Optimal and Robust Control

3

Kalman canonical decomposition

CONTENTS

3.1   Introduction

3.2   Controllability canonical partitioning

3.3   Observability canonical partitioning

3.4   General partitioning

3.5   Remarks on Kalman decomposition

3.6   Exercises

This chapter describes Kalman canonical decomposition, which highlights the state variables that do not affect the input/output properties of the system, but which nevertheless may be very important.

This quite general discussion refers to continuous-time systems, so there is no distinction between the controllability properties ...