System model reduction by weighted component cost analysis

Component Cost Analysis considers any given system driven by a white noise process as an interconnection of different components, and assigns a metric called "component cost" to each component. These component costs measure the contribution of each component to a predefined quadratic cost function. One possible use of component costs is for model reduction by deleting those components that have the smallest component cost. The theory of Component Cost Analysis is extended to include finite-bandwidth colored noises. The results also apply when actuators have dynamics of their own. When the dynamics of this input are added to the plant, which is to be reduced by CCA, the algorithm for model reduction process will be called Weighted Component Cost Analysis (WCCA). Closed-form analytical expressions of component costs for continuous time case, are also derived for a mechanical system described by its modal data. This is very useful to compute the modal costs of very high order systems beyond Lyapunov solvable dimension. A numerical example for NASA's MINIMAST system is presented.presented.