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

Published online by Cambridge University Press:  20 August 2015

Alex Solomonoff
Alex Solomonoff*
Affiliation:
Camberville Research Institute, Somerville, MA, USA Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
*
*Corresponding author.Email address:[email protected]
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Abstract

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

Keywords

65M0665M3065M70System reductionoptimal replacement variablesresolved variablesoptimal prediction
Type
Research Article
Information
Communications in Computational Physics , Volume 12 , Issue 5 , November 2012 , pp. 1520 - 1540
Copyright
Copyright © Global Science Press Limited 2012

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