Optimal H2 model reduction for large scale mimo systems via tangential interpolation

Abstract. We consider the optimal H2 model reduction for large scale multi-input multi-output systems via tangential interpolation. Specifically, we prove that for general multi-input multi-output systems, the tangential interpolation-based optimality conditions and the gramian-based optimality conditions are equivalent. Based on the tangential interpolation, a fast algorithm is proposed for the optimal H2 model reduction. Numerical examples are presented to demonstrate the approximation accuracy and computational efficiency of the proposed algorithm. Key Words. Optimal H2 model reduction, tangential interpolation, multi-input multi-output system. 1