4th Workshop on Optimal Control of Dynamical Systems and Applications

Session

Wednesday block 3

26 Feb 2025, 14:00

Villany

18. LQG Balanced Truncation for Linear Port-Hamiltonian Descriptor Systems

Philipp Schulze (Technische Universität Berlin)

26/02/2025, 14:00

All talks

Invited lecture

Linear quadratic Gaussian (LQG) balanced truncation is a model reduction technique for possibly unstable linear time-invariant systems which are to be controlled by an LQG controller. In contrast to the classical balanced truncation approach, the LQG balancing procedure is based on the closed-loop system behavior rather than on the transfer function of the open-loop system. Furthermore, LQG...

7. Row-aware Randomized SVD with Applications

Davide Palitta (Alma Mater Studiorum, Universita' di Bologna)

26/02/2025, 14:20

All talks

Invited lecture

We introduce a novel procedure for computing an SVD-type approximation of a matrix $\mathbf{A}\in\mathbb{R}^{m\times n}$, $m\geq n$. Specifically, we propose a randomization-based algorithm that improves over the standard Randomized Singular Value Decomposition (RSVD). Most significantly, our approach, the Row-aware RSVD (R-RSVD), explicitly constructs information from the row space of...