Balanced model reduction of linear time-varying systems

This paper treats model reduction of linear time-varying models in continuous time. The method proposed is based on time-varying Lyapunov inequalities and balancing of Gramians. An error bound for truncated models that generalizes the well-known 'twice-the-sum-of-the-tail'-formula for time-invariant balanced systems is obtained. Input-output stability of truncated balanced models is also proved.