Computation of Kalman Decompositions of Periodic Systems

Abstract

We consider the numerically reliable computation of reachability and observability Kalman decompositions of a periodic system with time-varying dimensions. These decompositons generalize the controllability/observability Kalman decompositions for standard state space systems and have immediate applications in the structural analysis of periodic systems. We propose a structure exploiting numerical algorithm to compute the periodic controllability form by employing exclusively orthogonal similarity transformations. The new algorithm is computationally efficient and strongly backward stable, thus fulfils all requirements for a satisfactory algorithm for periodic systems.