An L^2_T-error bound for time-limited balanced truncation
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Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced truncation, a method that aims to construct an accurate reduced order model on a given finite time interval [0, T]. This particular balancing related MOR technique is studied in this paper. An L^2_T-error bound based on the truncated time-limited singular values is proved and is the main result of this paper. The derived error bound converges (as T→∞) to the well-known H_∞-error bound of unrestricted balanced truncation, a scheme that is used to construct a good reduced system on the entire time line. The techniques within the proofs of this paper can also be applied to unrestricted balanced truncation so that a relatively short time domain proof of the H_∞-error bound is found here.
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