$\mathcal{H}_2(t_f)$ Optimality Conditions for a Finite-time Horizon
Numerical Analysis
2019-05-21 v2 Systems and Control
Dynamical Systems
Abstract
In this paper we establish the interpolatory model reduction framework for optimal approximation of MIMO dynamical systems with respect to the norm over a finite-time horizon, denoted as the norm. Using the underlying inner product space, we derive the interpolatory first-order necessary optimality conditions for approximation in the norm. Then, we develop an algorithm, which yields a locally optimal reduced model that satisfies the established interpolation-based optimality conditions. We test the algorithm on various numerical examples to illustrate its performance.
Keywords
Cite
@article{arxiv.1806.10797,
title = {$\mathcal{H}_2(t_f)$ Optimality Conditions for a Finite-time Horizon},
author = {Klajdi Sinani and Serkan Gugercin},
journal= {arXiv preprint arXiv:1806.10797},
year = {2019}
}
Comments
11 pages, 4 figures, 2 .tex file, 1 .bbl file