25
Frequency-Weighted
Balanced Model Reduction (2)
•
The input/output
weighted Gramians
P
and
Q
are defined by
•
•
w
P
and
Q
satisfy the following lower order equations
w
w
w
w
w
If
W
o
=I
, then
P
can be obtained from
w
PA*+AP+BB*=0
w
If
W
i
=I
, then
Q
can be obtained from
w
QA+A*Q+C*C=0