Model reduction for large-scale dynamical systems via equality constrained least squares (Q977420)

The authors present a new singular value decomposition-Krylov based method of model reduction for large scale (LS) dynamical systems. The reduced model matches the first \(r+i\) Markov parameters of the full order model, where \(r\) is the order of the reduced system and \(i\) is a nonnegative integer such that \(1\leq i\leq r\). The proposed method is a generalization of the LS model reduction method for \(i=0\), minimizes a weighted \(H_{2}\) error, and provides higher order moments than the LS model. However, the asymptotic stability of the reduced model has not been obtained yet.