balancing transformation (Q6674140)

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

    Statements

    T1Wc(T1)*=T*WoT=(σ100σn)=Σ
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    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.
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