Interpolatory ${\mathcal{H}}_2$-optimality Conditions for Structured Linear Time-invariant Systems

Abstract

Interpolatory necessary optimality conditions for ${\mathcal{H}}_2$-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on ${\mathcal{L}}_2$-optimal reduced-order modeling of stationary parametric problems, in this paper we develop and investigate optimality conditions for ${\mathcal{H}}_2$-optimal reduced-order modeling of structured LTI systems, in particular, for second-order, port-Hamiltonian, and time-delay systems. Under certain diagonalizability assumptions, we show that across all these different structured settings, bitangential Hermite interpolation is the common form for optimality, thus proving a unifying optimality framework for structured reduced-order modeling.

arXiv comment23 pages