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Optimal Hankel-Norm Approximation of Continuous-Time Linear Systems

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Abstract

A problem on optimal approximation of continuous-time linear systems is studied. The performance measure (error) is chosen to be the spectral norm of the difference between the Hankel operators associated with the original system and the approximant. It is shown that the Hankel operators associated with continuous-time systems and the Hankel matrices associated with discrete-time systems are related by an interesting correspondence property via bilinear transforms. This fact is then used to derive the continuous-time results (theory and algorithms) from the established discrete-time ones. Some simple examples are presented.

Received August 31, 1981; revised November 3, 1981. This research was supported by the Army Research Office under Grant No. DAAG 29-79-C-0054, and by the National Science Foundation Grant No. ENG-7908673, and by the Office of Naval Research under Contract No. N000-14-81-K-0191.

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© 1982 Springer Science+Business Media New York

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Lin, D.W., Kung, SY. (1982). Optimal Hankel-Norm Approximation of Continuous-Time Linear Systems. In: Bultheel, A., Dewilde, P. (eds) Rational Approximation in Systems Engineering. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4899-6790-9_12

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  • DOI: https://doi.org/10.1007/978-1-4899-6790-9_12

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4899-6792-3

  • Online ISBN: 978-1-4899-6790-9

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