Cascading With Inner Systems: Hankel Singular Values and Characteristic Values

In this paper, new properties of the cascade between a multi-input multi-output linear time-invariant system, referred to in the following as the original system, and an inner system are dealt with. In particular, attention is devoted to the relationship between the Hankel singular values and characteristic values of the cascade system and those of the original one, proving that, if the inner system has gain greater than or equal to one, then the first $n$ Hankel singular values (characteristic values) of the cascade system are greater than or equal to those of the original system. The results are then applied to derive a new property of minimum phase systems.

[1]  Jacquelien M. A. Scherpen,et al.  Balanced Realization and Model Order Reduction for Nonlinear Systems Based on Singular Value Analysis , 2010, SIAM J. Control. Optim..

[2]  Raimund J. Ober,et al.  Asymptotically Stable All-pass Transfer Functions: Canonical Form, Parametrization and Realization , 1987 .

[3]  Uri Shaked Nearly singular filtering for uniform and non-uniform rank linear continuous systems , 1983 .

[4]  Giacomo Baggio,et al.  On Minimal Spectral Factors With Zeroes and Poles Lying on Prescribed Regions , 2016, IEEE Transactions on Automatic Control.

[5]  Jim Freudenberg,et al.  Loop transfer recovery for nonminimum phase plants , 1990 .

[6]  S. Liberty,et al.  Linear Systems , 2010, Scientific Parallel Computing.

[7]  Edmond A. Jonckheere,et al.  A new set of invariants for linear systems--Application to reduced order compensator design , 1983 .

[8]  Richard Bellman,et al.  Introduction to Matrix Analysis , 1972 .

[9]  S. Bhattacharyya,et al.  Robust control , 1987, IEEE Control Systems Magazine.

[10]  Luigi Fortuna,et al.  Invariance of characteristic values and L∞ norm under lossless positive real transformations , 2016, J. Frankl. Inst..

[11]  L. Silverman,et al.  Model reduction via balanced state space representations , 1982 .

[12]  Patrizio Colaneri,et al.  The realization problem for linear periodic systems , 1995, Autom..

[13]  Mi-Ching Tsai,et al.  Robust and Optimal Control , 2014 .

[14]  Giorgio Picci,et al.  On the State Space and Dynamics Selection in Linear Stochastic Models: A Spectral Factorization Approach , 2018, IEEE Transactions on Automatic Control.

[15]  Zalman J. Palmor,et al.  Extended limiting forms of optimum observers and LQG regulators , 1986 .

[16]  Ali Saberi,et al.  Explicit expressions for cascade factorization of general nonminimum phase systems , 1992 .

[17]  Wim Michiels,et al.  Computation of extremum singular values and the strong H-infinity norm of SISO time-delay systems , 2015, Autom..

[18]  Uri Shaked The all-pass property of optimal open-loop tracking systems , 1984 .

[19]  S. R. Searle,et al.  On Deriving the Inverse of a Sum of Matrices , 1981 .

[20]  Birgit Dietrich,et al.  Model Reduction For Control System Design , 2016 .

[21]  Mark R. Opmeer,et al.  Decay of Hankel singular values of analytic control systems , 2010, Syst. Control. Lett..

[22]  Giorgio Picci,et al.  Representation and Factorization of Discrete-Time Rational All-Pass Functions , 2015, IEEE Transactions on Automatic Control.

[23]  B. Moore Principal component analysis in linear systems: Controllability, observability, and model reduction , 1981 .

[24]  G. Stein,et al.  The LQG/LTR procedure for multivariable feedback control design , 1987 .