Optimal Hankel model reduction for nonminimal systems

Abstract

A basis-free descriptor system representation is shown to facilitate the computation of all minimum-degree and optimal kth-order all-pass extensions and Hankel-norm approximants. The descriptor representation has the same simple form for both the optimal and suboptimal cases. The method makes Hankel model reduction practical for nonminimal and nearly nonminimal systems by eliminating the ill-conditioned calculation of a minimal balanced realization. A simple, numerically sound method based on singular-value decomposition enables the results to be expressed in state-space form.