A new discrete impulse response Gramian and its application to model reduction

Some fundamental properties of an impulse response Gramian for linear, time-invariant, asymptotically stable, discrete single-input-single-output (SISO) systems are derived. This Gramian is system invariant and can be found by solving a Lyapunov equation. The connection with standard controllability, observability, and cross Gramians is proven. The significance of these results in model-order reduction is highlighted with an efficient procedure.

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