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Hankel-Norm Model Reduction

In: Time-Varying Systems and Computations

Author

Listed:
  • Patrick Dewilde

    (Delft University of Technology, DIMES)

  • Alle-Jan van der Veen

    (Delft University of Technology, DIMES)

Abstract

In the previous chapters, we assumed that a given upper operator or matrix T has a computational model of a sufficiently low order to warrant the (possibly expensive) step of deriving its state realization. Once a state model is known, we showed how multiplication by T or its inverse can be done efficiently, using the model rather than the entries of T. We also derived some useful factorizations, such as the external and inner-outer (~ QR) factorization. A spectral factorization/Cholesky factorization result is given in chapter 13.

Suggested Citation

  • Patrick Dewilde & Alle-Jan van der Veen, 1998. "Hankel-Norm Model Reduction," Springer Books, in: Time-Varying Systems and Computations, chapter 10, pages 263-306, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4757-2817-0_10
    DOI: 10.1007/978-1-4757-2817-0_10
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