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Computation of Signature Symmetric Balanced Realizations

Helmke, Uwe; Hueper, Knut; Moore, John


A new numerical scheme for computing balancing coordinate transformations for signature symmetric realizations in linear systems theory is presented. The method is closely related to the Jacobi method for diagonalizing symmetric matrices. Here the minimization of the sum of traces of the Gramians by orthogonal and hyperbolic Jacobi-type rotations is considered. Local quadratic convergence of the algorithm is shown.

CollectionsANU Research Publications
Date published: 2003
Type: Journal article
Source: Journal of Global Optimization
DOI: 10.1023/A:1024822603531


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