A functional approach to LQG balancing

Research output: Contribution to journalArticlepeer-review

20 Scopus citations


The paper has as its theme a circle of problems related to LQG balancing, with a special emphasis on the related problems of model reduction and robust stabilization. The aim is to present a unified point of view to both previously described problems. The unification is achieved by focusing on the study of three functions and the relationships between them and the various operators that are associated with these functions. With an arbitrary transfer function G one can associate, canonically, two objects—the conjugate inner function which is based on the NRCF, and the R, which is associated with the LQG controller of the function G. The approach that is taken is functional emphasizing operators. A balanced realization of a stable g arises as a matrix representation of the shift realization, with respect to a basis made out of suitably normalized Hankel singular vectors. A similar result holds for LQG balanced realizations. Here, the underlying Hankel operator we study is HR, where _R= U*M + V*N and U, V solve the H-Bezout equation M¯V − N¯U = I. This Hankel operator has the same singular vectors, though different singular values and Schmidt pairs, as H. The basis of singular vectors of HR determines canonically a basis for the polynomial model shift realization of g corresponding to which the matrix representation is LQG balanced. One of the central results is that the optimal Hankel norm approximant of is up to a scaling factor also conjugate inner Denoting by R the symbol associated with the LQG controller of gn, we show that -R* is the strictly proper part of the best n - 1 order Hankel norm approximant of R*. We will also obtain state-space representations for R* and gn in terms of the parameters in the LQG balanced state space representation of g. Similar results hold for the case of Nehari complements. These are applied to robust control. As a result of this study the problems of model reduction and robust stabilization can be viewed as dual problems.

Original languageEnglish
Pages (from-to)627-741
Number of pages115
JournalInternational Journal of Control
Issue number3
StatePublished - 1 Jan 1993

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications


Dive into the research topics of 'A functional approach to LQG balancing'. Together they form a unique fingerprint.

Cite this