Scribd
Upload
58 views

1 More On The Cayley-Hamilton Theorem: MAE 280A 1 Maur Icio de Oliveira

The document discusses the Cayley-Hamilton theorem and how it can be used to evaluate polynomial and non-polynomial functions of a matrix. It explains that the characteristic polynomial of the matrix can be used to write the function as a polynomial with degree less than the matrix size, whose value is then the value of the function applied to the matrix. It also covers non-controllable and non-observable realizations of systems and the Popov-Belevitch-Hautus test for observability.

Uploaded by

Mouli
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
58 views

1 More On The Cayley-Hamilton Theorem: MAE 280A 1 Maur Icio de Oliveira

The document discusses the Cayley-Hamilton theorem and how it can be used to evaluate polynomial and non-polynomial functions of a matrix. It explains that the characteristic polynomial of the matrix can be used to write the function as a polynomial with degree less than the matrix size, whose value is then the value of the function applied to the matrix. It also covers non-controllable and non-observable realizations of systems and the Popov-Belevitch-Hautus test for observability.

Uploaded by

Mouli
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

1 More on the Cayley-Hamilton Theorem

1.1 How to evaluate polynomial functions of a matrix?


Problem:
Given p(s) of order m ≥ n evaluate p(A) for some matrix A of order n.

First answer:
Compute the characteristic polynomial dA (s) of A with order n. Then use the
Euclidian algorithm for polynomial division to write

p(s) = q(s)dA (s) + r(s)

where r(s) has degree at most n − 1. From the Cayley-Hamilton Theorem


dA (A) = 0, so that

p(A) = q(A)dA (A) + r(A) = r(A).

Example:  
1 1
Compute A5 + A3 for A = .
0 1
For this problem p(s) = s5 + s3 and dA (s) = (s − 1)2 = s2 − 2s + 1. Therefore
5
+ s}3 = (s3 + 2s2 + 4s + 6) (s2 − 2s + 1) + (8s − 6),
|s {z | {z } | {z } | {z }
p(s) q(s) dA (s) r(s)
and
    
5 3 1 1 1 0 2 8
A + A = p(A) = r(A) = 8A − 6I = 8 −6 = .
0 1 0 1 0 2

MAE 280A 1 Maurı́cio de Oliveira


Second answer:
Since there exists
p(s) = q(s)dA (s) + r(s)
where r(s) is of degree at most n − 1 and if λi , i = 1, . . . , n are the eigenvalues
of A then

p(λi ) = q(λi )dA (λi ) + r(λi ) = r(λi ), ∀i = 1, . . . , n.

The above gives us n equations on n unknowns (the coefficients of r!).

Example: 

1 1
Compute A1000 for A = . For this problem p(s) = s1000 and λ1 = 1,
0 2
λ2 = 2. Therefore for r(s) = r1 s + r2

r1 + r2 = r1 λ1 + r2 = r(λ1 ) = p(λ1 ) = λ1000


1 = 1,
2r1 + r2 = r1 λ2 + r2 = r(λ2 ) = p(λ2 ) = λ1000
2 = 21000 .

Solving the above equations we have

r1 = 21000 − 1,
r2 = 1 − r1 = 2 − 21000 ,

and
     
1000 1000 1 1 1000 1 0 1 21000 − 1
A = r(A) = (2 − 1) + (2 − 2 ) = .
0 2 0 1 0 21000

MAE 280A 2 Maurı́cio de Oliveira


1.2 Interpolation
Q Pm
Let dA (s) = m ki
i=1 (s − λi ) , i=1 ki = n and f (s) be a function with at least
r − 1 derivatives, where r = maxi ki . The polynomial

r(s) = r1 sn−1 + r2 sn−2 + · · · + rn

is said to interpolate f and its derivatives at the roots of dA if

f (j−1) (λi ) = r(j−1) (λi ), ∀ i = 1, . . . , m, j = 1, . . . , ki .

Proposition: When f (s) is a polynomial of degree m and r(s) is a polynomial


of degree q(s) are polynomials such that

f (s) = q(s)dA (s) + r(s),

then r interpolates f and its derivatives at the roots of dA .


Proof: For all λi , i = 1, . . . , m, j = 1,

f (λi ) = q(λi )dA (λi ) + r(λi ) = r(λi ).

Note that
f ′ (s) = q ′ (s)dA (s) + q(s)d′A (s) + r′ (s),
and for all i such that ki > 1 we have

d′A (λi ) = 0

so that
f ′ (λi ) = q ′ (λi )dA (λi ) + q(s)d′A (λi ) + r′ (λi ) = r′ (λi ).
In general, for i such that ki > 1 we have
(j−1)
dA (λi ) = 0, j = 1, . . . , ki ,

which implies

f (j−1) (λi ) = r(j−1) (λi ), j = 1, . . . , ki .

MAE 280A 3 Maurı́cio de Oliveira


1.3 How to evaluate non-polynomial functions of a matrix?
Problem:
Given f (s) with at least r − 1 derivatives and a matrix A of order n, where r is
maximum multiplicity of the eigenvalues of A, evaluate f (A).

Answer:
Compute the polynomial r of degree n − 1 that interpolates f at the roots
of dA . Then f (A) = r(A).

Example:  
1 1
Compute eA for A = . For this problem λ1 = 1, λ2 = 2. Therefore, for
0 2
r(s) = r1 s + r2

r1 + r2 = r1 λ1 + r2 = r(λ1 ) = f (λ1 ) = eλ1 = e,


2r1 + r2 = r1 λ2 + r2 = r(λ2 ) = f (λ2 ) = eλ2 = e2

Solving the above equations we have

r1 = e2 − e,
r2 = e − r1 = 2e − e2 ,

and
     2

1 1 1 0 e e − e
eA = r(A) = (e2 − e) + (2e − e2 ) = .
0 2 0 1 0 e2

MAE 280A 4 Maurı́cio de Oliveira


2 More on Controllability and Observability
2.1 Non-controllable realizations
Assume (A, B) is not controllable and that rank C(A, B) = r < n

Proposition: There exist a nonsingular matrix T such that


   
−1 Ac Acc̄ −1 Bc  
Ā = T AT = , B̄ = T B = , C̄ = CT = Cc Cc̄ ,
0 Ac̄ 0
where Ac ∈ Rr×r and (Ac , Bc ) is controllable.
Proof:
First note that
 
C(Ā, B̄) = B̄ ĀB̄ · · · Ār−1 B̄ · · · Ān−1 B̄ ,
   
Bc Ac Bc · · · Acr−1 Bc · · · An−1
c Bc C(Ac , Bc ) ⋆
= =
0 0 ··· 0 ··· 0 0 0
so that we can use the Cayley-Hamilton Theorem to show that C(Ā, B̄) has
rank r if and only if C(Ac , Bc ) has rank r. Furthermore
 
C(Ā, B̄) = T −1 B T −1 AB · · · T −1 An−1 B ,
 
= T −1 B AB · · · An−1 B ,
= T −1 C(A, B),
therefore C(Ā, B̄) must have rank r, and so has C(Ac , Bc ).
From the above
 
C(A, B) = B̄ ĀB̄ · · · Ār−1 B̄ ⋆ ,
= T C(Ā, B̄),
 
  C(Ac , Bc ) ⋆
= T1 T2 ,
0 0
 
= T1 C(Ac , Bc ) ⋆ ,
which implies that
 
T1 = B̄ ĀB̄ · · · Ār−1 B̄ C † (Ac , Bc ),
where the symbol X † denotes the pseudo-inverse of X (more on that later!).
As T1 has full rank, matrix T2 can be chosen to make T nonsingular.

MAE 280A 5 Maurı́cio de Oliveira


Corollary: C(sI − A)−1 B = Cc̄ (sI − Ac̄ )−1 Bc̄ .

Proof: Verify that


     −1  
  sI − Ac −Acc̄ −1 Bc   (sI − Ac )−1 ⋆ Bc
Cc Cc̄ = Cc Cc̄ −1 ,
0 sI − Ac̄ 0 0 (sI − Ac̄ ) 0
 
  (sI − Ac )−1 Bc
= Cc Cc̄ ,
0
= Cc (sI − Ac )−1 Bc .

2.2 Non-observable realizations


Assume (A, C) is not observable and that

rank O(A, c) = r < n

Proposition: There exist a nonsingular matrix T such that


   
A o 0 Bo  
Ā = T −1 AT = , B̄ = T −1 B = , C̄ = CT = Co 0 ,
Aōo Aō Bō

where Ao ∈ Rr×r and (Ao , Co ) is observable.

MAE 280A 6 Maurı́cio de Oliveira


2.3 The Popov-Belevitch-Hautus Test
Theorem: The pair (A, C) is observable if and only if there exists no x 6= 0
such that
Ax = λx, Cx = 0. (1)

Proof:
Sufficiency: Assume there exists x 6= 0 such that (1) holds. Then

CAx = λCx = 0,
CA2 x = λCAx = 0,
..
.
CAn−1 x = λCAn−2 x = 0

so that

O(A, C)x = 0,

which implies that the pair (A, C) is not observable.


Necessity: Assume that (A, C) is not observable. Then transform it into the
equivalent non observable realization where
 
Ao 0  
Ā = , C̄ = Co 0 .
Aōo Aō
Chose x 6= 0 such that

Aō x = λx.

Then
      
Ao 0 0 0   0
=λ , Co 0 = 0.
Aōo Aō x x x

Theorem: The pair (A, B) is controllable if and only if there exists no z 6= 0


such that
z ∗ A = λz, z ∗ B = 0.

MAE 280A 7 Maurı́cio de Oliveira

You might also like