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Controllability Gramian : ウィキペディア英語版
Controllability Gramian
In control theory, the controllability Gramian is a Gramian used to determine whether or not a linear system is controllable.
For the time-invariant linear system
:\dot = A x + B u
if all eigenvalues of A have negative real part, then the unique solution W_c of the Lyapunov equation
: A W_c + W_c A^T = -BB^T
is positive definite if and only if the pair (A, B) is controllable. W_c is known as the ''controllability Gramian'' and can also be expressed as
:W_c = \int\limits_0^\infty e^ B B^T e^ \; d\tau
A related matrix used for determining controllability is
: W_c(t_0, t_1) = \int_^ e^ BB^T e^ \; d\tau
The pair (A,B) is controllable if and only if the matrix W_c(t_0, t_1) is nonsingular, for any t_1 > t_0.〔''(Controllability Gramian )'' Lecture notes to ''ECE 521 Modern Systems Theory'' by Professor A. Manitius, ECE Department, George Mason University.〕 A physical interpretation of the controllability Gramian is that if the input to the system is white gaussian noise, then W_c is the covariance of the state.
Linear time-variant state space models of form
:\dot(t) = A(t) x(t) + B(t) u(t),
:y(t) = C(t) x(t) + D(t) u(t)
are controllable in an interval () if and only if the Gramian matrix W_c(t_0, t_1) is nonsingular, where
: W_c(t_0, t_1) = \int\limits_^ \Phi(t_0,\tau)B(\tau)B^T(\tau)\Phi^T(t_0,\tau) \; d\tau
== See also ==

* Controllability
* Observability Gramian
* Gramian matrix
* Minimum energy control

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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