Balancing transformation

coordinate transformation T under which controllability and observability Gramians become equal and diagonal matrices comprising the Hankel singular values.

Community: MathModDB

formula

MaRDI QIDQ6674140FDO

Description (long)

The transformation T is a contragredient transformation and exists whenever 𝑊𝑐 and 𝑊ₒ are symmetric and positive definite. Note that the squared HSVs are the eigenvalues of the product of 𝑊𝑐 and 𝑊ₒ.

Formula(s) and Quantities

$T^{-1}{W}_c{\left(T^{-1}\right)}^{\ast }=T^{\ast }{W}_{o}T=\left(\begin{array}{ccc}{\sigma }_1& & 0\\ & \ddots & \\ 0& & {\sigma }_n\end{array}\right)=\Sigma$

$T$ represents MOR transformation matrix

$W_c$ represents controllability Gramian

$W_o$ represents observability Gramian

$\sigma$ represents Hankel singular value

Further links

Item	Property
balanced truncation	contains
balanced truncation (bi-linear)	contains
balanced truncation (linear)	contains

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