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All optimal Hankel-norm approximations of linear multivariable systems and their L,∞-error bounds†

GLOVER, KEITH·1984·International Journal of Control

Abstract

The problem of approximating a multivariable transfer function G(s) of McMillan degree n, by Ĝ(s) of McMillan degree k is considered. A complete characterization of all approximations that minimize the Hankel-norm is derived. The solution involves a characterization of all rational functions Ĝ(s) + F(s) that minimize where Ĝ(s) has McMillan degree k, and F(s) is anticavisal. The solution to the latter problem is via results on balanced realizations, all-pass functions and the inertia of matrices, all in terms of the solutions to Lyapunov equations. It is then shown that where σ k+1(G(s)) is the (k+l)st Hankel singular value of G(s) and for one class of optimal Hankel-norm approximations. The method is not computationally demanding and is applied to a 12-state model.

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Metadata

Authors
GLOVER, K.
Venue
International Journal of Control
Published
1984-06
Volume
39
Issue
6
Pages
1115-1193
ISSN
  • 0020-7179 (ISSN-L)
  • 1366-5820
OpenAlex
W1984714339
Cited by
2,873
References
0
FWCI
131.94
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: All optimal Hankel-norm approximations of linear multivariable systems and their L,∞-error bounds†. https://app.cochat.ai/papers/10.1080/00207178408933239
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GLOVER, K. (1984). All optimal Hankel-norm approximations of linear multivariable systems and their L,∞-error bounds†. International Journal of Control. https://doi.org/10.1080/00207178408933239

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