Technical Notes and Correspondence Computing the Kalman Decomposition: An Optimal Method

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Abstract

In this paper we describe a method for computing the complete Kalman decomposition of a linear dynamical system, and we show that this method is optimal in a certain sense. Specifically, we describe an algorithm to compute a mapping that, when applied to the original system, yields a complete Kalman decomposition. We show that, of all transformations that yield a Kalman decomposition, the one we construct here has the lowest condition number.

Original languageEnglish (US)
Pages (from-to)51-53
Number of pages3
JournalIEEE Transactions on Automatic Control
Volume29
Issue number1
DOIs
StatePublished - Jan 1984

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