For a time-limited H2 cost function defined over a finite time interval, we obtain analytical expressions of the gradients using a gramian framework. The time-limited H2 optimal model reduction problem… Click to show full abstract
For a time-limited H2 cost function defined over a finite time interval, we obtain analytical expressions of the gradients using a gramian framework. The time-limited H2 optimal model reduction problem is non-convex. In order to solve the optimization problem, we substitute the gradients in a standard quasi-Newton solver. The method obtains local minimizers of the time-limited H2 cost function.
               
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