Symmetric Hermite quadrature-based balanced truncation for learning linear dynamical systems from derivative data

Abstract

Data-driven reduced-order modeling is an essential component in the computer-aided design of control systems. In this work, we present a novel symmetric Hermite formulation of the quadrature-based balanced truncation algorithm that constructs linear reduced-order models from evaluations of the full-order system's transfer function and its derivative. Significantly, the Hermite formulation preserves desirable qualitative properties of the system used to generate the data, such as state-space Hermiticity and, consequently, asymptotic stability.