Leveraging the Hankel norm approximation and data‐driven algorithms in reduced order modeling

SummaryLarge‐scale linear time‐invariant (LTI) dynamical systems are widely used to characterize complicated physical phenomena. Glover developed the Hankel norm approximation (HNA) algorithm for optimally reducing the system in the Hankel norm, and we study its numerical issues. We provide a remedy for the numerical instabilities of Glover's HNA algorithm caused by clustered singular values. We analyze the effect of our modification on the degree and the Hankel error of the reduced system. Moreover, we propose a two‐stage framework to reduce the order of a large‐scale LTI system given samples of its transfer function for a target degree of the reduced system. It combines the adaptive Antoulas–Anderson (AAA) algorithm, modified to produce an intermediate LTI system in a numerically stable way, and the modified HNA algorithm. A carefully computed rational approximation of an adaptively chosen degree gives us an algorithm for reducing an LTI system, which achieves a balance between speed and accuracy.