Preprint No. MPIMD/13-15

Title: Near-optimal frequency-weighted interpolatory model reduction

Author(s): Tobias Breiten, Christopher Beattie, Serkan Gugercin


Date: 2013-08-30


This paper extends an interpolatory framework for weighted-H2 model reduction to MIMO dynamical systems. A new representation of the weighted-H2 inner product in MIMO settings is presented together with associated first-order necessary conditions for an optimal weighted-H2 reduced-order model. Equivalence of these conditions with necessary conditions given by Halevi is shown. An examination of realizations for equivalent weighted-H2 systems leads to an algorithm that remains tractable for large state-space dimension. Several numerical examples illustrate the effectiveness of this approach and its competitiveness with Frequency Weighted Balanced Truncation and Weighted Iterative Rational Krylov Algorithm.


author = {Tobias Breiten and Christopher Beattie and Serkan Gugercin},
title = {Near-optimal frequency-weighted interpolatory model reduction},
number = {MPIMD/13-15},
month = aug,
year = 2013,
institution = {Max Planck Institute Magdeburg},
type = {Preprint},
note = {Available from \url{}},

Download MPIMD/13-15