Model Reduction of Linear PDE Systems: A Continuous Time Eigensystem Realization Algorithm

The Eigensystem Realization Algorithm (ERA) is a well known system identification and model reduction algorithm for discrete time systems. Recently, Ma, Ahuja, and Rowley (Theoret. Comput. Fluid Dyn. 25(1) : 233-247, 2011) showed that ERA is theoretically equivalent to the balanced POD algorithm for model reduction of discrete time systems. We propose an ERA for model reduction of continuous time linear partial differential equation systems. The algorithm differs from other existing approaches as it is based on a direct approximation of the Hankel integral operator of the system. We show that the algorithm produces accurate balanced reduced order models for an example PDE system.