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IEEE Transactions on Automatic Control, Vol.65, No.11, 4989-4994, 2020
Hankel Singular Values and LQG Characteristic Values of Discrete-Time Linear Systems in Cascade With Inner Systems
Recent results have shown that, for continuous-time systems obtained by cascading an asymptotically stable system with an inner system, the first n Hankel singular values are greater than or equal to those of the original system. Similarly, cascading a system in minimal form with an inner system, the same property holds for the linear quadratic Gaussian (LQG) characteristic values. In this article, we consider the discrete-time case and demonstrate that the property also holds for these systems. A very important consequence stemming from these results is that the Hankel singular values and the LQG characteristic values of input-delayed discrete systems are greater than or equal to those of their zero-delay counterpart.
Keywords:Linear systems;Eigenvalues and eigenfunctions;Symmetric matrices;Discrete-time systems;Delays;Riccati equations;Machine-to-machine communications;All-pass systems;characteristic values;discrete-time linear systems;input-delay systems;singular values