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A functional approach to LQG balancing

A functional approach to LQG balancing
A functional approach to LQG balancing

The paper has as its theme a circle of problems related to LQG balancing, with a special emphasis on the related problems of model reduction and robust stabilization. The aim is to present a unified point of view to both previously described problems. The unification is achieved by focusing on the study of three functions and the relationships between them and the various operators that are associated with these functions. With an arbitrary transfer function G one can associate, canonically, two objects—the conjugate inner function which is based on the NRCF, and the R, which is associated with the LQG controller of the function G. The approach that is taken is functional emphasizing operators. A balanced realization of a stable g arises as a matrix representation of the shift realization, with respect to a basis made out of suitably normalized Hankel singular vectors. A similar result holds for LQG balanced realizations. Here, the underlying Hankel operator we study is HR, where _R= U*M + V*N and U, V solve the H-Bezout equation M¯V − N¯U = I. This Hankel operator has the same singular vectors, though different singular values and Schmidt pairs, as H. The basis of singular vectors of HR determines canonically a basis for the polynomial model shift realization of g corresponding to which the matrix representation is LQG balanced. One of the central results is that the optimal Hankel norm approximant of is up to a scaling factor also conjugate inner Denoting by R the symbol associated with the LQG controller of gn, we show that -R* is the strictly proper part of the best n - 1 order Hankel norm approximant of R*. We will also obtain state-space representations for R* and gn in terms of the parameters in the LQG balanced state space representation of g. Similar results hold for the case of Nehari complements. These are applied to robust control. As a result of this study the problems of model reduction and robust stabilization can be viewed as dual problems.

0020-7179
627-741
Fuhrmann, P. A.
650a7155-960a-478c-8348-7761c7f4b6e1
Ober, R.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36
Fuhrmann, P. A.
650a7155-960a-478c-8348-7761c7f4b6e1
Ober, R.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36

Fuhrmann, P. A. and Ober, R. (1993) A functional approach to LQG balancing. International Journal of Control, 57 (3), 627-741. (doi:10.1080/00207179308934410).

Record type: Article

Abstract

The paper has as its theme a circle of problems related to LQG balancing, with a special emphasis on the related problems of model reduction and robust stabilization. The aim is to present a unified point of view to both previously described problems. The unification is achieved by focusing on the study of three functions and the relationships between them and the various operators that are associated with these functions. With an arbitrary transfer function G one can associate, canonically, two objects—the conjugate inner function which is based on the NRCF, and the R, which is associated with the LQG controller of the function G. The approach that is taken is functional emphasizing operators. A balanced realization of a stable g arises as a matrix representation of the shift realization, with respect to a basis made out of suitably normalized Hankel singular vectors. A similar result holds for LQG balanced realizations. Here, the underlying Hankel operator we study is HR, where _R= U*M + V*N and U, V solve the H-Bezout equation M¯V − N¯U = I. This Hankel operator has the same singular vectors, though different singular values and Schmidt pairs, as H. The basis of singular vectors of HR determines canonically a basis for the polynomial model shift realization of g corresponding to which the matrix representation is LQG balanced. One of the central results is that the optimal Hankel norm approximant of is up to a scaling factor also conjugate inner Denoting by R the symbol associated with the LQG controller of gn, we show that -R* is the strictly proper part of the best n - 1 order Hankel norm approximant of R*. We will also obtain state-space representations for R* and gn in terms of the parameters in the LQG balanced state space representation of g. Similar results hold for the case of Nehari complements. These are applied to robust control. As a result of this study the problems of model reduction and robust stabilization can be viewed as dual problems.

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Published date: 1993

Identifiers

Local EPrints ID: 425005
URI: https://eprints.soton.ac.uk/id/eprint/425005
ISSN: 0020-7179
PURE UUID: 20b5a3fd-51a4-4bff-949c-887ac2219a46
ORCID for R. Ober: ORCID iD orcid.org/0000-0002-1290-7430

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Date deposited: 09 Oct 2018 16:30
Last modified: 14 Mar 2019 01:21

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Author: P. A. Fuhrmann
Author: R. Ober ORCID iD

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