Model order reduction via real Schur-form decomposition

A new algorithm is presented for computing Moore's reduced-order transfer-function matrix without calculating the balancing transformation, which tends to be ill-conditioned, especially when the original system is non-minimal or when it has very nearly uncontrollable or unobservable modes. The algorithm is based on finding the eigenspaces associated with large eigenvalues of the cross-gramian matrix W_co using the real Schur-form decomposition. The algorithm does not require a minimal model to start with. The state-space realization obtained by this method is related to the balanced realization by a non-singular matrix. An example is presented to illustrate the proposed algorithm