Discretisation of continuous-time linear dynamical model with the Loewner interpolation framework

Abstract: An interpolation method for discretising continuous-time Linear Time Invariant (LTI) models is proposed in this paper. It consists first in using the Loewner interpolation framework on a specific set of frequency data and secondly to project the resulting model onto a stable subspace. The order of the discretised model may be chosen larger than the initial one thus allowing for trading complexity for accuracy if needed. Numerical examples highlight the efficiency of the method at preserving a satisfactory matching both in magnitude and phase in comparison to standard discretisation methods like ZOH or Tustin.