Cross Gramian

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In control theory, the cross Gramian is a Gramian matrix used to determine how controllable and observable a linear system is.[1] [2]

For the stable time-invariant linear system

the cross Gramian is defined as:

and thus also given by the solution to the Sylvester equation:

The triple is controllable and observable if and only if the matrix is nonsingular, (i.e. has full rank, for any ).

If the associated system is furthermore symmetric, such that there exists a transformation with

then the absolute value of the eigenvalues of the cross Gramian equal Hankel singular values:[3]

Thus the direct truncation of the singular value decomposition of the cross Gramian allows model order reduction (see [1]) without a balancing procedure as opposed to balanced truncation.

Note[edit]

The cross Gramian is also referred to by .

See also[edit]

References[edit]

  1. ^ Fortuna, Luigi; Fransca, Mattia (2012). Optimal and Robust Control: Advanced Topics with MATLAB. CRC Press. pp. 83–. ISBN 9781466501911. Retrieved 29 April 2013. 
  2. ^ Antoulas, Athanasios C. (2005). Approximation of Large-Scale Dynamical Systems. SIAM. ISBN 9780898715293. 
  3. ^ Cross Gramian On the structure of balanced and other principal representations of SISO systems by K.V. Fernando and H. Nicholson; IEEE Transactions on Automatic Control; 1983