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Interpolatory $\mathcal{H}_2$-optimality Conditions for Structured Linear Time-invariant Systems

Published 16 Oct 2023 in math.NA, cs.NA, cs.SY, eess.SY, and math.OC | (2310.10618v4)

Abstract: Interpolatory necessary optimality conditions for $\mathcal{H}_2$-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on $\mathcal{L}_2$-optimal reduced-order modeling of stationary parametric problems, in this paper we develop and investigate optimality conditions for $\mathcal{H}_2$-optimal reduced-order modeling of structured LTI systems, in particular, for second-order, port-Hamiltonian, and time-delay systems. Under certain diagonalizability assumptions, we show that across all these different structured settings, bitangential Hermite interpolation is the common form for optimality, thus proving a unifying optimality framework for structured reduced-order modeling.

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