Invariant subspaces of matrices with applications
Invariant subspaces of matrices with applications
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Let (E, A, B, C) be a quadruple of matrices with E, A ∈ Mn(C), B ∈ Mn×m(C), C ∈ Mp×n(C) representing a singular time-invariant linear system, Ex = Ax + Bu, y = Cx. In this paper we present a collection of invariants for singular systems in terms of ranks of certain matrices, that permit us to reduce the system in a canonical form in such a way that the system is decomposed in following five independent subsystems: i) controllable and observable system, ii) controllable non observable system, iii) observable non controllable system, iv) Jordan system v) completely singular system.