Model reduction using the Vorobyev moment problem

Result code in IS VaVaI

RIV/00216208:11320/09:00206748 - isvavai.cz

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Model reduction using the Vorobyev moment problem

Original language description

In this paper we consider a general mathematical concept of matching moments model reduction. The idea of model reduction via matching moments is well known and widely used in approximation of dynamical systems, but it goes back to Stieltjes, with some preceding work done by Chebyshev and Heine. The algebraic moment matching problem can be formulated for a hermitian positive definite matrix as a variant of the Stieltjes moment problem and can be solved using Gauss-Christoffel quadrature. Using the operator moment problem suggested by Vorobyev, we will generalize model reduction based on matching moments to the non-Hermitian case in a straightforward way. Unlike in the model reduction literature, the presented proofs follow directly from the construction of the Vorobyev moment problem.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

IAA100300802: Theory of Krylov subspace methods and its relationship to other mathematical disciplines

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Numerical Algorithms

ISSN

1017-1398

e-ISSN

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Volume of the periodical

51

Issue of the periodical within the volume

3

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

17

Pages from-to

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UT code for WoS article

000266093300005

EID of the result in the Scopus database

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