Improved results on frequency weighted balanced truncation

In this paper, we present some new results on frequency weighted balanced truncation which is a significant improvement on Lin and Chiu´s frequency weighted balanced truncation technique. The reduced order models which are guaranteed to be stable in case of double-sided weighting, are obtained by direct truncation. Two sets of simple, elegant and easily calculatable a priori error bounds are also derived. A numerical example and comparison with other well-known techniques show the effectiveness of the proposed technique.