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Reachable block decomposition and same-field state-feedback pole placement

Statement

Let F∈{R,C}, let n,m≥0, and let A∈Fn×n and B∈Fn×m. The real case is viewed over C when a complex spectral parameter or rank is used. Define R=span⁡F{AjBeℓ:0≤j<n, 1≤ℓ≤m},r=dim⁡FR, where a span of an empty family is {0}. Then there is an invertible P∈Fn×n such that P−1AP=[ArD0Au],P−1B=[Br0]. The pair (Ar,Br) is reachable on Fr in the displayed algebraic sense, and empty blocks are permitted. For every λ∈C, rank⁡C[λI−A  B]=n⟺λ∉σC(AuC), where AuC is the complexification of Au when F=R and is Au itself when F=C.

If r=n, then for every prescribed list μ1,…,μn∈F there is a gain K∈Fm×n satisfying det⁡(zI−A+BK)=∏j=1n(z−μj). 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 A,B over F, with the reachable space and rank convention stated above.

[F2]

Rank-nullity: dim⁡FV=nullity⁡T+rank⁡T: for a map with finite-dimensional domain, dimension equals rank plus nullity.

[F3]

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.

[F4]

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.

Proof

1.1givenF1algebra

For each integer k≥0, put Rk=span⁡{AjBeℓ:0≤j<k, 1≤ℓ≤m}. Then Rk+1=Rk+ARk+im⁡B. If Rk+1=Rk, then im⁡B⊆Rk and ARk⊆Rk, so every later space equals Rk. Otherwise each inclusion is strict; if no equality occurs before Rn, its dimension has increased at least n times from zero, hence Rn=Fn. Therefore R=Rn is the smallest A-invariant subspace containing im⁡B.

1.2F2F3algebra

Let (E,H) be reachable on Fd. If [λI−E  H] had rank less than d over C, row-rank equality and rank-nullity applied to its adjoint would give a nonzero y∈Cd with y∗(λI−E)=0 and y∗H=0. Induction then gives y∗EjH=λjy∗H=0 for every j<d, contradicting reachability; for real data the real reachable columns complexify to span Cd. Thus the horizontal rank is d for every complex λ.

2.1givenF1step 1.1constructalgebra

Scan the finite columns of B,AB,…,An−1B, 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 Fn. This gives a basis matrix P whose first r columns span R. Invariance and im⁡B⊆R give P−1AP=[ArD0Au] and P−1B=[Br0]; the first r coordinates of the columns AjB are ArjBr and span Fr. Applying the stabilization argument of step 1.1 in dimension r shows that the first r powers already span Fr, so (Ar,Br) is reachable, including r=0. 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.

2.2givenstep 1.1algebra

For any gain J, a subspace W contains im⁡H and is E-invariant exactly when it contains im⁡H and is (E−HJ)-invariant: HJW⊆im⁡H⊆W, and the converse follows from E=(E−HJ)+HJ. By step 1.1 the smallest invariant subspace containing im⁡H, hence reachability, is feedback-invariant.

3.1F5step 2.1step 1.2algebra

In the block coordinates of step 2.1, [λI−A  B] has block form [λI−Ar−DBr0λI−Au0]. A left annihilator (a,b) must satisfy a[λI−Ar  Br]=0, so step 1.2 forces a=0; a nonzero remaining annihilator exists exactly when det⁡(λI−AuC)=0, which by [F5] is exactly λ∈σC(AuC). Invertible coordinate changes preserve rank, proving the claimed equivalence in the original coordinates.

3.2F2step 1.2step 2.2choosealgebra

Prove pole placement by induction on d. For d=0 the empty gain gives determinant 1. For d>0, reachability implies rank⁡H>0. Fix μ1∈F. By step 1.2, [E−μ1I  −H] has full row rank over C; for real data a nonzero full-size minor has real nonzero determinant, so it also has full row rank over F. Its kernel has dimension m by [F2], whereas kernel vectors with first component zero have dimension m−rank⁡H<m. Choose a kernel vector (v,u) with v≠0; it satisfies (E−μ1I)v=Hu. Choose vi≠0 and define J0x=uxi/vi, so (E−HJ0)v=μ1v.

4.1F4step 1.1step 2.2step 3.2inductionalgebra∎

Let π:Fd→Fd/Fv be the quotient map, Eˉ0π=π(E−HJ0), and Hˉ=πH. The quotient pair is reachable because the spanning columns of (E−HJ0,H) project onto the quotient by step 2.2; the stabilization argument of step 1.1 in dimension d−1 shows that its first d−1 powers suffice. To obtain quotient coordinates over F, begin with v and append standard coordinate vectors whenever they increase its span; the resulting finite basis has d−1 remaining vectors whose cosets form a basis of Fd/Fv. Thus the induction applies over the original field, also when d=1 and the quotient is zero. By induction a quotient gain Jˉ places μ2,…,μd; lift it as J1=Jˉπ and set J=J0+J1. Since J1v=0, the closed loop retains eigenvalue μ1 on Fv and induces the assigned quotient characteristic polynomial. The block-triangular characteristic identity [F4] gives det⁡(zI−E+HJ)=∏j=1d(z−μj), including repeated poles and poles already in σ(E); no inverse of E or E−μI is used.

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