Automatica 93 (2018) 510–519

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Automatica
journal homepage: www.elsevier.com/locate/automatica

Brief paper

A projection-based algorithm for model-order reduction with H2

performance: A convex-optimization setting✩
Salim Ibrir
King Fahd University of Petroleum and Minerals, Electrical Engineering Department, KFUPM box: 5038, Dhahran, Saudi Arabia

article info a b s t r a c t
Article history: A suboptimal and a simple solution to the H2 -model-order-reduction problem is given. The proposed
Received 13 August 2016 procedure is a combination of projection and H2 Model-order Reduction (MOR) techniques. To show the
Received in revised form 8 September 2017 efficacy of the proposed method, a set of comparisons with classical MOR methods is provided with
Accepted 6 February 2018
numerical simulations. The numerical algorithm is subsequently employed in the design of reduced-
Available online 2 June 2018
order nonlinear systems satisfying the Input-to-State Stability (ISS) with respect to their inputs. Reduced-
order models for nonlinear electrical circuits are successfully built to demonstrate the usefulness and the
Keywords:
Suboptimal H2 -model-order reduction performance of the developed procedure.
Model-order reduction of nonlinear © 2018 Elsevier Ltd. All rights reserved.
systems
Electrical circuits
Convex-optimization
Input-to-state-stable (ISS) systems

1. Introduction 1990), and convex-optimization techniques are among the most

The model-order-reduction problem has attracted the atten-
tion of large scientific communities and many contributions have
appeared during the last decades, see e.g., Antoulas (2005), An-
toulas, Sorensen, and Gugercin (2001), Benner, Hinze, and ter
Maten (2011), Besselink, Van de Wouw, Scherpen, and Nijmeijer
(2014) and Glover (1984) and the references therein. Roughly
speaking, the purpose of model-order reduction techniques is
to replace the original dynamical system with a large number
of states by a reduced-order one such that the outputs remain
close to each other under the excitation of the same control in-
puts. Referring to the existing literature, the problem of reduc-
ing the states of linear dynamical systems has been solved with
numerous techniques providing analysis and synthesis of approx-
imation errors. The balanced-truncation algorithms (Gugercin
& Antoulas, 2004; Moore, 1981; Sreeram & Agathoklis, 1989),
moment matching techniques (Antoulas, 2005), optimal ratio-
nal approximation and interpolation methods, projection-based
procedures (Grimme, 1997; Sun & Hahn, 2005), Hankel-norm-
minimization-based methods (Safonov, Chiang, & Limebeer,
✩ This work is supported by the KFUPM DSR grant, referenced IN131043, and in
part by King Abdulaziz City for Science and Technology (KACST) via KACST-TIC in
SSL Grant no. KACST TIC R2- FP-008 and EE2381. The material in this paper was
not presented at any conference. This paper was recommended for publication in
revised form by Associate Editor James Lam under the direction of Editor Ian R.
Petersen.
E-mail address: sibrir@kfupm.edu.sa.
applied procedures that showed satisfactory performances for lin-
ear systems, see e.g., Geromel, Kawaoka, and Egas (2004), Grigo-
riadis (1995), Grigoriadis (1997). It has been shown that some
algorithms, that were devoted initially to linear systems, can be
extended to bilinear systems, see for example Couchman, Kerrigan,
and Böhm (2011), Qi, Jiang, and Xiao (2016) and the references
therein. However, for nonlinear systems, the proposed designs are
quite few and many algorithms are based on system approxima-
tion, linearization or nonlinearity expansion (Bond, 2010). Since
the extension of the balanced truncation algorithm to nonlinear
systems (Scherpen, 1993b), several works have been devoted
to improve the computational steps of the balancing procedure
for nonlinear systems (Besselink et al., 2014; Fujimoto & Scher-
pen, 2005; Hahn & Edgar, 2002; Lall, Marsden, & Glavaški, 2002;
Scherpen, 1996b). Nonlinear model-order reduction using state
projection has been discussed in Hahn, Edgar, and Marquardt
(2003). H∞ and H2 MOR techniques were proposed in Geromel
et al. (2004), Grigoriadis (1995), Gugercin, Antoulas, and Beattie
(2008), Xu, Lam, Huang, and Yang (2001), Yan and Lam (1999).
Recently, convex-optimization-based procedures for a particular
class of nonlinear systems are proposed in Ibrir and Bettayeb
(2014), Ibrir and Bettayeb (2015). Other interesting works on
model-order reduction of nonlinear systems with stability preser-
vation are investigated in Bond (2010).
In this paper, a new numerical algorithm for suboptimal H2
model-order reduction of linear systems is proposed. The devel-
oped method combines the projection-based technique with a new
convex-optimization-based procedure to calculate the suboptimal

https://doi.org/10.1016/j.automatica.2018.03.052
0005-1098/© 2018 Elsevier Ltd. All rights reserved.
 S. Ibrir / Automatica 93 (2018) 510–519 511

right projection matrix. The left projection matrix is chosen to with u = u(t) ∈ Rm being the same input of system (1) and yr =
ensure the stability of the reduced-order system. The whole design yr (t) ∈ Rp is the system output. Let (x′ x′r )′ , u, and y∆ = y − yr be the
is formulated as the solution of a convex-optimization problem state vector, the control input, and the system output of the augmented
stated as linear-matrix-inequality conditions. The developed pro- linear system:
cedure for linear systems is subsequently exploited in the design of
ẋ = Ax + Bu,
the right projection matrix for stable nonlinear systems. In this pa-
per, the proposed design is basically devoted to a class of Input-to- ẋr = Ar xr + Br u, (3)
State Stable (ISS) nonlinear systems with well known ISS Lyapunov
y∆ = y − yr ,
functions. The overall structure of the reduced-order nonlinear
system, preserving the ISS property, is formulated and the proof respectively. If there exist a Hurwitz matrix Ar ∈ Rr ×r , a non-null
of stability is detailed. The design proposed in this paper has two real-valued matrix Br ∈ Rr ×m , and a positive definite matrix P ∈
main important features as compared to other existing procedures. R(n+r)×(n+r) such that the following optimization problem:
The first is the suboptimal selection of the projection matrix with- ( )
out data incorporation or system integration. The second main −1 ′ ′
( )
min trace C P1 − P2 P3 P2 C
feature is the simplicity of the design when a Lyapunov function is P , Ar , Br

assigned to the original high-order system. Having the Lyapunov ( )

P1 P2
function in hand leads to the design of the left-projection matrix subject to: P = > 0, (4)
P2′ P3
after full-state transformation. More importantly, the construction
of the reduced-order system is not based on system approximation
( )′ ( ) ( )
A 0 A 0 B
B′ B′r = 0
( )
and the resulting reduced-order system is ISS stable for all full- P + P+
0 Ar 0 Ar Br
column-rank projection matrices. Actually, the design is funda-
mentally related to the existence of a proper Lyapunov function is solvable then, the output matrix Cr , that minimizes the H2 norm of
that should satisfy some conditions for the stability of the reduced- the transfer function Guy∆ (s), relating the input u to the output y∆ , is
order nonlinear system. A special emphasis is given to nonlinear Cr = CP2 P3−1 .
electrical circuits; however, the developed results can be applied
to broader classes of nonlinear systems with arbitrary structures. Proof of Lemma 1. The H2 norm of the transfer function Guy∆ (s);
Numerical simulations are provided with proof of stability to tes- s ∈ C, is given by:
tify and validate the applicability of the proposed designs.
∥Guy∆ ∥2H2 = trace (C − Cr )′ .
( )
Throughout this paper, R and C stand for the sets of real and − Cr )P(C (5)
complex numbers, respectively. The notations M > 0 and M < 0
Using the partitioning of the matrix P then,
stand for a positive definitive and a negative definite matrix M,
respectively. The transpose of a matrix M is denoted by M ′ . The ∥Guy∆ ∥2H2 = trace CP1 C ′ − Cr P2′ C ′ − CP2 Cr′ + Cr P3 Cr′ .
( )
(6)
notations I and 0 represent the identity and the null matrices of
appropriate dimensions, respectively. The notation ‘‘∗’’ in a matrix The optimal output matrix Cr , that minimizes ∥Guy∆ ∥H2 , is the
entry denotes the matrix entry induced by transposition. The no- solution of the matrix equation:
tation ∥u∥L2 stands for the L2 norm of u, where L2 = L2 (0, +∞) ∂
trace CP1 C ′ − Cr P2′ C ′ − CP2 Cr′ + Cr P3 Cr′ = 0.
( )
is the Hilbert space of square-integrable functions on (0, +∞). (7)
∂ Cr
∥u(t)∥∞ is sup0≤s≤t ∥u(s)∥. The notation ‘‘◦’’ stands
√ for the function
∫ +∞ This yields,
composition operator. The notation ∥G∥H2 = g(t)2 dt stands
0 ∂ ∂
trace Cr P2′ C ′ + trace Cr P3 Cr′ = 0,
( ) ( )
for the H2 norm of the transfer function G or the L2 norm of its −2
impulse response, noted g(t). ∂ Cr ∂ Cr (8)
or − 2CP2 + 2Cr P3 = 0.
2. A projection-based method with H2 performance
Since P is positive definite, the matrix P3 should be positive definite
and hence, it is invertible. By multiplying both sides of the last
In this section, a new projection-based technique for model-
matrix equation by P3−1 ; this consequently leads to the result: Cr =
order reduction of linear systems is developed. The overall pro-
CP2 P3−1 and hence, V ⋆ = P2 P3−1 is deduced from Cr = CV ⋆ . By
cedure consists in combining a new optimization algorithm with
substituting the optimal value Cr in (5), one gets
Galerkin projection technique to set up a deterministic linear and a
∥Guy∆ ∥2H2 = trace (C − C V ⋆ )P(C − C V ⋆ )′
( )
reduced-order system that best approximates the nth order linear
system with H2 performance. Before presenting the first main (9)
= trace C P1 − P2 P3−1 P2′ C ′ .
( ( ) )
result, the following technical Lemma is needed.
Since trace C P1 − P2 P3−1 P2′ C ′ is minimized by (4) then, the
( ( ) )
Lemma 1. Consider the linear time-invariant system described by the
state-space model: output matrix Cr = CP2 P3−1 is consequently the output matrix
guaranteeing the minimality of ∥Guy∆ ∥H2 . This ends the proof of
ẋ = A x + B u, the Lemma.
(1)
y = C x, The result of Lemma 1 gives a very good insight how to choose
where x = x(t) ∈ Rn is the state vector, u = u(t) ∈ Rm is the the structure of the projection matrix V and the output matrix
system input, and y = y(t) ∈ Rp is the system output. The matrices Cr once Ar , Br and the controllability matrix of the augmented
A ∈ Rn×n , B ∈ Rn×m and C ∈ Rp×n are assumed to be well known system (3) are verifying the Lemma’s conditions (4). This means
with A being Hurwitz. Define xr = xr (t) ∈ Rr as the state vector of that the MOR problem is completely solvable when conditions (4)
the reduced-order system: are satisfied and the matrix Cr is explicitly deduced from the
entries of P. However, the optimization problem, given in the
ẋr = Ar xr + Br u, statement of Lemma 1, is not convex and very difficult to be
(2)
yr = Cr xr numerically solved in its present form. The objective of this paper,
512 S. Ibrir / Automatica 93 (2018) 510–519
( )
is to find an equivalent problem that transforms the conditions P̂1 P̂2
P = > 0, (17c)
of Lemma 1 into equivalent linear-matrix-inequality conditions ⋆ P̂3
that are numerically tractable. The design of the reduced-order ( )′ ( ) ( )
A 0 A 0 B
B′ B′r < 0
( )
system, with approximation error quantification, is summarized in P̂ + P̂ + (17d)
0 Ar 0 Ar Br
the following statement.
it is then possible to prove that the reduced-order system (11) is
Theorem 1. Consider system (1). If there exist a scalar γ > 0, not only stable, but it guarantees the required condition: ∥G −
two positive-definite matrices P̂1 ∈ Rn×n and P̂3 ∈ Rr ×r , a matrix Gr ∥H2 < γ as well. It is important to highlight that the matrix
P̂2 ∈ Rn×r , and a positive-semi-definite matrix Z ∈ Rn×n such that P̂, that verifies (17), is greater than the controllability matrix P of
the following optimization problem is solvable system (15). This can be verified by making the difference between
min γ 2 (10a) (17d) and the Lyapunov equation that verifies P; that is, A∆ P +
P̂ >0, Z ≥0 PA′∆ + B∆ B′∆ = 0. When (17d) is verified; the following inequality:
subject to:
( ) A∆ (P̂ − P) + (P̂ − P)A′∆ < 0 (18)
P̂1 P̂2
P̂ = > 0, (10b) holds true. Consequently, it can be inferred that there exists a
⋆ P̂3
( ) positive definite matrix Q̂ of appropriate dimension such that
AP̂1 + P̂1 A′ + BB′ AP̂1 + ZA′ + BB ′
A∆ (P̂ − P) + (P̂ − P)A′∆ = −Q̂ . Since inequality (17d) implies
< 0, (10c)
⋆ AP̂1 + P̂1 A′ + BB′ that the matrix A∆ is Hurwitz then, from the Lyapunov theory, it is
P̂1 − Z > 0, A(P̂1 − Z ) + (P̂1 − Z )A′ < 0, (10d) concluded that the matrix P̂ − P is positive definite. Condition (17d)
is explicitly written as
<γ , 2
( ( ) ′)
trace C P̂1 − Z C (10e) ( )
AP̂1 + P̂1 A′ + BB′ AP̂2 + P̂2 A′r + BB′r
Z = P̂2 P̂3 P̂2 , rank(Z ) ≤ r
−1 ′
(10f) Υ = < 0. (19)
⋆ Ar P̂3 + P̂3 A′r + Br B′r
then, the reduced-order model given by:
Actually, it is possible to rewrite inequality Υ < 0 as shown in (20).
ẋr = P̂3 V ′ P̂1−1 AV xr + P̂3 V ′ P̂1−1 B u
AP̂1 + P̂1 A′ + BB′ A + ZA′ P̂1−1 + BB′ P̂1−1 P̂2
( ( ) )
= Ar xr + Br u, V = P̂2 P̂3−1 , (11) Υ =
⋆ P̂2 P̂1−1 A + A′ P̂1−1 + P̂1−1 BB′ P̂1
′ −1
( )
P̂2
yr = CV xr = Cr xr ,
< 0. (20)
is asymptotically stable and satisfies the error bound:
Inequality (20) can be rewritten as
∥G − Gr ∥2H2 ≤ γ 2 ( )( )
(12) I 0 AP̂1 + P̂1 A′ + BB′ AP̂1 + ZA′ + BB′
− trace((C − CV )(P̂ − P)(C − CV )′ ), 0 P̂2′ P̂1−1 ⋆ AP̂1 + P̂1 A′ + BB′
(21)
where G(s) and Gr (s) are the transfer functions of the original system
( )
I 0
(1) and the reduced-order system (11), relating the input u to the × < 0.
0 P̂1−1 P̂2
outputs y and yr , respectively, and P is the controllability matrix of
the augmented system: As a result, the matrix Υ is negative definite if and only if (10c)
holds true. Remark that if condition (10c) is satisfied for some
ẋ = Ax + B u,
P̂1 > 0 and Z ≥ 0, the matrix equation (17d) is holding true
ẋr = P̂3 V ′ P̂1−1 AV xr + P̂3 V ′ P̂1−1 B u, (13) for all full-column-rank projection matrices V = P̂2 P̂3−1 verifying
Z = P̂2 P̂3−1 P̂2′ . The rank of the columns of the matrix P̂2 ∈ Rn×r
y∆ = Cx − CVxr .
could not exceed ‘‘r’’. Therefore, the rank of the matrix Z = P̂2 P̂3−1 P̂2′
Proof of Theorem 1. From (11), the state-space matrices of the cannot be imposed to be greater than ‘‘r’’ with rank(P̂3 ) = r; (P̂3 is
reduced-order system are: positive definite by the conditions of Theorem 1). More precisely,
( )
Ar = P̂3 V ′ P̂1−1 AV , Br = P̂3 V ′ P̂1−1 B, rank(Z ) ≤ min rank(P̂2 P̂3−1 ), rank(P̂2′ )
{
(14)
Cr = CV , V = P̂2 P̂3−1 . ( ) (22)
= min rank(P̂2 P̂3−1 ), r = r .
The dynamics of the augmented system, that gathers the states of
the original and the reduced-order model, is written as Moreover, when inequalities of Theorem 1 are satisfied, the follow-
ing inequalities hold simultaneously:
( ) ( ) ( )
ẋ x x
= A∆ + B∆ u, y∆ = C∆ , (15)
ẋr xr xr AP̂1 + P̂1 A′ + BB′ < 0,
where,
Ar P̂3 + P̂3 A′r + Br B′r
(23)
( ) ( )
A 0 B
, B∆ = , C∆ = C −Cr .
( )
= P̂2′ P̂1−1 AP̂1 + P̂1 A′ + BB′ P̂1−1 P̂2 < 0,
( )
A∆ = (16)
0 Ar Br
trace C (P̂1 − P̂2 P̂3−1 P̂2′ )C ′ ≤ γ 2 .
( )
Note that if there exists P̂ ∈ R(n+r)×(n+r) such that P̂ is the solution
of the optimization problem: From the second inequality in (23), it is seen that Ar should be Hur-
witz to fulfill (23). Recall that P ∈ R(n+r)×(n+r) is the controllability
min γ 2
(17a)
P̂ ,Ar ,Br matrix that verifies the Lyapunov matrix equation: A∆ P + PA′∆ +
( ) B∆ B′∆ = 0 where P1 ∈ Rn×n , P2 ∈ Rn×r( , P3 ∈ )Rr ×r form the
subject to: trace C P̂1 − P̂2 P̂3−1 P̂2′ C ′ < γ 2,
( )
(17b) P1 P2
partition of the matrix P defined as P = P2′ P3
. Let G(s) and
 S. Ibrir / Automatica 93 (2018) 510–519 513

Gr (s) be the transfer functions of system (1) and the reduced-order Using the result of the elimination Lemma (Boyd, El Ghaoui, Feron,
system (11), respectively, and let Guy∆ (s) = G̃(s) = G(s) − Gr (s); & Balakrishnan, 1994), inequality (29) is verified if and only if the
this gives, matrix inequalities:
( )
∥G̃∥ 2
= trace
(
C −CV P C
) (
−CV
)′ Ũ ′ G Ũ < 0, Ṽ ′ G Ṽ < 0 (31)
H2
are simultaneously verified. The condition Ũ G Ũ < 0 is equivalent ′

= trace(CP1 C ′ ) − 2trace(CVP2′ C ′ ) + trace(CVP3 V ′ C ′ ) by the Schur complement Lemma to AP̂1 + P̂1 A′ + BB′ < 0.
(24) The second condition in (31), that is Ṽ ′ G Ṽ < 0, is equivalent to
= trace(C P̂1 C ′ ) − 2 trace(CV P̂2 C ′ ) + trace(CV P̂3 V ′ C ′ ) A(P̂1 − Z ) + (P̂1 − Z )A′ < 0. It remains to prove that a necessary
− trace(C (P̂1 − P1 )C ′ ) − 2 trace(CV (P2 − P̂2 )C ′ ) condition to fulfill the inequality: trace(C∆ P̂C∆ ′
) < γ 2 is given by
the inequality: trace(C (P̂1 − Z )C ) < γ . To this end, Let R > 0
′ 2

− trace(CV (P̂3 − P3 )V ′ C ′ ). be a matrix of appropriate dimension such that R − C∆ P̂C∆ ′

> 0;
therefore, if trace(R) ≤ γ 2 then, trace(C∆ P̂C∆
′
) ≤ γ 2 . The condition
For V = P̂2 P̂3−1 , we have
R − C∆ P̂C∆′
> 0 is equivalent by the Schur complement to:
trace(C P̂1 C ′ ) − 2trace(CV P̂2′ C ′ ) ( )
R C∆ P̂
(25) > 0; (32)
+ trace(CV P̂3 V ′ C ′ ) = trace C (P̂1 − P̂2 P̂3−1 P̂2′ )C ′ . ⋆
) (
P̂

Based on the last equation and by the fulfillment of conditions (10), or equivalently,
the following inequality:
⎛ ⎞
R C P̂1 C P̂2 I
( )
⎝⋆ P̂3 −Ψ Cr Φ > 0.
′ ′
( )
P̂1 P̂2 ⎠ − 0 Cr 0 P̂2′
−1 ′ ′
≤γ 2
( )
trace C (P̂1 − P̂2 P̂3 P̂2 )C (26) (33)
⋆ ⋆ P̂3 0   
Ψ′
holds true. Consequently,      
Ω Φ
[ )( )]
)( C′ Since the orthogonal complements of Φ and Ψ are given by:
∥G̃∥2H2 ≤ γ 2 − trace C .
(
−CV P̂ − P (27)
−V ′ C ′ ( ) ( )
0 I 0 I 0 0
Φ̃ ′ = , Ψ̃ ′ = (34)
Since P̂ − P > 0; ∥G̃∥2H ≤ γ 2 − c 2 where c 2 = trace C∆ (P̂ − P)C∆ 0 0 I −P̂2 P̂3−1
( )
′
. 0 I
2
The positive-definiteness of the matrix P̂ − P leads to a tighter then, the condition Φ̃ ′ Ω Φ̃ > 0 is equivalent to P̂1 − Z > 0 and the
upper bound, that is γ 2 − c 2 . This ends the proof. condition Ψ̃ ′ Ω Ψ̃ )> 0 leads to R − C (P̂1 − Z )C ′ > 0. Thus, condition:
trace C (P̂1 − Z )C ′ < γ 2 appears as a necessary condition to satisfy
(
In the sequel, it will be shown that the matrix conditions AP̂1 +
P̂1 A′ + BB′ < 0 along with (10d), (10e) and (10f) are not only C (P̂1 − Z )C ′ < R; and trace(R) < γ 2 .
sufficient but necessary conditions to fulfill (17b) and (17d). From Additionally, it is important to mention that the sufficient con-
the dynamical equations (15), the H2 norm of the transfer function, dition (10c) is not conservative because it requires for its fulfill-
that relates the input u to the output y∆ , is less than γ if the ment the necessary condition AP̂1 +P̂1 A′ +BB′ < 0. Remark also that
the matrix inequality (10c) becomes negative semi-definite when
following optimization problem:
Z is replaced by P̂1 . Since the matrix Z is enforced to be less than
min γ 2 P̂1 ; i.e., Z < P̂1 then, condition (10c) appears as a non-conservative
P̂ >0
and a necessary condition to fulfill (17d).
subject to: P̂ > 0, A∆ P̂ + P̂A′∆ + B∆ B′∆ < 0, (28)
Remark 1. The result of Theorem 1 gives the relationship between
′
trace(C∆ P̂C∆ ) < γ2 the best projection matrix ‘‘V ’’ and the matrix ‘‘P̂’’ that plays
( ) herein the role of an estimate of the controllability matrix P of the
P̂1 P̂2
is solvable. Let us take the partition of P̂ as . Then, the first augmented system (13). Comparing with the Proper Orthogonal
⋆ P̂3
Decomposition (POD) method, the optimal-projection matrix ‘‘V ’’
inequality: A∆ P̂ + P̂A′∆ + B∆ B′∆ < 0 is rewritten as follows: is not dependent on the system snapshots, generally obtained from
⎛
′
⎞ integration over a period of time of the system dynamics.
AP̂1 + P̂1 A AP̂2 B
⎝ ⋆ 0 0⎠ The matrix-inequality conditions (10) are not linear with re-
⋆ ⋆ −I spect to all variables appearing in (10). Additionally, the rank con-
   dition is not numerically tractable. Algorithm 1 provides a solution
G to this problem by setting a structure to the deficient-rank matrix
( )
0 ( ) and utilizing the Schur decomposition. As a matter of fact, the
( ) P̂2′ P̂3 0 search of the matrix Z ≥ 0 to fulfill the rank condition: rank(Z ) ≤
+ I Ar Br
0    0 0 I (29) r becomes numerically feasible by setting a structure of Z that
X verifies always rank(Z ) ≤ r; for Z1 > 0, see Step 1 of Algorithm
     
V′
U 1. This structure of Z is not unique and the user may change it
( )′ to satisfy the condition C P̂2 ̸ = 0. It is important to mention
)′ 0
( )′
P̂2′ P̂3 0 that the proposed algorithm is not restricted to some particular
< 0.
(
+ Ar Br I
0 0 I    0 classes of linear systems with prescribed types of eigenvalues.
   X′    Additionally, the proposed solution to the model-order reduction
V
U′ problem simplifies the equality constraint to a simple Schur matrix
decomposition. This advantage makes the procedure numerically
The orthogonal complements of U and V are given by:
( ) tractable and easy to implement.
I 0 0 In fact, there are many possibilities to chose the structure of
Ũ ′ = , Ṽ ′ = I 0 .
( )
0 0 I
−P̂2 P̂3−1 (30)
the matrix Z . One could investigate many possible positions of
514 S. Ibrir / Automatica 93 (2018) 510–519

Algorithm 1 Combined H2 -Galerkin MOR procedure

Require: Define the reduced-order r.
Step 1. Solve the following convex optimization problem with respect
to γ 2 > 0, P̂1 ∈ Rn×n and Z1 ∈ Rr ×r
minP̂
1 >0,Z1 >0
γ2
( )
Z1 0
s.t. Z = ≥ 0, Z1 > 0, P̂1 > 0,
0 0
( ′ ′
)
AP̂1 + P̂1 A + BB AP̂1 + ZA′ + BB′ (35)
< 0,
⋆ AP̂1 + P̂1 A′ + BB′
P̂1 − Z > 0, A(P̂1 − Z ) + (P̂1 − Z )A < 0,
′

trace C P̂1 − Z C ′ < γ 2 ,

( ( ) )

Step 2. Obtain the Schur decomposition of the matrix Z1 , i.e., finding

a quasi-triangular Schur matrix T and a unitary matrix U such that
Z1 ← U T U ′ . ( )
U
Step 3. P̂2 ← and P̂3 ← T −1 .
0n−r ,r
Step 4. Set V ← P̂2 P̂3−1 , Ar ← P̂3 V ′ P̂1−1 AV ,
Br ← P̂3 V ′ P̂1−1 B, Cr ← CV .
Step 5. Write the dynamics of the reduced-order model as in (11).
Fig. 1. Comparison results for r = 3.

Table 1 ∫ tf
Error analysis based on 0 (y(τ ) − yr (τ ))2 dτ , tf = 600 (s).
New Algo. Bal. Trunc. Hankel
r =3 0.2722 1.2304 1.1353
r =2 39.480 43.378 54.420

the matrix Z1 on the diagonal of Z . As a result, the matrix P̂2 will

change according to the shape of Z . Moreover, the best choice
of the matrix Z depends essentially upon the form of the output
matrix C , that must verify the condition: C P̂2 ̸ = 0. To limit the
number of the choices of the matrix Z , the original system can be
initially transformed to some canonical forms where the matrix
C has a definite well-known form. The choice of the matrix Z , as
provided in (35), is very suitable when the pair (A, C ) is in the
observable canonical form. To show the efficiency of the developed
procedure, the balanced-truncation and the Hankel MOR methods
Fig. 2. Comparison results for r = 2.
are compared to Algorithm 1 by setting reduced-order systems of
different orders. The linear system whose transfer function is given
by G(s) = 1/(s2 + 2s + 4)(s2 + 2s + 1) is taken as a benchmark
example to illustrate the design. The histories of the outputs ‘‘y’’
and ‘‘yr ’’, recorded for u = 10 sin(0.06 t) + 10 cos(0.07 t), are
represented in Figs. 1 and 2. For r = 2, the error |y − yr | is shown
in Fig. 3. The L2 norm of the error y − yr over the time interval of
simulation [0, tf ] is shown in Table 1 for the different methods
of model-order reduction. It is noticed that the H2 model-order
reduction procedure (Algorithm 1 ) gives better results when com-
pared to the balanced truncation and the Hankel MOR methods.
When the reduced-order is set to its minimum value r = 1, it
is seen that the developed algorithm gives similar performances
to the modified-balanced truncation methods (Liu & Anderson,
2007; Sreeram & Agathoklis, 1989). It is important to stress that the
presented numerical algorithm is not an iterative LMI procedure
as compared to alternative methods shown in Gugercin et al.
(2008), Hyland and Bernstein (1985), Wolf and Panzer (2016).
The proposed technique provides a suboptimal solution to the
H2 -model order reduction by solving one linear matrix inequality.
Moreover, the result presented herein shows the relation between
Fig. 3. The history of the error for r = 2.
the suboptimal projection matrix and the entries of P̂ which is an
estimate of the controllability matrix.
 S. Ibrir / Automatica 93 (2018) 510–519 515

3. Extension to nonlinear systems 3.2. Stability analysis and ISS-MOR procedure

3.1. Preliminaries In this section, it will be shown that, it possible to construct

a reduced-order system that preserves the ISS property by state
Even though model-order reduction procedures are devel- transformation and projection. The detail is given by the following
oped rather properly for linear dynamical systems, there are still statement.
many issues in their generalization to the nonlinear case, see
e.g., Desrochers (1981), Fujimoto and Tsubakino (2008), Hahn Theorem 2. Consider the nonlinear system (36). Assume that the
and Edgar (2002), Lall, Marsden, and Glavaški (1999), Scherpen system is Input-to-State Stable (ISS) with respect to the input u and
(1993a), Scherpen (1996a). Among the difficulties that appear in assume that there exist a positive definite matrix P, a proper ISS-
nonlinear model-order reduction is the absence of general meth- Lyapunov function W (x) = λ(x)′ P λ(x) and K∞ functions α (·) and
ods that assure global approximation with predefined absolute γ (·) such that
error, the complexity of the generalization of balancing methods ∂ W (x)
to nonlinear systems, and the problem of stability preservation by f (x, u) ≤ −α (∥x∥) + γ (∥u∥), ∀ x , ∀ u. (42)
∂x
projection.
Additionally, assume that there exist two K∞ functions α (s) and ᾱ (s)
Consider the nonlinear system described by the following dy-
such that the diffeomorphism z = λ(x) is not singular and its inverse
namics:
exists, i.e., x = λ−1 (z) is defined, ∀z ∈ Rn and
ẋ = f (x, u), y = h(x), (36)
α (∥z ∥) ≤ λ−1 (z) ≤ ᾱ (∥z ∥), ∀z ∈ Rn . (43)
where x = x(t) ∈ Rn is the state time-dependent vector, u =
Let
u(t) ∈ Rm is the control input, and y = y(t) ∈ Rp is the ⏐
system measured output. The vector f (·, ·) ∈ Rn represents the ∂λ(x) ⏐
system nonlinearities with f (0, 0) = 0. It is assumed that f (x, u) ż = f (x, u)⏐ = g(z , u),
⏐
∂x (44)
is continuously differentiable with respect to x ∈ Rn and u ∈ Rm
⏐
x=λ−1 (z)

and locally Lipschitz with respect to the state vector x. The ultimate y = h ◦ λ−1 (z)
objective of this section is to develop a reduced-order nonlinear
system of the form: be the system dynamics in the z-coordinates. Then, the reduced-order
system of dimension r < n, that is
ξ̇ = fr (ξ , u), yr = hr (ξ ), (37)
żr = (V ′ PV )−1 V ′ Pg(Vzr , u),
where ξ ∈ R is the state vector of dimension r < n, yr is the
r (45)
yr = h ◦ λ−1 (Vzr ),
system output of dimension p, fr (ξ ) ∈ Rr is the system vector
nonlinearity, and hr (ξ ) ∈ Rp is the system output. Let V ∈ Rn×r be is ISS stable with respect to the input u. Moreover, for u = 0, the
the projection matrix such that x ≃ V ξ with r < n. By neglecting system is globally asymptotically stable for all constant, real-valued,
the residual error, one can write, and full-column rank matrix V ∈ Rn×r .

V ξ̇ = f (V ξ , u), yr = hr (ξ ) = h(V ξ ). (38) Proof. The ISS property is preserved by state transformation z =
r ×n λ(x). By assigning the Lyapunov function Wz (z) = z ′ Pz to system
By selecting a left projection matrix U ∈ R such that UV is
(44) then,
invertible, a reduced-order model can be constructed as follows:
Ẇz = ż ′ Pz + z ′ P ż
ξ̇ = (UV )−1 U f (V ξ , u), yr = h(V ξ ). (39)
= g ′ (z , u)Pz + z ′ Pg(z , u)
In this paper, we assume that the original system is Input-to- ( )⏐
(46)
State-Stable (ISS) with the respect to the input ‘‘u’’. Recall that = λ̇(x) P λ(x) + λ(x) P λ̇(x) ⏐⏐
′ ′
⏐
System (37) is input-to-state-stable (ISS) with respect to the con- x=λ−1 (z)
trol input ‘‘u’’ if there exist a class K L function β and a class K
function γ , such that, for any x(0) and for any input ‘‘u’’ continuous
≤ −α (∥λ (z)∥) + γ (∥u∥).
−1

and bounded on [0, +∞) the solution exists for all t ≥ 0 and Using (43), then
satisfies
( ) Ẇz ≤ −α ◦ α (∥z ∥) + γ (∥u∥)
(47)
∥x(t)∥ ≤ β (∥x(t0 )∥, t − t0 ) + γ sup ∥u(τ )∥ . (40) = −α̃ (∥z ∥) + γ (∥u∥), α̃ (s) = α (α (s)).
t0 ≤τ ≤t
The key observation here is that the reduced-order system
The reader is referred to Sontag (2006) and the references therein
(45) admits a quadratic Lyapunov function of the form: Wr (zr ) =
for more details on input-to-state stability and its variants. Recall
W (Vzr ) = zr′ V ′ PVzr . The time derivative of Wr (zr ) along the trajec-
that an ISS-Lyapunov function for system (36) is by definition a
tories of the reduced-order system (45), is given by:
smooth storage function W (x) for which there exist function γ , α
∈ K∞ so that Ẇr (zr ) = żr′ V ′ PVzr + zr′ V ′ PV żr

Ẇ (x) ≤ −α (∥x∥) + γ (∥u∥), ∀x, ∀u. (41) = g ′ (Vzr , u)PVzr + zr′ V ′ Pg(Vzr , u)
⏐ (48)
However, by considering the reduced-order model as in (39), two ∂ Wz (s) ⏐
= g(s, u)⏐ ≤ −α̃ (∥Vzr ∥) + γ (∥u∥).
⏐
main questions are raised: the first is the optimal selection of the ∂s ⏐
right and the left projection matrices V and U in addition to the s=Vzr

stability issue of the reduced-order system (39) for a given full This immediately implies that the reduced-order system is ISS
column-rank matrix V and a full row-rank matrix U. The answers with respect to the input u. Moreover, for u = 0, Ẇr is negative
to these questions are given in the following sub-sections. along the trajectories of the reduced-order system for all zr ̸ = 0.
516 S. Ibrir / Automatica 93 (2018) 510–519

Additionally, since Vzr = 0 implies zr = 0 under the assumption where

of V being a full-column-rank matrix then, zr = 0 is a stable ⎛
−2 1 0 0 ··· 0
⎞
equilibrium point.
⎜ ⎟
⎜ ⎟
It is worth to mention that, many polynomial systems admit ⎜ ⎟
⎜1 −2 1 0 ··· 0
ISS Lyapunov functions of the form λ(x)′ P λ(x); however, the in-
⎟
⎜ ⎟
vertibility of λ(x) may constitute a conservatism in the design of
⎜ ⎟
⎜ ⎟
the reduced-order system preserving the ISS property. Neverthe-
⎜ ⎟
1
⎛ ⎞
⎜0 1 −2 1 ··· 0
⎜ ⎟
less, the statement of Theorem 2 gives a general structure of the ⎜
⎟
⎟ ⎜0⎟
stable nonlinear-reduced-order system, that is parameterized by ⎟ , B = ⎜ .. ⎟ ,
⎜ ⎟ ⎜ ⎟
A=⎜ ⎜.⎟ (51)
the matrix P and the projection matrix V . Since the matrix P is ⎜ . ..
⎜ ⎟
⎜ .. .. .. .. .. ⎟ ⎝0⎠
related to the stability of the original system, the choice of V is . . . . . ⎟
made independent from the choice of P. To complete the design
⎜
⎜
⎟
⎟ 0
of the reduced-order model, the matrix V can be selected to satisfy
⎜ ⎟
⎜ ⎟
many possible criteria. In this paper, we assume that an optimal
⎜ ⎟
⎜0 ··· 0 1 −2 1 ⎟
choice of a constant matrix V is quite sufficient to truncate the state
⎜ ⎟
⎜ ⎟
in a relatively large domain. The overall design of the nonlinear ⎝ ⎠
reduced-order model is summarized in the steps of Algorithm 2. 0 0 ··· 0 1 −1

Algorithm 2 MOR of Nonlinear ISS Systems

−eλ x1 + 2 − eλ (x1 −x2 )
⎛ ⎞
Require: Define the reduced-order r.
if there exists a quadratic Lyapunov function W (x) = x′ Px for system ⎜ ⎟
(36) or there exists a state-transformation z = λ(x) such that λ(x)′ P λ(x)
⎜ ⎟
⎜ ⎟
⎜ eλ (x1 −x2 ) − eλ (x2 −x3 ) ⎟
is a Lyapunov function for system (36) then ⎜ ⎟
Step 1. Write the system in the z coordinates. ⎜ .. ⎟
.
⎜ ⎟
Step 2. Write the state-space dynamics of the linearized model around ⎜ ⎟
⎜ λ(xk−1 −xk ) λ(xk −xk+1 ) ⎟
the desired operating point (z0 , u0 ). The linearized system around the ⎜ e −e ⎟
operating point should be stable and controllable. F (x) = ⎜
⎜ .. ⎟.
⎟
(52)
Step 3. Determine the suboptimal projection matrix V using ‘‘Algo- ⎜ . ⎟
rithm 1.’’
⎜ ⎟
⎜ ⎟
Step 4. Write the dynamics of the reduced-order system in form (45). ⎜ ⎟
⎜ λ (xn−2 −xn−1 )
− eλ (xn−1 −xn ) ⎟
⎜ ⎟
else
⎜e
⎟
Quit the procedure. ⎜ ⎟
end if ⎜
⎝
⎟
⎠
In the next section, two case studies of large-order systems are λ (xn−1 −xn )
e −1
studied.
Notice that the matrix A + A′ + BB′ = −Q is Hurwitz. In addition,
4. Application to large-order dynamical systems the vector F (x) verifies the following condition:
)′
∂ F (x) ∂ F (x)
(
4.1. Application to a nonlinear circuit + ≤ 0, ∀x ∈ Rn . (53)
∂x ∂x
The dynamics of a nonlinear electrical circuit, studied in Chen Consequently, by setting the Lyapunov function as W (x) = x′ x, we
(1999), is given by: have
−g(x1 ) − g(x1 − x2 )
⎛ ⎞
Ẇ (x) = x′ (A + A′ )x + x′ F (x) + F (x)′ x + 2x′ Bu. (54)
1
⎛ ⎞
⎜ g(x1 − x2 ) − g(x2 − x3 )
⎟
⎜ .. ⎟ ⎜0⎟
Since F (0) = 0 and by the use of the Mean-Value Theorem along
. ⎟ ⎜ .. ⎟
⎜ ⎟ ⎜ ⎟
ẋ = ⎜ ⎟ + . ⎟ u(t), with (53), it yields
⎜
⎜g(xk−1 − xk ) − g(xk − xk+1 )⎟ ⎜ (49)
⎜ .. ⎟ ⎝0⎠ ∫ 1
∂F
. Ẇ (x) = x′ (A + A′ )x + x′ (τ x) x dτ
⎝ ⎠
0
g(xn−1 − xn ) 0 ∂x
)′
1
∂F
(∫
y = x1 . (55)
+ x′ (τ x) x dτ + 2x′ Bu ≤ x′ (A + A′ )x + 2x′ Bu
0 ∂x
System (49) is ISS with respect to its input for some form of
nonlinearities. The basic properties of the system are highlighted ≤ x′ (A + A′ + BB′ )x + u2 ≤ −λmin (Q )∥x∥2 + u2 .
in both the statement of the following proposition and its proof
outline. The ISS property of the system is immediately verified after setting
the K∞ functions α (r) and γ (r) as α (r) = λmin (Q )r 2 and γ (r) = r 2 .
Proposition 2. Consider system (49). Then, system (49) is globally This ends the proof.
asymptotically stable for u = 0 and Input-to-State Stable with respect
To show the results provided by Algorithm 2 , system (50) of
to the input u for g(v ) = eλ v + v − 1.
order n = 5 and λ = 40, is approximated by a reduced-order
Proof. For g(v ) = eλ v + v − 1, the system can be rewritten as system of order r = 3. Since the nonlinear system (50) admits
a quadratic Lyapunov function with P = I then, we can write
ẋ = f (x, u) = A x + F (x) + B u, the nonlinear reduced-order system in form (45) where g(z , u) is
(50)
y = x1 , replaced by f (x, u) (there is no need for state transformation). This
 S. Ibrir / Automatica 93 (2018) 510–519
Fig. 4. Performance of the nonlinear reduced-order model for n = 5, r = 3.
Fig. 5. Performance of the nonlinear reduced-order model for n = 100, r = 8.
leads to the reduced-order system:
ẋr = (V ′ V )−1 V ′ f (Vxr , u)
= (V ′ V )−1 V ′ AVxr + (V ′ V )−1 V ′ F (Vxr , u)
(56)
+ (V ′ V )−1 V ′ Bu,
yr = CVxr .
Following the steps of Algorithm 2 , and after the linearization of
the system ẋ = Ax + F (x) + Bu around x = 0, the LMIs conditions,
stated in Theorem 1, are found satisfied. The output response of the
reduced-order system (56) is recorded for u = 20 + 20 sin(t), see
Fig. 4. As shown in this figure, the error of approximation is about
10−3 . In Fig. 5, a new simulation is shown for another projection
matrix ‘‘V ’’ computed for a n = 100 and r = 8. The system
outputs ‘‘y’’ and ‘‘yr ’’ are shown for a step input of terminal value
20. The error of approximation, over the interval of time [0, tf ],
still very acceptable after reducing the system order by 92%. In
Fig. 6 the outputs of the original and the reduced-order systems are
represented when the order of the circuit is increased to n = 200
while the order of the approximation model is set to r = 18. The
517
error between the two outputs, for a step input of terminal value
20, is of order 10−4 ; which is the same order of error recorded for
n = 100 and r = 18.
4.2. Comparison with other MOR methods
In this part of this paper, the incremental balanced trunca-
tion method, proposed in Besselink et al. (2014), is compared to
the proposed H2 -suboptimal-projection method. The method of
incremental balanced truncation differs from existing nonlinear
balancing procedures in the definition of new energy functions and
preservation of system stability. To this end, the reduced-order
systems are assessed for a higher-order electronic circuit whose
dynamics are described by the state-space equations (Rewienski
& White, 2003):
ẋ = f x, u = A x − η(x) + B u
( )
⎛ ⎞
−2 1 0 ⎛
η(x1 ) 1
⎞ ⎛ ⎞
.. η (x
⎜ 2 ⎟ ⎜0⎟)
.
⎜ ⎟
⎜1 −2 ⎟ x − ⎜ . ⎟ + ⎜ . ⎟ u,
⎟
=⎜ (57)
.. .. ⎝ . ⎠ ⎝.⎠
. . . .
⎜ ⎟
⎝ 1 ⎠
0 1 −2 η (x n ) 0
( )
y=Cx= 1 0 ··· 0 x
where x = xi (t); 1 ≤ i ≤ n, are the respective voltages of
the n nodes shown in Fig. 7, u = u(t) is the control input that
represents the current source of the circuit, and y = y(t) is the
voltage of the first node. In the shown circuit, the values of the
resistors and the capacitors are all taken as unit resistance and
capacitance. The elements connected in parallel with the capac-
itors are nonlinear resistances modeled by the voltage–current
relation: i = η(v ) = v 2 sign(v ), see Fig. 7. Since the system
nonlinearity is not differentiable at x = 0, the nonlinear system
is approximated by the linear system: ẋ = Ax + Bu when x is close
to zero. Based on this system, the suboptimal projection matrix is
evaluated as described in the steps of Algorithm 2. To be in the
same simulation conditions considered in Besselink et al. (2014),
the circuit shown in Fig. 7 is simulated under the excitation of
the input u = (10−2 /2)(sign(sin(2π t /300)) + 1), n = 100, r =
4 with null initial conditions. The L2 norm of the output error
over the time interval [0, tf ] is found smaller than the same norm
calculated with the incremental-balanced procedure (Besselink et
al., 2014). Surprisingly, for the same control input but with a larger
dimensional system (n = 200), similar errors are obtained, see
Table 2 and the numerical simulations shown in Fig. 8.
The concept of model-order reduction, based on the control-
lability and the observability covariance matrices, has been thor-
oughly discussed in Hahn et al. (2003) and the common features
of the design of reduced-order linear and nonlinear systems have
been highlighted. However, there are additional common features
and differences that should be outlined. The classical balanced-
truncation method (Moore, 1981) and some of its variants (Liu &
Anderson, 2007; Sreeram & Agathoklis, 1989) as well as the MOR
method, based upon covariance matrices and balancing (Hahn et
al., 2003), can be all formulated by the Galerkin projection method
where the method of computation of the right and the left projec-
tion matrices are based on different criteria. If T is the balancing
state transformation such that x = T x̄, the nth dimensional system
dynamics: ẋ = f (x, u), y = h(x) is written in x̄ coordinates as
T x̄˙ = f (T x̄, u), y = h(T x̄). After state truncation, the dynamics
( ) of
Ir
the reduced-order vector xr , defined as x̄ = Exr ; E = 0n−r ,r
, is
given by:
TE ẋr = f (TExr , u), yr = h(TExr ). (58)
518
Fig. 6. Performance of the nonlinear reduced-order model for n = 200, r = 18.
Fig. 7. Electronic circuit with nonlinear resistors.
Fig. 8. Comparison with Incremental Balanced Truncation method n = 200, r = 4.
Since E ′ E = Ir then, after setting the left projection matrix W =
T −1 E ′ and the right projection matrix V = TE, the reduced-order
system takes the form:
ẋr = T −1 E ′ f (TExr , u), yr = h(TExr ).
The optimal projection matrix in the sense of the balanced trun-
cation method is V = TE and it is equal to V = P̂2 P̂3−1 by the
result of Theorem 1. The MOR method based on balancing of the
controllability and the observability covariance matrices leads to
a reduced-order system having the state-space structure as (59).
However, the covariance matrices are dependent on the selected
S. Ibrir / Automatica 93 (2018) 510–519
Table 2 ∫ tf
Comparison of 0 (y(τ ) − yr (τ ))2 dτ for two nonlinear MOR methods.
New Algo. Incremental Bal. Trunc.
n = 100, r = 4 2.447 × 10−4 6.271 × 10−4
n = 200, r = 4 2.448 × 10−4 6.271 × 10−4
system trajectories and the inputs applied to the system. In the
proposed design (Theorem 1), the matrix P̂, that plays the role of
an estimate of the controllability matrix P, is computed without
knowledge of the system trajectories. Additionally, it is free from
the input information.
5. Conclusion
Model-order-reduction procedures are developed via full-state
transformation and optimal projection onto manifolds. A convex-
optimization method, that combines H2 model-order reduction
with Galerkin projection procedures, is developed for linear sys-
tems and a set of comparisons with classical model-reduction
algorithms is presented to highlight the efficiency and the features
of the proposed technique. For nonlinear systems, the design of
the reduced-order model is accomplished through the design of
a proper Lyapunov function for the nonlinear original system, full
state transformation, and lastly, the suboptimal projection onto an-
other manifold to form a new reduced-order nonlinear model. The
projection is ensured to be optimal in the sense of the minimization
of the H2 norm of the difference between the transfer functions of
the linearized model and its corresponding reduced-order system.
The input-to-state stability of the nonlinear reduced-order system
is ensured for all full-column-rank projection matrices.
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Salim Ibrir is Associate Professor at King Fahd Univer-
sity of Petroleum and Minerals, Electrical Engineering De-
partment, KSA. He received his B.Eng. degree in Avionics
from Blida Institute of Aeronautics, Algeria, in 1991, his
Master’s degree in electrical engineering from Institut des
Sciences Appliquées de Lyon, France in 1994, and his Ph.D.
degree in electrical engineering from Paris-11 University,
in 2000. Dr. Ibrir has held many senior teaching and re-
search positions in France, Canada and Caribbean region.
His current research interests are in the areas of model-
order reduction, nonlinear estimation, adaptive control
of non-smooth nonlinear systems, robust system theory and applications, time
delay systems, hybrid systems, signal processing, ill-posed problems in estimation,
singular systems, control of fractional-order systems, and Aero-Servo-Elasticity.
Dr. Ibrir has worked on many funded multi-disciplinary projects and served as
Editor for many international conferences and ISI journals. He is the author of more
than 150 technical research papers including journals, conferences and on-going
research reports.