Near-optimal frequency-weighted interpolatory model reduction / Tobias Breiten, Christopher Beattie, Serkan Gugercin

Abstract

Abstract: This paper extends an interpolatory framework for weighted-H2 model reduction to MIMO dynamical systems. A new representation of the weighted-H2 inner product in MIMO settings is presented together with associated first-order necessary conditions for an optimal weighted-H2 reduced-order model. Equivalence of these conditions with necessary conditions given by Halevi is shown. An examination of realizations for equivalent weighted-H2 systems leads 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 Weighted Iterative Rational Krylov Algorithm.