Generalized cross-gramian for linear systems

Abstract

The cross-gramian is a well-known matrix with embedded controllability and observability information. The cross-gramian is related to the Hankel operator and the Hankel singular values of a linear square system and it has several interesting properties. These properties make the cross-gramian popular in several applications including model reduction, control configuration selection and sensitivity analysis. The ordinary cross-gramian which has been defined in the literature is the solution of a Sylvester equation. This Sylvester equation is not always solvable and therefore for some linear square symmetric systems, the ordinary cross-gramian does not exist. To cope with this problem, a new generalized cross-gramian is introduced in this paper. In contrast to the ordinary cross-gramian, the generalized cross-gramian can be easily obtained for general linear systems and therefore can be used in the applications instead of the ordinary cross-gramian.