Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Spectral Decompositions of Gramians of Continuous Stationary Systems Given by Equations of State in Canonical Forms

Version 1 : Received: 3 June 2022 / Approved: 6 June 2022 / Online: 6 June 2022 (09:57:55 CEST)

A peer-reviewed article of this Preprint also exists.

Yadykin, I. Spectral Decompositions of Gramians of Continuous Stationary Systems Given by Equations of State in Canonical Forms. Mathematics 2022, 10, 2339. Yadykin, I. Spectral Decompositions of Gramians of Continuous Stationary Systems Given by Equations of State in Canonical Forms. Mathematics 2022, 10, 2339.

Abstract

The application of transformations of the state equations of continuous linear and bilinear systems to the canonical form of controllability allows one to simplify the computation of Gramians of these systems. In the paper we developed the method and obtain algorithms for computation of the controllability and observability Gramians of continuous linear and bilinear stationary systems with many inputs and one output, based on the method of spectral expansion of the Gramians and the iterative method for computing the bilinear systems Gramians. An important feature of the concept is the idea of separability of the Gramians expansion: sep333arate computation of the scalar and matrix parts of the spectral Gramian expansion reduces the sub-Gramian matrices computation to calculation of numerical sequences of their elements. For the continuous linear systems with one output the method and the algorithm of the spectral decomposition of the controllability Gramian are developed in the form of Xiao matrices. Analytical expressions for the diagonal elements of the Gramian matrices are obtained, making use of which the rest elements can be calculated. For continuous linear systems with many outputs the spectral decompositions of the Gramians in the form of generalized Xiao matrices are obtained, which allows to significantly reduce the number of calculations. The obtained results are generalized for continuous bilinear systems with one output. Iterative spectral algorithms for computation of elements of Gramians of these systems are proposed. Examples are given that illustrate theoretical results.

Keywords

spectral decomposition; linear and bilinear systems; Gramians; generalized Lyapunov equation; Xiao matrices; controllability; observability

Subject

Computer Science and Mathematics, Applied Mathematics

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