Hankel singular value

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In control theory, Hankel singular values, named after Hermann Hankel, provide a measure of energy for each state in a system. They are the basis for balanced model reduction, in which high energy states are retained while low energy states are discarded. The reduced model retains the important features of the original model.

Contents

Hankel singular values are calculated as the square roots, {σi  0, i = 1,…,n}, of the eigenvalues, {λi  0, i = 1,…,n}, for the product of the controllability Gramian, WC, and the observability Gramian, WO.

Properties

See also

Notes

  1. Hanzon, B. (1992). "The area enclosed by the (oriented) Nyquist diagram and the Hilbert-Schmidt-Hankel norm of a linear system". IEEE Transactions on Automatic Control. 37 (6): 835–839. doi:10.1109/9.256345. hdl: 1871/12152 . ISSN   0018-9286.
  2. Groenewold, G. (1991). "The design of high dynamic range continuous-time integratable bandpass filters". IEEE Transactions on Circuits and Systems. 38 (8): 838–852. doi:10.1109/31.85626. ISSN   0098-4094.

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