Hankel Singular Value
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Hankel Singular Value
In control theory, Hankel singular values, named after Hermann Hankel, provide a measure of energy for each state in a system. They are the basis for balanced model reduction, in which high energy states are retained while low energy states are discarded. The reduced model 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, ''WC'', and the observability Gramian, ''WO''. Properties * The square of the Hilbert-Schmidt norm of the Hankel operator associated with a linear system is the sum of squares of the Hankel singular values of this system. Moreover, the area enclosed by the oriented Nyquist diagram of an BIBO stable and strictly proper linear system is equal π times the square of the Hilbert-Schmidt norm of the Hankel operator associated with this system. *Hankel singular values also provide the optimal range of analog filters. See also *Hanke ...
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Control Theory
Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any ''delay'', ''overshoot'', or ''steady-state error'' and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required. This controller monitors the controlled process variable (PV), and compares it with the reference or set point (SP). The difference between actual and desired value of the process variable, called the ''error'' signal, or SP-PV error, is applied as feedback to generate a control action to bring the controlled process variable to the same value as the set point. Other aspects which are also studied are controllability and observability. Control theory is used in control system eng ...
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Hermann Hankel
Hermann Hankel (14 February 1839 – 29 August 1873) was a German mathematician. Having worked on mathematical analysis during his career, he is best known for introducing the Hankel transform and the Hankel matrix. Biography Hankel was born on 14 February 1839 in Halle, Germany. His father, Wilhelm Gottlieb Hankel, was a physicist. Hankel studied at Nicolai Gymnasium in Leipzig before entering Leipzig University in 1857, where he studied with Moritz Drobisch, August Ferdinand Möbius and his father. In 1860, he started studying at University of Göttingen, where he acquired an interest in function theory under the tutelage of Bernhard Riemann. Following the publication of an award winning article, he proceeded to study under Karl Weierstrass and Leopold Kronecker in Berlin. He received his doctorate in 1862 at Leipzig University. Receiving his teaching qualifications a year after, he was promoted to an associate professor at Leipzig University in 1867. At the same year, he rece ...
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Balanced Model Reduction
In telecommunications and professional audio, a balanced line or balanced signal pair is a circuit consisting of two conductors of the same type, both of which have equal impedances along their lengths and equal impedances to ground and to other circuits. The chief advantage of the balanced line format is good rejection of common-mode noise and interference when fed to a differential device such as a transformer or differential amplifier.G. Ballou, ''Handbook for Sound Engineers'', Fifth Edition, Taylor & Francis, 2015, p. 1267–1268. As prevalent in sound recording and reproduction, balanced lines are referred to as balanced audio. Common forms of balanced line are twin-lead, used for radio frequency signals and twisted pair, used for lower frequencies. They are to be contrasted to unbalanced lines, such as coaxial cable, which is designed to have its return conductor connected to ground, or circuits whose return conductor actually is ground (see earth-return telegraph). Balanc ...
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Eigenvalue
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by \lambda, is the factor by which the eigenvector is scaled. Geometrically, an eigenvector, corresponding to a real nonzero eigenvalue, points in a direction in which it is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed. Loosely speaking, in a multidimensional vector space, the eigenvector is not rotated. Formal definition If is a linear transformation from a vector space over a field into itself and is a nonzero vector in , then is an eigenvector of if is a scalar multiple of . This can be written as T(\mathbf) = \lambda \mathbf, where is a scalar in , known as the eigenvalue, characteristic value, or characteristic root ass ...
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Controllability Gramian
In control theory, we may need to find out whether or not a system such as \begin \dot(t)\boldsymbol(t)+\boldsymbol(t)\\ \boldsymbol(t)=\boldsymbol(t)+\boldsymbol(t) \end is controllable, where \boldsymbol, \boldsymbol, \boldsymbol and \boldsymbol are, respectively, n\times n, n\times p, q\times n and q\times p matrices. One of the many ways one can achieve such goal is by the use of the Controllability Gramian. Controllability in LTI Systems Linear Time Invariant (LTI) Systems are those systems in which the parameters \boldsymbol, \boldsymbol, \boldsymbol and \boldsymbol are invariant with respect to time. One can observe if the LTI system is or is not controllable simply by looking at the pair (\boldsymbol,\boldsymbol). Then, we can say that the following statements are equivalent: 1. The pair (\boldsymbol,\boldsymbol) is controllable. 2. The n\times n matrix \boldsymbol(t)=\int_^e^\boldsymbole^d\tau=\int_^e^\boldsymbole^d\tau is nonsingular for any t>0. 3. The n\times n ...
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Observability Gramian
In control theory, we may need to find out whether or not a system such as \begin \dot(t)\boldsymbol(t)+\boldsymbol(t)\\ \boldsymbol(t)=\boldsymbol(t)+\boldsymbol(t) \end is observable, where \boldsymbol, \boldsymbol, \boldsymbol and \boldsymbol are, respectively, n\times n, n\times p,q\times n and q\times p matrices. One of the many ways one can achieve such goal is by the use of the Observability Gramian. Observability in LTI Systems Linear Time Invariant (LTI) Systems are those systems in which the parameters \boldsymbol, \boldsymbol, \boldsymbol and \boldsymbol are invariant with respect to time. One can determine if the LTI system is or is not observable simply by looking at the pair (\boldsymbol,\boldsymbol). Then, we can say that the following statements are equivalent: 1. The pair (\boldsymbol,\boldsymbol) is observable. 2. The n\times n matrix \boldsymbol(t)=\int_^e^\boldsymbol^\boldsymbole^d\tau is nonsingular for any t>0. 3. The nq\times n observability matrix ...
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Nyquist Diagram
In control theory and stability theory, the Nyquist stability criterion or Strecker–Nyquist stability criterion, independently discovered by the German electrical engineer at Siemens in 1930 and the Swedish-American electrical engineer Harry Nyquist at Bell Telephone Laboratories in 1932, is a graphical technique for determining the stability of a dynamical system. Because it only looks at the Nyquist plot of the open loop systems, it can be applied without explicitly computing the poles and zeros of either the closed-loop or open-loop system (although the number of each type of right-half-plane singularities must be known). As a result, it can be applied to systems defined by non- rational functions, such as systems with delays. In contrast to Bode plots, it can handle transfer functions with right half-plane singularities. In addition, there is a natural generalization to more complex systems with multiple inputs and multiple outputs, such as control systems for airpla ...
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BIBO Stability
In signal processing, specifically control theory, bounded-input, bounded-output (BIBO) stability is a form of stability for signals and systems that take inputs. If a system is BIBO stable, then the output will be bounded for every input to the system that is bounded. A signal is bounded if there is a finite value B > 0 such that the signal magnitude never exceeds B, that is :For discrete-time signals: \ , y \leq B \quad \text n \in \mathbb. :For continuous-time signals: \ , y(t), \leq B \quad \text t \in \mathbb. Time-domain condition for linear time-invariant systems Continuous-time necessary and sufficient condition For a continuous time linear time-invariant (LTI) system, the condition for BIBO stability is that the impulse response, h(t) , be absolutely integrable, i.e., its L1 norm exists. : \int_^\infty \left, h(t)\\,\mathordt = \, h \, _1 and the output \ y /math> is :\ y = h * x /math> where * denotes convolution. Then it follows by the definition of convol ...
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Hankel Matrix
In linear algebra, a Hankel matrix (or catalecticant matrix), named after Hermann Hankel, is a square matrix in which each ascending skew-diagonal from left to right is constant, e.g.: \qquad\begin a & b & c & d & e \\ b & c & d & e & f \\ c & d & e & f & g \\ d & e & f & g & h \\ e & f & g & h & i \\ \end. More generally, a Hankel matrix is any n \times n matrix A of the form A = \begin a_ & a_ & a_ & \ldots & \ldots &a_ \\ a_ & a_2 & & & &\vdots \\ a_ & & & & & \vdots \\ \vdots & & & & & a_\\ \vdots & & & & a_& a_ \\ a_ & \ldots & \ldots & a_ & a_ & a_ \end. In terms of the components, if the i,j element of A is denoted with A_, and assuming i\le j, then we have A_ = A_ for all k = 0,...,j-i. Properties * The Hankel matrix is a symmetric matrix. * Let J_n be the n \times n exchange matrix. If H is a m \times n Hankel matrix, then H = T J_n where T is a m \times n Toeplitz matrix. ** If T is real symmetric, then H = T J_n will have the same eigenvalues as T ...
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