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Reachable block decomposition and same-field state-feedback pole placement
Statement
Let , let , and let and . The real case is viewed over when a complex spectral parameter or rank is used. Define where a span of an empty family is . Then there is an invertible such that The pair is reachable on in the displayed algebraic sense, and empty blocks are permitted. For every , where is the complexification of when and is itself when .
If , then for every prescribed list there is a gain satisfying Thus a real reachable pair can be assigned any real pole list, including repetitions, and a complex reachable pair any complex list. The pole-placement claim does not assert arbitrary nonreal conjugate-pair placement for a real pair.
Facts & Assumptions
Given: Finite matrices over , with the reachable space and rank convention stated above.
Linear combination of a finite list, and the span as the smallest linear subspace containing and is exactly the set of linear combinations of finite lists of elements of , and : the span is precisely the set of finite linear combinations and is the smallest subspace containing the listed vectors.
Rank-nullity: : for a map with finite-dimensional domain, dimension equals rank plus nullity.
Row rank equals column rank, and both equal the number of pivots: every finite matrix over a field has equal row rank and column rank.
The characteristic polynomial of a block upper- or lower-triangular matrix is the product of the characteristic polynomials of its diagonal blocks: the characteristic polynomial of a block-triangular matrix is the product of those of its diagonal blocks.
For every finite-dimensional space, is exactly the set of roots in of and Eigenvalues, eigenvectors, eigenspaces , and the spectrum of an endomorphism: for a complex finite-dimensional endomorphism, its spectrum is the set of roots of in .
Proof
For each integer , put . Then . If , then and , so every later space equals . Otherwise each inclusion is strict; if no equality occurs before , its dimension has increased at least times from zero, hence . Therefore is the smallest -invariant subspace containing .
Let be reachable on . If had rank less than over , row-rank equality and rank-nullity applied to its adjoint would give a nonzero with and . Induction then gives for every , contradicting reachability; for real data the real reachable columns complexify to span . Thus the horizontal rank is for every complex .
Scan the finite columns of , retaining a column exactly when it is outside the span of those retained; then scan the standard coordinate vectors until the retained list is a basis of . This gives a basis matrix whose first columns span . Invariance and give and ; the first coordinates of the columns are and span . Applying the stabilization argument of step 1.1 in dimension shows that the first powers already span , so is reachable, including . For real data, complexifying the real span gives the complex span because each complex coefficient splits into real and imaginary parts. No arbitrary basis choice is used.
For any gain , a subspace contains and is -invariant exactly when it contains and is -invariant: , and the converse follows from . By step 1.1 the smallest invariant subspace containing , hence reachability, is feedback-invariant.
In the block coordinates of step 2.1, has block form . A left annihilator must satisfy , so step 1.2 forces ; a nonzero remaining annihilator exists exactly when , which by [F5] is exactly . Invertible coordinate changes preserve rank, proving the claimed equivalence in the original coordinates.
Prove pole placement by induction on . For the empty gain gives determinant . For , reachability implies . Fix . By step 1.2, has full row rank over ; for real data a nonzero full-size minor has real nonzero determinant, so it also has full row rank over . Its kernel has dimension by [F2], whereas kernel vectors with first component zero have dimension . Choose a kernel vector with ; it satisfies . Choose and define , so .
Let be the quotient map, , and . The quotient pair is reachable because the spanning columns of project onto the quotient by step 2.2; the stabilization argument of step 1.1 in dimension shows that its first powers suffice. To obtain quotient coordinates over , begin with and append standard coordinate vectors whenever they increase its span; the resulting finite basis has remaining vectors whose cosets form a basis of . Thus the induction applies over the original field, also when and the quotient is zero. By induction a quotient gain places ; lift it as and set . Since , the closed loop retains eigenvalue on and induces the assigned quotient characteristic polynomial. The block-triangular characteristic identity [F4] gives , including repeated poles and poles already in ; no inverse of or is used.
Depends on
- Rank-nullity: $\dim_F V=\operatorname{nullity}T+\operatorname{rank}T$
- Row rank equals column rank, and both equal the number of pivots
- The characteristic polynomial of a block upper- or lower-triangular matrix is the product of the characteristic polynomials of its diagonal blocks
- For every finite-dimensional space, $\sigma_F(T)$ is exactly the set of roots in $F$ of $\chi_T$
- Linear combination of a finite list, and the span $\operatorname{span}(S)$ as the smallest linear subspace containing $S$
- $\operatorname{span}(S)$ is exactly the set of linear combinations of finite lists of elements of $S$, and $\operatorname{span}(\varnothing) = \{0_V\}$
- Eigenvalues, eigenvectors, eigenspaces $E_\lambda(T)=\ker(T-\lambda I)$, and the spectrum $\sigma_F(T)$ of an endomorphism
Used by
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Sources
- Karl J. Åström and Richard M. Murray, Feedback Systems: An Introduction for Scientists and Engineers (standard reference, not scraped)
- Federico Poloni, Lecture notes on Riccati-type matrix equations (standard reference, not scraped)