Optimal H∞ LMI-based model reduction by moment matching for linear time-invariant models

This paper proposes an approach to model order reduction of stable linear time-invariant (LTI) models. The proposed approach extends time-domain moment matching by the minimization of the H∞ norm of the error dynamics characterizing the difference between the full-order and reduced-order models given fixed interpolation points. The optimal H∞ moment matching problem is a constrained optimization problem with bilinear constraints. Introducing a novel numerical procedure, we minimize the approximation error, while respecting the constraints and, thereby, find a suboptimal H∞ reduced-order model. The effectiveness of the approach is illustrated in a numerical example