Near-optimal frequency-weighted interpolatory model reduction
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Publication:2347833
Abstract: This paper develops an interpolatory framework for weighted- model reduction of MIMO dynamical systems. A new representation of the weighted- inner products in MIMO settings is introduced and used to derive associated first-order necessary conditions satisfied by optimal weighted- reduced-order models. Equivalence of these new interpolatory conditions with earlier Riccati-based conditions given by Halevi is also shown. An examination of realizations for equivalent weighted- systems leads then to an algorithm that remains tractable for large state-space dimension. Several numerical examples illustrate the effectiveness of this approach and its competitiveness with Frequency Weighted Balanced Truncation and an earlier interpolatory approach, the Weighted Iterative Rational Krylov Algorithm.
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Cited in
(24)- Balanced truncation model order reduction in limited time intervals for large systems
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