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
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影响因子:
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通讯作者:
Klajdi Sinani;S. Gugercin
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文献类型:
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作者:
Klajdi Sinani;S. Gugercin
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.