Spectral Decomposition of Gramians of Continuous Linear Systems in the Form of Hadamard Products

Abstract

New possibilities of Gramian computation, by means of canonical transformations into diagonal, controllable, and observable canonical forms, are shown. Using such a technique, the Gramian matrices can be represented as products of the Hadamard matrices of multipliers and the matrices of the transformed right-hand sides of Lyapunov equations. It is shown that these multiplier matrices are invariant under various canonical transformations of linear continuous systems. The modal Lyapunov equations for continuous SISO LTI systems in diagonal form are obtained, and their new solutions based on Hadamard decomposition are proposed. New algorithms for the element-by-element computation of Gramian matrices for stable, continuous MIMO LTI systems are developed. New algorithms for the computation of controllability Gramians in the form of Xiao matrices are developed for continuous SISO LTI systems, given by the equations of state in the controllable and observable canonical forms. The application of transformations to the canonical forms of controllability and observability allowed us to simplify the formulas of the spectral decompositions of the Gramians. In this paper, new spectral expansions in the form of Hadamard products for solutions to the algebraic and differential Sylvester equations of MIMO LTI systems are obtained, including spectral expansions of the finite and infinite cross - Gramians of continuous MIMO LTI systems. Recommendations on the use of the obtained results are given.

Keywords

• spectral decompositions
• linear continuous systems
• Gramians
• Sylvester and Lyapunov equations
• Xiao matrices
• Hadamard product