Abstract
AbstractIn this paper we consider the H2 optimal model reduction problem which has important applications in system approximation and has received considerable attention in the literature. An important link between special cases of this problem and rational interpolation using Krylov subspace projection methods has been recently established. We use this link to derive a solution of the second order optimal H2 approximation problem that involves the computation of all simultaneous solutions to two bivariate polynomials. We show that this is equivalent to the simultaneous solution of two 2-dimensional eigenvalue problems. To illustrate our procedure we give a few numerical examples
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