Convergence of the Iterative Rational Krylov Algorithm
نویسندگان
چکیده
The iterative rational Krylov algorithm (IRKA) of Gugercin et al. (2008) [8] is an interpolatory model reduction approach to the optimal H2 approximation problem. Even though the method has been illustrated to show rapid convergence in various examples, a proof of convergence has not been provided yet. In this note, we show that in the case of state-space-symmetric systems, IRKA is a locally convergent fixed-point iteration to a local minimum of the underlying H2 approximation problem. © 2012 Elsevier B.V. All rights reserved.
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عنوان ژورنال:
- Systems & Control Letters
دوره 61 شماره
صفحات -
تاریخ انتشار 2012