Abstract:This paper proposes a new balanced realization and model reduction method for possibly unstable systems by introducing some new controllability and observability Gramians. These Gramians can be related to minimum control energy and minimum estimation error. In contrast to Gramians defined in the literature for unstable systems, these Gramians can always be computed for systems without imaginary axis poles and they reduce to the standard controllability and observability Gramians when the systems are stable. Th… Show more
“…These balanced modes have been introduced more than two decades ago (Moore 1981) and have been applied to small and moderately sized problems; even extensions to unstable systems (Zhou, Salomon & Wu 1999) and nonlinear control problems (Scherpen 1993;Lall, Marsden & Glavaski 2002) have been developed. the ability of the applied forcing to reach flow states, and observability, i.e.…”
“…These balanced modes have been introduced more than two decades ago (Moore 1981) and have been applied to small and moderately sized problems; even extensions to unstable systems (Zhou, Salomon & Wu 1999) and nonlinear control problems (Scherpen 1993;Lall, Marsden & Glavaski 2002) have been developed. the ability of the applied forcing to reach flow states, and observability, i.e.…”
“…The central result of this paper is that techniques developped for solving the Lyapunov equations [13][14][15] enable us to define the neighborhood of a hyperbolic periodic point by splitting the covariance matrix Q into two (mutually non-orthogonal) covariance matrices, Q cc for contracting directions, and Q ee for the expanding directions.…”
The finest state space resolution that can be achieved in a physical dynamical system is limited by the presence of noise. In the weak-noise approximation the stochastic neighborhoods of deterministic periodic orbits can be computed from distributions stationary under the action of a local FokkerPlanck operator and its adjoint. We derive explicit formulae for widths of these distributions in the case of chaotic dynamics, when the periodic orbits are hyperbolic. The resulting neighborhoods form a basis for functions on the attractor. The global stationary distribution, needed for calculation of long-time expectation values of observables, can be expressed in this basis.
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