Difference between revisions of "Hw 5 ex 2"

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[[Category: CDS 110b FAQ - Homework 6 ]]
[[Category: CDS 110b FAQ - Homework 5 ]]

Revision as of 01:18, 13 February 2007

Hint on how to solve ex 2: assume that the system is observable, and try an argument by contradiction. If the controller makes the system unstable, then the corresponding matrix \( \tilde{A}=A-BK\) must have an eigenvalue with positive real part, to which corresponds a certain eigenvector \(v\). Writing down the algebraic Riccati equation with \( \tilde{A}\), and pre-post multiplying by the unstable eigenvector (as if you were evaluating a quadratic form), you will see that the only case in which the corresponding form can be zero is only if P=0 and \(v^* Q_v v\) is zero. Which contradicts the initial assumption.