Snapshot-Based Balanced Truncation for Linear Time-Periodic Systems

@article{Ma2010SnapshotBasedBT,
  title={Snapshot-Based Balanced Truncation for Linear Time-Periodic Systems},
  author={Zhanhua Ma and Clarence W. Rowley and Gilead Tadmor},
  journal={IEEE Transactions on Automatic Control},
  year={2010},
  volume={55},
  pages={469-473}
}
We introduce an algorithm based on a method of snapshots for computing approximate balanced truncations for discrete-time, linear time-periodic systems. The algorithm is applicable to stable (including neutrally stable) systems with very high dimension, allowing either the output or the input to be very high dimensional, as well. This algorithm is illustrated with a numerical example. 
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