Hessenberg Input Normal Representations

Abstract

Every stable controllable input pair (A',B') is equivalent to an input pair which is in Hessenberg form and is input normal (AA^* + BB^* = I. (A,B) is represented as a submatrix of the minimal number of Givens rotations. The representation is shown to be generically identifiable. This canonical form allows for fast state vector updates and improved conditioning of system identification problems.