DSPRelated.com
Free Books
The 2025 DSP Online Conference
   Free Books    Physical Audio Signal Processing  

Typical State-Space Diagonalization Procedure

As discussed in [449, p. 362] and exemplified in §C.17.6, to diagonalize a system, we must find the eigenvectors of $ A$ by solving

$\displaystyle A\underline{e}_i = \lambda_i \underline{e}_i $

for $ \underline{e}_i$, $ i=1,2$, where $ \lambda_i$ is simply the $ i$th pole (eigenvalue of $ A$). The $ N$ eigenvectors $ \underline{e}_i$ are collected into a similarity transformation matrix:

$\displaystyle E= \left[\begin{array}{cccc} \underline{e}_1 & \underline{e}_2 & \cdots & \underline{e}_N \end{array}\right] $

If there are coupled repeated poles, the corresponding missing eigenvectors can be replaced by generalized eigenvectors.2.12 The $ E$ matrix is then used to diagonalize the system by means of a simple change of coordinates:

$\displaystyle \underline{x}(n) \isdef E\, \tilde{\underline{x}}(n) $

The new diagonalized system is then
$\displaystyle \tilde{\underline{x}}(n+1)$ $\displaystyle =$ $\displaystyle \tilde{A}\, \tilde{\underline{x}}(n) + {\tilde B}\, \underline{u}(n)$  
$\displaystyle \underline{y}(n)$ $\displaystyle =$ $\displaystyle {\tilde C}\, \tilde{\underline{x}}(n) + {\tilde D}\,\underline{u}(n),$ (2.13)

where
$\displaystyle \tilde{A}$ $\displaystyle =$ $\displaystyle E^{-1}A E$  
$\displaystyle {\tilde B}$ $\displaystyle =$ $\displaystyle E^{-1}B$  
$\displaystyle {\tilde C}$ $\displaystyle =$ $\displaystyle C E$  
$\displaystyle {\tilde D}$ $\displaystyle =$ $\displaystyle D. \protect$ (2.14)

The transformed system describes the same system as in Eq.$ \,$(1.8) relative to new state-variable coordinates $ \tilde{\underline{x}}(n)$. For example, it can be checked that the transfer-function matrix is unchanged.

Next Section:
Efficiency of Diagonalized State-Space Models
Previous Section:
Force-Driven-Mass Diagonalization Example
The 2025 DSP Online Conference