@techreport{5af550155e80464f80de07f1934a935c,

title = "Optimal Hankel Norm Model Reduction by Truncation of Trajectories",

abstract = "We show how optimal Hankel-norm approximations of dynamical systems allow for a straightforward interpretation in terms of system trajectories. It is shown that for discrete time single-input systems optimal reductions are obtained by cutting 'balanced trajectories', i.e., by disconnecting the past and future in the input-output pairs relating to left- and right singular vectors of the system. A self-contained proof of optimality is given, and formulas are derived in terms of Faddeev sequences. Some parallels with the literature are briefly indicated.",

keywords = "Optimal Hankel norm approximation, Balancing, Linear systems, l2-systems, Faddeev sequences",

author = "B. Roorda and S. Weiland",

note = "Pagination: 6",

year = "2000",

language = "English",

volume = "2000-30",

series = "CentER Discussion Paper",

publisher = "Finance",

type = "WorkingPaper",

institution = "Finance",

}