Diagonalisation of a state space model
Consider a state space model in the following form
\[
\begin{align*}
x^{n+1} &= A x^n + B u^n, \\
y^{n+1} &= C x^n + D u^n.
\end{align*}
\]
The system can be diagonalized
Consider a state space model in the following form
The system can be diagonalized