H2Model Reduction Using LMIs

This paper considers the problem of H2reduced order approximation for both continuous and discrete time MIMO systems. A heuristic algorithm is proposed that utilizes necessary and sufficient conditions expressed in terms of a set of LMIs and a matrix rank constraint, and the alternating projection method. Also a method of finding starting points is suggested. Three numerical examples are employed to show the effectiveness of the choice of starting points and the capability of the algorithm to find at least as good approximants as other methods.