Frequency-domain balanced Stochastic truncation for continuous and discrete time systems

A new method for relative error continuous and discrete time model order reduction is proposed. The reduction technique is based on two recently developed methods, namely frequency domain balanced truncation within a frequency bound and inner-outer factorization techniques. The proposed method is of interest for practical model order reduction because in this context it shows to keep the accuracy of the approximation as high as possible without sacrificing the computational efficiency. Numerical results show the accuracy and efficiency enhancement of the method.