Balanced truncation of k-positive systems

Abstract

This paper considers balanced truncation of discrete-time Hankel k-positive systems, characterized by Hankel matrices whose minors up to order k are nonnegative. Our main result shows that if the truncated system has order k or less, then it is Hankel totally positive (∞-positive), meaning that it is a sum of first order lags. This result can be understood as a bridge between two known results: the property that the first-order truncation of a positive system is positive (k=1), and the property that balanced truncation preserves state-space symmetry. It provides a broad class of systems where balanced truncation is guaranteed to result in a minimal internally positive system.

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