Reduced-Order Models from Data Via Generalized Balanced Truncation (I): (Extended abstract)

This extended abstract proposes a data-driven model reduction approach on the basis of noisy data. Firstly, the concept of data reduction is introduced. In particular, we show that the set of reduced-order models obtained by applying a Petrov-Galerkin projection to all systems explaining the data characterized in a large-dimensional quadratic matrix inequality (QMI) can again be characterized in a lower-dimensional QMI. Next, we develop a data-driven generalized balanced truncation method that relies on two steps. First, we provide necessary and sufficient conditions such that systems explaining the data have common generalized Gramians. Second, these common generalized Gramians are used to construct projection matrices that allow to characterize a class of reduced-order models via generalized balanced truncation in terms of a lower-dimensional QMI by applying the data reduction concept. Additionally, we present an alternative procedure to compute an a priori error bound.