Abstract
In this paper, we provide a model reduction method for stable MIMO linear discrete-time systems such that the reduced-order model interpolates a finite series of 1st-order information (information associated with the transfer function) and 2nd-order information (information associated with the power spectrum function) of the original system with respect to a direction. The directional interpolation approach to the model reduction guarantees the stability of the reduced-order model and can suppress the unnecessary increase of its order involved by the increase of interpolated information. We also propose an algorithm of the output frequency-weighted model reduction as an effective application of the model reduction via directional interpolation.
