Frequency weighted H∞ model reduction using LMIs

This paper treats the problem of approximating an n^th order system by a system of order r(r <; n). An algorithm based on the matrix inequality framework is derived to solve the frequency weighted H_∞-norm model reduction problem. The aim of the optimization algorithm is to minimize the weighted H_∞-norm of the difference between the main system and the reduced one. The feature of the method is that it can be applied to all systems and there is no restriction that the system should be strictly proper or stable. One example is used to compare the proposed method with other existing methods.