nag_tsa_trans_hessenberg_observer (g13ewc) Example Program Results

The transformed state transition matrix is 

  7.1637  -0.9691 -16.5046   0.2869   0.9205 
 -2.3285  11.5431  -8.7471   3.4122  -3.7118 
-10.5440  -7.6032  -0.3215   3.6571  -0.4335 
 -3.6845   5.6449   0.5906 -15.6996  17.4267 
  0.0000  -6.4260   1.5591  14.4317  32.3143 

The transformed input matrix is 

  0.0000   0.0000   7.6585   5.2973  -4.1576 
  0.0000   0.0000   0.0000   5.8305  -7.4837 
  0.0000   0.0000   0.0000   0.0000 -13.2288 

The transformation matrix that reduces (A,C) to observer Hessenberg form is 

  0.1863  -0.4823   0.2645   0.6648  -0.4698 
 -0.1137  -0.3601   0.6748  -0.0512   0.6320 
  0.6742  -0.5151  -0.1897  -0.4940  -0.0097 
 -0.1872   0.0813   0.5439  -0.5371  -0.6116 
 -0.6803  -0.6047  -0.3780  -0.1512  -0.0756