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$\mathcal{H}_2$-Optimal Model Reduction with Higher-Order Poles

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Abstract

We revisit the problem of approximating a multiple-input multiple-output $p\times m$ rational transfer function $H(s)$ of high degree by another $p\times m$ rational transfer function $\widehat{H}(s)$ of much smaller degree, so that the $\mathcal{H}_2$-norm of the approximation error is minimized. We show that in the general case of higher-order poles in the reduced-order model, called the defective case, the stationary points of the $\mathcal{H}_2$-norm of the approximation error can still be characterized by tangential interpolation conditions. We also indicate that the sensitivity of the solution of this problem depends on the parameterization used.

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