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OPTIMAL H2 MODEL REDUCTION FOR LARGE SCALE MIMO SYSTEMS VIA TANGENTIAL INTERPOLATION

We consider the optimal H2 model reduction for large scale multi- input multi-output systems via tangential interpolation. Specifically, we prove that for general multi-input multi-output systems, the tangential interpolation- based optimality conditions and the gramian-based optimality conditions are equivalent. Based on the tangential interpolation, a fast algorithm is proposed for the optimal H2 model reduction. Numerical examples are presented to demonstrate the approximation accuracy and computational efficiency of the proposed algorithm.