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Kalman Decomposition Examples

This document provides three examples of applying Kalman decomposition to linear systems. In the first example, it examines whether the columns of A^4B are linearly dependent on the columns of A^3B, A^2B, and AB. The second example computes the controllability and observability matrices to put a system into controllability and Kalman forms. The third example again uses the controllability and observability matrices, finding one unobservable mode and that the system is already in Kalman form.

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2K views3 pages

Kalman Decomposition Examples

This document provides three examples of applying Kalman decomposition to linear systems. In the first example, it examines whether the columns of A^4B are linearly dependent on the columns of A^3B, A^2B, and AB. The second example computes the controllability and observability matrices to put a system into controllability and Kalman forms. The third example again uses the controllability and observability matrices, finding one unobservable mode and that the system is already in Kalman form.

Uploaded by

becool12345
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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ECE 602 Lumped Systems Theory

December 08, 2008

ECE 602 Lecture Notes: Some Kalman Decomposition Examples


Example 1. Suppose that A is 3 3. Is A4 B linearly dependent on {A3 B, A2 B, AB}? First, suppose that A has full rank. Then A is invertible so the subspace spanned by {A3 B, A2 B, AB} is the same as that spanned by {A2 B, AB, B}. Thus every column of A4 B must be a in the span of {A2 B, AB, B} and thus is linearly dependent on {A2 B, AB, B}. Next, suppose that A does not have full rank. Then AB is in the range of A, which is not all of R3 . We could rewrite A4 B as a linear combination of columns of {A2 B, AB, B}, but if B were in the null space of of A, then we could not recover it by premultiplying it again by A. Heres an example: Suppose A is 1 0 0 0 1 0 0 0 0 and B = [1 1 1]T . Then the controllability matrix 1 1 1 C= 1 1 1 1 0 0 has rank 2 and has two linearly independent columns 1 1 1 1 . and 1 0 (1)

(2)

No matter how many more times we multiply by A, well never get anything but zero in the third column, hence although by Cayley-Hamilton there exist real scalars 0 , 1 , and 2 , A4 B = 2 A2 B + 1 AB + 0 B but 0 must be zero. Of course this is a very simple example, but any n n matrix A that has a nontrivial null space has a zero eigenvalue, hence its Jordan normal form can be chosen to have the zero eigenvalue in the ann position, so the same argument holds. Example 2. Consider the system 2 0 3 0 A = 0 0 3/2 0 5/2 1 B = 0 2 C = 1 1 1 . (3)

(4) (5)

ECE 602 Lumped Systems Theory

December 08, 2008

To obtain the controllability form, we rst determine the controllability matrix C, then build an equivalence transformation from its linearly independent columns augmented to a basis. 1 4 55/2 0 0 (6) C= 0 2 13/2 41/4 so, for example, we can choose P 1 1 4 0 0 1 . =Q= 0 2 13/2 0 or 0 0 0 (8) (7)

Then we nd A = P AP 1 , B = P B and C = CP 1 0 19/2 9/2 A = 1 0 0 1 B = 0 0 1 21/2 0 C =

(9) . (10)

which is in controllability form with Ac 2 2 and Ac 1 1. To obtain the Kalman decomposition, we rst determine whether the system is observable. The observability matrix is 1 1 1 1/2 0 11/2 O= (11) 29/4 0 61/4 which has full rank. Hence, the system is already in Kalman form: Ac = Aco , Ac = Aco o o and Bc = co, but there are no Ac nor Aco nor Bc. Example 3. Consider the system 2 0 3 0 A = 0 0 3/2 0 5/2 1 B = 0 2 C = 1 21/2 0 . (12)

(13) (14)

ECE 602 Lumped Systems Theory

December 08, 2008

(Only the C matrix has changed.) To obtain the Kalman decomposition, we rst determine whether the system is observable. The observability matrix is 1 0 1 1/2 0 26/2 (15) O= 29/4 0 61/4 which does not have full rank. It has rank 2 so we expect to have one unobservable mode. It must either be controllable or not, so we rst check the observability of the controllable subsystem. We obtain 1 21/2 Oc = (16) 21/2 149/4 which has rank 2 so the uncontrollable mode must also be unobservable. This is consistent with the fact that the third element of C is zero. Again the system in controllability form is already in Kalman form but this time, Ac = Aco , Ac = Aco and Bc = Bco . This time o o there is no Ac nor Aco nor Bc.

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