Data-Driven Regularized Time-Limited h2 Model Reduction from Noisy Impulse Responses

Abstract

This paper develops a data-driven time-limited h2 model reduction method for discrete-time linear time-invariant systems. Specifically, we formulate and solve a regularized time-limited h2 model reduction problem using only noisy impulse response data. Furthermore, we show that the objective function and its gradient can be represented using only noisy impulse response data. Numerical experiments using SLICOT benchmarks demonstrate that the proposed regularized method achieves lower relative time-limited h2 errors than the tested alternatives and is effective in situations where the unregularized method may deteriorate under noise.