H2-optimal model reduction with higher-order poles

Van Dooren, Paul;Gallivan, Kyle;Absil, Pierre-Antoine
(2010) SIAM Journal on Matrix Analysis and Applications — Vol. 31, n° 5, p. 2738 (2010)

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Abstract
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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Van Dooren, P., Gallivan, K., & Absil, P.-A. (2010). H2-optimal model reduction with higher-order poles. SIAM Journal on Matrix Analysis and Applications, 31(5), 2738. https://doi.org/10.1137/080731591 (Original work published 2010)