Balanced truncation for parametric linear systems using interpolation of Gramians: a comparison of algebraic and geometric approaches

Abstract: When balanced truncation is used for model order reduction, one has to solve a pair of Lyapunov equations for two Gramians and uses them to construct a reduced-order model. Although advances in solving such equations have been made, it is still the most expensive step of this reduction method. Parametric model order reduction aims to determine reduced-order models for parameter-dependent systems. Popular techniques for parametric model order reduction rely on interpolation. Nevertheless, the interpolation of Gramians is rarely mentioned, most probably due to the fact that Gramians are symmetric positive semidefinite matrices, a property that should be preserved by the interpolation method. In this contribution, we propose and compare two approaches for Gramian interpolation. In the first approach, the interpolated Gramian is computed as a linear combination of the data Gramians with positive coefficients. Even though positive semidefiniteness is guaranteed in this method, the rank of the interpolated Gramian can be significantly larger than that of the data Gramians. The second approach aims to tackle this issue by performing the interpolation on the manifold of fixed-rank positive semidefinite matrices. The results of the interpolation step are then used to construct parametric reduced-order models, which are compared numerically on two benchmark problems.