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Approximation of large-scale dynamical systems: An overview. (English) Zbl 1024.93008

Summary: We review the state of affairs in the area of approximation of large-scale systems. We distinguish between three basic categories, namely the SVD-based, the Krylov-based and the SVD-Krylov-based approximation methods. The first two were developed independently of each other and have distinct sets of attributes and drawbacks. The third approach seeks to combine the best attributes of the first two.

MSC:

93B11 System structure simplification
93A15 Large-scale systems
93B40 Computational methods in systems theory (MSC2010)
93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory

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