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2010 • Journal Article

H2-optimal model reduction with higher-order poles

Authors:
Van Dooren, Paul, Gallivan, Kyle A., Absil, Pierre-Antoine
Published in:
SIAM Journal on Matrix Analysis and Applications

Volume: 31 • Number: 5 • Pages: 2738

We revisit the problem of approximating a multiple-input multiple-output $p imes m$ rational transfer function $H(s)$ of high degree by another $p imes m$ rational transfer function $widehat{H}(s)$ of much smaller degree, so that the $mathcal{H}_2$-norm of the approximation error is minimized. We show that in the general case of higher-order poles in the reduced-order model, called the defective case, the stationary points of the $mathcal{H}_2$-norm of the approximation error can still be characterized by tangential interpolation conditions. We also indicate that the sensitivity of the solution of this problem depends on the parameterization used.

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