Model order reduction of MIMO bilinear systems by multi-order Arnoldi method

In this paper, we present a time domain model order reduction method for multi-input multi-output (MIMO) bilinear systems by general orthogonal polynomials. The proposed method is based on a multi-order Arnoldi algorithm applied to construct the projection matrix. The resulting reduced model can match a desired number of expansion coefficient terms of the original system. The approximate error estimate of the reduced model is given. And we also briefly discuss the stability preservation of the reduced model in some cases. Additionally, in combination with Krylov subspace methods, we propose a two-sided projection method to generate reduced models which capture properties of the original system in the time and frequency domain simultaneously. The effectiveness of the proposed methods is demonstrated by two numerical examples.