Title :
On L2-sensitivity minimization of linear state-space systems
Author :
Yan, Wei-Yong ; Moore, John B.
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
fDate :
8/1/1992 12:00:00 AM
Abstract :
Properties of the solution to the L2-sensitivity minimization problem are discussed. In particular, a specific form of the solution is derived together with a bound. This bound gives an insight into the difference between a pure L2-sensitivity optimal realization and a mixed L 2/L1-sensitivity optimal one. The question of L2-sensitivity balanced truncation is addressed, and a counterexample is presented to show that two main properties associated with model reduction by truncating a Lyapunov balanced realization are lost in the case of L2-sensitivity balanced truncation
Keywords :
linear systems; minimisation; sensitivity analysis; state-space methods; L2-sensitivity balanced truncation; L2-sensitivity minimization problem; Lyapunov balanced realization; linear state-space systems; model reduction; optimal realization; Controllability; Cost function; Difference equations; Differential equations; Iterative algorithms; Observability; Sufficient conditions; Symmetric matrices;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
