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eq. 1
eq.2
Where
and
and
Observability
x(t ) Ax(t ) Bu (t )
y (t ) Cx (t ) Du (t )
Thus
Where
where M is as given in
where
Thus, if we let
A T 1 AT
In general, when the matrix A has multipleorder eigenvalues, unless the matrix is
symmetric with real elements, it cannot be
transformed into a diagonal matrix.
However,
there exists a similarity transformation in
the form of such that the matrix A is almost
diagonal. The matrix A is called the Jordan
canonical form (JCF). A typical JCF is
shown below.