Cost decomposition of linear systems with application to model reduction

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Abstract
A means is provided to assess the value or ‘ cost& rsqquo; of each component of a. large scale system, when the total cost is a quadratic function. Such a ‘ cost decomposition ’ of the system has several important uses. When the components represent physical subsystems which can fail, the ‘ component cost ’ is useful in failure mode analysis. When tiie components represent mathematical equations which may be truncated, the ‘ component cost ’ becomes a criterion for model truncation. In this latter event component costs provide a mechanism by which the specific quadratic control objectives dictate which components should bo retained in the model reduction process. This information can be valuable in model reduction and decentralized control problems.

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