论文信息 - A numerical method for computing signature symmetric balanced realizations

A numerical method for computing signature symmetric balanced realizations

A new numerical scheme for computing balancing coordinate transformations for signature symmetric realizations in linear systems theory is presented. The method is closely related to the Jacobi method for diagonalizing symmetric matrices. Here the minimization of the sum of traces of the Gramians by orthogonal and hyperbolic Jacobi-type rotations is considered. The algorithm is shown to be globally convergent to a balancing transformation that arranges the Hankel singular values in a prescribed ordering. Local quadratic convergence of the algorithm is shown.

John B. Moore | Knut Hüper | Uwe Helmke | Knut Huper

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