Interpolatory Weighted-H2 Model Reduction

Abstract

This paper introduces an interpolation framework for the weighted-H2 model reduction problem. We obtain a new representation of the weighted-H2 norm of SISO systems that provides new interpolatory first order necessary conditions for an optimal reduced-order model. The H2 norm representation also provides an error expression that motivates a new weighted-H2 model reduction algorithm. Several numerical examples illustrate the effectiveness of the proposed approach.

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• ${\mathcal{H}}_2(t_f)$ Optimality Conditions for a Finite-time Horizon
• Frequency-weighted H2-Pseudo-optimal Model Order Reduction