Nov 6 – 8, 2019
MPI Magdeburg
Europe/Berlin timezone

Solving Matrix Equations via Empirical Gramians

Nov 7, 2019, 3:00 PM
2h
Main/groundfloor-none - Magistrale (Max Planck Institute for Dynamics of Complex Technical Systems)

Main/groundfloor-none - Magistrale

Max Planck Institute for Dynamics of Complex Technical Systems

200
Poster Posters Posters

Speaker

Christian Himpe (Max Planck Institute for Dynamics of Complex Technical Systems)

Description

In system theory, the so-called system Gramian matrices are operators encoding certain properties of an underlying input-output system. Usually, these system Gramians are computed as solutions to matrix equations, such as the Lyapunov equation and Sylvester equation. This means, the solution to certain matrix equations coincides with these system Gramians. Now, if the system Gramians are computable by other means than matrix equations, they still represent solutions to matrix equations. Empirical Gramians are such an alternative for system Gramian computation, which are based on their system-theoretic operator definition, and practically obtained via quadrature.
This contribution explores the connection between matrix equations, system Gramians and empirical Gramians, and proposes empirical Gramians as potential solver for matrix equations.

Primary author

Christian Himpe (Max Planck Institute for Dynamics of Complex Technical Systems)

Presentation materials

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