Balanced truncation

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Description

The basic principle is to identify a subspace of jointly easily controllable and observable states and then to restrict the dynamics to this subspace, hopefully without changing the overall response of the system too much.

This approach is based on balancing the controllable and observable subspaces, and exploits the properties of the underlying dynamical system in that it uses the properties of the controllability and observability Gramians to identify suitable small parameters that are sent to 0 to yield a reduced-order system.

Contained entities
Lyapunov equation AX+XAH+Q=0
X represents unknown matrix
balancing transformation T−1Wc(T−1)∗=T∗WoT=(σ10⋱0σn)=Σ
T represents MOR transformation matrix
Wc represents controllability Gramian
Wo represents observability Gramian
σ represents Hankel singular value


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