On Balanced Truncation for Inhomogeneously Initialized Systems

M. Heinkenschloss
Department of Computational and Applied Mathematics
Rice University

T. Reis
Institut für Mathematik
Technische Universität Berlin

A. C. Antoulas
Department of Electrical and Computer Engineering
Rice University


CAAM Technical Report 09-29

Abstract

We introduce a balancing-related method for the reduction of linear time-invariant systems whose initial value is not necessarily vanishing. An error bound for the presented reduction method is provided.

Keywords

Balanced truncation, initial value problems, error bound, Hankel singular values.

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