A Note on the Cross Gramian for Non-Symmetric Systems

Abstract

The cross gramian matrix is a tool for model reduction and system identification, but it is only computable for square control systems. For symmetric systems the cross gramian possesses a useful relation to the system's associated Hankel singular values. Yet, many real-life models are neither square nor symmetric. In this work, concepts from decentralized control are used to approximate a cross gramian for non-symmetric and non-square systems. To illustrate this new non-symmetric cross gramian, it is applied in the context of model order reduction.