4.1 KiB
4.1 KiB
Example 12
Kallman Full Decomposition
\begin{align*}
A &= \begin{bmatrix}
-4 & -3 & 0 & -2 \\
6 & 5 & 0 & 2 \\
4 & 1 & 1 & -6 \\
-1 & -1 & 0 & -3 \\
\end{bmatrix}\\
B &= \begin{bmatrix}
-1 \\
1 \\
2 \\
0 \\
\end{bmatrix}\\
C &= \begin{bmatrix}
-3 & -2 & 0 & 1 \\
\end{bmatrix}\\
D &= \begin{bmatrix}
0
\end{bmatrix}\\
K_r &= \begin{bmatrix}
-1 & 1 & -1 & 1 \\
1 & -1 & 1 & -1 \\
2 & -1 & 2 & -1\\
0 & 0 & 0 & 0
\end{bmatrix}\\
K_{no} &= \begin{bmatrix}
-3 &-2 &0 &1\\
-1 &-2 &0 &-1\\
-7 &-6 &0 &1\\
-9 &-10& 0 &-1\\
\end{bmatrix}\\
\end{align*}\\
\text{To find all the bases, for $P_{K_r}$ you should find the}\\
\text{independent columns and find the system}\\
\text{For $P_{K_{no}}$ you should find the system by looking at}\\
\text{rows, solve it and then find some bases}\\
\begin{align*}
P_{K_r} &= \begin{bmatrix}
0&1\\
0&-1\\
1&0\\
0&0
\end{bmatrix}\\
X_r &= \begin{cases}
x_1 =-x_2 \\
x_4 = 0
\end{cases}\\
X_{no} &= \begin{cases}
-3x_1 - 2x_2 + x_4 = 0 \\
-x_1 -2x_2 -x_4 = 0
\end{cases} \rightarrow \\
&\rightarrow \begin{cases}
x_1 = x_4 \\
x_1 = -x_2
\end{cases} \\
P_{K_{no}} &= \begin{bmatrix}
1 & 0\\
-1 & 0\\
0 & 1 \\
1 & 0
\end{bmatrix}
\end{align*} \\
\text{Now, let's get all $X_r$ and $X_{no}$ elements}\\
\begin{align*}
X_r &= \left\{
\alpha \begin{bmatrix}
0\\
0\\
1\\
0
\end{bmatrix}
+
\beta \begin{bmatrix}
1\\
-1\\
0\\
0
\end{bmatrix}
\right\}\\
X_{no} &= \left\{
\alpha \begin{bmatrix}
1 \\
-1\\
0 \\
1
\end{bmatrix}
+
\beta \begin{bmatrix}
0\\
0\\
1 \\
0
\end{bmatrix}
\right\}
\end{align*}\\
Now, let's get X_1, X_2, X_3, X_4
\begin{align*}
X_1 &= X_r \cap X_{no} = \begin{cases}
x_1 =-x_2 \\
x_4 = 0 \\
x_1 = x_4
\end{cases}\\
X_1 &= \begin{bmatrix}
0 \\ 0 \\ x_3 \\ 0
\end{bmatrix}\\
0 &= X_1^T X_1^\perp \rightarrow \\
&\rightarrow \begin{bmatrix}
0 & 0 & x_3 & 0
\end{bmatrix}
\begin{bmatrix}
x_a \\ x_b \\ x_c \\ x_d
\end{bmatrix} = 0 \rightarrow \\
&\rightarrow\begin{cases}
x_c = 0
\end{cases} \\
X_1^\perp &= \begin{bmatrix}
x_a \\ x_b \\ 0 \\ x_d
\end{bmatrix}\\
X_2 &= X_r \cap X_1^\perp = \begin{cases}
x_1 = -x_2 \\
x_3 = 0 \\
x_4 = 0 \\
\end{cases}\\
X_2 &= \begin{bmatrix}
x_1 \\ -x_1 \\ 0 \\ 0
\end{bmatrix}\\
X_3 &= X_{no} \cap X_1^\perp = \begin{cases}
x_1 = -x_2 \\
x_1 = x_4 \\
x_3 = 0 \\
\end{cases}\\
X_3 &= \begin{bmatrix}
x_1 \\ -x_1 \\ 0 \\ x_1
\end{bmatrix}\\
0 &= X_2^T X_2^\perp =
\begin{bmatrix}
1 & -1 & 0 & 0
\end{bmatrix}
\begin{bmatrix}
x_a \\ x_b \\ x_c \\ x_d
\end{bmatrix}\rightarrow \\
&\rightarrow\begin{cases}
x_a - x_b = 0
\end{cases} \\
\\
0 &= X_3^T X_3^\perp =
\begin{bmatrix}
1 & -1 & 0 & 1
\end{bmatrix}
\begin{bmatrix}
x_a \\ x_b \\ x_c \\ x_d
\end{bmatrix}\rightarrow \\
&\rightarrow\begin{cases}
x_a - x_b + x_d = 0
\end{cases} \\
\\
X_4 &= X_1^\perp \cap X_2^\perp \cap X_3^\perp = \\
&= \begin{cases}
x_3 = 0 \\
x_1 = x_2 \\
x_4 = 0\\
\end{cases} = \\
&= \begin{bmatrix}
x_1 \\ x_2 \\ 0 \\ 0
\end{bmatrix}
\end{align*}
Now we find the change state matrix:
\begin{align*}
Q^{-1} &= \begin{bmatrix}
X_1 & X_2 & X_3 & X_4
\end{bmatrix} = \\
&= \begin{bmatrix}
0 & 1 & 1 & 1\\
0 & -1 & -1 & 1\\
1 & 0&0&0\\
0&0&1&0
\end{bmatrix}
\end{align*}
Compute:
\begin{align*}
\hat{A} &= QAQ^{-1}\\
\hat{B} &= QB \\
\hat{C} &= CQ^{-1}
\end{align*}