On Frequency-Weighted Extended Balanced Truncation
Systems and Control
2025-12-03 v1 Systems and Control
Optimization and Control
Abstract
This paper addresses the problem of frequency-weighted extended balanced truncation for discrete and continuous-time linear time-invariant plants. We show that the frequency-weighted discrete-time plant admits block-diagonal solutions to both the Lyapunov inequality and its extended form. A recursive algorithm for extended balanced truncation is proposed, together with corresponding a-priori error bounds. Theoretical results are extended to continuous-time systems and validated through numerical examples.
Keywords
Cite
@article{arxiv.2512.02298,
title = {On Frequency-Weighted Extended Balanced Truncation},
author = {Sribalaji C. Anand and Henrik Sandberg},
journal= {arXiv preprint arXiv:2512.02298},
year = {2025}
}
Comments
8 pages, conference submission