Weighted Hankel-norm approximation: Calculation of bounds
Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Approximation by rational functions (41A20) Rate of convergence, degree of approximation (41A25) Controllability, observability, and system structure (93B99)
This paper gives bounds on the frequency-domain error associated with the frequency-weighted optimal Hankel-norm approximation. Let C(s) be a real stable rational transfer function of degree n. Let \(\hat G(\)s) be the frequency-weighting function. Suppose that \(\hat G(s)\) is a table rational minimum-phase tranfer function, and further \(\hat G(\infty)=0\). Let us set \(\check G(s)=\hat G(-s)\). Let X be a degree-k Hankel-norm approximation of \(C\check G.\) Set \(\hat C=[X\check G^{-1}]\) where \([Z]_-\) denotes taking the constant part and the strictly proper stable part of Z. Then \(\hat C\) has degree k and is stable, and \(\| [C-\hat C]\check G\|_ H\) is minimized over all stable \(\hat C\) of degree k, where \(\|.\|_ H\) denotes the Hankel-norm. Accordingly, C is a frequency-weighted optimal Hankel-norm approximation of C. Let \(E=[C\check G_- -X=[(C-\hat C)\check G]_-\). The bounds on \(\| E\|_{\infty}\) are given by \(\| E\|_{\infty}\leq \sigma_{k+1}+...+\sigma_ n\) where the \(\sigma_ i's\) are the Hankel singular values, and the \(L^{\infty}\)-norm is taken on the \(i\omega\) axis. Let us assume that we are working in the discrete-time domain (z- domain) by setting \(z=(1+s)/(1-s).\) The bounds on the error of the frequency-weighted optimal Hankel-norm approximation are give by \(\| [C-\hat C]\|_{\infty}\leq \| E\|_{\infty}+\mu \| z^{-1}E\|_ H\cdot \| \hat G^{- 1}\|_ 2\cdot \| \hat G\|_ H\leq [1+\mu (\check G)\| \hat G^{-1}\|_ 2\cdot \| \hat G\|_ h]\| E=_{\infty}\) where \(\mu^ 2\) is an upper bound on the ratio \(\| \check G\|^ 2_{\infty}/\| \check G\|^ 2_ 2\), computable for \(\check G\) and depending only on the poles of \(\check G\), and the \(L^{\infty}\)- norm is taken on the unit circle. Some numerical examples are given in order to illustrate the computation.
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