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Kalman Canonical FormsInternally Balanced Realizations

8.3 Jordan Canonical (Modal) Form

Finding the Jordan canonical form.

Let us create a diagonal matrix.

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Here is some nonsingular matrix.

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This creates a matrix with the predefined set of eigenvalues.

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We use the previous matrix as matrix in our test state-space object ss.

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This finds the Jordan canonical form of the preceding system.

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In the case of an exact input system, JordanCanonicalForm relies on the built-in function JordanDecomposition; otherwise the eigenvalue decomposition is used. The latter method may lead to significant numerical errors if eigenvalues happen to be multiple.

Kalman Canonical FormsInternally Balanced Realizations