H$_2$ Optimal Model Order Reduction over a Finite Time Interval

Abstract

For a time-limited version of the H$_2$ norm defined over a fixed time interval, we obtain a closed form expression of the gradients. After that, we use the gradients to propose a time-limited model order reduction method. The method involves obtaining a reduced model which minimizes the time-limited H$_2$ norm, formulated as a nonlinear optimization problem. The optimization problem is solved using standard optimization software.