Discrete-time frequency weighted model reduction and application to sampled-data models

The problem of frequency weighted optimal model order reduction for discret e-time systems is considered. Necessary conditions which completely charact erize the reduced-order model are given. The solution of the problem consis ts of a set of one generalized Riccati equation and two generalized Lyapuno v equations all coupled by a projection. The results that were obtained for this problem are used to solve the problem of finding the optimal, fixed-o rder, discrete-time model for a sampled-data continuous-time system. Severa l configurations and cost functions, each corresponding to a certain physic al scenario, are considered. Copyright (C) 1998 John Wiley & Sons, Ltd.