Interpolatory weighted- model reduction

This paper introduces an interpolation framework for the weighted- H 2 model reduction problem. We obtain a new representation of the weighted- H 2 norm of SISO systems that provides new interpolatory first order necessary conditions for an optimal reduced-order model. The H 2 norm representation also provides an error expression that motivates a new weighted- H 2 model reduction algorithm. Several numerical examples illustrate the effectiveness of the proposed approach.