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H_2 Model Reduction Using LMIs

Kanno M.

March 2005
Technical Report: CUED/F-INFENG/TR.519

Abstract

The problem of H_2 reduced order approximation is considered in this report. The result covers both continuous and discrete time MIMO systems. Necessary and sufficient conditions for the existence of an approximant within a specified error are given in terms of a set of LMIs and a matrix rank constraint. A heuristic algorithm which uses the alternating projection method is proposed and a method of finding a starting point is suggested. Three numerical examples are employed to show the effectiveness of the choice of starting points and the capability of the algorithm to find at least as good approximants as other methods.

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BibTex Entry

@TechReport{,
author = {Kanno M.},
institution = {Department of Engineering, University of Cambride},
title = {H_2 Model Reduction Using LMIs},
year = {2005},
month = {March},
note = {CUED/F-INFENG/TR.519}
}