On Algebraic and Linear Algebraic Aspects of Co-Order Three H2 Model Order Reduction

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We present an algebraic method to compute a globally optimal H2 approximation of order N-3 to a given system of order N. First, the problem is formulated as a two-parameter polynomial eigenvalue problem with a special structure. To solve it, we apply and generalize algebraic techniques used in the computation of the Kronecker canonical form of a matrix pencil. Finiteness of the number of nontrivial solutions then allows the problem to be reduced to a one-parameter polynomial eigenvalue problem, which is solved with standard numerical methods. An example demonstrates the approach and provides a proof of principle.
Original languageEnglish
Title of host publicationSystem Identification, the 16th IFAC Symposium on System Identification
Publication statusPublished - 1 Jan 2012
Event16th IFAC Symposium on System Identification -
Duration: 11 Jul 201213 Jul 2012


Symposium16th IFAC Symposium on System Identification

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