unobs
unobservable subspace
Syntax
[n, U] = unobs(A, C) [n, U] = unobs(A, C, tol)
Arguments
- A, C
real matrices
- tol
tolerance used when evaluating ranks (QR factorizations).
- n
dimension of unobservable subspace.
- U
orthogonal change of basis which puts
(A,B)
in canonical form.
Description
[n,[U]]=unobs(A,C,[tol])
gives the unobservable form of an (A,C)
pair.
The n
first columns of U
make a basis for the unobservable
subspace.
The (2,1)
block (made of last nx-n
rows and n
first
columns) of U'*A*U
is zero and the n
first columns
of C*U
are zero.
Examples
A=diag([1,2,3]);C=[1,0,0]; unobs(A,C)
See also
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