arXiv · 2512.02298
On Frequency-Weighted Extended Balanced Truncation
Abstract
This paper addresses the problem of frequency-weighted extended balanced truncation for discrete and continuous-time linear time-invariant plants. We show that the frequency-weighted discrete-time plant admits block-diagonal solutions to both the Lyapunov inequality and its extended form. A recursive algorithm for extended balanced truncation is proposed, together with corresponding a-priori error bounds. Theoretical results are extended to continuous-time systems and validated through numerical examples.
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Sribalaji C. Anand, Henrik Sandberg. 2025-12-02. On Frequency-Weighted Extended Balanced Truncation. https://arxiv.org/abs/2512.02298
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