴.
Remark 10. Since the reduced-order models are obtained di-
rectly from truncating the realization 兵Â , B̂ , Ĉ , D其, they do not
necessarily retain the frequency-weighted Hankel singular values
of the original system.
Example 1. Let G共s兲 = 共s + 2兲 / 共s3 + 2s2 + 3s + 1兲 be the original
system and V共s兲 = W共s兲 = 1 / 共s2 + 4s + 2兲 be the weights. The
frequency-weighted Hankel singular values are given as 兵0.1595,
0.0053, 0.0046其. The first and second order models obtained using
Enns method 关3兴 respectively, are
Gr1共s兲 = 兵− 0.4014,0.8915,0.8915,0其
and
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Gr2共s兲 = 再冋 − 0.4014 − 0.5185
0.5185 − 1.9056
册冋 ,
0.8915
− 0.9878
册 ,
冎
关0.8915 0.9878兴,关0兴
The frequency weighted Hankel singular values obtained assum-
ing Gr1共s兲 and Gr2共s兲 as original system, respectively, are 兵0.1446其
and 兵0.1615, 0.0061其. Note that frequency-weighted Hankel sin-
gular values of the original system are different from the
frequency-weighted Hankel singular values of the reduced-order
models.
The following is a special case of Enns one-sided frequency-
weighted model reduction scheme.
THEOREM 1. Let G共s兲 be square and minimum phase transfer
matrix 关14兴. The reduced order system Gr共s兲 obtained using Enns
one-sided frequency-weighted model reduction scheme is mini-
mum phase and satisfies
n
兿 共1 + 2␴ 冑1 + ␴
储G−1共s兲共G共s兲 − Gr共s兲兲储⬁ 艋 i
2
i + 2␴i2兲 − 1
i=r+1
n
储Gr−1共s兲共G共s兲 − Gr共s兲兲储⬁ 艋 兿 共1 + 2␴ 冑1 + ␴
i=r+1
i
2
i + 2␴i2兲 − 1
Remark 11. The error bound also holds for possibly a nonsquare
transfer matrix when G共s兲 is the full row rank for output weight-
ing case or dually G共s兲 is the full column rank for input weighting
case.
Remark 12. An equivalence between Enns one-sided frequency-
weighted model reduction scheme and balanced stochastic trunca-
tion 关44兴 is established in Ref. 关14兴, where it is shown that for
square and minimum phase transfer matrix G共s兲, the balanced
stochastic realization can be obtained by solving a pair of
Lyapunov equations, instead of one Lyapunov equation and one
algebraic Riccati equation.
Remark 13. One of the important properties of balanced sto-
chastic truncation is that right half plane zeros of the original
system are preserved in the reduced-order system 关45兴. Kim et al.
关27兴 extended balanced stochastic truncation technique to carry
one side weighting with the aim to reduce the index 储G−1共s兲
⫻共G共s兲 − Gr共s兲兲V共s兲储⬁. An assertion in Ref. 关27兴 is that the num-
ber of right half plane zeros is preserved in the reduced-order
model in the weighted balanced stochastic truncation case. We
note that the number of right half plane zeros is not guaranteed to
be preserved in the reduced-order model.
Example 2. Let the original stable system be G共s兲 = 共s − 0.45兲
⫻共s + 0.75兲共s + 2兲 / 共s + 0.3兲共s + 0.4兲共s + 0.5兲 and the input weight be
V共s兲 = 共s + 0.15兲共s + 0.25兲 / 共s + 1兲2. The first order approximation
using the method of Kim et al. 关24兴 yields the reduced-order
model Gr共s兲 = 共s + 1.4819兲 / 共s + 0.4309兲.
Remark 14. Since the symmetric matrices X and Y in Eqs. 共5兲
and 共6兲 may be indefinite, the models obtained by Enns technique
may not be stable for two-sided weighting case. Examples obtain-
ing unstable reduced-order model are produced in Ref. 关6兴.
Example 3. Let the original stable system be G共s兲 = 共8s2 + 6s
+ 2兲 / 共s3 + 4s2 + 5s + 2兲, the input weight be V共s兲 = 1 / 共s + 3兲, and the
output weight be W共s兲 = 1 / 共s + 4兲 关6兴. The indefinite matrix
冤 冥
− 0.0375 − 0.0063 − 0.0021
X = − 0.0063 0.0000 0.0000
− 0.0021 0.0000 0.0000
has eigenvalues −0.0386, 0.0000, and 0.0011. Similarly, the in-
definite matrix
Transactions of the ASME
 冤
− 2.0533 − 0.9833 − 0.2433
Y = − 0.9833 − 0.3200 − 0.0433
冥
T
Q̄o = TLCo QoTLCo = 冋 QW
0 −1 T
QE − Q12QW
0
Q12
册
− 0.2433 − 0.0433 0.0067 satisfy the following Lyapunov equations:
has eigen values −2.5201, 0.0000, and 0.1535. The first order Āi P̄i + P̄iĀiT + B̄iB̄iT = 0 共10兲
model Gr1共s兲 = −0.1563/ 共s − 0.15兲 is unstable, whereas the second
order model Gr2共s兲 = 共7.705s + 3.3214兲 / 共s2 + 3.4056s + 3.9040兲 is ĀTo Q̄o + Q̄oĀo + C̄To C̄o = 0 共11兲
stable.
Remark 15. Inspired from the stability of reduced-order model Expanding the 共1,1兲 block of Eq. 共10兲 and the 共2,2兲 block of Eq.
obtained using one-sided frequency-weighted model reduction by 共11兲 yields
Enns method, the following are sufficient conditions 关38,46兴 for T
APLC + PLCAT + BLCBLC =0 共12兲
existence of stable reduced-order model in the case of two sided
frequency-weighted model reduction by Enns method: T
ATQLC + QLCA + CLC CLC = 0 共13兲
1. X ⬎ 0 or Y ⬎ 0. respectively, where PLC = PE − P12P−1 T
V P12 and QLC = QE
2. X 艌 0 and 兵A , X1/2其 is controllable, or Y 艌 0 and 兵Y 1/2 , A其 is − Q12QW−1 T
Q12. Simultaneously diagonalizing the weighted Grami-
observable. Note that condition 2 is relaxed/weaker version ans PLC and QLC, we get
of condition 1.
TTQLCT = T−1 PLCT−T = diag兵␴1, ␴2, . . . , ␴n其
4.2 Generalized Lin and Chiu Technique. The Enns method
关3兴 was modified by Lin and Chiu 关5兴 to guarantee the stability of where ␴i 艌 ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1. Reduced, order
the reduced-order models for strictly proper two sided weight. The models are obtained by transforming and partitioning the original
method was later generalized by Sreeram et al. 关6兴 to include more system. Assuming no pole-zero cancellation between weights and
general proper weights. Let the original system, the realization 兵A , BLC , CLC其 is minimal and

冋 册
Lin and Chiu’s technique yields stable models in the case of
I P12PV−1 double-sided weighting.
TLCi = Remark 16. No a priori error bounds are known to exist al-
0 I though an iterative error bound is reported in Ref. 关6兴 similar to
and the one in Ref. 关26兴 for Enns method. Assuming full row rank
input matrix of the original system 共matrix B兲 and full column

TLCo = 冋 0
−1 T
I − QW Q12
I
册 rank output matrix of the original system 共matrix C兲, respectively,
the following error bound is reported in Ref. 关23兴:
n
be the transformations applied to the input and the output aug-
mented system realizations, respectively. Note that, for stable
储W共s兲共G共s兲 − Gr共s兲兲V共s兲储⬁ 艋 2储W共s兲DW
†
储 储DV† iV共s兲储⬁
o ⬁ 兺␴
k=r+1
k

minimal weighting functions, the matrices PV and QW are positive

definite and are guaranteed to be invertible. The transformed aug- where
mented realizations are as follows: DVi = DV − 共BTB兲†BT P12PV−1BV

−1
Āi = TLCi AiTLCi = 冋 册
A X12
0 AV
, −1
B̄i = TLCi Bi = 冋 册
BLC
BV
D Wo = D W − C WQ W Q12C 共CCT兲†
−1 T T

4.3 Varga and Anderson’s Modification to Lin and Chiu’s

C̄i = CiTLCi = 关C CP12PV + DCV兴, D̄i = Di = DDV Technique. As pointed out in Ref. 关7兴 by Varga and Anderson, the
and requirement/assumption that no pole-zero cancellation occur when

冋 册
forming the augmented systems prevents the applicability of Lin
AW Y 12 and Chiu’s method when solving controller reduction problems
−1
Āo = TLCo AoTLCo = where weights are of the form 共I + G共s兲K共s兲兲−1, 共I + G共s兲K共s兲兲−1
0 A
G共s兲, where K共s兲 is a controller for the plant G共s兲. To overcome

冋 册
this drawback, they proposed to obtain contragradiant matrix T as
−1
B
B̄o = TLCo Bo = −1 T TTQVAT = T−1 PVAT−T = diag兵␴1, ␴2, . . . , ␴n其
B WD + Q W Q12B
where PVA = PE − ␣2c P12P−1V P12, QVA = QE − ␣oQ12QW Q12, 0 艋 ␣c
T 2 −1 T

艋 1, 0 艋 ␣o 艋 1, ␴i 艌 ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1.

C̄o = AoTLCo = 关CLC CW兴, D̄o = Do = DWD Reduced-order models are obtained by transforming and partition-
where ing the original system. Note that when ␣c = ␣o = 0 we get Enns
method and when ␣c = ␣o = 1 we have Lin and Chiu’s technique
X12 = AP12PV−1 + BCV − P12PV−1AV with stability guarantee. Because the stability is guaranteed for
␣c = ␣o = 1, the same is also expected to be true in the subunitary
BLC = BDV − P12PV−1BV neighborhood of ␣c = 1 and ␣o = 1 regardless of pole-zero cancel-
lations. In the following example we show that this neighborhood
−1 T −1 T may be very small.
Y 12 = QW Q12A + BWC − AWQW Q12 Example 4. Let G共s兲 = 共8s2 + 6s + 2兲 / 共s3 + 4s2 + 5s + 2兲 be the
original system and W共s兲 = V共s兲 = 共s + 0.9兲 / 共8s2 + 5s + 2兲 be the
−1 T
CLC = DWC − CWQW Q12 weights. The first order approximation obtained for ␣c = 0.99 and
The transformed augmented realization Gramians ␣o = 0.99 yields the unstable system having pole at s = 0.0035.
Remark 17. Since PVA = 共1 − ␣2c 兲PE and QVA = 共1 − ␣2o兲QE, the
−1
P̄i = TLCi −T
PiTLCi = 冋 PE − P12PV−1 PT12
0
0
PV
册 method produces practically the same reduced-order model as
Enns technique in controller reduction applications.

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 4.4 Sreeram’s Technique. Sreeram 关9兴 proposed a param- TTQ̂VAT = T−1 P̂VAT−T = diag兵␴1, ␴2, . . . , ␴n其
etrized method, based on a combination of unweighted and Lin
and Chiu’s frequency-weighted Gramians with the aim to combine where
the advantages of both unweighted and Lin and Chiu’s frequency-
weighted balancing. Sreeram’s method is based on obtaining con-
T
AP̂VA + P̂VAAT + BVABVA =0 共16兲
tragradient matrix T as
TTQST = T−1 PST−T = diag兵␴1, ␴2, . . . , ␴n其
T
ATQ̂VA + Q̂VAA + CVA CVA = 0 共17兲

where PS = ␣ P + PLC, QS = ␤ Q + QLC, 0 ⱕ ␣ ⬍ ⬁, 0 ⱕ ␤ ⬍ ⬁, ␴i

2 2 ␴i ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1. The new fictitious ma-
1/2
ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1. trices BVA and CVA are defined as BVA = UVA1SVA and CVA
1
1/2 T
An important advantage of this scheme is the existence of a = RVA VVA , respectively. The terms UVA1, SVA1, VVA1, and RVA1
1 1
priori error bounds. are obtained from the orthogonal eigendecomposition of symmet-
THEOREM 2. Let G共s兲 be a stable transfer function of order n ric matrices

冋 册冋 册
and V共s兲 and W共s兲 be the weighting functions. If Gr共s兲 is a stable T
reduced-order model, then the following error bound holds [9]: SVA1 0 UVA 1
X = 关UVA1 UVA2兴 T
n 0 SVA2 UVA
兺
2 2

冋 册冋 册
储W共s兲共G共s兲 − Gr共s兲兲V共s兲储⬁ 艋 储W共s兲储⬁储V共s兲储⬁ ␴i
␣␤ i=r+1 RVA1 T
VVA
0 1
Y = 关VVA1 VVA2兴 T
4.5 Technique of Wang et al. The problem that stability of 0 RVA2 VVA 2
the reduced-order models is not guaranteed 共in the Enns method where

冋 册
when two sided weighting is employed兲 is solved into technique
of Wang et al. 关8兴 by making the matrices X 共7兲 and Y 共8兲 positive SVA1 0
semidefinite. In this technique, the new controllability and observ- = diag共s1,s2, . . . ,sn兲
ability Gramians PWSL and QWSL are obtained as the solutions to 0 SVA2

冋 册
Lyapunov equations, respectively:
RVA1 0
T
APWSL + PWSLAT + BWSLBWSL =0 共14兲 = diag共r1,r2, . . . ,rn兲
0 RVA2
T
ATQWSL + QWSLA + CWSL CWSL = 0 共15兲
SVA1 ⬎ 0, SVA2 ⱕ 0, RVA1 ⬎ 0, and RVA2 ⱕ 0. Reduced-order mod-
are used to obtain contragradient matrix T as els are obtained by transforming and partitioning the original sys-
TTQWSLT = T−1 PWSLT−T = diag兵␴1, ␴2, . . . , ␴n其 tem. Since X ⱕ BVABVAT
ⱕ BWSLBWSLT
ⱖ 0, Y ⱕ CVA
T
CVA
ⱕ CWSLCWSL ⱖ 0, and the realization 兵A, BVA, CVA其 is minimal,
T
where ␴i ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1. The matrices the stability of the reduced-order model in the case of double-
BWSL and CWSL in the above Lyapunov equations are fictitious sided weighting is guaranteed.
input and output matrices BWSL = UWSL兩SWSL兩1/2 and CWSL Remark 19. The error bound for this method 关7兴 also exists,
= 兩RWSL兩1/2VWSL
T
, respectively. The terms UWSL, SWSL, VWSL, and similar to the one in Ref. 关8兴 subject to fulfillment of
RWSL are obtained from the orthogonal eigendecomposition of
symmetric matrices X = UWSLSWSLUWSL T
and Y = VWSLRWSLVWSL T
, rank关BVA B兴 = rank关BVA兴
where SWSL = diag共s1 , s2 , . . . , sn兲, RWSL = diag共r1 , r2 , . . . , rn兲, 兩s1兩 and

冋 册
ⱖ 兩s2兩 ⱖ ¯ ⱖ 兩sn兩 ⱖ 0, and 兩r1兩 ⱖ 兩r2兩 ⱖ ¯ ⱖ 兩rn兩 ⱖ 0. Reduced-order
models are obtained by transforming and partitioning the original CVA
rank = rank关CVA兴
system. Since X ⱕ BWSLBWSL T
ⱖ 0, Y ⱕ CWSL
T
CWSL ⱖ 0, and the re- C
alization 兵A, BWSL, CWSL其 is minimal, the stability of the reduced-
order model in the case of double-sided weighting is guaranteed. 4.7 Partial-Fraction-Expansion Based Method. Inspired by
Remark 18. To establish the relationship between system input Refs. 关10,12兴, Al-Saggaf and Franklin 关11兴 proposed a different
matrix B and new fictitious input matrix BWSL, the existence of way from Enns method for introducing weights to form
rank关BWSLB兴 = rank关BWSL兴 is shown in some sense 关8兴 共i.e., this frequency-weighted model reduction such that the reduction error
rank condition is almost always true兲. has the zeros at the poles of the weighting function. Let the origi-
THEOREM 3. The following error bounds hold 共subject to fulfill- nal full order stable system G共s兲 = C共sI − A兲−1B and the input
ment of weighting system V共s兲 = CV共sI − AV兲−1BV having nonsingular out-
rank关BWSL B兴 = rank关BWSL兴 and rank关 C 兴 = rank关CWSL兴兲 关8兴:
CWSL put matrix CV. Consider the following equations:
n AXPF − XPFAV + BCV = 0
储W共s兲共G共s兲 − Gr共s兲兲V共s兲储⬁ 艋 2储W共s兲L储⬁储KV共s兲储⬁ 兺␴
i=r+1
i
APAF + PAFAT + XPFBVBVTXPF
T
=0
where
ATQ + QA + CTC = 0 共18兲
L = CVWSL diag共兩r1兩 −1/2
,兩r2兩 −1/2
, . . . ,兩rni兩 −1/2
,0, . . . ,0兲 Remark 20. Note that the solution XPF is unique when G共s兲 has
no pole in common with V共s兲.
K = diag共兩s1兩 −1/2
,兩s2兩 −1/2
, . . . ,兩sno兩 −1/2
,0, . . . T
,0兲UWSL B
Let T be the transformation such that TTQT = I and T−1 PAFT−T
ni = rank关X兴 and no = rank关Y兴. = ⌺2, where ⌺2 = diag兵␴21 , ␴22 , . . . , ␴2n其 and ␴21 ⱖ ␴22 ⱖ ¯ ⱖ ␴2n ⱖ 0.
4.6 Varga and Anderson’s Technique. With the aim to re- Then in the new state-space coordinates we have
duce Gramian’s distance to Enns choice 共i.e., the size of PWSL
ÂX̂AF − X̂AFAV + B̂CV = 0
− PE and QWSL − QE兲 Varga and Anderson 关7兴 proposed a modifi-
cation to the method of Wang et al. 关8兴. They proposed obtaining
contragradient matrix T as Â⌺2 + ⌺2ÂT + X̂AFBVBVTX̂AF
T
=0

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 ÂT + Â + ĈTĈ = 0 expansion technique yields stable models in the case of double-
sided weightings.
We partitioned Â, B̂, Ĉ, X̂, ⌺2 compatibly as

冤 冥 冤冥
A11 A12 A13 B1 4.8 Sreeram and Ghafoor’s Partial-Fraction-Expansion
 = A21 A22 A23 , B̂ = B2 Based Technique. Inspired by Ref. 关9兴, Sreeram and Ghafoor
proposed obtaining contragradient matrix T as
A31 A32 A33 B3
TTQSGT = T−1 PSGT−T = diag兵␴1, ␴2, . . . , ␴n其
Ĉ = 关C1 C2 C 3兴 where ␴i ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, ␴r ⬎ ␴r+1. The Gramians PSG
and QSG satisfy the following Lyapunov equations:

冤冥 冤 冥
X1 ⌺21 0 0 T
APSG + PSGAT + BSGBSG =0 共22兲
X̂ = X2 , ⌺̂ = 2
0 ⌺22 0
X3 0 0 0 T
ATQSG + QSGA + CSG CSG = 0 共23兲
where A11 苸 R where BSG = 关BDV − XPFBV ␣B兴, CSG = 关 兴, ␣ ⬎ 0, and ␤
r⫻r DWC−CWY PF
. The reduced-order model is defined as
␤C
Ar = A11 ⬎ 0. The reduced-order models obtained by transforming and par-
titioning the original system are guaranteed to be stable. An a
Br = B1 + 关A12X2 + A13X3兴CV−1 priori error bound also exists 共similar to the one in Ref. 关9兴兲.
THEOREM 5. Let G共s兲 be a stable transfer function of order n
Cr = C1 and V共s兲 and W共s兲 be the weighting functions [24]. Let Gr共s兲 be a
stable reduced-order model, then the following error bound holds:
Dr = 关C2X2 + C3X3兴CV−1 n

THEOREM 4. Let the reduced-order model as defined above [11].
1. If ␴r ⬎ ␴r+1, then the reduced-order model is stable.
2. All poles of the frequency weighting V共s兲 cancel with the
zeros of G共s兲 − Gr共s兲.
3. 储共G共s兲 − Gr共s兲兲V共s兲储⬁ ⱕ 2tr共⌺2兲.
Remark 21. Although error bounds are available, the reduction
error has zeros at the poles of frequency weightings 共which can be
useful if reduced-order model is used in feedback-control system
design兲 and weighting function need not be stable. The limitations
of this scheme are, the method can be used with single sided
weighting only, the output matrix of input weight and input matrix
of output weight have to be square and non singular and the origi-
nal system and weighting function need to be strictly proper. Fur-
thermore, non singularity condition on input or output matrix also
restricts the order of the weighting functions.
To overcome the limitations of Al-Saggaf and Franklen’s
method 关11兴, the method was generalized/modified by Sreeram
and Anderson 关15兴. They proposed obtaining contragradient ma-
trix T as
T−TQPFT−1 = TPPFTT = diag兵␴1, ␴2, . . . , ␴r, ␴r+1, . . . , ␴n其
where ␴i ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1 and
T
PPF = PE − P12XPF − XPFPT12 + XPFPVXPF
T
共19兲
T
QT12 + Y PF
T
共20兲
兺
2
储W共s兲共G共s兲 − Gr共s兲兲V共s兲储⬁ 艋 储W共s兲储⬁储V共s兲储⬁ ␴i
␣␤ i=r+1
Remark 22. The existence of unique XPF and Y PF is guaranteed
by using antistable weighting function. Moreover, the antistable
weighting function avoids pole-zero cancellation 共between
weights and controller to be reduced兲 and it also reduces the ap-
proximation error 关14兴.
5 Interval Gramian Based Frequency Weighted Model
Reduction
Gawronski and Juang 关16兴 introduced a scheme where the fre-
quency weights are explicitly not predefined; however approxima-
tion is considered in a given frequency interval/band. They intro-
duced frequency domain interval Gramians with particular
emphasis over certain frequency intervals without the use of
weighting functions.
5.1 Frequency Domain Interval Gramian Based Model
Reduction. Gawronski and Juang 关16兴 defined the frequency do-
main controllability interval Gramian PGJ = P共␻2兲 − P共␻1兲 and ob-
servability interval Gramian QGJ = Q共␻2兲 − Q共␻1兲, respectively,
where ␻2 ⬎ ␻1, 关␻1 , ␻2兴 is the frequency interval and P共␻兲 and
Q共␻兲 are obtained using Parseval’s relationship

冕
QPF = QE − Q12Y PF − Y PF QWY PF
+␻
The matrix XPF satisfies Eq. 共18兲 and Y PF satisfies the following 1
P共␻兲 = 共j␻I − A兲−1BBT共− j␻I − AT兲−1d␻
matrix equation: 2␲ −␻

冕
Y PFA − AWY PF + BWC = 0 共21兲 +␻
1
The Gramians PPF and QPF satisfy the following Lyapunov equa- Q共␻兲 = 共− j␻I − AT兲−1CTC共j␻I − A兲−1d␻
tions: 2␲ −␻

T T The Gramians PGJ and QGJ satisfy the following Lyapunov equa-
APPF + PPFA + BPFBPF = 0
tions:
T
ATQPF + QPFA + CPF CPF = 0 APGJ + PGJAT + XGJ = 0 共24兲
where
ATQGJ + QGJA + Y GJ = 0 共25兲
BPF = BDV − XPFBV
where
CPF = DWC − CWY PF XGJ = 共S共␻2兲 − S共␻1兲兲BBT + BBT共S*共␻2兲 − S*共␻1兲兲 共26兲
Since the realization 兵A, BPF, CPF其 is minimal and the Gramians
diagonalized satisfy the Lyapunov equations, the partial-fraction- Y GJ = 共S*共␻2兲 − S*共␻1兲兲CTC + CTC共S共␻2兲 − S共␻1兲兲 共27兲

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 TTQGAT = T−1 PGAT−T = diag兵␴1, ␴2, . . . , ␴n其
where ␴i ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, ␴r ⬎ ␴r+1. The matrices BGA and
CGA in the above Lyapunov equations are fictitious input and out-
put matrices BGA = UGA兩SGA兩1/2 and CGA = 兩RGA兩1/2VGA T
, respec-
tively. The terms UGA, SGA, VGA, and RGA are obtained from the
orthogonal eigendecomposition of symmetric matrices XGJ
T T
= UGASGAUGA and Y GJ = VGARGAVGA , where SGA
= diag共s1 , s2 , . . . , sn兲, RGA = diag共r1 , r2 , . . . , rn兲, 兩s1兩 ⱖ 兩s2兩 ⱖ ¯
ⱖ 兩sn兩 ⱖ 0, and 兩r1兩 ⱖ 兩r2兩 ⱖ ¯ ⱖ 兩rn兩 ⱖ 0. Reduced-order models are
obtained by transforming and partitioning the original system.
Since XGJ ⱕ BGABGA T
ⱖ 0, Y GJ ⱕ CGAT
CGA ⱖ 0, and the realization
共A, BGA, CGA兲 is minimal, the stability of the reduced-order model
is guaranteed.
Fig. 3 Integration limits for various frequency ranges THEOREM 6. The following error bounds hold (subject to exis-
tence of

j rank关BGA B兴 = rank关BGA兴
S共␻兲 = ln共共j␻I + A兲共− j␻I + A兲−1兲 共28兲 and
2␲
S*共␻兲 is the conjugate transpose of S共␻兲 and ln共M兲 is the matrix
logarithm of matrix M. Simultaneously diagonalizing the Grami-
ans PGJ and QGJ,
冋 册
CGA
C
= rank关CGA兴

which follow similar to Ref. [8]):

TTQGJT = T−1 PGJT−T = diag兵␴1, ␴2, . . . , ␴n其
n
where ␴i ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, ␴r ⬎ ␴r+1. Reduced-order mod-
els are obtained by transforming and partitioning the original 储G共s兲 − Gr共s兲储⬁ 艋 2储LGA储⬁储KGA储 兺␴
i=r+1
i
system.
Remark 23. One can consider the multiple frequency intervals where
for approximation. For example, for two intervals 关␻1 , ␻2兴 and
关␻3 , ␻4兴, ␻1 ⬍ ␻2, ␻3 ⬍ ␻4, the symmetric matrices XGJ and Y GJ, LGA = CVGA diag共兩r1兩−1/2,兩r2兩−1/2, . . . ,兩rni兩−1/2,0, . . . ,0兲
respectively, become
XGJ = 共S共␻2兲 − S共␻1兲 + S共␻4兲 − S共␻3兲兲BBT + BBT共S*共␻2兲 − S*共␻1兲 KGA = diag共兩s1兩−1/2,兩s2兩−1/2, . . . ,兩sno兩−1/2,0, . . . ,0兲UGA
T
B

+ S*共␻4兲 − S*共␻3兲兲 ni = rank关XGJ兴 and no = rank关Y GJ兴.

5.3 Proposed Method. Inspired by Varga and Anderson’s 关7兴
Y GJ = 共S*共␻2兲 − S*共␻1兲 + S*共␻4兲 − S*共␻3兲兲CTC + CTC共S共␻2兲 modification to the method of Wang et al. 关8兴, we propose a modi-
− S共␻1兲 + S共␻4兲 − S共␻3兲兲 fication to Gugercin and Antoulas 关17兴 method by reducing the
distance between Gramians, PGA − PGJ and QGA − QGJ. In this
Remark 24. Since the symmetric matrices XGJ and Y GJ may not technique, the new controllability and observability Gramians PGS
be positive semidefinite, the models obtained by Gawronski and and QGS, respectively, obtained as the solutions to Lyapunov
Juang 关16兴 technique may not be stable. equations
Remark 25. Note that the computation of XGJ and Y GJ in Eqs.
共26兲 and 共27兲, requires computation of the matrix S共␻兲 in Eq. 共28兲, T
APGS + PGSAT + BGSBGS =0 共31兲
which involves integration over the frequency range of interest.
To evaluate the matrix S共␻兲 in Eq. 共28兲 over a particular fre- T
ATQGS + QGSA + CGS CGS = 0 共32兲
quency range 关␻1 ␻2兴, the correspondence between the sector and
frequency is shown in Fig. 3. Because of the symmetry of the are used to obtain contragradient matrix T as
Fourier series, the contribution to the integral for any section in
the top 共shaded兲 sector has a complex conjugate contribution from TTQGST = T−1 PGST−T = diag兵␴1, ␴2, . . . , ␴n其
the bottom 共shaded兲 sector that should be added 共an equivalent
argument appear in Ref. 关47兴 for discrete time system case兲. Re- where ␴i ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, ␴r ⬎ ␴r+1. The new fictitious
sultantly, the matrices XGJ and Y GJ are real. Consequently, the matrices BGS and CGS in the above Lyapunov equations are de-
1/2 1/2 T
Gramian matrices 共PGJ and QGJ兲 and related transformation matrix fined as BGS = UGS1SGS and CGS = RGS V , respectively. The
1 1 GS1
are real. terms UGS1, SGS1, VGS1, and RGS1 are obtained from the orthogonal
eigendecomposition of symmetric matrices

册冋 册
5.2 Gugercin and Antoulas’s Method. The stability problem
of Gawronski and Juang’s technique 关16兴 共that the stability of the
reduced-order models is not guaranteed兲 was overcome by Guger-
cin and Antoulas 关17兴 by making the matrices XGJ and Y GJ posi-
tive semidefinite 共by using a procedure proposed by Wang et al.
XGJ = 关UGS1 UGS2兴 冋 SGS1
0
0
SGS2
T
UGS
T
UGS
1

冋 册冋 册
关8兴兲. In this technique, the new controllability and observability T
RGS1 0 VGS
Gramians PGA and QGA, respectively, obtained as the solutions to 1
Y GJ = 关VGS1 VGS2兴 T
Lyapunov equations 0 RGS2 VGS 2
APGA + PGAA + T T
BGABGA = 0 共29兲
where
共30兲
冋 册
T T
A QGA + QGAA + CGA CGA = 0 SGS1 0
are used to obtain contragradient matrix T as = diag共s1,s2, . . . ,sn兲
0 SGS2

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 冋 RGS1
0
0
RGS2
册 = diag共r1,r2, . . . ,rn兲
Remark 29. When X and/or Y are indefinite, the results pro-
duced by the method of Wang et al. 关8兴 and its modification by
Varga and Anderson 关7兴 are realization dependent. Similarly, when
s1 ⱖ s2 ⱖ ¯ ⱖ sn, r1 ⱖ r2 ⱖ ¯ ⱖ rn, SGS1 = diag共s1 , s2 , . . . , sk兲, XGJ and/or Y GJ are indefinite the results produced by Gugercin and
RGS1 = diag共r1 , r2 , . . . , rk兲, s1 ⱖ s2 ⱖ ¯ ⱖ sk ⬎ 0, r1 ⱖ r2 ⱖ ¯ ⱖ rk Antoulas’s 关18兴 method and proposed method are realization de-
pendent. However, the results produced by Enns method 关3兴, gen-
⬎ 0. Reduced-order models are obtained by transforming and par-
eralized Lin and Chiu’s method 关15兴 and its modification by Varga
titioning the original system. Since XGJ ⱕ BGSBGS T
ⱕ BGABGA T
ⱖ 0, and Anderson 关7兴, Sreeram’s method 关9兴, partial-fraction-
Y GJ ⱕ CGSCGS ⱕ CGACGA ⱖ 0, and the realization 兵A, BGS, CGS其 is
T T
expansion based method 关15兴, Sreeram and Ghafoor’s method
minimal, the stability of the reduced-order model is guaranteed. 关24兴, and Gawronski and Juang’s method 关16兴 are realization in-
THEOREM 7. The following error bounds hold (subject to exis- variant.
tence of Remark 30. Like Enns method, the reduced-order models pro-
rank关BGS B兴 = rank关BGS兴 duced via frequency-weighted balancing related do not necessar-
ily retain the frequency-weighted Hankel singular values of the
and original system 共a method based on modification of Lin and
关CGS C 兴 = rank关CGS兴 Chiu’s technique 关5兴 retaining the frequency-weighted Hankel sin-
gular values is presented in Ref. 关48兴兲.
, which follow from Refs. [8,17,7]): Remark 31. Note that Enns method 关3兴 and generalized Lin and
n Chiu’s method 关15兴 involve the solution of two Lyapunov equa-
储G共s兲 − Gr共s兲储⬁ 艋 2储LGS储⬁储KGS储 兺␴
i=r+1
i
tions 共one 共n + p兲th order and another 共n + q兲th order兲. The method
of Wang et al. 关8兴, Varga and Anderson’s method 关7兴, and Sreer-
−1/2 −1/2 T am’s 关9兴 method involve the solution of four Lyapunov equations
where LGS = CVGS1RGS and KGS = SGS UGS B.
1 1 1 共one 共n + p兲th order, one 共n + q兲th order, and two 共n兲th order兲. The
partial-fraction-expansion based method 关15兴 and Sreeram and
6 Some Common/General Remarks Ghafoor’s method 关24兴 involve the solution of two nth Lyapunov
Remark 26. An equivalence between the above frequency- equations and two Sylvester equations 共one 共q row, n column兲 and
weighted methods is shown in Ref. 关25兴. Let the input weight V共s兲 another 共q row, n column兲兲. Gawronski and Juang’s method 关16兴
be the co-inner4 and the output weight W共s兲 be the inner, then Ref. involves two nth order Lyapunov equations, whereas Gugercin
关25兴 and Antoulas’s 关17兴 and proposed method involve four nth order
Lyapunov equations.
PS T Remark 32. The available frequency-weighted model reduction
P = PE = PLC = PWSL = P̂VA = PVA = = PPF − XPFPVXPF
1 + ␣2 methods 共reviewed here兲 are applicable for model reduction in
T stable original model 共plant/controller兲. In the case where original
PSG − XPFPVXPF model is not stable 共i.e., some poles are in the open right half
=
1 + ␣2 plane兲, the model is decomposed into stable and unstable parts/
and portions. The stable portion is reduced and the unstable portion is
copied as it is to obtain the reduced-order model 关42,4兴.
QS T Remark 33. Table 1 lists the properties at a glance for different
Q = QE = QLC = QWSL = Q̂VA = QVA = = QPF − Y PF QWY PF
1 + ␤2 methods. Note that none of the method 共in Table 1兲 is guaranteed
T
to produce passive reduced-order model for passive original sys-
QSG − Y PF QWY PF tem.
=
1 + ␤2 Remark 34. Some of the available model reduction softwares
are as follows.
This is because P12 = 0 for co-inner input weight and Q12 = 0 for
inner output weight. When frequency interval is 关␻1 , ␻2兴 = 关0 , ⬁兴, • SLICOT model and controller reductiontoolbox 关49兴 includes
P = PGJ = PGA = PGS and Q = QGJ = QGA = QGS. SLICOT-based MATLAB and FORTRAN tools for computing
Remark 27. When X ⱖ 0 and Y ⱖ 0, PE = PWSL = P̂VA and QE reduced-order linear models and controllers 关34,50,35兴. The
functionalities of the toolbox include some of the model
= QWSL = Q̂VA. Similarly, when XGJ ⱖ 0 and Y GJ ⱖ 0, PGJ = PGA reduction methods listed in Table 1 including Refs. 关2,3,7,5兴.
= PGS and QGJ = QGA = QGS. However, when X, Y, XGJ, and Y GJ are • MATLAB robust control toolbox 关51兴: Some of the model
indefinite, PE ⬍ P̂VA ⬍ PWSL, QE ⬍ Q̂VA ⬍ QWSL, PGJ ⬍ PGS reduction features 共like balanced truncation 关2兴 and balanced
⬍ PGA, and QGJ ⬍ QGS ⬍ QGA. Moreover, for stable 共noninner/co- stochastic truncation 关52兴 methods兲 are included in this tool-
inner兲 weights, PLC ⬍ PE and QLC ⬍ QE. box.
Remark 28. The frequency-weighted Hankel singular values • MATRIXx xmath model reduction module 关53兴: Some of the
satisfy model reduction features 共like balanced truncation 关2兴 and
frequency-weighted balanced truncation 关3兴 method兲 are in-
共␭i关PLCQLC兴兲1/2 艋 共␭i关PVAQVA兴兲1/2 艋 共␭i关PEQE兴兲1/2 共33兲 cluded in this module.

共␭i关PEQE兴兲1/2 艋 共␭i关P̂VAQ̂VA兴兲1/2 艋 共␭i关PWSLQWSL兴兲1/2 共34兲

共␭i关PGJQGJ兴兲1/2 艋 共␭i关PGSQGS兴兲1/2 艋 共␭i关PGAQGA兴兲1/2 共35兲
The equalities in Eqs. 共33兲 and 共34兲 hold when the input weight
V共s兲 is co-inner and the output weight W共s兲 is inner, respectively.
The equality in Eq. 共34兲 holds when X ⱖ 0 and Y ⱖ 0. Similarly,
the equality in Eq. 共35兲 holds when XGJ ⱖ 0 and Y GJ ⱖ 0.
4
A transfer function X共s兲 is called co-inner 关38兴 if X共s兲XT共−s兲 = I. A transfer func-
tion X共s兲 is called inner if XT共−s兲X共s兲 = I. Note that X共s兲 need not be square. A matrix
function is called all-pass if X共s兲 is square and XT共−s兲X共s兲 = I.
7 Computational Aspects
The balanced truncation related model reduction schemes
involve/require balancing the system followed by truncation. The
balancing process involves computation of a transformation ma-
trix using the Gramian 共controllability and observability兲 matrices.
The Gramian matrices can 共usually兲 be numerically low rank
compared to the order of the original system 共especially in the
large scale environment兲 due to 共in most cases兲 rapid decay of the
eigenvalues of the Gramian matrices 关31兴. Consequently, the bal-
ancing process may turn out to be numerically inefficient and ill
conditioned. In this section, we review several balancing related

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 Table 1 Properties of frequency-weighted model reduction schemes at a glance: „a… the sta-
bility of the reduced-order models is guaranteed, „b… frequency response error bounds exist,
„c… the reduced-order models are realization invariant, „d… applicable for controller reduction,
„e… weights can be unstable as well as stable, „f… Hankel singular values of the original system
are retained in the reduced order models, and „g… the number of Lyapunov/Sylvester equations
required „note that 冑 means Yes, ⴛ means No, and NA means not applicable…

Method/property 共a兲 共b兲 共c兲 共d兲 共e兲 共f兲 共g兲

Balanced truncation 关2兴 冑 冑 冑 NA NA 冑 2 ⫻ nth order

Enns 关3兴 ⫻ ⫻ 冑 冑 ⫻ ⫻ 1 ⫻ 共n + p兲th order
1 ⫻ 共n + q兲th order
Lin and Chiu’s 关5兴 冑 ⫻ 冑 ⫻ 冑 ⫻ 1 ⫻ 共n + p兲th order
1 ⫻ 共n + q兲th order
Varga and Anderson’s 关7兴 冑 ⫻ 冑 冑 冑 ⫻ 1 ⫻ 共n + p兲th order
modification to Lin and Chiu 1 ⫻ 共n + q兲th order
Sreeram 关39兴 冑 冑 冑 ⫻ 冑 ⫻ 2 ⫻ nth order
1 ⫻ 共n + p兲th order
1 ⫻ 共n + q兲th order
Wang et al. 关8兴 冑 冑 ⫻ 冑 ⫻ ⫻ 2 ⫻ nth order
1 ⫻ 共n + p兲th order
1 ⫻ 共n + q兲th order
Varga and Anderson’s 关7兴 冑 冑 ⫻ 冑 ⫻ ⫻ 2 ⫻ nth order
modification to Wang et al. 1 ⫻ 共n + p兲th order
1 ⫻ 共n + q兲th order
Partial fraction expansion 冑 ⫻ 冑 ⫻ 冑 ⫻ 2 ⫻ nth order
based 关15兴 1 ⫻ 共n row, p column兲
1 ⫻ 共q row, n column兲
Sreeram and Ghafoor 关24兴 冑 冑 冑 冑 冑 ⫻ 2 ⫻ nth order
1 ⫻ 共n row, p column兲
1 ⫻ 共q row, n column兲
Gawronski and Juang’s 关16兴 冑 ⫻ 冑 NA NA ⫻ 2 ⫻ nth order
Gugercin and Antoulas’s 关17兴 冑 冑 ⫻ NA NA ⫻ 4 ⫻ nth order
Proposed 冑 冑 ⫻ NA NA ⫻ 4 ⫻ nth order

algorithms, which although in theory are identical, however, in

practice may yield different numerical properties. P= 冋 册
⑀2 0
0 1
and Q= 冋 册
1 0
0 ⑀2
7.1 Balanced Truncation Algorithms. Given a stable and
For any positive ⑀ → 0, the balancing transformation matrix
minimal realization 兵A, B, C, D其 its controllability 共1兲 and observ-
ability 共2兲 Gramians are P ⬎ 0 and Q ⬎ 0, respectively.
1. Find a matrix R 共using a Cholesky decomposition兲 such that
P = RTR.
T= 冋 冑1/⑀
0
0
冑⑀ 册
2. Find eigenvalue decomposition of RQRT to obtain orthogo- blows up.
nal matrix U and the diagonal matrix ⌺ 共composed of Han- 7.1.1 Square Root Algorithm. Tombs and Postlethwaite 关37兴
kel singular values of the system兲 such that RQRT = U⌺2UT. observed that Cholesky factors of the matrices P and Q can be
3. Let T = RTU⌺−1/2, then T−1 PT−T = TTQT = ⌺. Assume that the computed directly from the realization 兵A, B, C其 without actually
Hankel singular values of the system ␴1 , ␴2 , . . . , ␴n are de- constructing the matrices P, Q using method of Hammarling 关55兴.
creasingly ordered so that ⌺ = diag共␴1 , ␴2 , . . . , ␴n兲 and ␴1 Note that the condition number of the Cholesky factors of the
ⱖ ␴2 ⱖ ¯ ⱖ ␴n. Then the realization

再冋 冎
matrices P, Q is the square root of the condition number of the

兵T−1AT,T−1B,AT,D其 =
A11 A12
A21 A22
册冋 册
,
B1
B2
,关C1 C2兴,D
matrices P, Q. The square root algorithm is as follows.
1. Compute the Cholesky factors 共S and R兲 of the Gramians 共P
is a balanced realization and the truncated realization 兵A11, and Q兲 such that P = SST and Q = RTR.
B1, C1, D其 is a reduced-order model. 2. Compute the singular value decomposition

Remark 35. The computation of balancing transformation ma-

trix T is sensitive to numerical errors. In particular, it may be
RS = 关U1 U2兴 冋 册冋 册
⌺1
0
0
⌺2
VT1
VT2
badly conditioned when the matrix PQ has a high condition num-
ber, i.e., when some modes are very nearly uncontrollable or where ⌺1 = diag兵␴1 , ␴2 , . . . , ␴r其, ⌺2 = diag兵␴r+1 , . . . , ␴n其, ␴i
nearly unobservable. ⱖ ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1. The matrices
关U1 U2兴 and 关 VT 兴 are orthogonal.
VT1

再冋 冎
Example 5. Let

册冋 册
2

− 1/2 −⑀ ⑀ 3. The reduced-order model is 兵⌺−1/2 1 U1 RASV1⌺1

T −1/2
,
, ,关1 ⑀兴,0 ⌺1 U1 RB , CSV1⌺1 , D其.
−1/2 T −1/2
0 − 1/2 1
be a given system 关54兴. Note that when ⑀ → 0 state 1 becomes The above balancing process can also be badly conditioned if the
uncontrollable and state 2 becomes unobservable. The Gramian original system is highly unbalanced, i.e., some states are much
matrices more reachable than observable or vice versa.

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 7.1.2 Balancing Free Algorithm. Safonov and Chiang 关54兴 augmented system realizations are useful in obtaining the
proposed a scheme based on Schur decomposition of the matrix Cholesky factors of the frequency-weighted Gramian matrices as
PQ for computing orthonormal basis. The balancing free algo- follows: Let the matrices

冋 册 冋 册
rithm is as follows.
S11 S12 R11 R12
1. Compute the Schur decomposition of the matrix PQ with S̄ = and R̄ =
0 S22 0 R22
eigenvalues of the matrix PQ in ascending and descending
order, VTA PQVA = SA and VD
T
PQVD = SD, respectively, where be the Cholesky factors of the augmented system Gramian matri-
ces Pi 共10兲 and Qo 共11兲, respectively, satisfying

and
Pi = S̄S̄T = 冋 S11 S12
0 S22
册冋 ST11
ST12
0
ST22
册冋
=
S11ST11 + S12ST12 S12ST22
S22ST12 S22ST22
册
= 冋 PE P12
PT12 PV
册
are orthogonal and SA and SD are upper triangular matrices. and

冋 册冋 册冋 册
2. Compute the singular value decomposition VALVDR
= UBF⌺BFVBFT
, where the matrices UBF and VBF are orthogo- RT11 0 R11 R12 RT11R11 RT11R12
Qo = R̄TR̄ = =
nal and ⌺BF 共containing Hankel singular values兲 is diagonal. RT12 RT22 0 R22 RT12R11 RT22R22 + RT12R12

3. The reduced-order model is 兵⌺BF −1/2 T T
UBFVAL AVDRVBF⌺BF −1/2
,
⌺BF UBFVALB , CVDRVBF⌺BF , D其
−1/2 T T −1/2
Because of the need to compute explicitly the matrices P and Q as
well as their product PQ, this approach is usually less accurate
than the square root scheme for moderately ill-balanced systems
关7兴.
7.1.3 Balancing Free Square Root Algorithm. Varga 关56兴 pro-
posed a combination scheme based on the square root and the
balancing free algorithms/techniques as follows.
1. Steps 1 and 2 of square root algorithm.
2. Compute QR-factorization SV1 = XBFSRWBFSR and RTU1
= Y BFSRZBFSR, where the matrices XBFSR and Y BFSR are or-
thogonal and WBFSR and ZBFSR are upper triangular.
3. The reduced-order model is given by
冋 册
QW QT12
=
Q12 QE
We are now in a position to describe the Cholesky factors of the
frequency-weighted Gramian matrices for different/various
frequency-weighted balancing related model reduction schemes.
This Cholesky factors computation becomes the step 1 of the
square root algorithms for various frequency-weighted balanced
truncation techniques.
1. Using S̄ and R̄ computed as above, the Cholesky factors
corresponding to Gramians in various frequency-weighted
model reduction techniques 关3,8,5,7,9,24,17兴 can be ob-
tained as follows.
共a兲 Enns method. The Cholesky factors

兵共Y BFSR
T
XBFSR兲−1Y BFSR
T
AXBFSR, SE = 关S11 S12兴 and RE = 冋 册
R12
R22
共Y BFSR
T
XBFSR兲−1Y BFSR
T
B,CXBFSR,D其 satisfy

Remark 36. To obtain a balanced realization, we require n3

number of operations and the storage of n2 matrices 关31兴.
PE = SESET = S11ST11 + S12ST12 = 关S11 S12兴 冋 册
ST11
ST22
7.2 Frequency-Weighted Balanced Truncation Algorithms. and

冋 册
Frequency-weighted balanced related model reduction schemes
also involve balancing 共of frequency-weighted realization兲 pro- R22
QE = RETRE = RT22R22 + RT12R12 = 关RT22RT12兴
cess like unweighted balanced truncation. The frequency- R12
weighted balancing process involves computation of a transforma-
tion matrix using the frequency-weighted Gramian 共controllability where PE 共5兲 and QE 共6兲 are frequency-weighted con-
and observability兲 matrices. The frequency-weighted Gramian trollability and observability Gramians, respectively.
matrices can 共usually兲 also be numerically low rank compared to 共b兲 Lin and Chiu’s method. The Cholesky factors SLC
the order of the original system 共especially in the large scale en- = S11 and RLC = R22 satisfy
vironment兲 like in unweighted. Consequently, the frequency-
weighted balancing process may turn out to be numerically inef- PLC = PE − P12PV−1 PT12 = SLCSLC
T

ficient and ill conditioned. Varga and Anderson 关7兴 proposed = S11ST11 + S12ST12 − S12ST22共S22ST22兲−1S22ST12 = S11ST11
accuracy enhancing procedures for Enns 关3兴, Lin and Chiu’s 关5兴,
and their proposed 关7兴 methods. and
−1 T T
7.2.1 Generalized Square Root Frequency-Weighted Balanced QLC = QE − Q12QW Q12 = RLC RLC
Truncation Algorithm. Note that the square root algorithm 关37兴
involves computation of Cholesky factors of the Gramian matrices = RT22R22 + RT12R12 − RT12R11共RT11R11兲−1RT11R12
and these Cholesky factors can be computed directly from the = RT22R22
realization 兵A, B, C其 without actually constructing the Gramian
matrices P, Q using method of Hammarling 关55兴 in the un- where PLC 共12兲 and QLC 共13兲 are frequency-weighted
weighted balanced truncation case. However, in the frequency- controllability and observability Gramians, respec-
weighted balanced truncation case, the computation of Cholesky tively.
factors of the Gramian matrices is not as straightforward as in the 共c兲 Varga and Anderson’s modification to Lin and Chiu’s
unweighted balanced truncation case. method. The Cholesky factors SVA = 关S11冑1 − ␣2c S12兴
The Cholesky factors of the Gramian matrices obtained from and

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 RVA = 冋冑 R22
1 − ␣2oR12
册 = 关RT22 RT12 − Y PF
T T
R11兴 冋 R22
R12 − R11Y PF
册
satisfy where PPF 共19兲 and QPF 共20兲 are frequency-weighted
controllability and observability Gramians,
PVA = QE − ␣2c Q12QW
−1 T
Q12 = T
SVASVA respectively.
= S11ST11 + S12ST12 − ␣2c S12ST22共S22ST22兲−1S22ST12 Note that in unstable weighting case, an alternative

冋 册
form of Cholesky factors can be obtained as follows:
ST11 The Cholesky factors S̄PF and R̄PF satisfy PPF
= 关S11 冑1 − ␣2c S12兴 T T
冑1 − ␣2c ST12 共f兲
= S̄PFS̄PF and QPF = R̄PF R̄PF, respectively.
Sreeram and Ghafoor’s method. The Cholesky factors
and S̄SG = 关S̄PF ␣S兴 and
QVA = QE − ␣2oQ12QW
−1 T T
Q12 = RVA RVA
= RT22R22 + RT12R12 − ␣2oRT12R11共RT11R11兲−1RT11R12
R̄SG = 冋 册 R̄PF
␤R

= 关RT22 冑1 − ␣2oRT12兴 冋 R22

冑1 − ␣2oR12 册 satisfy

PSG = PPF + ␣2 P = S̄SGS̄SG

T T
= S̄PFS̄PF + ␣2SST

where
2
PVA = PE − ␣2c P12P−1
−1 T
T
V P12, QVA = QE
− ␣oQ12QW Q12, 0 艋 ␣c 艋 1, and 0 艋 ␣o 艋 1. PVA and
QVA are frequency-weighted controllability and ob-
= 关S̄PF ␣S兴 冋 册 T
S̄PF
␣ST
servability Gramians, respectively. and
共d兲 Sreeram’s method. The Cholesky factors SS
QSG = QPF + ␤2Q = R̄SG
T T
R̄SG = R̄PF R̄PF + ␤2RTR

冋 册
= 关S11 ␣S兴 and

RS = 冋 册 R22
␤R
= 关R̄PF
T
␤ R T兴
R̄PF
␤R
satisfy where PSG 共22兲 and QSG 共23兲 are frequency-weighted
controllability and observability Gramians, respec-
PS = PE − P12PV−1 PT12 + ␣2 P = SSSTS tively.
共g兲 The method of Wang et al. The Cholesky factors S̄WSL
= S11ST11 + S12ST12 − S12ST22共S22ST22兲−1S22ST12 + ␣2SST

冋 册
T
and R̄WSL satisfy PWSL = S̄WSLS̄WSL and QWSL
ST11
= S11ST11 + ␣2SST = 关S11 ␣S兴 = R̄WSLR̄WSL, where PWSL 共14兲 and QWSL 共15兲 are
T
␣ST frequency-weighted controllability and observability
and Gramians, respectively.
共h兲 Varga and Anderson’s modification to the method of
Q12 + ␤2RTR = RTS RS
−1 T
QS = QE − Q12QW
Wang et al.. The Cholesky factors S̄VA and R̄VA satisfy
= RT22R22 + RT12R12 − RT12R11共RT11R11兲−1RT11R12 T
P̂VA = S̄VAS̄VA T
and Q̂VA = R̄VA R̄VA, where P̂VA 共16兲

+ ␤2RTR = RT22R22 + ␤2RTR = 关RT22 ␤ R T兴 冋 册

R22
␤R
共i兲
and Q̂VA 共17兲 are frequency-weighted controllability
and observability Gramians, respectively.
Gawronski and Juang’s method. The Cholesky factors
where PS = ␣ P + PLC, QS = ␤ Q + QLC, 0 艋 ␣ ⬍ ⬁, and
2 2 T
S̄GJ and R̄GJ satisfy PGJ = S̄GJS̄GJ T
and QGJ = R̄GJ R̄GJ,
0 艋 ␤ ⬍ ⬁. PS and QS are frequency-weighted control- where PGJ 共24兲 and QGJ 共25兲 are frequency-weighted
lability and observability Gramians, respectively. controllability and observability Gramians, respec-
共e兲 Partial-fraction-expansion method. The Cholesky fac- tively.
tors SPF = 关S11 S12 − XPFS22兴 and 共j兲 Gugercin and Antoulas’s method. The Cholesky fac-

RPF = 冋 R22
R12 − R11Y PF
册 tors S̄GA and R̄GA satisfy PGA = S̄GAS̄GA
= R̄GAR̄GA, where PGA 共29兲 and QGA 共30兲 are
T
T
and QGA

frequency-weighted controllability and observability

satisfy Gramians, respectively.
T
PPF = PE − P12XPF − XPFPT12 + XPFPVXPF
T T
= SPFSPF 共k兲 Proposed method. The Cholesky factors S̄GS and R̄GS
T T
= S11ST11 + S12ST12 − S12ST22XPF
T
− XPFS22ST12 satisfy PGS = S̄GSS̄GS and QGS = R̄GS R̄GS, where PGS
共31兲 and QGS 共32兲 are frequency-weighted controlla-
T T
+ XPF S22S22XPF bility and observability Gramians, respectively.

= 关S11 S12 − XPFS22兴 冋 ST11

ST12 − ST22XPF
T 册 2. In methods 共b兲, 共g兲–共k兲 above, and 共e兲 in unstable weighting
case only, the singular value decompositions of Cholesky
factor products are obtained as follows:

冋 册冋 册
and
T ⌺1W 0 T
V1W
QPF = QE − Q12Y PF − Y PF QT12 + Y PF
T T
QWY PF = RPF RPF RY SX = 关U1W U2W兴
0 ⌺2W T
V2W
= RT22R22 + RT12R12 − RT12R11Y PF − Y PF
T T
R11R12
T T
In methods 共a兲, 共c兲–共e兲 in stable weighting case only, and 共f兲
+ Y PF R11R11Y PF in both stable and unstable weighting cases, the singular

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 value decompositions of Cholesky factor products are ob-
tained as follows:

冤 冥冤 冥
T
⌺1W 0 0 V1W
RY SX = 关U1W U2W U3W兴 0 ⌺2W 0 T
V2W
T
0 0 0 V3W
where ⌺1W = diag兵␴1 , ␴2 , . . . , ␴r其, ⌺2W = diag兵␴r+1 , . . . , ␴n其,
␴i 艌 ␴i+1, i = 1 , 2 , . . . , n − 1, and ␴r ⬎ ␴r+1. SX and RY are cor- Fig. 4 Four disk system
responding Cholesky factors satisfying different frequency-
weighted Gramians.
3. The reduced-order models in all the methods mentioned in 3. The reduced-order model is
Step 1 are obtained using 兵⌺1W U1WRY ASXV1W⌺1W
−1/2 T −1/2
, 兵⌺BFW
−1/2 T T
UBFWVALW AVDRWVBFW⌺BFW
−1/2
,
⌺1 U1WRY B , CSXV1W⌺1W , D其.
−1/2 T −1/2
⌺BFW
−1/2 T T
UBFWVALW B,CVDRWVBFW⌺BFW
−1/2
,D其
Remark 37. Note that the Cholesky factors S̄ and R̄ 共used in Because of the need to compute explicitly the matrices PX
Step 1, parts 共a兲–共e兲 above兲 can be computed directly from the and QY as well as their product PXQY , this approach is usu-
augmented system realizations using method of Hammarling 关55兴 ally less accurate than the square root scheme for moderately
without actually computing the augmented realization Gramians ill-balanced systems 共similar to the unweighted case兲.
Pi and Qo 共same as computing S and R without constructing the 7.2.3 Generalized Balancing Free Square Root Frequency-
Gramians P and Q for unweighted case兲. Similarly, the Cholesky Weighted Balanced Truncation Algorithm. The balancing free
factors 共used in Step 1, parts 共e兲–共h兲, 共j兲, and 共k兲 above兲 can be square root frequency-weighted balanced truncation algorithm fol-
computed directly from the corresponding frequency-weighted re- lows similar steps to balancing free square root scheme/algorithm
alizations using method of Hammarling 关55兴 without actually for the unweighted balanced truncation, with the exception of the
computing the corresponding frequency-weighted Gramians. corresponding Cholesky factors of different methods. The algo-
The above frequency-weighted balancing process can also be rithm is as follows.
badly conditioned 共similar to unweighted case兲 if the frequency-
weighted realization is highly unbalanced. 1. Steps 1 and 2 of generalized square root frequency-weighted
balanced truncation algorithm.
7.2.2 Generalized Balancing Free Frequency-Weighted Bal- 2. Compute QR-factorization SXV1W = XBFSRWWBFSRW and
anced Truncation Algorithm. The balancing free frequency-
RTY U1W = Y BFSRWZBFSRW, where the matrices XBFSRW and
weighted balanced truncation algorithm is similar to balancing
Y BFSRW are orthogonal and WBFSRW and ZBFSRW are upper
free algorithm for the unweighted balanced truncation, with the
triangular.
exception of the corresponding Gramians of different methods.
3. The reduced-order model is given by
The algorithm is as follows.
兵共Y BFSRW
T
XBFSRW兲−1Y BFSRW
T
AXBFSRW,
1. Compute the Schur decomposition of the matrix PXQY with
eigenvalues of the matrix PXQY in ascending and descending 共Y BFSRW
T
XBFSRW兲−1Y BFSRW
T
B,CXBFSRW,D其
T T
orders, VAW PXQY VAW = SAW and VDW PXQY VDW = SDW, re-
spectively, where 8 Simulation
Example 6. In this example, we consider the reduction of Linear
Quadratic Gaussian 共LQG兲 controller for a four-disk system. This
and example was studied in Refs. 关57–59兴 and references cited therein.
A description of the problem is given in Ref. 关59兴 as follows: The
problem is to control the angle of a disk that is mounted with three
other disks on a shaft with torsion flexibility, see Fig. 4. The
are orthogonal, SAW and SDW are upper triangular matrices, actuation is on the third disk and the angle of concern is the angle
and PX and QY are corresponding frequency-weighted of the first disk. The disks have unit rotational inertia, and the
Gramians for various frequency wighted balanced truncation springs have unit torsional stiffness. The system has one rigid-
schemes. body mode. The three vibration modes are assumed to be lightly
2. Compute the singular value decomposition VALWVDRW damped. The system 共plant兲 to be controlled is represented as a
= UBFW⌺BFWVBFWT
, where the matrices UBFW and VBFW are linear, time-invariant, single input and single output 共SISO兲, un-
orthogonal and ⌺BFW 共containing frequency-weighted Han- stable, and nonminimum phase eighth order system. The transfer
kel singular values兲 is diagonal. function of this plant is

Table 2 The errors and error bounds for the models

Wang et al. 关8兴 Varga and Anderson 关7兴 Sreeram and Ghafoor 关24兴
Enns
r method Error Bound Error Bound ␣ ␤ Error Bound

1 Unstable 4.6632 74.4490 4.0164 27.2274 3.5 3.5 5.4346 46.8656

2 0.4797 0.7657 54.5807 0.4946 19.5410 3 3 0.7009 35.5064
3 0.4868 5.1912 35.6636 1.1901 12.9541 4 4 4.6951 23.4656
4 0.1219 0.1177 18.5634 0.1192 6.4707 1.5 1.5 0.1197 17.9947
5 0.1229 1.1751 11.9942 0.4068 4.1766 3.5 3.5 0.1206 9.3406
6 0.0282 0.0281 5.8586 0.0281 2.0418 3 3 0.0281 4.6621
7 0.0282 0.3237 2.9121 0.1586 1.0155 4 1.5 0.4270 2.3722

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 0.01共0.6443s5 + 0.23196s4 + 7.1252s3 + 100.02s2 + 10.455s + 99.551兲
G共s兲 =
s2共s6 + 0.161s5 + 6.004s4 + 0.58215s3 + 9.9835s2 + 0.40727s + 3.982兲
A full order stable controller K共s兲 using standard LQG technique 关58兴 is given by
0.1116s7 + 0.0224s6 + 0.6711s5 + 0.0918s4 + 1.1185s3 + 0.0902s2 + 0.4485s + 0.0180
K共s兲 =
s + 1.3130s7 + 6.8531s6 + 7.3595s5 + 14.0941s4 + 11.4301s3 + 9.1770s2 + 4.4900s + 1.3770
8

Let V共s兲 = 共1 + G共s兲K共s兲兲−1 and W共s兲 = 共1 + G共s兲K共s兲兲−1G共s兲 be the
input and output weights, respectively.
Table 2 compares the approximation errors obtained using Enns
关3兴 method, the method of Wang et al. 关8兴 Varga and Anderson’s
关7兴 method, and Sreeram and Ghafoor’s method 关24兴 and error
bounds for the method of Wang et al. 关8兴 Varga and Anderson’s 关7兴
method, and Sreeram and Ghafoor’s method 关24兴 for reduced-
order models. The first order model obtained using Enns method
is unstable having pole at s = 0.0003072. Figures 5 and 6, respec-
tively, compare the singular value plots for the error function
␴关W共s兲共K共s兲 − Kr共s兲兲V共s兲兴 for sixth and seventh order controllers
obtained using balanced truncation 关2兴, Enns method 关3兴, Varga
and Anderson’s method 关7兴, the method of Wang et al. 关44兴, and
Sreeram and Ghafoor’s method 关24兴. Note that although the Enns
method can produce unstable reduced-order model, it yields lower
approximation error 关60兴.
Example 7. Consider the three mass simple mechanical systems
shown in Fig. 7, also studied in Ref. 关16兴. The masses are m1
= 11, m2 = 5, and m3 = 10. The stiffnesses k1 = k4 = 10, k2 = 50 k3
= 55 and dampings di = 0.01ki, i = 1 , 2 , 3 , 4. The single input u is
applied giving f 1 = u, f 2 = 2u, f 3 = 5u; the output is y = 2q1 − 2q2
+ 3q3, where qi is the displacement of the ith mass, and f i is the
force applied to that mass. The sixth order stable system is given
by G共s兲 = C共sI − A兲−1B + D, where

冤 冥
0 0 0 1 0 0
0 0 0 0 1 0
0 0 0 0 0 1
A=
− 5.4545 4.5455 0 − 0.0545 0.0455 0
10 − 21 11 0.1000 − 0.2100 0.1100
0 5.5000 − 6.5000 0 0.0550 − 0.0650

BT = 关0 0 0 0.0909 0.4000 − 0.5000兴

C = 关2 −2 3 0 0 0兴

D=0

Fig. 5 Singular value comparison of the error functions Fig. 6 Singular value comparison of the error functions
␴†W„s…„K„s… − Kr„s……V„s…‡, where Kr„s… is the sixth order ␴†W„s…„K„s… − Kr„s……V„s…‡, where Kr„s… is the seventh order
controller controller

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 Fig. 7 Simple mechanical system
Table 3 shows the reduced-order models obtained using Gawron-
ski and Juang’s method 关16兴 for the frequency range 关␻1 , ␻2兴
= 关1.5, 2兴 rad/ s. Note that the reduced-order models obtained for
second, third, and fourth order are unstable, whereas the Gugercin
and Antoulas’s method 关17兴 yields stable models. However, it was
noted during simulations that Gawronski and Juang’s method 关16兴
produced a better approximation in the desired frequency range.
Figure 8 compares the singular value plots for the error function
␴关G共s兲 − Gr共s兲兴, where Gr共s兲 is the fourth order model obtained
using balanced truncation 关2兴, Gawronski and Juang’s method
关16兴, Gugercin and Antoulas’s method 关17兴, and proposed method
for the frequency range 关␻1 , ␻2兴 = 关3 , 10兴 rad/ s. A close up view
in the desired frequency range is shown in Fig. 9. Note that in the
desired frequency range, the Gawronski and Juang’s method 关16兴
yields a better approximation and the proposed scheme compares
Table 3 The reduced-order models obtained for Gawronski
and Juang’s method †16‡ in the desired frequency range
†␻1 , ␻2‡ = †1.5, 2‡ rad/ s
Order System Poles
1 −0.01503 −0.2352
s + 0.2352
2 0.003966s − 0.059 0.0104⫾ 1.9764i
s2 − 0.02085s + 3.906
3 −0.1667s2 − 0.06809s − 0.385 −0.2527⫾ 2.0149i
s3 + 0.1706s2 + 3.954s − 1.38 0.3347
4 −0.009021s3 − 0.6446s2 − 0.03456s − 1.461 −0.0457⫾ 2.5698i
0.0029⫾ 1.0035i
s4 + 0.08545s3 + 7.613s2 + 0.05324s + 6.652
5 −0.4237s4 − 0.6618s3 − 6.139s2 − 1.596s − 11.7 −6.3074
s5 + 6.492s4 + 7.991s3 + 43.47s2 + 7.112s + 28.75 −0.0671⫾ 2.4630i
−0.0251⫾ 0.8661i
Fig. 8 Singular value comparison of the error functions
␴†G„s… − Gr„s…‡ in the desired frequency range †␻1 , ␻2‡
= †3 , 10‡ rad/ s.
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Fig. 9 Singular value comparison of the error functions
␴†G„s… − Gr„s…‡ in the desired frequency range †␻1 , ␻2‡
= †3 , 10‡ rad/ s. A close up view.
well with the Gugercin and Antoulas’s method 关17兴.
Remark 38. Various issues deserve further research including
the following: Note that the balanced related model reduction
schemes involve solution of Lyapunov equations, which can be
numerically expensive 共especially in the very large scale environ-
ment兲. To obtain a balanced realization, we require n3 number of
operations and the storage of n2 matrices 关31兴. Moreover, in the
controller reduction cases, the order of augmented system realiza-
tion can usually be much higher than the order of the controller to
be reduced.
Even for small to medium scale problems, there is no perfect
method for frequency-weighted model reduction. A detailed inves-
tigation is required to obtain new controller reduction algorithms
to overcome the drawbacks of existing methods and to solve very
large scale frequency-weighted model reduction problems.
Note that realization dependent methods/techniques can yield
lower or higher frequency response error. An investigation about
the system realizations to obtain optimum realization, which can
yield lower frequency response error, is also required.
9 Conclusion
Several frequency-weighted balanced related and frequency in-
terval Gramian based methods are surveyed. The comparison of
results shows that although Enns method 关3兴 and Gawronski and
Juang’s method 关16兴 can yield unstable reduced-order model, they
provide a better approximation when compared to their counter-
parts. Therefore better frequency-weighted balanced truncation
techniques are needed, which can guarantee both stability and low
approximation errors as in the unweighted case.
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