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A new recursive algorithm is developed for solving the algebraic Sylvester equation that defines the cross Grammian of singularly perturbed linear systems. The cross Grammian matrix provides aggregate information about controllability and observability of a linear system. The solution is obtained in terms of reduced-order algebraic Sylvester equations that correspond to slow and fast subsystems of a singularly perturbed system. The rate of convergence of the proposed algorithm is Oε, where ε is a small singular perturbation parameter that indicates separation of slow and fast state variables. Several real physical system examples are solved to demonstrate efficiency of the proposed algorithm.

Recursive Reduced-Order Algorithm for Singularly Perturbed Cross Grammian Algebraic Sylvester Equation