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- function g = gram(a,b)
- %GRAM Controllability and observability gramians.
- % GRAM(A,B) returns the controllability gramian:
- %
- % Gc = integral {exp(tA)BB'exp(tA')} dt
- %
- % GRAM(A',C') returns the observability gramian:
- %
- % Go = integral {exp(tA')C'Cexp(tA)} dt
- %
- % See also DGRAM, CTRB and OBSV.
-
- % J.N. Little 3-6-86
- % Copyright (c) 1986-93 by the MathWorks, Inc.
-
- % Laub, A., "Computation of Balancing Transformations", Proc. JACC
- % Vol.1, paper FA8-E, 1980.
-
- [u,s,v] = svd(b);
- g = u*lyap(u'*a*u,s*s')*u';
-