Adaptive model reduction for continuous systems via recursive rational interpolation

A method for adaptive identification of reduced-order models for continuous stable SISO and MIMO plants is presented. The method recursively finds a model whose transfer function (matrix) matches that of the plant on a set of frequencies chosen by the designer. The algorithm utilizes the Moving Discrete Fourier Transform (MDFT) to continuously monitor the frequency-domain profile of the system input and output signals. The MDFT is an efficient method of monitoring discrete points in the frequency domain of an evolving function of time. The model parameters are estimated from MDFT data using standard recursive parameter estimation techniques. The algorithm has been shown in simulations to be quite robust to additive noise in the inputs and outputs. A significant advantage of the method is that it enables a type of on-line model validation. This is accomplished by simultaneously identifying a number of models and comparing each with the plant in the frequency domain. Simulations of the method applied to an 8th-order SISO plant and a 10-state 2-input 2-output plant are presented. An example of on-line model validation applied to the SISO plant is also presented.