Plant covariance equivalent controller reduction for discrete systems

For discrete-time systems, a controller reduction method that guarantees the stability of the reduced closed-loop system while preserving the entire plant state covariance matrix of the original feedback system is presented. Hence, all system properties related to the plant state covariance matrix are also preserved, e.g., the output variances of each output in the closed-loop system and the H ₂ norm of the closed-loop system transfer matrix. The reduction does not require the stability of the controller