Title :
Discrete-time frequency weighted model order reduction
Author_Institution :
Fac. of Mech. Eng., Technion-IIT, Haifa, Israel
Abstract :
The problem of frequency-weighted optimal model order reduction for discrete-time systems is considered. Necessary conditions completely characterizing the reduced-order model are given. The solution consists of a set of one generalized Riccati equation and two generalized Lyapunov equations all coupled by a projection. In the case when the frequency-weighting transfer function is strictly proper an additional projection appears in the solution
Keywords :
Lyapunov methods; discrete time systems; identification; matrix algebra; transfer functions; discrete-time systems; frequency-weighted optimal model order reduction; frequency-weighting transfer function; generalized Lyapunov equations; generalized Riccati equation; necessary conditions; Covariance matrix; Discrete time systems; Frequency; Mechanical engineering; Noise measurement; Optimal control; Reduced order systems; Riccati equations; Time measurement; Transfer functions;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261761
