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Kalman Decomposition

Kalman decomposition (review) Wc BAB AmB

x ER i R

o
0 O
2

controllable
O 0 uncontrollable
O
Kalman decomposition

mm

O 0
Control

uncontro
O O
Kalman decomposition

i
Wo tan
Kalman decomposition null Wo f veRn l w v O

x412

mm

mm
Clan

O
no O
bs Q
un

O
Kalman decomposition

ii iii
i AxtBn
Example 4 Cx

O O 0
we

is NOT observable
CA
Example

has
image Wo
dimension 2

image
Wo U
my Cwo D
2 has
much Z
dimension

Wo

IIg
spanl.LY
O O

O 0
T
O
O
O
Vo x

Vii A x Bu
Vi C A Voi t Bu
VIAVo E t Vi B n

TE TE
x

ups
E
O
f F E

O 0
C1122
observable

unobservable
C1122

O O
Kalman decomposition (general)

0
0
00
F
F
Kalman decomposition (general)

D O
TF TF E
o

00
Kalman decomposition (general)
Kalman decomposition (general)

I
n
i
f

II Iii an i
a EIa lx axt HI

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