Title

All optimal Hankel-norm approximations and their L∞ error bounds in discrete-time

Document Type

Conference Proceeding

Publication Date

12-1-2002

Abstract

This paper investigates a parallel problem to [5]: approximate a multivariable transfer function G(z) of McMillan degree n by G(z) of McMillan degree smaller than k in discrete-time. A state-space solution is derived to the optimal Hankel-norm approximation problem, together with characterization to all optimal Hankel-norm approximations. It is shown that the L∞ error bound derived in [5] holds for discrete-time systems as well.

Publication Source (Journal or Book title)

Proceedings of the IEEE Conference on Decision and Control

First Page

3742

Last Page

3747

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