Controllability matrix

The author of this document is Wessel Bruinsma.

Note that this document is still under contruction.
Statement
Let A M
n,n
, B M
n,1
, x R
n
and u R, then the single-input state-
space model
x = Ax +Bu(t),
is controllable, if and only if the controllability matrix
C =
[
B AB A
2
B . . . A
n1
B
]
has full rank.
Proof
To prove controllability, we will show that for every x
1
, given x(t
0
) = x
0
,
there exists a u(t) and t
1
, so that x(t
1
) = x
1
. Let us divide the interval
t
1
t
0
in N subintervals.
t =
t
1
t
0
N
=
T
N
We can approximate the value of x(t
0
+ t) by using the rst terms of its
Taylor expansion.
x(t
0
+ t) = x
0
+ t x(t
0
)
1
In a same manner, we can approximate
x(t
0
+ Nt) = x(t
0
+ (N 1)t) + t x(t
0
+ (N 1)t)
= x(t
0
+ (N 1)t) + t (Ax(t
0
+ (N 1)t) +Bu(t
0
+ (N 1)t)) .
Let us create a shorthand notation for the terms in the last equation.
x
N
= x
N1
+ x
N1
+ u
N1
= (1 + )x
N1
+ u
N1
= (1 + )((1 + )x
N2
+ u
N2
) + u
N1
= (1 + )
2
x
N2
+ ((1 + )u
N2
+ u
N1
)
= (1 + )
3
x
N3
+ ((1 + )
2
u
N3
+ (1 + )u
N2
+ u
N1
)
= (1 + )
N
x
0
+
N1

k=0
(1 + )
Nk1
u
k
.
Using the binomial theorem yields
(1 + )
N
=
N

i=0
(
N
i
)

i
.
Inspecting this last equation yields
lim
N
N

i=0
(
N
i
)

i
= lim
N
N

i=0
N!
(N i)!i!
(
AT
N
)
i
= lim
N
N

i=0
N(N 1)(N 2) . . . (N i + 1)
i!N
i
(AT)
i
=

i=0
(
lim
N
N
N
)(
lim
N
N 1
N
)
. . .
(
lim
N
N i + 1
N
)
(AT)
i
i!
=

i=0
(AT)
i
i!
= e
A(t
1
t
0
)
.
2
In a same manner
(1 + )
Nk1
= (1 + )
N

= lim
N

i=0
N

!
(N

i)!i!
(
AT
N
)
i
= lim
N

i=0
N

!
(N

i)!i!
(
AT
N

N
N

)
i
= e
AT
N

N
.
We inspect that
T
N

N
= (t
1
t
0
)
N k 1
N
(t
1
t
0
)
N k
N
= (t
1
t
0
)(1
k
N
)
= t
1

(
t
0
+ (t
1
t
0
)
k
N
)
= t
1
t
k
.
Substituting yields
x
N
= e
A(t
1
t
0
)
x
0
+ lim
N
N

k=0
e
A(t
1
t
k
)
Bu
k
t
1
t
0
N
x(t) = e
A(tt
0
)
x
0
+

t
t
0
e
A(t)
Bu()d
= e
A(tt
0
)
x
0
+

i=0
A
i
B

t
t
0
(t )
i
i!
u()d.
Assuming x
0
= 0, we can state that x(t) span
{
B, AB, A
2
B, . . .
}
. Let
us assume that A is diagonalizable, we can then write A = VV
1
. The
characteristic equation of A is given by
det (I A) =
n
+ p
n1

n1
+ + p
0
= f() = 0.
3
Notice that
f(A) = A
n
+ p
n1
A
n1
+ + p
0
= (VV
1
)
n
+ p
n1
(VV
1
)
n1
+ + p
0
= V
n
V
1
+ p
n1
V
n1
V
1
+ +Vp
0
V
1
= V(
n
+ p
n1

n1
+ + p
0
)V
1
= V

f(
1
)
f(
2
)
.
.
.

V
1
= 0.
This means that A satises its own characterstic equation, also known as
the Cayley Hamilton theorem. We can now write
0 = A
n
+ p
n1
A
n1
+ + p
0
,
A
n
= (p
n1
A
n1
+ + p
0
),
A
n
A = A
n+1
= (p
n1
A
n
+ p
n2
A
n1
+ p
0
A)
= (p
n1
(p
n1
A
n1
+ + p
0
) + p
n2
A
n1
+ + p
0
A),
A
n+1
A
n
= . . .
One can proceed this pattern. The result is that every power of A can be
written as a linear combination of A to A
n1
. That is, k N, A
k

span
{
A, A
2
, . . . , A
n1
}
. This means that
A
k
B = (a
1
A+ a
2
A
2
+ + a
n1
A
n1
)B
= a
1
AB+ a
2
A
2
B+ + a
n1
A
n1
B.
We can now conclude that
span
{
B, AB, A
2
B, . . .
}
= span
{
B, AB, . . . , A
n1
B
}
.
Therefore, if we want x(t) R
n
,
C =
[
B AB A
2
B . . . A
n1
B
]
should have full rank.
4