A New Framework for H_2-Optimal Model Reduction [article]

Alessandro Castagnotto, Boris Lohmann
2017 arXiv   pre-print
In this contribution, a new framework for H2-optimal reduction of multiple-input, multiple- output linear dynamical systems by tangential interpolation is presented. The framework is motivated by the local nature of both tangential interpolation and H2-optimal approxi- mations. The main advantage is given by a decoupling of the cost of optimization from the cost of reduction, resulting in a significant speedup in H2-optimal reduction. In addition, a middle-sized surrogate model is produced at
more » ... additional cost and can be used e.g. for error estimation. Numerical examples illustrate the new framework, showing its effectiveness in producing H2-optimal reduced models at a far lower cost than conventional algorithms. The paper ends with a brief discussion on how the idea behind the framework can be extended to approximate further system classes, thus showing that this truly is a general framework for interpolatory H2 reduction rather than just an additional reduction algorithm.
arXiv:1709.07270v1 fatcat:yfffi2ug3fasvdoqxo4fjlmt6a