Balanced Model Reduction via the Proper Orthogonal Decomposition

A new method for performing a balanced reduction of a high-order linear system is presented. The technique combines the proper orthogonal decomposition and concepts from balanced realization theory. The method of snapshots is used to obtain low-rank, reduced-range approximationsto the system controllability and observability grammiansin either the time or frequency domain.The approximationsare then used to obtain a balanced reducedorder model. The method is particularly effective when a small number of outputs is of interest. It is demonstrated for a linearized high-order system that models unsteady motion of a two-dimensional airfoil. Computation of the exact grammians would be impractical for such a large…