H₂(t_f) optimality conditions for a finite-time horizon
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Publication:2280989
Abstract: In this paper we establish the interpolatory model reduction framework for optimal approximation of MIMO dynamical systems with respect to the norm over a finite-time horizon, denoted as the norm. Using the underlying inner product space, we derive the interpolatory first-order necessary optimality conditions for approximation in the norm. Then, we develop an algorithm, which yields a locally optimal reduced model that satisfies the established interpolation-based optimality conditions. We test the algorithm on various numerical examples to illustrate its performance.
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Cited in
(11)- Time-limited \(\mathcal{H}_2\)-optimal model order reduction
- Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
- Interpolatory weighted-\(\mathcal{H}_2\) model reduction
- Time- and frequency-limited \(\mathcal{H}_2\)-optimal model order reduction of bilinear control systems
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