A new approach for frequency weighted L2 model reduction of discrete-time systems

This paper deals with the problem of model reduction based on an optimization technique. The objective function being minimized in the impulse energy of the overall system with unity, single-sided and double-sided weightings. A number of properties of the gradient flows associated with the objective function are obtained. Two examples are presented to illustrate the effectiveness of the proposed method, and results are compared with unweighted and weighted balanced truncation methods. © 1998 John Wiley & Sons, Ltd.