H2-optimal model reduction of MIMO systems

Van Dooren, Paul;Gallivan, Kyle;Absil, Pierre-Antoine
(2008) Applied Mathematics Letters — Vol. 21, n° 12, p. 1267-1273 (2008)

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Abstract
We consider the problem of approximating a p × m rational transfer function H(s) of high degree by another p × m rational transfer function bH(s) of much smaller degree. We derive the gradients of the H2-norm of the approximation error and show how stationary points can be described via tangential interpolation.
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Van Dooren, P., Gallivan, K., & Absil, P.-A. (2008). H2-optimal model reduction of MIMO systems. Applied Mathematics Letters, 21(12), 1267-1273. https://doi.org/10.1016/j.aml.2007.09.015 (Original work published 2008)