On Hankel Singular Values and Reflected Zeros of Linear Dynamical Systems

This note discusses a relationship between the Hankel singular values and reflected zeros of linear systems. Our main result proves that the Hankel singular values of a linear continuous-time system increase (decrease) pointwise when one or more zeros of the transfer function are reflected with respect to the imaginary axis, that is, move from the left-(right-)half to the right-(left-)half of the complex plane. We also derive a similar result for linear discrete-time systems.      

Optimal H∞ general distance problem with degree constraint

In this paper the optimal H_∞, general distance problem, for continuous-time systems, with a prescribed degree on the solution is studied. The approach is based on designing the Hankel singular values using an imbedding idea. The problem is first imbedded into another problem with desirable characteristics on the Hankel singular values, then the solution to the original problem is retracted via a compression. The result is applicable to both the one-block and the four-block problems. A special case is given for illustration.     

Subsystem interconnection and near optimum control of discretebalanced systems

The relationship between subsystem interconnection of discrete balanced systems and the Hankel singular values is explored. Upper bounds on the spectral norm of the submatrices of the discrete balanced representation are derived by approximating the matrix Riccati equation by its power series expansion with respect to two scalar parameters related to the Hankel singular values. For diagonalizable symmetric discrete-time systems, the relation between the eigenvalues of the subsystems and the eigenvalues of the overall system is explored. It is shown that an upper bound on the distance between corresponding eigenvalues in these two sets is related to the ratio of the Hankel singular values     

Linear systems with multiple singular values

Properties of linear dynamical systems are studied in the case of Hankel singular values of high multiplicity for monosingular and bisingular systems. Singular values of the Hankel operator take only one or two values for such systems. Properties of transfer functions are analysed. Algorithms of transfer function analysis and design are developed. Relations between frequency characteristics and Hankel singular values are established.     

Hankel norm of sampled-data systems

Generalizes the concept of Hankel norm for purely continuous-time systems to sampled-data systems. The Hankel norm of a sampled-data system is defined by taking into account intersample behaviors. The formula of the Hankel norm of a sampled-data system is given by a hybrid state-space model approach. The authors show that the Hankel norm is equal to that of an equivalent discrete-time system. Two simple examples including sampled-data controller reduction are demonstrated     

Model reduction of systems with zeros interlacing the poles

The problem of reducing a system with zeros interlacing the poles (ZIP) on the real axis is considered. It is proved that many model reduction methods, such as the balanced truncation, balanced residualization, suboptimal and optimal Hankel approximations, inherit the ZIP property. Properties of the Hankel singular values of ZIP systems are also listed.     

On H/sub /spl infin// model reduction using LMIs

In this note, we deal with the problem of approximating a given nth-order linear time-invariant system G by an rth-order system G/sub r/ where r相似文献   

Rational approximation of a class of infinite-dimensional systems I: Singular values of hankel operators

In order to establish the optimal rates of convergence for the infinity-norm rational approximation problem, upper and lower bounds on the singular values of a class of Hankel operators are established. These asymptotically accurate estimates are derived from results on the singular values of Hankel operators with symbol equal to the product of a rational function and an exponential function, combined with results on Hankel integral operators (in continuous time) whose kernels have certain smoothness properties.     

An integral equation approach to the singular values of a system with distributed output delays

We present a state-space approach for the analysis of the Hankel singular values of a system with output delays and we derive asymptotic estimates for them.     

Balanced realization of stable transfer function matrices

Simple formulas are presented to compute the internally balanced minimal realization and the singular decomposition of the Hankel operator of a given continuous-time p×m stable transfer function matrix E(s)/d(s). The proposed formulas involve the Schwarz numbers of d(s) and the singular eigenvalues-eigenmatrices of a suitable finite matrix. Similar results are also obtained for a given discrete-time transfer function matrix     

Nonlinear input-normal realizations based on the differential eigenstructure of Hankel operators

This paper investigates the differential eigenstructure of Hankel operators for nonlinear systems. First, it is proven that the variational system and the Hamiltonian extension with extended input and output spaces can be interpreted as the Ga/spl circ/teaux differential and its adjoint of a dynamical input-output system, respectively. Second, the Ga/spl circ/teaux differential is utilized to clarify the main result the differential eigenstructure of the nonlinear Hankel operator which is closely related to the Hankel norm of the original system. Third, a new characterization of the nonlinear extension of Hankel singular values are given based on the differential eigenstructure. Finally, a balancing procedure to obtain a new input-normal/output-diagonal realization is derived. The results in this paper thus provide new insights to the realization and balancing theory for nonlinear systems.     

Asymptotic properties of the best sampled-data control performance

Properties of the best achievable performance of sampled-data control systems are investigated. Contrary to our intuition, the best sampled-data control performance does not always converge to the best continuous-time control performance, even as the sampling period approaches zero. A counterexample is presented and a lifting-based analysis is performed. It is shown that the performance convergence is guaranteed if, and only if, a certain Hankel norm and an aliasing effect computed from a specified antialiasing filter tend to vanish with a decreasing sampling period. It is also shown that this condition is reduced to a simpler form if the specified filter has special forms. These results can be generalized to a system involving a generalized hold     

On ℋ︁∞ model reduction for discrete‐time linear time‐invariant systems using linear matrix inequalities

In this paper, we address the ??_∞ model reduction problem for linear time‐invariant discrete‐time systems. We revisit this problem by means of linear matrix inequality (LMI) approaches and first show a concise proof for the well‐known lower bounds on the approximation error, which is given in terms of the Hankel singular values of the system to be reduced. In addition, when we reduce the system order by the multiplicity of the smallest Hankel singular value, we show that the ??_∞ optimal reduced‐order model can readily be constructed via LMI optimization. These results can be regarded as complete counterparts of those recently obtained in the continuous‐time system setting.     

Discretizing a multivariable continuous system with pure integration

A multiinput multioutput linear time-invariant control system with a singular system matrix can be transformed in such a way that the integral of the state transition matrix can easily be calculated. Application of this transformation to the problem of discretization of a continuous-time plant and to the calculation of the time response between sampling instants of the plant with digital controller is presented.     

Hankel Singular Values and Vectors of a Class of Infinite-Dimensional Systems: Exact Hamiltonian Formulas for Control and Approximation Problems

This paper derives exact formulas for singular values and vectors of Hankel operators whose symbol is a product of a single-input single-output inner function and a multi-input multi-output rational function. This class of Hankel operators arises from the sensitivity minimization H ^∞ control problem with a rational weight function and the approximation problem of transfer functions having rational outer parts. It is shown that there is a Hamiltonian transcendental equation characterizing singular values which leads to a matrix function formula for singular vectors. Date received: May 12, 1998. Date revised: May 14, 1999.     

On the decay rate of Hankel singular values and related issues

This paper investigates the decay rate of the Hankel singular values of linear dynamical systems. This issue is of considerable interest in model reduction by means of balanced truncation, for instance, since the sum of the neglected singular values provides an upper bound for an appropriate norm of the approximation error. The decay rate involves a new set of invariants associated with a linear system, which are obtained by evaluating a modified transfer function at the poles of the system. These considerations are equivalent to studying the decay rate of the eigenvalues of the product of the solutions of two Lyapunov equations. The related problem of determining the decay rate of the eigenvalues of the solution to one Lyapunov equation will also be addressed. Very often these eigenvalues, like the Hankel singular values, are rapidly decaying. This fact has motivated the development of several algorithms for computing low-rank approximate solutions to Lyapunov equations. However, until now, conditions assuring rapid decay have not been well understood. Such conditions are derived here by relating the solution to a numerically low-rank Cauchy matrix determined by the poles of the system. Bounds explaining rapid decay rates are obtained under some mild conditions.     

Multirate digital control design of an optimal regulator via singular perturbation theory

In this paper a multirate digital control design of an optimal regulator is investigated via singular perturbation theory. It is shown that the singularity perturbed continuous-time regulator leads, under slow and fast sampling rates, to two different discrete-time versions. They are decomposed into slow and fast subsystems, and then these solutions are combined in a proper way. Within the framework of such a decomposition-coordination principle, a multirate control design is developed naturally. Furthermore, the problem of the asymptotic stability of a multirate controlled system is investigated and the relationship between the original continuous-time version and the multirate controlled version is discussed.     

基于构造Hankel矩阵的SVD陷波方法*

提出一种新的通过加入引导信号构造Hankel矩阵经奇异值分解（SVD）滤除相应频率成分的陷波方法。根据待处理信号构造的Hankel矩阵,经SVD后其奇异值对应信号中不同频谱幅值的频率成分,提出加入某特定频率信号作为引导信号使得该频率成分成为信号中的主成分,形成易区分的奇异值对,在信号重构时除掉该奇异值对便可滤除相应频率成分。用本方法对脑磁信号进行50 Hz工频陷波处理,达到了很好的陷波效果,且该方法不受传统滤波器陷波越深受影响带宽越宽的限制。     

一种基于行列法离散点边界搜索算法*

平面上构建离散点的边界在地理信息系统(GIS)中应用广泛,提出了基于行列法的平面离散点边界搜索的新算法,目的是解决平面离散点边界问题,通过确定步长大小,按步长对离散点分别进行行搜索和列搜索,得到离散点的边界曲线,介绍了行列边界算法的基本思想和实现过程。该算法能够正确地搜索包含凹凸特征的离散点边界,与传统边界生成算法相比,它具有通用、实现简单等特点。该算法在油田GIS领域边界划分中得到了很好的应用,能够准确地构建油田边界。