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Obervability

Controllability:

whether or not the state-space equation can

be controlled from input.

Observability:

whether or not the initial state can be

observed from output.

6.2 Controllability

Consider the n-dimensional p-input equation

x& = Ax + Bu

controllable if for any initial state x(0) = x0

and any final state x1, there exists an input

that transfer x0 to x1 in a finite time.

Example 6.1: Figure 6.2 (a) and (b) is not

controllable.

equivalent.

1. The n-dimensional pair (A, B) is controllable

2. The nn matrix

Wc ( t ) = 0t e A BBe Ad = 0t e A( t ) BBe A( t )d

3. The nnp controllability matrix

C =[B AB A2B An-1B]

has rank n (full row rank).

rank at every eigenvalue, , of A.

5. If all eigenvalues of A have negative real

parts, then the unique solution of

AWc + WcAT = -BBT

is positive definite. The solution is called

the controllability Gramian and can be

expressed as

Wc = 0 e A BBe Ad

Let A and B be nn and np constant matrix.

If (A, B) is controllable, its controllability

matrix

C = [B AB A2B An-1B]

= [b1 bp Ab1 Abp An-1b1 An-1bp]

has rank n and consequently, n linearly

independent column.

1 + 2+ ... +p = n.

The set {1, 2, ,p} is called the

controllability indices and

= max(1, 2, ,p)

is called the controllability index of (A, B).

Consequently, if (A, B) is controllable, the

controllability index is the least integer

such that

(C) =([B AB A2B A-1B]) = n.

n / p min( n , n p + 1)

where r(B) = p, and

A n B {B, AB,..., A n 1B}( Linear combination)

controllable if and only if the matrix

Cn-p+1 := [B AB An-pB]

where (B) = p, has rank n or the nn

matrix Cn-p+1CTn-p+1 is nonsingular.

invariant under equivalence transformation.

Theorem 6.3 The set of controllability

indices (A, B) is invariant under any

equivalence transformation and any

reordering of the columns of B.

6.3 Observability

The concept of observability is dual to that

of controllability.

Controllability studies the possibility of

steering the state from input.

Observability studies the possibility of

estimating the state from output.

x& = Ax + Bu

y = Cx + Du

said to be onservable if for any unknow

initial state x(0), there exists a finite t1 > 0

such that the knowledge of the input u and

the output y over [0, t1] suffices t0 determine

uniquely the initial state x(0).

observable if and only if the nn matrix

W0 = 0t e ACCe Ad

Theorem 6.5 (Theorem of duality) The pair

(A, B) is controllable if and only if the pair

(AT, BT) is observable.

equivalent.

1. The n-dimensional pair (A, C) is observable.

2. The nn matrix W0 = 0t eACCeAd is

nonsingular for any t > 0.

C

CA

O=

.

has rank n (full column rank). CAn1

4. The (n+q)n matrix

A I

C

every eigenvalue.

parts, then the unique solution of

ATW0 + W0AT = -CTC

is positive definite.

If (A, C) is observable, its observability

matrix O has rank n.

Let vm be the number of the linearly

independent rows associated with cm. If O

has rank n, then

v1 + v2 + + v q = n

indices and v = max(v1,v2, ,vq) is called

the observablility index of (A, C).

If (A, C) is observable, it is the least integer

such that

C

CA

2

(O v ) := CA = n

1

CA

n / q v min( n , n q + 1)

minimal polynomial of A.

is observable if and only if the matrix

C

CA

2

O n q +1 = CA

CA

is nonsingular.

invariant under any equivalence transformation.

Theorem 6.O3 The set of observability indices

of (A, C) is invariant under any equivalence

transformation and any reordering of the rows

of C.

Theorem 6.6 Consider the n-dimensional

state equation with

(C) = ([B AB An-1B]) = n1 < n.

We form the nn matrix

P-1 := [q1 qn1 qn]

where the first n1 columns are any linearly

independent columns of C, and the

remaining columns can arbitrarily be chosen

as long as P is nonsingular.

x& c Ac

& =

x c 0

y = [Cc

A12 x c Bc

x + u

Ac c 0

x

Cc ] c + Du

x c

the n1-dimensional subequation is controllable.

state equation with

C

CA

= n2 < n

( O ) =

.

n 1

CA

p1

.

.

where n2 rows are any n2

p n

of O.

obtain

x& o Ao

& =

x o A12

y = [Co

0 x o Bo

x + u

A o o Bo

xo

0] + Du

x o

the n2-dimensional subequation is observable.

be transformed into the canonical form

x& co Aco

0

&

x co = A21 Aco

x& c o 0

0

&

0

x c o 0

y = [Cco

0 Cc o

A13

A23

Aco

A43

0 x co Bco

A24 x co Bco

+

u

0 x co 0

Ac o x c o 0

0]x + Du

If a state equation is transformed into Jordan

form, then the controllability and observability

conditions become very simple.

Consider the state equation

x& = Jx + Bu

y = Cx

and can be written as J = diag(J1, J2)

and J2 has two Jordan blocks or

J1 = diag(J11, J12, J13) J2 = diag(J21, J22)

The row of B corresponding to the last row of

Jij is denoted by blij.

The column of C corresponding to the first

column of Jij is denoted by cfij.

Theorem 6.8

1. The state equation in Jordan form is controllable

if and only if {bl11, bl12, bl13} are linearly

independent and {bl21, bl22} are linearly

independent.

2. That is observable if and only if {cf11, cf12, cf13}

are linearly independent and {cf21, cf22} are

linearly independent.

Consider the n-dimensional p-input q-output

state equation

x[k+1] = Ax[k] + Bu[k]

y[k] = Cx[k]

Definition 6.D1 The discrete-time state equation

or the pair (A, B) is said to be controllable if for

any initial state x(0) = x0 and any final state x1,

there exists an input sequence of finite length

that transfers x0 to x1.

equivalent:

1. The n-dimensional pair (A, B) is controllable.

2. The nn matrix

Wdc [ n 1] = nm=10 ( A) m BB( A) m

is nonsingular.

3. nnp controllability matrix

Cd = [ B AB A 2 B ... A n 1B]

rank at every eigenvalue, , of A.

5. If alleigenvalues of A has magnitudes less

than 1, then the unique solution of

Wdc - AWdcAT = BBT

(Controllability Gramian) is positive definite.

equation or the pair (A, C) is said to be

observable if for any unknown initial state

x[0], there exists a finite integer k1 > 0, such

that the knowledge of the input sequence

u[k] and the output sequence y[k] from k =

0 to k1 suffices to determine uniquely the

initial state x[0].

equivalent:

1. The n-dimensional pair (A, C) is observable.

2. The nn matrix

Wdo [ n 1] = nm=10 ( A) m CCA m

3. The nqn observability matrix

C

CA

Od =

.

n 1

CA

A I

C

of A.

5. If all eigenvalues of A have magnitude less

than 1, then the unique solution of

Wdo - ATWdoA = CTC

(observability Gramian) is positive definite.

definitions:

1. Definition 6.D1.

2. Controllability to the origin: transfer any state

to the zero state.

3. Reachability (controllability from the origin):

Transfer the zero state to any state.

In continuous-time case, because eAt is

nonsingular, the three definitions are

equivalent.

the three definitions are again equivalent.

But if A is singular, then 1 and 3 are

equivalent, but not 2 and 3.

Consider a continuous-time state equation

x& ( t ) = Ax ( t ) + Bu ( t )

If the input is piecewise constant or

u[k] := u[kT] = u(t) for kTt<(k+1)T

then the equation can be described by

x[ k + 1] = Ax[ k ] + Bu[ k ]

with

A = e AT

B = ( 0T a At dt ) B =: MB

sufficient condition for its discretized equation

in (6.66), with sampling period T, to be

controllable is that |Im[i-j]|2m/T for m=1,

2, , whenever Re[i-j] = 0.

Theorem 6.10 If a continuous-time linear timeinvariant state equation is not controllable, then

its discretized state equation, with any

sampling period, is not controllable.

Consider the n-dimensional p-input qoutput state equation

x& = A( t ) x + B( t ) u

y = C( t ) x

of t0 and t1 is crucial.

B(t)) is controllable at time t0 if and only if

there exists a finite t1 > t0 such that nn

matrix

Wc ( t 0 , t1 ) = tt1 ( t1, ) B( ) B( ) ( t1, )d

0

nonsingular.

(t, ):

Define M0(t) = B(t), and then define recursively

a sequence of np matrices Mm(t) as

d

M m +1( t ) := A( t ) M m ( t ) + M m ( t )

dt

we have

( t 2 , t ) B( t ) = ( t 2 , t ) M 0 ( t )

Using

( t 2 , t ) = ( t 2 , t ) A( t )

t

, we compute

d

[ ( t 2 , t ) B( t )] = [ ( t 2 , t )]B( t ) + ( t 2 , t ) B( t )

t

t

dt

= ( t 2 , t )[ A( t ) M 0 ( t ) +

d

M 0 ( t )] = ( t 2 , t ) M1( t )

dt

Thus, we have

m

t

( t 2 , t ) B( t ) = ( t 2 , t ) M m ( t )

continuously differentiable. Then the ndimensional pair (A(t), B(t)) is controllable

at t0 if there exists a finite t1>t0 such that

rank[M 0 ( t1 ) M1( t1 ) ... M n 1( t1 )] = n

Theorem 6.O11 The pair(A(t), C(t)) is

observable at time t0 if there exists a finite

t1>t0 such that the nn matrix

Wo ( t 0 , t1 ) = tt1 ( , 0 )C( )C( ) ( , t 0 )d

0

times continuously differentiable. Then the

n-dimensional pair (A(t), C(t)) is observable

at t0 if there exists a finite t1>t0 such that

N 0 ( t1 )

N (t )

rank 1 1 = n

N n 1( t1 )

where

N m +1( t ) = N m ( t ) A( t ) +

with N0 = C(t)

d

N m (t)

dt

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