H2 optimal approximation

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Description

This approach is based on the interpolation of the Volterra series representation of the system's transfer function and gives a local H2-optimal approximation, because the interpolation is chosen so that the system satisfies the necessary H2-optimality conditions upon convergence of the algorithm. Note that H2 stands for Hardy space.

Contained entities
Sylvester equation AX+XB=C
X represents unknown matrix


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