The problem of approximating an original rational matrix by means of a
rational matrix of lower order according to the L2-norm criterion is
considered. In particular, a compact form of the necessary conditions
for optimality is derived, which may be considered as the extension to
the multivariable case of the interpolation conditions valid in the s
calar case. On the basis of this form, an iterative numerical techniqu
e to find the optimal approximating model is suggested.