Wednesday, January 18, 2017

Eigenvalue decomposition of Cross Gramian matrix

For a symmetric state space system G(s)={A,B,C,D}, the cross Gramain matrix R is the solution of AR+RA+BC=0



Using eigenvalue decomposition, problem is to obtain a matrix U which diagonalizes the cross gramian matrix R, resulting a diagonal matrix S such that S=U1RU



Note: For state space symmetric system, A=AT,C=BT where T is the transpose of a matrix.

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