Model Reduction, Centering, and the Karhunen-Loeve Expansion

Glavaški, S., J. E. Marsden and R. M. Murray

Proc. CDC, 37, 2071-2076

Abstract:

We propose a new computationally efficient modeling method that captures existing translation symmetry in a system. To obtain a low order approximate system of ODEs prior to performing Karhunen Loeve expansion we process the available data set using a "centering" procedure. This approach has been shown to be efficient in nonlinear scalar wave equations.