Parallel model order reduction methods based on structured matrix analysis for discrete-time systems with parametric uncertainty

This paper explores two novel parallel parametric model order reduction methods for discrete-time systems with parametric uncertainty. The proposed methods allow that the parametric dependence is non-affine. With the shift-transformation matrix of the discrete orthogonal polynomials, including Charlier polynomials and Krawtchouk polynomials, the expansion coefficients of state variable in discrete orthogonal polynomials space can be obtained by solving the system of linear algebraic equations (SLAE). By applying the structured matrix analysis of the SLAE, two parallel strategies based on the equivalent transformation of block bi-diagonal matrices and the block discrete Fourier transform of block ϵ-circulant matrices are proposed to solve the SLAE. Then, the projection matrix is constructed to reduce discrete-time parametric systems. Moreover, we analyze the properties of the proposed parallel methods, including the invariable coefficients, the invertibility, and the error analysis. Finally, the effectiveness of the proposed methods is illustrated by the numerical experiments.