TY - JOUR
T1 - Technical Notes and Correspondence Computing the Kalman Decomposition
T2 - An Optimal Method
AU - Boley, Daniel
PY - 1984/1
Y1 - 1984/1
N2 - 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.
AB - 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.
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U2 - 10.1109/TAC.1984.1103365
DO - 10.1109/TAC.1984.1103365
M3 - Article
AN - SCOPUS:0021195555
SN - 0018-9286
VL - 29
SP - 51
EP - 53
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 1
ER -