Energy Matching in Reduced Passive and Port-Hamiltonian Systems
Authors
Tobias Holicki, Jonas Nicodemus, Paul Schwerdtner, Benjamin Unger
Abstract
It is well known that any port-Hamiltonian (pH) system is passive, and, conversely, any minimal and stable passive system has a pH representation. Nevertheless, this equivalence is only concerned with the input-output mapping but not with the Hamiltonian itself. Thus, we propose to view a pH system either as an enlarged dynamical system with the Hamiltonian as additional output or as two dynamical systems with the input-output and the Hamiltonian dynamic. Our first main result is a structure-preserving Kalman-like decomposition of the enlarged pH system that separates the controllable and zero-state observable parts. Moreover, for further approximations in the context of structure-preserving model-order reduction (MOR), we propose to search for a Hamiltonian in the reduced pH system that minimizes the \( \mathcal{H}_2 \)-distance to the full-order Hamiltonian without altering the input-output dynamic, thus discussing a particular aspect of the corresponding multiobjective minimization problem corresponding to \( \mathcal{H}_2 \)-optimal MOR for pH systems. We show that this optimization problem is uniquely solvable and can be recast as a standard semidefinite program, and we present two numerical approaches for solving it. The results are illustrated with three academic examples.
Citation
- Journal: SIAM Journal on Control and Optimization
- Year: 2025
- Volume: 63
- Issue: 3
- Pages: 2154–2176
- Publisher: Society for Industrial & Applied Mathematics (SIAM)
- DOI: 10.1137/23m1600931
BibTeX
@article{Holicki_2025,
title={{Energy Matching in Reduced Passive and Port-Hamiltonian Systems}},
volume={63},
ISSN={1095-7138},
DOI={10.1137/23m1600931},
number={3},
journal={SIAM Journal on Control and Optimization},
publisher={Society for Industrial & Applied Mathematics (SIAM)},
author={Holicki, Tobias and Nicodemus, Jonas and Schwerdtner, Paul and Unger, Benjamin},
year={2025},
pages={2154--2176}
}References
- Afkham BM, Hesthaven JS (2017) Structure Preserving Model Reduction of Parametric Hamiltonian Systems. SIAM J Sci Comput 39(6):A2616–A2644. https://doi.org/10.1137/17m1111991 – 10.1137/17m1111991
- Maboudi Afkham B, Hesthaven JS (2018) Structure-Preserving Model-Reduction of Dissipative Hamiltonian Systems. J Sci Comput 81(1):3–21. https://doi.org/10.1007/s10915-018-0653-6 – 10.1007/s10915-018-0653-6
- Altmann R, Mehrmann V, Unger B (2021) Port-Hamiltonian formulations of poroelastic network models. Mathematical and Computer Modelling of Dynamical Systems 27(1):429–452. https://doi.org/10.1080/13873954.2021.1975137 – 10.1080/13873954.2021.1975137
- Altmann R, Schulze P (2017) A port-Hamiltonian formulation of the Navier–Stokes equations for reactive flows. Systems & Control Letters 100:51–55. https://doi.org/10.1016/j.sysconle.2016.12.005 – 10.1016/j.sysconle.2016.12.005
- Antoulas AC (2005) Approximation of Large-Scale Dynamical Systems. Society for Industrial and Applied Mathematics – 10.1137/1.9780898718713
- Antoulas AC, Beattie CA, Güğercin S (2020) Interpolatory Methods for Model Reduction. Society for Industrial and Applied Mathematics, Philadelphia, PA – 10.1137/1.9781611976083
- Bagge Carlson F, Falt M, Heimerson A, Troeng O (2021) ControlSystems.jl: A Control Toolbox in Julia. In: 2021 60th IEEE Conference on Decision and Control (CDC). IEEE, pp 4847–4853 – 10.1109/cdc45484.2021.9683403
- C. Beattie, V. Mehrmann, and H. Xu, Port-Hamiltonian Realizations of Linear Time Invariant Systems, arXiv e-print 2201.05355, 2022.
- Beattie C, Mehrmann V, Xu H, Zwart H (2018) Linear port-Hamiltonian descriptor systems. Math Control Signals Syst 30(4):17. https://doi.org/10.1007/s00498-018-0223-3 – 10.1007/s00498-018-0223-3
- Benner P, Ohlberger M, Cohen A, Willcox K (eds) (2017) Model Reduction and Approximation. Society for Industrial and Applied Mathematics, Philadelphia, PA – 10.1137/1.9781611974829
- Benner P, Goyal P, PontesDuffPereira I (2022) Gramians, Energy Functionals, and Balanced Truncation for Linear Dynamical Systems With Quadratic Outputs. IEEE Trans Automat Contr 67(2):886–893. https://doi.org/10.1109/tac.2021.3086319 – 10.1109/tac.2021.3086319
- Borja P, Scherpen JMA, Fujimoto K (2023) Extended Balancing of Continuous LTI Systems: A Structure-Preserving Approach. IEEE Trans Automat Contr 68(1):257–271. https://doi.org/10.1109/tac.2021.3138645 – 10.1109/tac.2021.3138645
- Boyd S, Vandenberghe L (2004) Convex Optimization. Cambridge University Press – 10.1017/cbo9780511804441
- Breiten T, Morandin R, Schulze P (2022) Error bounds for port-Hamiltonian model and controller reduction based on system balancing. Computers & Mathematics with Applications 116:100–115. https://doi.org/10.1016/j.camwa.2021.07.022 – 10.1016/j.camwa.2021.07.022
- Breiten T, Unger B (2022) Passivity preserving model reduction via spectral factorization. Automatica 142:110368. https://doi.org/10.1016/j.automatica.2022.110368 – 10.1016/j.automatica.2022.110368
- Buchfink P, Bhatt A, Haasdonk B (2019) Symplectic Model Order Reduction with Non-Orthonormal Bases. MCA 24(2):43. https://doi.org/10.3390/mca24020043 – 10.3390/mca24020043
- Califano F, Dijkshoorn A, Roodink S, Stramigioli S, Krijnen G (2022) Energy-Aware Control of Euler–Bernoulli Beams by Means of an Axial Load. IEEE/ASME Trans Mechatron 27(6):5959–5968. https://doi.org/10.1109/tmech.2022.3192324 – 10.1109/tmech.2022.3192324
- Camlibel MK, Iannelli L, Vasca F (2013) Passivity and complementarity. Math Program 145(1-2):531–563. https://doi.org/10.1007/s10107-013-0678-4 – 10.1007/s10107-013-0678-4
- Cherifi K, Gernandt H, Hinsen D (2023) The difference between port-Hamiltonian, passive and positive real descriptor systems. Math Control Signals Syst 36(2):451–482. https://doi.org/10.1007/s00498-023-00373-2 – 10.1007/s00498-023-00373-2
- Coey C, Kapelevich L, Vielma JP (2022) Solving Natural Conic Formulations with Hypatia.jl. INFORMS Journal on Computing 34(5):2686–2699. https://doi.org/10.1287/ijoc.2022.1202 – 10.1287/ijoc.2022.1202
- Desai U, Pal D (1984) A transformation approach to stochastic model reduction. IEEE Trans Automat Contr 29(12):1097–1100. https://doi.org/10.1109/tac.1984.1103438 – 10.1109/tac.1984.1103438
- Egger H, Kugler T, Liljegren-Sailer B, Marheineke N, Mehrmann V (2018) On Structure-Preserving Model Reduction for Damped Wave Propagation in Transport Networks. SIAM J Sci Comput 40(1):A331–A365. https://doi.org/10.1137/17m1125303 – 10.1137/17m1125303
- Estévez Schwarz D, Tischendorf C (2000) Structural analysis of electric circuits and consequences for MNA. Int J Circ Theor Appl 28(2):131–162. https://doi.org/10.1002/(sici)1097-007x(200003/04)28:2<131::aid-cta100>3.0.co;2-w – 10.1002/(sici)1097-007x(200003/04)28:2<131::aid-cta100>3.0.co;2-w
- Garstka M, Cannon M, Goulart P (2021) COSMO: A Conic Operator Splitting Method for Convex Conic Problems. J Optim Theory Appl 190(3):779–810. https://doi.org/10.1007/s10957-021-01896-x – 10.1007/s10957-021-01896-x
- Gosea IV, Antoulas AC (2019) A two-sided iterative framework for model reduction of linear systems with quadratic output. In: 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE, pp 7812–7817 – 10.1109/cdc40024.2019.9030025
- Gosea IV, Gugercin S (2022) Data-Driven Modeling of Linear Dynamical Systems with Quadratic Output in the AAA Framework. J Sci Comput 91(1):16. https://doi.org/10.1007/s10915-022-01771-5 – 10.1007/s10915-022-01771-5
- Gugercin S, Polyuga RV, Beattie C, van der Schaft A (2012) Structure-preserving tangential interpolation for model reduction of port-Hamiltonian systems. Automatica 48(9):1963–1974. https://doi.org/10.1016/j.automatica.2012.05.052 – 10.1016/j.automatica.2012.05.052
- Günther M., Surv. Math. Ind. (1999)
- Günther M., Surv. Math. Ind. (1999)
- Lancaster P., The Theory of Matrices: With Applications, Computer Science and Scientific Computing (1985)
- Lubin M, Dowson O, Garcia JD, Huchette J, Legat B, Vielma JP (2023) JuMP 1.0: recent improvements to a modeling language for mathematical optimization. Math Prog Comp 15(3):581–589. https://doi.org/10.1007/s12532-023-00239-3 – 10.1007/s12532-023-00239-3
- Mackenroth U., Robust Control Systems: Theory and Case Studies (2013)
- Magnus JR, Magnus JR (2019) Matrix Differential Calculus with Applications in Statistics and Econometrics. Wiley – 10.1002/9781119541219
- Mehrmann V, Unger B (2023) Control of port-Hamiltonian differential-algebraic systems and applications. Acta Numerica 32:395–515. https://doi.org/10.1017/s0962492922000083 – 10.1017/s0962492922000083
- K Mogensen P, N Riseth A (2018) Optim: A mathematical optimization package for Julia. JOSS 3(24):615. https://doi.org/10.21105/joss.00615 – 10.21105/joss.00615
- Morandin R, Nicodemus J, Unger B (2023) Port-Hamiltonian Dynamic Mode Decomposition. SIAM J Sci Comput 45(4):A1690–A1710. https://doi.org/10.1137/22m149329x – 10.1137/22m149329x
- MOSEK Optimizer API for Julia, Version 10.1, MOSEK ApS, 2019, https://docs.mosek.com/10.1/juliaapi/index.html.
- Moser T, Lohmann B (2020) A New Riemannian Framework for Efficient \(\mathcal{H}_{2}\)-Optimal Model Reduction of Port-Hamiltonian Systems. In: 2020 59th IEEE Conference on Decision and Control (CDC). IEEE, pp 5043–5049 – 10.1109/cdc42340.2020.9304134
- Ober R (1991) Balanced Parametrization of Classes of Linear Systems. SIAM J Control Optim 29(6):1251–1287. https://doi.org/10.1137/0329065 – 10.1137/0329065
- Peng L, Mohseni K (2016) Symplectic Model Reduction of Hamiltonian Systems. SIAM J Sci Comput 38(1):A1–A27. https://doi.org/10.1137/140978922 – 10.1137/140978922
- R. V. Polyuga and A. van der Schaft, Structure preserving model reduction of port-Hamiltonian systems, in Proc 18th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2008), Blacksburg, VA, 2008, https://scholar.lib.vt.edu/MTNS/Papers/175.pdf.
- Polyuga RV, van der Schaft A (2010) Structure preserving model reduction of port-Hamiltonian systems by moment matching at infinity. Automatica 46(4):665–672. https://doi.org/10.1016/j.automatica.2010.01.018 – 10.1016/j.automatica.2010.01.018
- J. Przybilla, I. P. Duff, P. Goyal, and P. Benner, Balanced Truncation of Descriptor Systems with a Quadratic Output, arXiv e-print 2402.14716 , 2024.
- Pulch R, Narayan A (2019) Balanced Truncation for Model Order Reduction of Linear Dynamical Systems with Quadratic Outputs. SIAM J Sci Comput 41(4):A2270–A2295. https://doi.org/10.1137/17m1148797 – 10.1137/17m1148797
- Rashad R, Bicego D, Zult J, Sanchez-Escalonilla S, Jiao R, Franchi A, Stramigioli S (2022) Energy Aware Impedance Control of a Flying End-Effector in the Port-Hamiltonian Framework. IEEE Trans Robot 38(6):3936–3955. https://doi.org/10.1109/tro.2022.3183532 – 10.1109/tro.2022.3183532
- Reis T, Rendel O, Voigt M (2015) The Kalman–Yakubovich–Popov inequality for differential-algebraic systems. Linear Algebra and its Applications 485:153–193. https://doi.org/10.1016/j.laa.2015.06.021 – 10.1016/j.laa.2015.06.021
- Reis T, Stykel T (2009) Positive real and bounded real balancing for model reduction of descriptor systems. International Journal of Control 83(1):74–88. https://doi.org/10.1080/00207170903100214 – 10.1080/00207170903100214
- Sato K, Sato H (2018) Structure-Preserving $H^2$ Optimal Model Reduction Based on the Riemannian Trust-Region Method. IEEE Trans Automat Contr 63(2):505–512. https://doi.org/10.1109/tac.2017.2723259 – 10.1109/tac.2017.2723259
- Schwerdtner P, Voigt M (2023) SOBMOR: Structured Optimization-Based Model Order Reduction. SIAM J Sci Comput 45(2):A502–A529. https://doi.org/10.1137/20m1380235 – 10.1137/20m1380235
- Sturm JF (1999) Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones. Optimization Methods and Software 11(1-4):625–653. https://doi.org/10.1080/10556789908805766 – 10.1080/10556789908805766
- Van Beeumen R, Meerbergen K, Simos TE, Psihoyios G, Tsitouras C (2010) Model Reduction by Balanced Truncation of Linear Systems with a Quadratic Output. In: AIP Conference Proceedings. AIP, pp 2033–2036 – 10.1063/1.3498345
- Van Beeumen R, Van Nimmen K, Lombaert G, Meerbergen K (2012) Model reduction for dynamical systems with quadratic output. Numerical Meth Engineering 91(3):229–248. https://doi.org/10.1002/nme.4255 – 10.1002/nme.4255
- van der Schaft A, Jeltsema D (2014) Port-Hamiltonian Systems Theory: An Introductory Overview. Foundations and Trends® in Systems and Control 1(2-3):173–378. https://doi.org/10.1561/2600000002 – 10.1561/2600000002
- Willems J (1971) Least squares stationary optimal control and the algebraic Riccati equation. IEEE Trans Automat Contr 16(6):621–634. https://doi.org/10.1109/tac.1971.1099831 – 10.1109/tac.1971.1099831
- Willems JC (1972) Dissipative dynamical systems Part II: Linear systems with quadratic supply rates. Arch Rational Mech Anal 45(5):352–393. https://doi.org/10.1007/bf00276494 – 10.1007/bf00276494