H2(tf) Optimality Conditions for a Finite-time Horizon

H2(tf) Optimality Conditions for a Finite-time Horizon
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DOI:
10.1016/j.automatica.2019.108604
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发表时间:
2019-12
期刊:
ArXiv
影响因子:
--
通讯作者:
Klajdi Sinani;S. Gugercin
Klajdi Sinani;S. Gugercin
中科院分区:
其他
文献类型:
--
作者:
Klajdi Sinani;S. Gugercin

文献摘要

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在本文中,我们建立了插值模型降阶框架的MIMO动力系统的最佳逼近的H2范数在有限的时间范围内,表示为H2(t f)范数。利用内积空间,我们得到了在H2(t f)范数下逼近的插值一阶最优性必要条件.然后,我们开发了一个算法,它产生一个局部最优的减少模型,满足建立基于插值的最优性条件。我们测试的算法在各种数值例子来说明其性能。
In this paper we establish the interpolatory model reduction framework for optimal approximation of MIMO dynamical systems with respect to the H 2 norm over a finite-time horizon, denoted as the H 2 (t f) norm. Using the underlying inner product space, we derive the interpolatory first-order necessary optimality conditions for approximation in the H 2 (t f) 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.