Monday, July 30, 2007

Hankel Singular Values

Hankel singular values provide a measure of energy for a state in a system. It is the basis for balanced model reduction in which high energy states are retained, while low energy states are discarded. The reduced model then retains the important features of the original model.

Hankel singular values are calculated as the square roots, {}, of the eigenvalues, {}, for the product of the controllability gramian, and observability gramian.

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