Knowledge

Observability Gramian

Source 📝

1942: 1450: 1937:{\displaystyle {\begin{array}{ccccc}{\boldsymbol {A^{T}}}{\boldsymbol {W}}_{o}+{\boldsymbol {W}}_{o}{\boldsymbol {A}}&=&\int _{0}^{\infty }{\boldsymbol {A^{T}}}e^{{\boldsymbol {A^{T}}}\tau }{\boldsymbol {C^{T}C}}e^{{\boldsymbol {A}}\tau }d\tau &+&\int _{0}^{\infty }e^{{\boldsymbol {A^{T}}}\tau }{\boldsymbol {C^{T}C}}e^{{\boldsymbol {A}}\tau }{\boldsymbol {A}}d\tau \\&=&\int _{0}^{\infty }{\frac {d}{d\tau }}(e^{{\boldsymbol {A^{T}}}\tau }{\boldsymbol {C}}^{T}{\boldsymbol {C}}e^{{\boldsymbol {A}}\tau })d\tau &=&e^{{\boldsymbol {A^{T}}}t}{\boldsymbol {C}}^{T}{\boldsymbol {C}}e^{{\boldsymbol {A}}t}|_{t=0}^{\infty }\\&=&{\boldsymbol {0}}-{\boldsymbol {C^{T}C}}\\&=&{\boldsymbol {-C^{T}C}}\end{array}}} 5472: 3358: 4271: 3159: 4743: 164: 5154: 2457: 3649: 682: 3992: 4119: 1441: 1234: 3353:{\displaystyle {\boldsymbol {x^{T}W_{o}x}}=\int _{0}^{\infty }{\boldsymbol {x}}^{T}e^{{\boldsymbol {A^{T}}}t}{\boldsymbol {C^{T}C}}e^{{\boldsymbol {A}}t}{\boldsymbol {x}}dt=\int _{0}^{\infty }\left\Vert {\boldsymbol {Ce^{{\boldsymbol {A}}t}{\boldsymbol {x}}}}\right\Vert _{2}^{2}dt} 4550: 2266: 1332: 1125: 5324: 25: 3878: 4966: 3118: 2801: 2339: 3428: 3511: 571: 4833: 4266:{\displaystyle {\begin{array}{c}{\dot {\boldsymbol {x}}}(t){\boldsymbol {=A}}(t){\boldsymbol {x}}(t)+{\boldsymbol {B}}(t){\boldsymbol {u}}(t)\\{\boldsymbol {y}}(t)={\boldsymbol {C}}(t){\boldsymbol {x}}(t)\end{array}}} 3887: 1341: 1134: 4738:{\displaystyle {\boldsymbol {W}}_{o}(t_{0},t_{1})=\int _{t_{0}}^{^{t_{1}}}{\boldsymbol {\Phi }}^{T}(\tau ,t_{0}){\boldsymbol {C}}^{T}(\tau ){\boldsymbol {C}}(\tau ){\boldsymbol {\Phi }}(\tau ,t_{0})d\tau } 4450: 4393: 4104: 3726: 3687: 3496: 535: 496: 3018: 2978: 5214: 4959: 4898: 2189: 1255: 1048: 5221: 4782: 2498: 1982: 4341:
have entries that varies with time. Again, as well as in the continuous time case and in the discrete time case, one may be interested in discovering if the system given by the pair
159:{\displaystyle {\begin{array}{c}{\dot {\boldsymbol {x}}}(t){\boldsymbol {=Ax}}(t)+{\boldsymbol {Bu}}(t)\\{\boldsymbol {y}}(t)={\boldsymbol {Cx}}(t)+{\boldsymbol {Du}}(t)\end{array}}} 4026: 2530: 2332: 2300: 2099: 3457: 3149: 2182: 2128: 2059: 3044: 3797: 5149:{\displaystyle {\boldsymbol {W}}_{o}(t_{0},t_{1})={\boldsymbol {W}}_{o}(t_{0},t)+{\boldsymbol {\Phi }}^{T}(t,t_{0}){\boldsymbol {W}}_{o}(t,t_{0}){\boldsymbol {\Phi }}(t,t_{0})} 4339: 4317: 4295: 4048: 3790: 3748: 3382: 2153: 2030: 1041: 1019: 994: 457: 435: 413: 391: 254: 232: 210: 188: 4517: 888: 3996:
That is called the discrete Observability Gramian. We can easily see the correspondence between discrete time and the continuous time case, that is, if we can check that
3051: 742: 4543: 2537: 2008: 564: 358: 332: 306: 280: 2452:{\displaystyle {\boldsymbol {A^{T}}}{\boldsymbol {(W}}_{o1}-{\boldsymbol {W}}_{o2})+{\boldsymbol {(W}}_{o1}-{\boldsymbol {W}}_{o2}){\boldsymbol {A}}={\boldsymbol {0}}} 972: 2843: 710: 4477: 950: 845: 4068: 3768: 2823: 3387: 3644:{\displaystyle {\begin{array}{c}{\boldsymbol {x}}{\boldsymbol {=Ax}}+{\boldsymbol {Bu}}\\{\boldsymbol {y}}={\boldsymbol {Cx}}+{\boldsymbol {Du}}\end{array}}} 677:{\displaystyle {\boldsymbol {W_{o}}}(t)=\int _{0}^{t}e^{{\boldsymbol {A}}^{T}\tau }{\boldsymbol {C}}^{T}{\boldsymbol {C}}e^{{\boldsymbol {A}}\tau }d\tau } 4787: 3987:{\displaystyle {\boldsymbol {W}}_{do}=\sum _{m=0}^{\infty }({\boldsymbol {A}}^{T})^{m}{\boldsymbol {C}}^{T}{\boldsymbol {C}}{\boldsymbol {A}}^{m}} 1436:{\displaystyle {\boldsymbol {W_{o}}}=\int _{0}^{\infty }e^{{\boldsymbol {A^{T}}}\tau }{\boldsymbol {C^{T}C}}e^{{\boldsymbol {A}}\tau }d\tau } 1229:{\displaystyle {\boldsymbol {W_{o}}}=\int _{0}^{\infty }e^{{\boldsymbol {A}}^{T}\tau }{\boldsymbol {C^{T}C}}e^{{\boldsymbol {A}}\tau }d\tau } 5536: 5508: 4401: 4344: 5489: 1129:
is positive definite, then the system is observable. The solution is called the Observability Gramian and can be expressed as
5515: 3462:
More properties of observable systems can be found in, as well as the proof for the other equivalent statements of "The pair
4073: 3695: 3656: 3465: 504: 465: 2985: 2850: 2261:{\displaystyle {\boldsymbol {A^{T}}}{\boldsymbol {W}}_{o}+{\boldsymbol {W}}_{o}{\boldsymbol {A}}=-{\boldsymbol {C^{T}C}}} 1327:{\displaystyle {\boldsymbol {A^{T}}}{\boldsymbol {W}}_{o}+{\boldsymbol {W}}_{o}{\boldsymbol {A}}=-{\boldsymbol {C^{T}C}}} 1120:{\displaystyle {\boldsymbol {A^{T}}}{\boldsymbol {W}}_{o}+{\boldsymbol {W}}_{o}{\boldsymbol {A}}=-{\boldsymbol {C^{T}C}}} 5161: 4906: 4845: 5522: 5319:{\displaystyle {\boldsymbol {\Phi }}(t_{0},t_{1})={\boldsymbol {\Phi }}(t_{1},\tau ){\boldsymbol {\Phi }}(\tau ,t_{0})} 5555: 5454: 5421: 5388: 4750: 5504: 2464: 5493: 1949: 3999: 2503: 2305: 2273: 2072: 3873:{\displaystyle {\boldsymbol {A^{T}}}{\boldsymbol {W}}_{do}{\boldsymbol {A}}-W_{do}=-{\boldsymbol {C^{T}C}}} 3433: 3125: 2158: 2104: 2035: 3023: 5574: 4322: 4300: 4278: 4031: 3773: 3731: 3365: 2136: 2013: 1455: 1024: 1002: 977: 440: 418: 396: 374: 237: 215: 193: 171: 4482: 5529: 3113:{\displaystyle {\boldsymbol {0}}-({\boldsymbol {W}}_{o1}-{\boldsymbol {W}}_{o2})={\boldsymbol {0}}} 855: 2796:{\displaystyle e^{{\boldsymbol {A^{T}}}t}e^{{\boldsymbol {A}}t}={\frac {d}{dt}}={\boldsymbol {0}}} 5589: 5482: 5342: 718: 4522: 1987: 543: 337: 311: 285: 259: 5446: 5413: 5380: 957: 5352: 2828: 5438: 5405: 5372: 689: 4455: 895: 749: 363:
One of the many ways one can achieve such goal is by the use of the Observability Gramian.
1238:
In the following section we are going to take a closer look at the Observability Gramian.
462:
One can determine if the LTI system is or is not observable simply by looking at the pair
8: 4838:
Again, we have a similar method to determine if a system is or not an observable system.
3423:{\displaystyle {\displaystyle {\boldsymbol {Ce^{{\boldsymbol {A}}t}{\boldsymbol {x}}}}}} 4053: 3753: 2808: 5450: 5439: 5417: 5406: 5384: 5373: 4395:
is observable or not. This can be done in a very similar way of the preceding cases.
1247: 5347: 4841: 3689:
is observable" (the equivalences are much alike for the continuous time case).
17: 4828:{\displaystyle {\boldsymbol {\dot {x}}}={\boldsymbol {A}}(t){\boldsymbol {x}}} 371:
Linear Time Invariant (LTI) Systems are those systems in which the parameters
5583: 5337: 2184:
is unique. In order to prove so, suppose we have two different solutions for
3653:
One can check that there are equivalences for the statement "The pair
5216:
and by the property of the state transition matrix that claims that:
2155:
is stable (all its eigenvalues have negative real part) to show that
5471: 3692:
We are interested in the equivalence that claims that, if "The pair
3498:
is observable" presented in section Observability in LTI Systems.
2032:(all its eigenvalues have negative real part). This shows us that 2061:
is indeed the solution for the Lyapunov equation under analysis.
498:. Then, we can say that the following statements are equivalent: 1246:
The Observability Gramian can be found as the solution of the
4445:{\displaystyle ({\boldsymbol {A}}(t),{\boldsymbol {C}}(t))} 4388:{\displaystyle ({\boldsymbol {A}}(t),{\boldsymbol {C}}(t))} 4106:
is observable. More properties and proofs can be found in.
20:, we may need to find out whether or not a system such as 5575:
Mathematica function to compute the observability Gramian
4545:
matrix also called the Observability Gramian is given by
4114:
Linear time variant (LTV) systems are those in the form:
5445:. New York, New York: Oxford University Press. p.  5412:. New York, New York: Oxford University Press. p.  5379:. New York, New York: Oxford University Press. p.  5328:
More about the Observability Gramian can be found in.
4124: 3516: 904: 758: 30: 5224: 5164: 4969: 4909: 4848: 4790: 4753: 4553: 4525: 4485: 4458: 4404: 4347: 4325: 4303: 4281: 4122: 4099:{\displaystyle ({\boldsymbol {A}},{\boldsymbol {B}})} 4076: 4056: 4034: 4002: 3890: 3800: 3776: 3756: 3734: 3721:{\displaystyle ({\boldsymbol {A}},{\boldsymbol {C}})} 3698: 3682:{\displaystyle ({\boldsymbol {A}},{\boldsymbol {C}})} 3659: 3514: 3491:{\displaystyle ({\boldsymbol {A}},{\boldsymbol {C}})} 3468: 3436: 3392: 3390: 3368: 3162: 3128: 3054: 3026: 2988: 2853: 2831: 2811: 2540: 2506: 2467: 2342: 2308: 2276: 2192: 2161: 2139: 2107: 2075: 2038: 2016: 1990: 1952: 1453: 1344: 1258: 1137: 1051: 1027: 1005: 980: 960: 898: 858: 752: 721: 692: 574: 546: 530:{\displaystyle ({\boldsymbol {A}},{\boldsymbol {C}})} 507: 491:{\displaystyle ({\boldsymbol {A}},{\boldsymbol {C}})} 468: 443: 421: 399: 377: 340: 314: 288: 262: 240: 218: 196: 174: 28: 5496:. Unsourced material may be challenged and removed. 3013:{\displaystyle e^{{\boldsymbol {A}}t}\rightarrow 0} 2973:{\displaystyle |_{t=0}^{\infty }={\boldsymbol {0}}} 5318: 5209:{\displaystyle {\boldsymbol {W}}_{o}(t_{0},t_{1})} 5208: 5148: 4954:{\displaystyle {\boldsymbol {W}}_{o}(t_{0},t_{1})} 4953: 4893:{\displaystyle {\boldsymbol {W}}_{o}(t_{0},t_{1})} 4892: 4827: 4776: 4737: 4537: 4511: 4471: 4444: 4387: 4333: 4311: 4289: 4265: 4098: 4062: 4042: 4020: 3986: 3872: 3784: 3762: 3742: 3720: 3681: 3643: 3490: 3451: 3422: 3376: 3352: 3143: 3112: 3038: 3012: 2972: 2837: 2817: 2795: 2524: 2492: 2451: 2326: 2294: 2260: 2176: 2147: 2122: 2093: 2053: 2024: 2002: 1976: 1936: 1435: 1326: 1228: 1119: 1035: 1013: 988: 966: 944: 882: 839: 736: 704: 676: 558: 529: 490: 451: 429: 407: 385: 352: 326: 300: 274: 248: 226: 204: 182: 158: 2622: 2580: 2399: 2357: 5581: 366: 4777:{\displaystyle {\boldsymbol {\Phi }}(t,\tau )} 4109: 5441:Linear System Theory and Design Third Edition 5408:Linear System Theory and Design Third Edition 5375:Linear System Theory and Design Third Edition 5158:that can easily be seen by the definition of 4028:is positive definite, and all eigenvalues of 3728:is observable" and all the eigenvalues of 2493:{\displaystyle e^{{\boldsymbol {A^{T}}}t}} 1445:as a solution, we are going to find that: 5556:Learn how and when to remove this message 3430:is not identically zero), and that makes 954:has full column rank at every eigenvalue 3792:is stable), then the unique solution of 3501: 3384:(assuming the non-degenerate case where 2101:is a symmetric matrix, therefore, so is 1977:{\displaystyle e^{{\boldsymbol {A}}t}=0} 1241: 5167: 5087: 5016: 4972: 4912: 4903:We have that the Observability Gramian 4851: 4821: 4807: 4794: 4689: 4669: 4556: 4426: 4409: 4369: 4352: 4327: 4305: 4283: 4246: 4232: 4215: 4197: 4183: 4166: 4152: 4130: 4089: 4081: 4036: 4005: 3974: 3968: 3957: 3935: 3893: 3866: 3861: 3857: 3829: 3815: 3807: 3803: 3778: 3736: 3711: 3703: 3672: 3664: 3624: 3621: 3604: 3601: 3584: 3566: 3563: 3546: 3543: 3520: 3481: 3473: 3439: 3413: 3407: 3403: 3398: 3394: 3370: 3324: 3318: 3314: 3309: 3305: 3271: 3261: 3251: 3246: 3242: 3229: 3225: 3208: 3184: 3179: 3175: 3169: 3165: 3131: 3086: 3068: 2995: 2927: 2905: 2887: 2868: 2864: 2773: 2751: 2733: 2714: 2710: 2673: 2660: 2643: 2625: 2601: 2583: 2572: 2568: 2552: 2548: 2513: 2479: 2475: 2437: 2420: 2402: 2378: 2360: 2349: 2345: 2311: 2279: 2254: 2249: 2245: 2233: 2222: 2207: 2199: 2195: 2164: 2141: 2110: 2087: 2082: 2078: 2041: 2018: 1959: 1926: 1921: 1917: 1898: 1893: 1889: 1837: 1827: 1816: 1803: 1799: 1767: 1757: 1746: 1733: 1729: 1669: 1659: 1649: 1644: 1640: 1627: 1623: 1579: 1569: 1564: 1560: 1547: 1543: 1530: 1526: 1498: 1487: 1472: 1464: 1460: 1418: 1408: 1403: 1399: 1386: 1382: 1351: 1347: 1320: 1315: 1311: 1299: 1288: 1273: 1265: 1261: 1211: 1201: 1196: 1192: 1175: 1144: 1140: 1113: 1108: 1104: 1092: 1081: 1066: 1058: 1054: 1029: 1007: 982: 930: 921: 916: 908: 813: 810: 787: 784: 774: 771: 762: 659: 649: 638: 621: 581: 577: 520: 512: 481: 473: 445: 423: 401: 379: 242: 220: 198: 176: 139: 136: 119: 116: 99: 81: 78: 61: 58: 36: 5582: 4021:{\displaystyle {\boldsymbol {W}}_{dc}} 2525:{\displaystyle e^{{\boldsymbol {A}}t}} 2327:{\displaystyle {\boldsymbol {W}}_{o2}} 2295:{\displaystyle {\boldsymbol {W}}_{o1}} 2094:{\displaystyle {\boldsymbol {C^{T}C}}} 1043:is stable) and the unique solution of 4479:if and only if there exists a finite 3452:{\displaystyle {\boldsymbol {W}}_{o}} 3144:{\displaystyle {\boldsymbol {W}}_{o}} 2177:{\displaystyle {\boldsymbol {W}}_{o}} 2123:{\displaystyle {\boldsymbol {W}}_{o}} 2054:{\displaystyle {\boldsymbol {W}}_{o}} 5494:adding citations to reliable sources 5465: 5436: 5403: 5370: 3039:{\displaystyle t\rightarrow \infty } 1336:In fact, we can see that if we take 999:If, in addition, all eigenvalues of 459:are invariant with respect to time. 2133:We can use again the fact that, if 13: 4784:is the state transition matrix of 3925: 3882:is positive definite and given by 3294: 3201: 3033: 2957: 2832: 1997: 1864: 1699: 1611: 1519: 1370: 1163: 14: 5601: 5568: 4334:{\displaystyle {\boldsymbol {C}}} 4312:{\displaystyle {\boldsymbol {B}}} 4290:{\displaystyle {\boldsymbol {A}}} 4043:{\displaystyle {\boldsymbol {A}}} 3785:{\displaystyle {\boldsymbol {A}}} 3743:{\displaystyle {\boldsymbol {A}}} 3377:{\displaystyle {\boldsymbol {x}}} 2148:{\displaystyle {\boldsymbol {A}}} 2025:{\displaystyle {\boldsymbol {A}}} 1036:{\displaystyle {\boldsymbol {A}}} 1014:{\displaystyle {\boldsymbol {A}}} 989:{\displaystyle {\boldsymbol {A}}} 452:{\displaystyle {\boldsymbol {D}}} 430:{\displaystyle {\boldsymbol {C}}} 408:{\displaystyle {\boldsymbol {B}}} 386:{\displaystyle {\boldsymbol {A}}} 249:{\displaystyle {\boldsymbol {D}}} 227:{\displaystyle {\boldsymbol {C}}} 205:{\displaystyle {\boldsymbol {B}}} 183:{\displaystyle {\boldsymbol {A}}} 5470: 5290: 5263: 5226: 5120: 5053: 4797: 4755: 4703: 4635: 4149: 3540: 3106: 3056: 2966: 2789: 2445: 1913: 1880: 913: 55: 5481:needs additional citations for 2532:by the right, would lead us to 5430: 5397: 5364: 5313: 5294: 5286: 5267: 5256: 5230: 5203: 5177: 5143: 5124: 5116: 5097: 5082: 5063: 5045: 5026: 5008: 4982: 4948: 4922: 4887: 4861: 4817: 4811: 4771: 4759: 4726: 4707: 4699: 4693: 4685: 4679: 4664: 4645: 4592: 4566: 4512:{\displaystyle t_{1}>t_{0}} 4439: 4436: 4430: 4419: 4413: 4405: 4382: 4379: 4373: 4362: 4356: 4348: 4256: 4250: 4242: 4236: 4225: 4219: 4207: 4201: 4193: 4187: 4176: 4170: 4162: 4156: 4145: 4139: 4093: 4077: 3946: 3930: 3715: 3699: 3676: 3660: 3634: 3628: 3614: 3608: 3594: 3588: 3576: 3570: 3556: 3550: 3536: 3524: 3485: 3469: 3329: 3301: 3099: 3063: 3030: 3004: 2941: 2936: 2918: 2882: 2879: 2854: 2782: 2764: 2728: 2725: 2700: 2664: 2656: 2614: 2563: 2433: 2391: 1848: 1776: 1719: 871: 859: 593: 587: 524: 508: 485: 469: 149: 143: 129: 123: 109: 103: 91: 85: 71: 65: 51: 45: 1: 5358: 4961:have the following property: 3506:For discrete time systems as 2064: 883:{\displaystyle (n+q)\times n} 3459:a positive definite matrix. 1946:Where we used the fact that 367:Observability in LTI Systems 7: 5331: 4110:Linear Time Variant Systems 10: 5606: 1021:have negative real parts ( 737:{\displaystyle nq\times n} 4538:{\displaystyle n\times n} 4050:have magnitude less than 3750:have magnitude less than 2003:{\displaystyle t=\infty } 559:{\displaystyle n\times n} 353:{\displaystyle q\times p} 327:{\displaystyle q\times n} 301:{\displaystyle n\times p} 275:{\displaystyle n\times n} 5437:Chen, Chi-Tsong (1999). 5404:Chen, Chi-Tsong (1999). 5371:Chen, Chi-Tsong (1999). 967:{\displaystyle \lambda } 5505:"Observability Gramian" 5343:Controllability Gramian 2838:{\displaystyle \infty } 686:is nonsingular for any 5320: 5210: 5150: 4955: 4894: 4829: 4778: 4739: 4539: 4513: 4473: 4452:is observable at time 4446: 4389: 4335: 4313: 4291: 4275:That is, the matrices 4267: 4100: 4064: 4044: 4022: 3988: 3929: 3874: 3786: 3764: 3744: 3722: 3683: 3645: 3492: 3453: 3424: 3378: 3354: 3154:Also, we can see that 3145: 3114: 3040: 3014: 2974: 2839: 2819: 2797: 2526: 2494: 2453: 2328: 2296: 2270:and they are given by 2262: 2178: 2149: 2124: 2095: 2055: 2026: 2004: 1978: 1938: 1437: 1328: 1230: 1121: 1037: 1015: 990: 968: 946: 884: 841: 738: 706: 705:{\displaystyle t>0} 678: 560: 531: 492: 453: 431: 409: 387: 354: 328: 302: 276: 250: 228: 206: 184: 160: 5353:Hankel singular value 5321: 5211: 5151: 4956: 4895: 4830: 4779: 4740: 4540: 4514: 4474: 4472:{\displaystyle t_{0}} 4447: 4390: 4336: 4314: 4292: 4268: 4101: 4065: 4045: 4023: 3989: 3909: 3875: 3787: 3765: 3745: 3723: 3684: 3646: 3502:Discrete Time Systems 3493: 3454: 3425: 3379: 3355: 3146: 3115: 3041: 3015: 2975: 2840: 2820: 2798: 2527: 2495: 2454: 2329: 2297: 2263: 2179: 2150: 2125: 2096: 2056: 2027: 2005: 1979: 1939: 1438: 1329: 1242:Observability Gramian 1231: 1122: 1038: 1016: 991: 969: 947: 945:{\displaystyle \left} 885: 842: 840:{\displaystyle \left} 744:observability matrix 739: 707: 679: 561: 532: 493: 454: 432: 410: 388: 355: 329: 303: 277: 251: 229: 207: 185: 168:is observable, where 161: 5490:improve this article 5222: 5162: 4967: 4907: 4846: 4788: 4751: 4551: 4523: 4483: 4456: 4402: 4345: 4323: 4301: 4279: 4120: 4074: 4054: 4032: 4000: 3888: 3798: 3774: 3754: 3732: 3696: 3657: 3512: 3466: 3434: 3388: 3366: 3362:is positive for any 3160: 3126: 3052: 3024: 2986: 2982:using the fact that 2851: 2829: 2809: 2538: 2504: 2465: 2340: 2306: 2274: 2190: 2159: 2137: 2105: 2073: 2036: 2014: 1988: 1950: 1451: 1342: 1256: 1135: 1049: 1025: 1003: 978: 958: 896: 856: 750: 719: 690: 572: 544: 505: 466: 441: 419: 397: 375: 338: 312: 286: 260: 238: 216: 194: 172: 26: 4632: 3343: 3298: 3205: 2961: 2500:by the left and by 1868: 1703: 1615: 1523: 1374: 1167: 613: 256:are, respectively, 5316: 5206: 5146: 4951: 4890: 4825: 4774: 4735: 4598: 4535: 4509: 4469: 4442: 4385: 4331: 4309: 4287: 4263: 4261: 4096: 4060: 4040: 4018: 3984: 3870: 3782: 3760: 3740: 3718: 3679: 3641: 3639: 3488: 3449: 3420: 3418: 3374: 3350: 3299: 3284: 3191: 3151:has to be unique. 3141: 3110: 3036: 3010: 2970: 2939: 2835: 2815: 2793: 2522: 2490: 2449: 2324: 2292: 2258: 2174: 2145: 2120: 2091: 2051: 2022: 2000: 1974: 1934: 1932: 1846: 1689: 1601: 1509: 1433: 1360: 1324: 1226: 1153: 1117: 1033: 1011: 986: 964: 942: 936: 880: 837: 831: 734: 702: 674: 599: 556: 527: 488: 449: 427: 405: 383: 350: 324: 298: 272: 246: 224: 202: 180: 156: 154: 5566: 5565: 5558: 5540: 4800: 4136: 4063:{\displaystyle 1} 3763:{\displaystyle 1} 2818:{\displaystyle 0} 2805:Integrating from 2698: 1717: 1248:Lyapunov equation 42: 5597: 5561: 5554: 5550: 5547: 5541: 5539: 5498: 5474: 5466: 5461: 5460: 5444: 5434: 5428: 5427: 5411: 5401: 5395: 5394: 5378: 5368: 5325: 5323: 5322: 5317: 5312: 5311: 5293: 5279: 5278: 5266: 5255: 5254: 5242: 5241: 5229: 5215: 5213: 5212: 5207: 5202: 5201: 5189: 5188: 5176: 5175: 5170: 5155: 5153: 5152: 5147: 5142: 5141: 5123: 5115: 5114: 5096: 5095: 5090: 5081: 5080: 5062: 5061: 5056: 5038: 5037: 5025: 5024: 5019: 5007: 5006: 4994: 4993: 4981: 4980: 4975: 4960: 4958: 4957: 4952: 4947: 4946: 4934: 4933: 4921: 4920: 4915: 4899: 4897: 4896: 4891: 4886: 4885: 4873: 4872: 4860: 4859: 4854: 4835:is nonsingular. 4834: 4832: 4831: 4826: 4824: 4810: 4802: 4801: 4793: 4783: 4781: 4780: 4775: 4758: 4744: 4742: 4741: 4736: 4725: 4724: 4706: 4692: 4678: 4677: 4672: 4663: 4662: 4644: 4643: 4638: 4631: 4630: 4629: 4628: 4627: 4613: 4612: 4611: 4591: 4590: 4578: 4577: 4565: 4564: 4559: 4544: 4542: 4541: 4536: 4518: 4516: 4515: 4510: 4508: 4507: 4495: 4494: 4478: 4476: 4475: 4470: 4468: 4467: 4451: 4449: 4448: 4443: 4429: 4412: 4394: 4392: 4391: 4386: 4372: 4355: 4340: 4338: 4337: 4332: 4330: 4318: 4316: 4315: 4310: 4308: 4296: 4294: 4293: 4288: 4286: 4272: 4270: 4269: 4264: 4262: 4249: 4235: 4218: 4200: 4186: 4169: 4155: 4138: 4137: 4129: 4105: 4103: 4102: 4097: 4092: 4084: 4069: 4067: 4066: 4061: 4049: 4047: 4046: 4041: 4039: 4027: 4025: 4024: 4019: 4017: 4016: 4008: 3993: 3991: 3990: 3985: 3983: 3982: 3977: 3971: 3966: 3965: 3960: 3954: 3953: 3944: 3943: 3938: 3928: 3923: 3905: 3904: 3896: 3879: 3877: 3876: 3871: 3869: 3865: 3864: 3848: 3847: 3832: 3827: 3826: 3818: 3812: 3811: 3810: 3791: 3789: 3788: 3783: 3781: 3769: 3767: 3766: 3761: 3749: 3747: 3746: 3741: 3739: 3727: 3725: 3724: 3719: 3714: 3706: 3688: 3686: 3685: 3680: 3675: 3667: 3650: 3648: 3647: 3642: 3640: 3627: 3607: 3587: 3569: 3549: 3523: 3497: 3495: 3494: 3489: 3484: 3476: 3458: 3456: 3455: 3450: 3448: 3447: 3442: 3429: 3427: 3426: 3421: 3419: 3417: 3416: 3411: 3410: 3406: 3383: 3381: 3380: 3375: 3373: 3359: 3357: 3356: 3351: 3342: 3337: 3332: 3328: 3327: 3322: 3321: 3317: 3297: 3292: 3274: 3269: 3268: 3264: 3254: 3250: 3249: 3239: 3238: 3234: 3233: 3232: 3217: 3216: 3211: 3204: 3199: 3187: 3183: 3182: 3173: 3172: 3150: 3148: 3147: 3142: 3140: 3139: 3134: 3122:In other words, 3119: 3117: 3116: 3111: 3109: 3098: 3097: 3089: 3080: 3079: 3071: 3059: 3045: 3043: 3042: 3037: 3019: 3017: 3016: 3011: 3003: 3002: 2998: 2979: 2977: 2976: 2971: 2969: 2960: 2955: 2944: 2935: 2934: 2930: 2917: 2916: 2908: 2899: 2898: 2890: 2878: 2877: 2873: 2872: 2871: 2844: 2842: 2841: 2836: 2824: 2822: 2821: 2816: 2802: 2800: 2799: 2794: 2792: 2781: 2780: 2776: 2763: 2762: 2754: 2745: 2744: 2736: 2724: 2723: 2719: 2718: 2717: 2699: 2697: 2686: 2681: 2680: 2676: 2663: 2655: 2654: 2646: 2637: 2636: 2628: 2613: 2612: 2604: 2595: 2594: 2586: 2577: 2576: 2575: 2562: 2561: 2557: 2556: 2555: 2531: 2529: 2528: 2523: 2521: 2520: 2516: 2499: 2497: 2496: 2491: 2489: 2488: 2484: 2483: 2482: 2458: 2456: 2455: 2450: 2448: 2440: 2432: 2431: 2423: 2414: 2413: 2405: 2390: 2389: 2381: 2372: 2371: 2363: 2354: 2353: 2352: 2334:. Then we have: 2333: 2331: 2330: 2325: 2323: 2322: 2314: 2301: 2299: 2298: 2293: 2291: 2290: 2282: 2267: 2265: 2264: 2259: 2257: 2253: 2252: 2236: 2231: 2230: 2225: 2216: 2215: 2210: 2204: 2203: 2202: 2183: 2181: 2180: 2175: 2173: 2172: 2167: 2154: 2152: 2151: 2146: 2144: 2129: 2127: 2126: 2121: 2119: 2118: 2113: 2100: 2098: 2097: 2092: 2090: 2086: 2085: 2069:We can see that 2060: 2058: 2057: 2052: 2050: 2049: 2044: 2031: 2029: 2028: 2023: 2021: 2009: 2007: 2006: 2001: 1983: 1981: 1980: 1975: 1967: 1966: 1962: 1943: 1941: 1940: 1935: 1933: 1929: 1925: 1924: 1905: 1901: 1897: 1896: 1883: 1872: 1867: 1862: 1851: 1845: 1844: 1840: 1830: 1825: 1824: 1819: 1813: 1812: 1808: 1807: 1806: 1775: 1774: 1770: 1760: 1755: 1754: 1749: 1743: 1742: 1738: 1737: 1736: 1718: 1716: 1705: 1702: 1697: 1682: 1672: 1667: 1666: 1662: 1652: 1648: 1647: 1637: 1636: 1632: 1631: 1630: 1614: 1609: 1587: 1586: 1582: 1572: 1568: 1567: 1557: 1556: 1552: 1551: 1550: 1535: 1534: 1533: 1522: 1517: 1501: 1496: 1495: 1490: 1481: 1480: 1475: 1469: 1468: 1467: 1442: 1440: 1439: 1434: 1426: 1425: 1421: 1411: 1407: 1406: 1396: 1395: 1391: 1390: 1389: 1373: 1368: 1356: 1355: 1354: 1333: 1331: 1330: 1325: 1323: 1319: 1318: 1302: 1297: 1296: 1291: 1282: 1281: 1276: 1270: 1269: 1268: 1235: 1233: 1232: 1227: 1219: 1218: 1214: 1204: 1200: 1199: 1189: 1188: 1184: 1183: 1178: 1166: 1161: 1149: 1148: 1147: 1126: 1124: 1123: 1118: 1116: 1112: 1111: 1095: 1090: 1089: 1084: 1075: 1074: 1069: 1063: 1062: 1061: 1042: 1040: 1039: 1034: 1032: 1020: 1018: 1017: 1012: 1010: 995: 993: 992: 987: 985: 973: 971: 970: 965: 951: 949: 948: 943: 941: 937: 933: 924: 919: 911: 889: 887: 886: 881: 846: 844: 843: 838: 836: 832: 828: 827: 816: 796: 795: 790: 777: 765: 743: 741: 740: 735: 711: 709: 708: 703: 683: 681: 680: 675: 667: 666: 662: 652: 647: 646: 641: 635: 634: 630: 629: 624: 612: 607: 586: 585: 584: 565: 563: 562: 557: 536: 534: 533: 528: 523: 515: 497: 495: 494: 489: 484: 476: 458: 456: 455: 450: 448: 436: 434: 433: 428: 426: 414: 412: 411: 406: 404: 392: 390: 389: 384: 382: 359: 357: 356: 351: 333: 331: 330: 325: 307: 305: 304: 299: 281: 279: 278: 273: 255: 253: 252: 247: 245: 233: 231: 230: 225: 223: 211: 209: 208: 203: 201: 189: 187: 186: 181: 179: 165: 163: 162: 157: 155: 142: 122: 102: 84: 64: 44: 43: 35: 5605: 5604: 5600: 5599: 5598: 5596: 5595: 5594: 5580: 5579: 5571: 5562: 5551: 5545: 5542: 5499: 5497: 5487: 5475: 5464: 5457: 5435: 5431: 5424: 5402: 5398: 5391: 5369: 5365: 5361: 5334: 5307: 5303: 5289: 5274: 5270: 5262: 5250: 5246: 5237: 5233: 5225: 5223: 5220: 5219: 5197: 5193: 5184: 5180: 5171: 5166: 5165: 5163: 5160: 5159: 5137: 5133: 5119: 5110: 5106: 5091: 5086: 5085: 5076: 5072: 5057: 5052: 5051: 5033: 5029: 5020: 5015: 5014: 5002: 4998: 4989: 4985: 4976: 4971: 4970: 4968: 4965: 4964: 4942: 4938: 4929: 4925: 4916: 4911: 4910: 4908: 4905: 4904: 4901: 4881: 4877: 4868: 4864: 4855: 4850: 4849: 4847: 4844: 4843: 4820: 4806: 4792: 4791: 4789: 4786: 4785: 4754: 4752: 4749: 4748: 4720: 4716: 4702: 4688: 4673: 4668: 4667: 4658: 4654: 4639: 4634: 4633: 4623: 4619: 4618: 4615: 4614: 4607: 4603: 4602: 4586: 4582: 4573: 4569: 4560: 4555: 4554: 4552: 4549: 4548: 4524: 4521: 4520: 4503: 4499: 4490: 4486: 4484: 4481: 4480: 4463: 4459: 4457: 4454: 4453: 4425: 4408: 4403: 4400: 4399: 4368: 4351: 4346: 4343: 4342: 4326: 4324: 4321: 4320: 4304: 4302: 4299: 4298: 4282: 4280: 4277: 4276: 4260: 4259: 4245: 4231: 4214: 4211: 4210: 4196: 4182: 4165: 4148: 4128: 4127: 4123: 4121: 4118: 4117: 4112: 4088: 4080: 4075: 4072: 4071: 4055: 4052: 4051: 4035: 4033: 4030: 4029: 4009: 4004: 4003: 4001: 3998: 3997: 3978: 3973: 3972: 3967: 3961: 3956: 3955: 3949: 3945: 3939: 3934: 3933: 3924: 3913: 3897: 3892: 3891: 3889: 3886: 3885: 3860: 3856: 3855: 3840: 3836: 3828: 3819: 3814: 3813: 3806: 3802: 3801: 3799: 3796: 3795: 3777: 3775: 3772: 3771: 3755: 3752: 3751: 3735: 3733: 3730: 3729: 3710: 3702: 3697: 3694: 3693: 3671: 3663: 3658: 3655: 3654: 3638: 3637: 3620: 3600: 3583: 3580: 3579: 3562: 3539: 3519: 3515: 3513: 3510: 3509: 3504: 3480: 3472: 3467: 3464: 3463: 3443: 3438: 3437: 3435: 3432: 3431: 3412: 3402: 3401: 3397: 3393: 3391: 3389: 3386: 3385: 3369: 3367: 3364: 3363: 3338: 3333: 3323: 3313: 3312: 3308: 3304: 3300: 3293: 3288: 3270: 3260: 3259: 3255: 3245: 3241: 3240: 3228: 3224: 3223: 3222: 3218: 3212: 3207: 3206: 3200: 3195: 3178: 3174: 3168: 3164: 3163: 3161: 3158: 3157: 3135: 3130: 3129: 3127: 3124: 3123: 3105: 3090: 3085: 3084: 3072: 3067: 3066: 3055: 3053: 3050: 3049: 3025: 3022: 3021: 2994: 2993: 2989: 2987: 2984: 2983: 2965: 2956: 2945: 2940: 2926: 2925: 2921: 2909: 2904: 2903: 2891: 2886: 2885: 2867: 2863: 2862: 2861: 2857: 2852: 2849: 2848: 2830: 2827: 2826: 2810: 2807: 2806: 2788: 2772: 2771: 2767: 2755: 2750: 2749: 2737: 2732: 2731: 2713: 2709: 2708: 2707: 2703: 2690: 2685: 2672: 2671: 2667: 2659: 2647: 2642: 2641: 2629: 2621: 2620: 2605: 2600: 2599: 2587: 2579: 2578: 2571: 2567: 2566: 2551: 2547: 2546: 2545: 2541: 2539: 2536: 2535: 2512: 2511: 2507: 2505: 2502: 2501: 2478: 2474: 2473: 2472: 2468: 2466: 2463: 2462: 2461:Multiplying by 2444: 2436: 2424: 2419: 2418: 2406: 2398: 2397: 2382: 2377: 2376: 2364: 2356: 2355: 2348: 2344: 2343: 2341: 2338: 2337: 2315: 2310: 2309: 2307: 2304: 2303: 2283: 2278: 2277: 2275: 2272: 2271: 2248: 2244: 2243: 2232: 2226: 2221: 2220: 2211: 2206: 2205: 2198: 2194: 2193: 2191: 2188: 2187: 2168: 2163: 2162: 2160: 2157: 2156: 2140: 2138: 2135: 2134: 2114: 2109: 2108: 2106: 2103: 2102: 2081: 2077: 2076: 2074: 2071: 2070: 2067: 2045: 2040: 2039: 2037: 2034: 2033: 2017: 2015: 2012: 2011: 1989: 1986: 1985: 1958: 1957: 1953: 1951: 1948: 1947: 1931: 1930: 1920: 1916: 1912: 1910: 1903: 1902: 1892: 1888: 1887: 1879: 1877: 1870: 1869: 1863: 1852: 1847: 1836: 1835: 1831: 1826: 1820: 1815: 1814: 1802: 1798: 1797: 1796: 1792: 1790: 1785: 1766: 1765: 1761: 1756: 1750: 1745: 1744: 1732: 1728: 1727: 1726: 1722: 1709: 1704: 1698: 1693: 1687: 1680: 1679: 1668: 1658: 1657: 1653: 1643: 1639: 1638: 1626: 1622: 1621: 1620: 1616: 1610: 1605: 1599: 1594: 1578: 1577: 1573: 1563: 1559: 1558: 1546: 1542: 1541: 1540: 1536: 1529: 1525: 1524: 1518: 1513: 1507: 1502: 1497: 1491: 1486: 1485: 1476: 1471: 1470: 1463: 1459: 1458: 1454: 1452: 1449: 1448: 1417: 1416: 1412: 1402: 1398: 1397: 1385: 1381: 1380: 1379: 1375: 1369: 1364: 1350: 1346: 1345: 1343: 1340: 1339: 1314: 1310: 1309: 1298: 1292: 1287: 1286: 1277: 1272: 1271: 1264: 1260: 1259: 1257: 1254: 1253: 1244: 1210: 1209: 1205: 1195: 1191: 1190: 1179: 1174: 1173: 1172: 1168: 1162: 1157: 1143: 1139: 1138: 1136: 1133: 1132: 1107: 1103: 1102: 1091: 1085: 1080: 1079: 1070: 1065: 1064: 1057: 1053: 1052: 1050: 1047: 1046: 1028: 1026: 1023: 1022: 1006: 1004: 1001: 1000: 981: 979: 976: 975: 959: 956: 955: 935: 934: 929: 926: 925: 920: 912: 907: 903: 899: 897: 894: 893: 857: 854: 853: 830: 829: 817: 809: 808: 805: 804: 798: 797: 791: 783: 782: 779: 778: 770: 767: 766: 761: 757: 753: 751: 748: 747: 720: 717: 716: 691: 688: 687: 658: 657: 653: 648: 642: 637: 636: 625: 620: 619: 618: 614: 608: 603: 580: 576: 575: 573: 570: 569: 545: 542: 541: 537:is observable. 519: 511: 506: 503: 502: 480: 472: 467: 464: 463: 444: 442: 439: 438: 422: 420: 417: 416: 400: 398: 395: 394: 378: 376: 373: 372: 369: 339: 336: 335: 313: 310: 309: 287: 284: 283: 261: 258: 257: 241: 239: 236: 235: 219: 217: 214: 213: 197: 195: 192: 191: 175: 173: 170: 169: 153: 152: 135: 115: 98: 95: 94: 77: 54: 34: 33: 29: 27: 24: 23: 12: 11: 5: 5603: 5593: 5592: 5590:Control theory 5578: 5577: 5570: 5569:External links 5567: 5564: 5563: 5478: 5476: 5469: 5463: 5462: 5455: 5429: 5422: 5396: 5389: 5362: 5360: 5357: 5356: 5355: 5350: 5348:Gramian matrix 5345: 5340: 5333: 5330: 5315: 5310: 5306: 5302: 5299: 5296: 5292: 5288: 5285: 5282: 5277: 5273: 5269: 5265: 5261: 5258: 5253: 5249: 5245: 5240: 5236: 5232: 5228: 5205: 5200: 5196: 5192: 5187: 5183: 5179: 5174: 5169: 5145: 5140: 5136: 5132: 5129: 5126: 5122: 5118: 5113: 5109: 5105: 5102: 5099: 5094: 5089: 5084: 5079: 5075: 5071: 5068: 5065: 5060: 5055: 5050: 5047: 5044: 5041: 5036: 5032: 5028: 5023: 5018: 5013: 5010: 5005: 5001: 4997: 4992: 4988: 4984: 4979: 4974: 4950: 4945: 4941: 4937: 4932: 4928: 4924: 4919: 4914: 4900: 4889: 4884: 4880: 4876: 4871: 4867: 4863: 4858: 4853: 4842:Properties of 4840: 4823: 4819: 4816: 4813: 4809: 4805: 4799: 4796: 4773: 4770: 4767: 4764: 4761: 4757: 4734: 4731: 4728: 4723: 4719: 4715: 4712: 4709: 4705: 4701: 4698: 4695: 4691: 4687: 4684: 4681: 4676: 4671: 4666: 4661: 4657: 4653: 4650: 4647: 4642: 4637: 4626: 4622: 4617: 4610: 4606: 4601: 4597: 4594: 4589: 4585: 4581: 4576: 4572: 4568: 4563: 4558: 4534: 4531: 4528: 4519:such that the 4506: 4502: 4498: 4493: 4489: 4466: 4462: 4441: 4438: 4435: 4432: 4428: 4424: 4421: 4418: 4415: 4411: 4407: 4384: 4381: 4378: 4375: 4371: 4367: 4364: 4361: 4358: 4354: 4350: 4329: 4307: 4285: 4258: 4255: 4252: 4248: 4244: 4241: 4238: 4234: 4230: 4227: 4224: 4221: 4217: 4213: 4212: 4209: 4206: 4203: 4199: 4195: 4192: 4189: 4185: 4181: 4178: 4175: 4172: 4168: 4164: 4161: 4158: 4154: 4151: 4147: 4144: 4141: 4135: 4132: 4126: 4125: 4111: 4108: 4095: 4091: 4087: 4083: 4079: 4059: 4038: 4015: 4012: 4007: 3981: 3976: 3970: 3964: 3959: 3952: 3948: 3942: 3937: 3932: 3927: 3922: 3919: 3916: 3912: 3908: 3903: 3900: 3895: 3868: 3863: 3859: 3854: 3851: 3846: 3843: 3839: 3835: 3831: 3825: 3822: 3817: 3809: 3805: 3780: 3759: 3738: 3717: 3713: 3709: 3705: 3701: 3678: 3674: 3670: 3666: 3662: 3636: 3633: 3630: 3626: 3623: 3619: 3616: 3613: 3610: 3606: 3603: 3599: 3596: 3593: 3590: 3586: 3582: 3581: 3578: 3575: 3572: 3568: 3565: 3561: 3558: 3555: 3552: 3548: 3545: 3542: 3538: 3535: 3532: 3529: 3526: 3522: 3518: 3517: 3503: 3500: 3487: 3483: 3479: 3475: 3471: 3446: 3441: 3415: 3409: 3405: 3400: 3396: 3372: 3349: 3346: 3341: 3336: 3331: 3326: 3320: 3316: 3311: 3307: 3303: 3296: 3291: 3287: 3283: 3280: 3277: 3273: 3267: 3263: 3258: 3253: 3248: 3244: 3237: 3231: 3227: 3221: 3215: 3210: 3203: 3198: 3194: 3190: 3186: 3181: 3177: 3171: 3167: 3138: 3133: 3108: 3104: 3101: 3096: 3093: 3088: 3083: 3078: 3075: 3070: 3065: 3062: 3058: 3035: 3032: 3029: 3009: 3006: 3001: 2997: 2992: 2968: 2964: 2959: 2954: 2951: 2948: 2943: 2938: 2933: 2929: 2924: 2920: 2915: 2912: 2907: 2902: 2897: 2894: 2889: 2884: 2881: 2876: 2870: 2866: 2860: 2856: 2834: 2814: 2791: 2787: 2784: 2779: 2775: 2770: 2766: 2761: 2758: 2753: 2748: 2743: 2740: 2735: 2730: 2727: 2722: 2716: 2712: 2706: 2702: 2696: 2693: 2689: 2684: 2679: 2675: 2670: 2666: 2662: 2658: 2653: 2650: 2645: 2640: 2635: 2632: 2627: 2624: 2619: 2616: 2611: 2608: 2603: 2598: 2593: 2590: 2585: 2582: 2574: 2570: 2565: 2560: 2554: 2550: 2544: 2519: 2515: 2510: 2487: 2481: 2477: 2471: 2447: 2443: 2439: 2435: 2430: 2427: 2422: 2417: 2412: 2409: 2404: 2401: 2396: 2393: 2388: 2385: 2380: 2375: 2370: 2367: 2362: 2359: 2351: 2347: 2321: 2318: 2313: 2289: 2286: 2281: 2256: 2251: 2247: 2242: 2239: 2235: 2229: 2224: 2219: 2214: 2209: 2201: 2197: 2171: 2166: 2143: 2117: 2112: 2089: 2084: 2080: 2066: 2063: 2048: 2043: 2020: 1999: 1996: 1993: 1973: 1970: 1965: 1961: 1956: 1928: 1923: 1919: 1915: 1911: 1909: 1906: 1904: 1900: 1895: 1891: 1886: 1882: 1878: 1876: 1873: 1871: 1866: 1861: 1858: 1855: 1850: 1843: 1839: 1834: 1829: 1823: 1818: 1811: 1805: 1801: 1795: 1791: 1789: 1786: 1784: 1781: 1778: 1773: 1769: 1764: 1759: 1753: 1748: 1741: 1735: 1731: 1725: 1721: 1715: 1712: 1708: 1701: 1696: 1692: 1688: 1686: 1683: 1681: 1678: 1675: 1671: 1665: 1661: 1656: 1651: 1646: 1642: 1635: 1629: 1625: 1619: 1613: 1608: 1604: 1600: 1598: 1595: 1593: 1590: 1585: 1581: 1576: 1571: 1566: 1562: 1555: 1549: 1545: 1539: 1532: 1528: 1521: 1516: 1512: 1508: 1506: 1503: 1500: 1494: 1489: 1484: 1479: 1474: 1466: 1462: 1457: 1456: 1432: 1429: 1424: 1420: 1415: 1410: 1405: 1401: 1394: 1388: 1384: 1378: 1372: 1367: 1363: 1359: 1353: 1349: 1322: 1317: 1313: 1308: 1305: 1301: 1295: 1290: 1285: 1280: 1275: 1267: 1263: 1243: 1240: 1225: 1222: 1217: 1213: 1208: 1203: 1198: 1194: 1187: 1182: 1177: 1171: 1165: 1160: 1156: 1152: 1146: 1142: 1115: 1110: 1106: 1101: 1098: 1094: 1088: 1083: 1078: 1073: 1068: 1060: 1056: 1031: 1009: 984: 963: 940: 932: 928: 927: 923: 918: 915: 910: 906: 905: 902: 879: 876: 873: 870: 867: 864: 861: 835: 826: 823: 820: 815: 812: 807: 806: 803: 800: 799: 794: 789: 786: 781: 780: 776: 773: 769: 768: 764: 760: 759: 756: 733: 730: 727: 724: 701: 698: 695: 673: 670: 665: 661: 656: 651: 645: 640: 633: 628: 623: 617: 611: 606: 602: 598: 595: 592: 589: 583: 579: 555: 552: 549: 526: 522: 518: 514: 510: 487: 483: 479: 475: 471: 447: 425: 403: 381: 368: 365: 349: 346: 343: 323: 320: 317: 297: 294: 291: 271: 268: 265: 244: 222: 200: 178: 151: 148: 145: 141: 138: 134: 131: 128: 125: 121: 118: 114: 111: 108: 105: 101: 97: 96: 93: 90: 87: 83: 80: 76: 73: 70: 67: 63: 60: 57: 53: 50: 47: 41: 38: 32: 31: 18:control theory 9: 6: 4: 3: 2: 5602: 5591: 5588: 5587: 5585: 5576: 5573: 5572: 5560: 5557: 5549: 5538: 5535: 5531: 5528: 5524: 5521: 5517: 5514: 5510: 5507: –  5506: 5502: 5501:Find sources: 5495: 5491: 5485: 5484: 5479:This article 5477: 5473: 5468: 5467: 5458: 5456:0-19-511777-8 5452: 5448: 5443: 5442: 5433: 5425: 5423:0-19-511777-8 5419: 5415: 5410: 5409: 5400: 5392: 5390:0-19-511777-8 5386: 5382: 5377: 5376: 5367: 5363: 5354: 5351: 5349: 5346: 5344: 5341: 5339: 5338:Observability 5336: 5335: 5329: 5326: 5308: 5304: 5300: 5297: 5283: 5280: 5275: 5271: 5259: 5251: 5247: 5243: 5238: 5234: 5217: 5198: 5194: 5190: 5185: 5181: 5172: 5156: 5138: 5134: 5130: 5127: 5111: 5107: 5103: 5100: 5092: 5077: 5073: 5069: 5066: 5058: 5048: 5042: 5039: 5034: 5030: 5021: 5011: 5003: 4999: 4995: 4990: 4986: 4977: 4962: 4943: 4939: 4935: 4930: 4926: 4917: 4882: 4878: 4874: 4869: 4865: 4856: 4839: 4836: 4814: 4803: 4768: 4765: 4762: 4745: 4732: 4729: 4721: 4717: 4713: 4710: 4696: 4682: 4674: 4659: 4655: 4651: 4648: 4640: 4624: 4620: 4616: 4608: 4604: 4599: 4595: 4587: 4583: 4579: 4574: 4570: 4561: 4546: 4532: 4529: 4526: 4504: 4500: 4496: 4491: 4487: 4464: 4460: 4433: 4422: 4416: 4396: 4376: 4365: 4359: 4273: 4253: 4239: 4228: 4222: 4204: 4190: 4179: 4173: 4159: 4142: 4133: 4115: 4107: 4085: 4070:, the system 4057: 4013: 4010: 3994: 3979: 3962: 3950: 3940: 3920: 3917: 3914: 3910: 3906: 3901: 3898: 3883: 3880: 3852: 3849: 3844: 3841: 3837: 3833: 3823: 3820: 3793: 3757: 3707: 3690: 3668: 3651: 3631: 3617: 3611: 3597: 3591: 3573: 3559: 3553: 3533: 3530: 3527: 3507: 3499: 3477: 3460: 3444: 3360: 3347: 3344: 3339: 3334: 3289: 3285: 3281: 3278: 3275: 3265: 3256: 3235: 3219: 3213: 3196: 3192: 3188: 3155: 3152: 3136: 3120: 3102: 3094: 3091: 3081: 3076: 3073: 3060: 3047: 3027: 3007: 2999: 2990: 2980: 2962: 2952: 2949: 2946: 2931: 2922: 2913: 2910: 2900: 2895: 2892: 2874: 2858: 2846: 2812: 2803: 2785: 2777: 2768: 2759: 2756: 2746: 2741: 2738: 2720: 2704: 2694: 2691: 2687: 2682: 2677: 2668: 2651: 2648: 2638: 2633: 2630: 2617: 2609: 2606: 2596: 2591: 2588: 2558: 2542: 2533: 2517: 2508: 2485: 2469: 2459: 2441: 2428: 2425: 2415: 2410: 2407: 2394: 2386: 2383: 2373: 2368: 2365: 2335: 2319: 2316: 2287: 2284: 2268: 2240: 2237: 2227: 2217: 2212: 2185: 2169: 2131: 2115: 2062: 2046: 1994: 1991: 1971: 1968: 1963: 1954: 1944: 1907: 1884: 1874: 1859: 1856: 1853: 1841: 1832: 1821: 1809: 1793: 1787: 1782: 1779: 1771: 1762: 1751: 1739: 1723: 1713: 1710: 1706: 1694: 1690: 1684: 1676: 1673: 1663: 1654: 1633: 1617: 1606: 1602: 1596: 1591: 1588: 1583: 1574: 1553: 1537: 1514: 1510: 1504: 1492: 1482: 1477: 1446: 1443: 1430: 1427: 1422: 1413: 1392: 1376: 1365: 1361: 1357: 1337: 1334: 1306: 1303: 1293: 1283: 1278: 1251: 1249: 1239: 1236: 1223: 1220: 1215: 1206: 1185: 1180: 1169: 1158: 1154: 1150: 1130: 1127: 1099: 1096: 1086: 1076: 1071: 1044: 997: 961: 952: 938: 900: 891: 877: 874: 868: 865: 862: 850: 847: 833: 824: 821: 818: 801: 792: 754: 745: 731: 728: 725: 722: 713: 699: 696: 693: 684: 671: 668: 663: 654: 643: 631: 626: 615: 609: 604: 600: 596: 590: 567: 553: 550: 547: 538: 516: 499: 477: 460: 364: 361: 347: 344: 341: 321: 318: 315: 295: 292: 289: 269: 266: 263: 166: 146: 132: 126: 112: 106: 88: 74: 68: 48: 39: 21: 19: 5552: 5543: 5533: 5526: 5519: 5512: 5500: 5488:Please help 5483:verification 5480: 5440: 5432: 5407: 5399: 5374: 5366: 5327: 5218: 5157: 4963: 4902: 4837: 4746: 4547: 4397: 4274: 4116: 4113: 3995: 3884: 3881: 3794: 3691: 3652: 3508: 3505: 3461: 3361: 3156: 3153: 3121: 3048: 2981: 2847: 2804: 2534: 2460: 2336: 2269: 2186: 2132: 2068: 1945: 1447: 1444: 1338: 1335: 1252: 1245: 1237: 1131: 1128: 1045: 998: 953: 892: 851: 849:has rank n. 848: 746: 714: 685: 568: 539: 501:1. The pair 500: 461: 370: 362: 167: 22: 15: 4398:The system 2010:for stable 5516:newspapers 5359:References 2065:Properties 360:matrices. 5546:July 2008 5298:τ 5291:Φ 5284:τ 5264:Φ 5227:Φ 5121:Φ 5054:Φ 4798:˙ 4769:τ 4756:Φ 4733:τ 4711:τ 4704:Φ 4697:τ 4683:τ 4649:τ 4636:Φ 4600:∫ 4530:× 4134:˙ 3926:∞ 3911:∑ 3853:− 3834:− 3295:∞ 3286:∫ 3202:∞ 3193:∫ 3082:− 3061:− 3034:∞ 3031:→ 3005:→ 2958:∞ 2901:− 2833:∞ 2747:− 2639:− 2597:− 2416:− 2374:− 2241:− 1998:∞ 1914:− 1885:− 1865:∞ 1783:τ 1772:τ 1740:τ 1714:τ 1700:∞ 1691:∫ 1677:τ 1664:τ 1634:τ 1612:∞ 1603:∫ 1592:τ 1584:τ 1554:τ 1520:∞ 1511:∫ 1431:τ 1423:τ 1393:τ 1371:∞ 1362:∫ 1307:− 1250:given by 1224:τ 1216:τ 1186:τ 1164:∞ 1155:∫ 1100:− 962:λ 917:λ 914:− 875:× 822:− 802:⋮ 729:× 672:τ 664:τ 632:τ 601:∫ 551:× 345:× 319:× 293:× 267:× 40:˙ 5584:Category 5332:See also 3330:‖ 3302:‖ 5530:scholar 890:matrix 852:4. The 715:3. The 566:matrix 540:2. The 5532:  5525:  5518:  5511:  5503:  5453:  5420:  5387:  4747:where 5537:JSTOR 5523:books 5509:news 5451:ISBN 5418:ISBN 5385:ISBN 4497:> 4319:and 2302:and 697:> 437:and 334:and 234:and 5492:by 5447:179 5414:171 5381:156 3020:as 2825:to 1984:at 974:of 16:In 5586:: 5449:. 5416:. 5383:. 4297:, 3046:: 2845:: 2130:. 996:. 712:. 415:, 393:, 282:, 212:, 190:, 5559:) 5553:( 5548:) 5544:( 5534:· 5527:· 5520:· 5513:· 5486:. 5459:. 5426:. 5393:. 5314:) 5309:0 5305:t 5301:, 5295:( 5287:) 5281:, 5276:1 5272:t 5268:( 5260:= 5257:) 5252:1 5248:t 5244:, 5239:0 5235:t 5231:( 5204:) 5199:1 5195:t 5191:, 5186:0 5182:t 5178:( 5173:o 5168:W 5144:) 5139:0 5135:t 5131:, 5128:t 5125:( 5117:) 5112:0 5108:t 5104:, 5101:t 5098:( 5093:o 5088:W 5083:) 5078:0 5074:t 5070:, 5067:t 5064:( 5059:T 5049:+ 5046:) 5043:t 5040:, 5035:0 5031:t 5027:( 5022:o 5017:W 5012:= 5009:) 5004:1 5000:t 4996:, 4991:0 4987:t 4983:( 4978:o 4973:W 4949:) 4944:1 4940:t 4936:, 4931:0 4927:t 4923:( 4918:o 4913:W 4888:) 4883:1 4879:t 4875:, 4870:0 4866:t 4862:( 4857:o 4852:W 4822:x 4818:) 4815:t 4812:( 4808:A 4804:= 4795:x 4772:) 4766:, 4763:t 4760:( 4730:d 4727:) 4722:0 4718:t 4714:, 4708:( 4700:) 4694:( 4690:C 4686:) 4680:( 4675:T 4670:C 4665:) 4660:0 4656:t 4652:, 4646:( 4641:T 4625:1 4621:t 4609:0 4605:t 4596:= 4593:) 4588:1 4584:t 4580:, 4575:0 4571:t 4567:( 4562:o 4557:W 4533:n 4527:n 4505:0 4501:t 4492:1 4488:t 4465:0 4461:t 4440:) 4437:) 4434:t 4431:( 4427:C 4423:, 4420:) 4417:t 4414:( 4410:A 4406:( 4383:) 4380:) 4377:t 4374:( 4370:C 4366:, 4363:) 4360:t 4357:( 4353:A 4349:( 4328:C 4306:B 4284:A 4257:) 4254:t 4251:( 4247:x 4243:) 4240:t 4237:( 4233:C 4229:= 4226:) 4223:t 4220:( 4216:y 4208:) 4205:t 4202:( 4198:u 4194:) 4191:t 4188:( 4184:B 4180:+ 4177:) 4174:t 4171:( 4167:x 4163:) 4160:t 4157:( 4153:A 4150:= 4146:) 4143:t 4140:( 4131:x 4094:) 4090:B 4086:, 4082:A 4078:( 4058:1 4037:A 4014:c 4011:d 4006:W 3980:m 3975:A 3969:C 3963:T 3958:C 3951:m 3947:) 3941:T 3936:A 3931:( 3921:0 3918:= 3915:m 3907:= 3902:o 3899:d 3894:W 3867:C 3862:T 3858:C 3850:= 3845:o 3842:d 3838:W 3830:A 3824:o 3821:d 3816:W 3808:T 3804:A 3779:A 3770:( 3758:1 3737:A 3716:) 3712:C 3708:, 3704:A 3700:( 3677:) 3673:C 3669:, 3665:A 3661:( 3635:] 3632:k 3629:[ 3625:u 3622:D 3618:+ 3615:] 3612:k 3609:[ 3605:x 3602:C 3598:= 3595:] 3592:k 3589:[ 3585:y 3577:] 3574:k 3571:[ 3567:u 3564:B 3560:+ 3557:] 3554:k 3551:[ 3547:x 3544:A 3541:= 3537:] 3534:1 3531:+ 3528:k 3525:[ 3521:x 3486:) 3482:C 3478:, 3474:A 3470:( 3445:o 3440:W 3414:x 3408:t 3404:A 3399:e 3395:C 3371:x 3348:t 3345:d 3340:2 3335:2 3325:x 3319:t 3315:A 3310:e 3306:C 3290:0 3282:= 3279:t 3276:d 3272:x 3266:t 3262:A 3257:e 3252:C 3247:T 3243:C 3236:t 3230:T 3226:A 3220:e 3214:T 3209:x 3197:0 3189:= 3185:x 3180:o 3176:W 3170:T 3166:x 3137:o 3132:W 3107:0 3103:= 3100:) 3095:2 3092:o 3087:W 3077:1 3074:o 3069:W 3064:( 3057:0 3028:t 3008:0 3000:t 2996:A 2991:e 2967:0 2963:= 2953:0 2950:= 2947:t 2942:| 2937:] 2932:t 2928:A 2923:e 2919:) 2914:2 2911:o 2906:W 2896:1 2893:o 2888:W 2883:( 2880:[ 2875:t 2869:T 2865:A 2859:e 2855:[ 2813:0 2790:0 2786:= 2783:] 2778:t 2774:A 2769:e 2765:) 2760:2 2757:o 2752:W 2742:1 2739:o 2734:W 2729:( 2726:[ 2721:t 2715:T 2711:A 2705:e 2701:[ 2695:t 2692:d 2688:d 2683:= 2678:t 2674:A 2669:e 2665:] 2661:A 2657:) 2652:2 2649:o 2644:W 2634:1 2631:o 2626:W 2623:( 2618:+ 2615:) 2610:2 2607:o 2602:W 2592:1 2589:o 2584:W 2581:( 2573:T 2569:A 2564:[ 2559:t 2553:T 2549:A 2543:e 2518:t 2514:A 2509:e 2486:t 2480:T 2476:A 2470:e 2446:0 2442:= 2438:A 2434:) 2429:2 2426:o 2421:W 2411:1 2408:o 2403:W 2400:( 2395:+ 2392:) 2387:2 2384:o 2379:W 2369:1 2366:o 2361:W 2358:( 2350:T 2346:A 2320:2 2317:o 2312:W 2288:1 2285:o 2280:W 2255:C 2250:T 2246:C 2238:= 2234:A 2228:o 2223:W 2218:+ 2213:o 2208:W 2200:T 2196:A 2170:o 2165:W 2142:A 2116:o 2111:W 2088:C 2083:T 2079:C 2047:o 2042:W 2019:A 1995:= 1992:t 1972:0 1969:= 1964:t 1960:A 1955:e 1927:C 1922:T 1918:C 1908:= 1899:C 1894:T 1890:C 1881:0 1875:= 1860:0 1857:= 1854:t 1849:| 1842:t 1838:A 1833:e 1828:C 1822:T 1817:C 1810:t 1804:T 1800:A 1794:e 1788:= 1780:d 1777:) 1768:A 1763:e 1758:C 1752:T 1747:C 1734:T 1730:A 1724:e 1720:( 1711:d 1707:d 1695:0 1685:= 1674:d 1670:A 1660:A 1655:e 1650:C 1645:T 1641:C 1628:T 1624:A 1618:e 1607:0 1597:+ 1589:d 1580:A 1575:e 1570:C 1565:T 1561:C 1548:T 1544:A 1538:e 1531:T 1527:A 1515:0 1505:= 1499:A 1493:o 1488:W 1483:+ 1478:o 1473:W 1465:T 1461:A 1428:d 1419:A 1414:e 1409:C 1404:T 1400:C 1387:T 1383:A 1377:e 1366:0 1358:= 1352:o 1348:W 1321:C 1316:T 1312:C 1304:= 1300:A 1294:o 1289:W 1284:+ 1279:o 1274:W 1266:T 1262:A 1221:d 1212:A 1207:e 1202:C 1197:T 1193:C 1181:T 1176:A 1170:e 1159:0 1151:= 1145:o 1141:W 1114:C 1109:T 1105:C 1097:= 1093:A 1087:o 1082:W 1077:+ 1072:o 1067:W 1059:T 1055:A 1030:A 1008:A 983:A 939:] 931:C 922:I 909:A 901:[ 878:n 872:) 869:q 866:+ 863:n 860:( 834:] 825:1 819:n 814:A 811:C 793:2 788:A 785:C 775:A 772:C 763:C 755:[ 732:n 726:q 723:n 700:0 694:t 669:d 660:A 655:e 650:C 644:T 639:C 627:T 622:A 616:e 610:t 605:0 597:= 594:) 591:t 588:( 582:o 578:W 554:n 548:n 525:) 521:C 517:, 513:A 509:( 486:) 482:C 478:, 474:A 470:( 446:D 424:C 402:B 380:A 348:p 342:q 322:n 316:q 308:, 296:p 290:n 270:n 264:n 243:D 221:C 199:B 177:A 150:) 147:t 144:( 140:u 137:D 133:+ 130:) 127:t 124:( 120:x 117:C 113:= 110:) 107:t 104:( 100:y 92:) 89:t 86:( 82:u 79:B 75:+ 72:) 69:t 66:( 62:x 59:A 56:= 52:) 49:t 46:( 37:x

Index

control theory
Lyapunov equation
Observability
Controllability Gramian
Gramian matrix
Hankel singular value
Linear System Theory and Design Third Edition
156
ISBN
0-19-511777-8
Linear System Theory and Design Third Edition
171
ISBN
0-19-511777-8
Linear System Theory and Design Third Edition
179
ISBN
0-19-511777-8

verification
improve this article
adding citations to reliable sources
"Observability Gramian"
news
newspapers
books
scholar
JSTOR
Learn how and when to remove this message
Mathematica function to compute the observability Gramian

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.