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Linear-Quadratic Gaussian Balancing for Model Reduction of Differential-Algebraic Systems

Möckel, Jens; Reis, Timo; Stykel, Tatjana

Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin

We generalize the model reduction method of linear-quadratic Gaussian balanced truncation to linear time-invariant systems governed by differential-algebraic equations. The presented method relies on the solution of generalized algebraic Riccati equations. A simple a priori error bound in the gap metric is given.