Abstract
A simple recursive method for the computation of Gramians for stable linear continuous systems is proposed. The method is based on an extension of Åström-Jury-Agniel algorithm. The algorithms for the computation of controllability, observability, and cross Gramians for both SISO and MIMO systems are presented. The proposed method is illustrated by numerical examples and is also compared with the Lyapunov equation method of computing the Gramians.
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