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A self-contained, highly motivated and comprehensive account of basic methods for analysis and application of linear systems that arise in signal processing problems in communications, control, system identification and digital filtering.7 p& R+ H& k4 B: e2 q
LINEAR SYSTHNIE' {7 t0 S; u/ A. l
THOMAS KAILATH( J/ Y7 D1 o* t; L7 e& s+ b9 V# m
Department of Electrical Engineering
$ f, Z0 k9 k7 a/ [( S! t; yStanford University
# \3 W, I9 ~6 g4 ^鹏T只.严积死堅您5 U1 x/ U) t* C6 E* \& G
PRENTICE-HALL, INC,, Englewood Cliffs, N.J. 07632* L# G" m/ ?& d2 I/ E
% N1 O* ]9 k# Z' a# pLibrary of Congress Cataloging in Publication Data8 g P8 s p& P8 |
af systems.
, B% V1 o# N$ M! @0 _Includes bibliographies and index.
# C' @" F. p3 ~' o; q) i4 WQA402K29598000379-14928/ h$ J- H! O) i& W
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* k% c5 x5 ~* w" ?cher moffa and lori opre/ Q. b& p& v- T) n, f+ Y: l
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251主2 q* o0 I- V, c
C 1980 by Prentice-Hall, Inc
l1 A c0 I! x- U0 Y: l# n2 K* U. PEnglewood Clifts, N. 07632
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! s+ j4 Z3 g. e7 b/ ]4 R" CCONTHE
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PREFACE
2 G$ R6 p* O) J; d- DXI[I" K% K0 K0 a) K
CHAPTER 1 BACKGROUND MATERIAL1 A) I w; Q1 p6 u# y* o
I I Some Subtleties in the Definition of linearity,
( r5 y, v) X+ J/ ~3 ^1.2 Unilateral Laplace Transforms and a generalized! w6 B5 r; `+ J& k# l8 U" C/ r
1.3 Impulsive Functions, Signal Representations,. |8 U8 Q [1 u+ P
and Input-Output Relations, I4' l8 @2 ?% ?/ v& m M; t* }) |! p
1.4 Some remarks on the Use of matrices, 274 V# X+ q" T0 e- J5 N( R
CHAPTER 2 STATE-SPACE DESCRIPTIONS-SOME
. V& ] [+ M0 m6 X1 S) ]* pBASIC CONCEPTS3 A1 |5 l' d: j' {+ s6 h. h1 f
20
% h) g) H7 H0 Y4 Ral realizations. 35. M& n$ }& `5 `( e
2.1.I Some remarks on analog computers, 35! n8 x, l. P7 q) Y! G0 c
2.1 2 Four canonical realizations, 37( b" T2 C6 n6 Z4 p& \4 [
2.1.3 Parallel and cascade realizations, 45
) o: _" C3 l! U. ]4 _9 X7 QSections so marked throughout Contents may be skipped0 `& E9 t0 T- h2 D
8 y- h' H* P1 `. L
Yll5 k! R. t c: L; l& Z; _" t- K
2.2 State Equations in the Time and fre
+ S# b0 Z% ~% g) u22. i Matrix notation and state space equations, 503 g, ]3 ~- J/ A, z! Q* B2 `4 V
22.2 obtuinii
* x* ^: \1 x! H* s+ p4 b7 o ]乎 lions directy--s0me* y, M4 J$ v4 G% ~
examples, linearization, 551 i8 P0 T& Y6 H3 [& c- j
2. 2.3 A definition of state, 62$ ?/ L* A s; W8 U# i8 J& S: j* ]
a2.4 More names and definitions,66$ q1 B: N2 M0 R. h0 y# W
2.3 Initial Conditions for Analog-Computer simulation- Q ^5 p* e2 j' g: e, W0 D: E
Observability and Controllability for Continuous. o1 J/ M; q8 T6 n
and discrete- Time realizations , 79; M5 ], X, A% z* W
2.3I Determining the initial conditions,szare
~% [% q# \$ ]1 Z/ {( e! s8 d23. 2 Setting up initial conditions, state controllability, &4
7 D$ D8 G8 Q! r& M. G8 x# \* K8 C23.3D3 q0 K2 K$ {1 ~2 V0 S
bility, 90: L2 p! i9 ]& W8 ]9 @, p4 z4 Q Y8 q
23.4S7 i% g. Z8 Z7 P- C8 x+ f
2. 4 Further Aspects of Controllability and obs; g3 ^' J4 x+ a. y
ty,20% f9 H; Y- Z$ ^$ Z9 R. |# X, |
2.4I Joins observability and controlability, the uses
. l( a( ]7 B3 g* `$ M7 p- Rdiagonal forms, 120
. ^/ L! `* e# D. w2 Standard forms for noncontrollable andor
& m9 m. p" S: b/ m; { i. Lnonobservable sy stems, 728
; X8 ~# }1 u9 w+ @2.4.3 The PapoyBelevirch-Hautus tests for6 }7 W7 Q# L/ P) D1 D) V
controllability and observability, 13.55 m2 E1 o9 g9 N' q
R2.4.4 Some tests for relatively prime polynomials, 140
/ I& V" K- ?' l q" z2. 4,5 Some worked exan/ }- Y; H9 `1 L- o8 U& g) d( n" j
*2.5 Solutions of state Equations and modal
4 l& V Y/ M% F7 GDecompositions, 160, c; T5 h# X0 i5 ~, F8 \
2.5.1 Time-invariant equations and matrix
$ y$ Q1 ^8 Y# mexponentials, 162
1 u3 g& s1 k- @7 S" G' D8 x2.5.2 Modes of oscillation and modal decompositions, 1687 I/ q2 T, {0 b) g# p8 G/ N% t4 a# x
2.6 A Glimpse of Stability Thcory, 178 Q4 m1 D, q: y( t# q
2, 6.2 The Lyapunov criterion, I77
0 y* `$ X+ F) B. I& B+ R8 j26.1E
; R6 ~: ~! f/ v$ G; S5 S5 xl stability
* p) V, g; e6 u75& p# h/ X4 G( D; ]& T
2.5.3 A stability resuit for linearised systems, 1806 e# V7 y5 L w4 G, o# t# F7 e
CHAPTER 3 LINEAR STATE-VARIABLE FEEDBACK; z' {0 S% s2 U8 G7 H9 _& ^
3.0 Introduction, 187
! ~% s+ d1 @/ S/ h. U3.1 Analysis of Stabilization by Output Feedback 188. ^! {* r" g2 R
3. 2 State-Variable Feedback and Modal Controllability, 797
/ B. _- ], U+ e K6 R0 `3. 2. Some formulas for the- H" c6 A6 v/ T
3.2.2 A transfer function approach, 202
0 H' h( W d7 t! b/ a3 Some aspects of state-yariable feedback, 2041 ^' T: `( n0 Z& q R. p/ T
7 Z* [' r( l( b; B0 T
3, 3 Some worked Examples, 209/ A$ p2 \* \+ Q6 `* x
4 Quadratic Regulator Theory for ContinuousTime' C: |6 c9 q1 E ~2 d
Systems, 218
: p+ ?4 q& s# n7 A3.4,7O
* s, ^' C8 X4 e( ~/ \ite solut8 m0 _' ~ t! m3 t m9 G0 t, i
29# m( K4 Q; A# c0 J d
*3.4.2 Plausibility of the selection rule for the optima) ~) K2 u2 x i4 x$ e; c1 j
*3.4.3 The algebraic Riccati equation, 230! ~+ _$ ]. r' U+ C
3.5 Discrcto-Time Systems, 2
/ K0 y- V! l l3.5.1 Modal controlability, 2385 W; d E* Q, p" @1 T
3.5.2 Controllability to the origin, state-pariable
+ c. {1 x7 q% ?! _7 ^" K) L) Ie principle of optimality, 239* J! j3 P- J n1 y' H+ N/ y
*3.5.3 The diserele-lime quadratic regulator problem, 243
% t+ H6 p# @; E: v7 ^*3.5.4 Square-root and related algorithms, 245# k. L/ W- Z: F
CHAPTER 4 ASYMPTOTIC OBSERVERS AND
. M$ R1 B+ J. b" u6 |. ], B+ zCOMPENSATOR DESIGN
3 B- J- Z3 R( U/ ]/ p1 D0 p2599 p& N5 p, m7 b1 h! U
4.0 Introduction, 259
. b6 }0 U/ z' d6 D0 u# z3 v4.1 Asymptotic Observers for State Measurcment, 250) g' N) G" q$ K& ^
4.2 Combined Obscrvcr-Controllcr Compensators, 268( t) P" i0 V% M# ~ _" \& }' u' C
4.3 Rcduced-order observers 281
& Q& U. I. {! o, N* l& ?7 ~) S4.4 An Optimality Critcrion for Choosing Observer Poles, 293
, c" C& ~3 Z T. P g% Y/ W7 q; x4 m4.5 Direct Transfer Function Design Procedures, 297* U0 D- V0 g& X8 P. r
4.5,I A transfer function reformulation of the
5 L% m5 S/ A |/ a P5 Qzer design, 2987 S& M; z# U1 C$ g
4.5.2 Some variants of the observer-controller design, 304
- c, E5 a& A5 U, l, [* S6 p7 P4.5.3 Design via polynomial equationf, 306+ R' c* O$ B0 ^
CHAPTER 5 SOME ALGEBRAIC COMPLEMENTS5 D5 I$ S# }2 C3 U: S" u! B
314
2 Y; p; f) o, B% ^. I5.0 Introduction. 314
5 B/ P# f6 r4 Z9 l4 T1 O6 T: p5.1 Abstract Approach to State -space Realization+ |4 Y! ]/ Y! q! {2 m6 p
Methods; Nerode Equivalence, 315
0 S' T9 c8 ?) i! Y* u5.1.1 Realis9 S4 Q1 h- o' l
cov parame& F9 C% O$ t# P$ U! P/ A5 P9 v
5.2 Geometric Interpretation of Similarity Transformations
9 L1 q/ I$ v* I) NLinear vector Spaces, 3295 l6 W% C, l' w: K# T9 g# {
5.2. Vectors in n-space: linear independence, 3300 ~. U3 U/ p/ c6 E5 V
5.2.2 Matrices and transformations, 333) M" a6 Y/ |+ k# D$ p
5.2.3 Vector subspaces, 338
0 e7 V, ]7 S5 M) m9 ]5.2 4 Abstract linear vector spaces, 3413 w) R- |6 x7 F7 E
, u6 ^, u( ^: L; M% ICHAPTER 6 STATE-SPACE AND MATRIX-FRACTION
$ R% H0 X j1 i: s ?1 P* \DESCRIPTIONS OF MULTIVARIABLE
7 Y9 G7 D; U: C4 k& x+ R1 m; R/ @- t: hSYSTEM9 ]3 k, ?8 ^+ _" A! A
345
7 m9 A+ f2 ?" p' c4 u) G6.0 Introd( c" m+ p5 t1 U$ g* H
61 Some Direct realizations of multivarable transfer8 p0 F8 v" [% H
6.2 State Observability and Controllability
& E B) u# ?8 j% t9 SMatrix-Frection Descriptions, 352/ x7 {$ C8 h$ a5 b1 h' b, y
62. The observability and controllability matrices, 35
, n- g3 G% c2 T9 S; l6.2.2 Standard forms for noncontrollable nonobservable
6 L v- M/ U0 mIns minimal realizations. 360! W ]+ F, M! I7 m& m0 }9 ^+ ?# w
6. 2. 3 Mairixfrcction description, 367+ }) I' z9 p6 `4 {" H* F& u! t% D: c
6.3 Some pr
* u, D/ m2 J: Q6.3.2 Unimodular matrices, the Hermite form and9 \: H% l" X( b% `& I
coprime polynomial matrices, 373
+ @7 l3 T5 D( b# F6 R Z1 b, ^, E632
5 |" s. j8 H9 Q' O/ kd some: Y7 V7 ~* S/ {/ s4 H" E8 X- e7 d
application, 382
3 }4 O F- k8 b+ m" x63.3 The Smith form and related results, 390+ B6 l& S# E* y- _' w# J
rix pencils, and Kronecker form, 393 ~) G. e& F. o9 I( `
6.4 Some Basic Sta: e-Space Realizations, 403( A( ~+ I0 p7 k
64.i
% M) o S2 g l2 hform realizations from right MFDs, 4033 J) \& c& C& f
iler fo2 M1 o; q0 s# t& d( V
lization 408( a: |* I6 e) e" D+ J. q$ F
6.4.5 Observer form realizations from left MFDs, 413- H2 S6 |* I* b7 C: [
6.4.4 Controllability- and observability form realizations, 4.17
2 C. ^* S# s0 M6.4.5 Canonical state-space realizations and canonical
% q1 ?/ D9 ]( \. h6.4.6 Transformations of state-space realizations, 4247 [0 Q- Q) E' p# y; S4 ?
6.5 Some Properties of Rational Matrices, 439# s, c4 n2 @: [4 p
6.5.1 Irreducible MFDs and minimai realizations, 439+ G' x! W+ I5 j. s
6.5.2 The Smith-McMillan form ofH(s), 443- y- I A/ o9 d
6.5.3 Poles and zeros of multivariable transfer functions, 446
5 X2 _$ l, M) A' b9 Z4 U3 A) X9 d6.5.4 Nullspace structure, minimal polynomial bases
2 z- p9 }- ]* x" uand Kronecker indices, 455
' K* n; L+ _. o9 i( Y, _*6.6 Ncode eg; ~; H" S1 t) n2 I0 q' P; f
ble Systems, 470% A! ?6 Q6 x, Y, ?/ |7 _; o
6.7 Canonical Matrix-Fraction and State-space8 A, y+ O( S7 p) O1 k0 M
6.7.1 Hermite-form MFDs and scheme I siaie-space
) n/ \* p! |# v' L; H67,2Pc9 o( t5 w2 r4 A. Y$ r# t8 r/ ^
nialechelon mFd
7 @& A6 a9 h. i' B, }( B" g6 g6 v1 PScheme i realizations, 48.7* Y& M w2 X) \' F/ x
*6.7.3 The formal definition of canonical form, 492
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M; j2 A& P" B
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