ME8281 - Fall 2001, Fall 2002, Spring 2006 (c) Perry Li ME8281 - Fall 2001, Fall 2002, Spring

Spring 2006 (c) Perry Li

Kalman Decomposition Observable / unobservable decomposition Hence

if the observability matrix is not full rank, then using
Controllable / uncontrollable decomposition basis for its null space as the last k basis vectors of
Suppose that the controllability matrix C ∈ n×n of n, the system can be represented as:
a system has rank n1 < n. Then there exists an


invertible transformation, T ∈ n×n such that: Ã11 0 B̃1
ż = z+ u
Ã21 Ã22 B̃2
z = T −1x,  
y = C̃ 0 z



Ã11 Ã12 B̃  
ż = z+ u (7) where C = C̃ 0 T −1, and
0 Ã22 0


B̃

where B = T , and Ã11 Ã12 −1
0 A=T T .
0 Ã22


Ã11 Ã12 −1
A=T T . and the dim of Ã22 is non-zero (and is the dim of the
0 Ã22 null space of the observability matrix).

and the dim of Ã22 is n − n1.

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Theorem There exists a coordinate transformation Stabilizability and Detectability

z = T −1x ∈ n such that
⎛ ⎞ ⎛ ⎞ If the uncontrollable modes Ā33, Ā44 are stable (have
Ã11 0 Ã13 0 B̃1 eigenvalues on the Left Half Plane), then, system is
⎜ ⎟ ⎜
⎜ Ã Ã A A 24 ⎟ B̃2⎟ called stabilizable.
ż = ⎜ 21 ⎟z + ⎜ ⎟
22 23
⎝ 0 0 Ã33 0 ⎠ ⎝ 0 ⎠u
0 0 Ã43 Ã44 0 • One can use feedback to make the system stable;
 
y = C̃1 0 C̃2 0 z
• Uncontrollable modes decay, so not an issue.
 
Let T = t1 t2 t3 t4 (with compatible block
sizes), then If the unobservable modes Ā22, Ā44 are stable (have
eigenvalues on the Left Half Plane), then, system is
called detectable.
• t2 → (C − Ō): t2 = basis for Range(C) ∩ Null(O).
• t1 → (C − O): t1 ∪ t2 = basis for Range(C) • The states z2, z4 decay to 0
• t4 → (C̄ − Ō): t2 ∪ t4 = basis for Null(O).
• Eventually, they will have no effect on the output
• t3 → (C̄ − O): t1 ∪ t2 ∪ t3 ∪ t4 = basis for n.
Note: Only t2 is uniquely defined. • State can be reconstructed by ignoring the
unobservable states (eventually).

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Relation to Transfer Function Poles

For the system • they are values of s ∈ C s.t. G(s) becomes infinite.

ẋ = Ax + Bu • poles of G(s) are clearly the eigenvalues of Ã11.

y = Cx + Du Zeros

• For the SISO case, z ∈ C (complex numbers) is a

The transfer function from U (s) → Y (s) is given by: zero if it makes G(z) = 0.

G(s) = C(sI − A)−1B + D • Thus, zeros satisfy

Cadj(sI − A)B
= + D. Cadj(zI − A)B + Ddet(zI − A) = 0
det(sI − A)
assuming system is controllable and observable,
Note that transfer function is not affected by similarity
otherwise, need to apply Kalman decomposition
transform.
first.
From Kalman decomposition, it is obvious that
• In the general MIMO case, a zero implies that there
can be non-zero inputs U (s) that produce output
G(s) = C̃1(sI − Ã11)−1B̃1 + D
Y (s) the is identically zero. Therefore, there exists
X(z), U (z) such that:
where Ã11, B̃1, C̃1 correspond to the controllable and
observable component. zI − A X(z) = B U (z)
0 = C X(z) + D U (z)

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ME8281 - Fall 2001, Fall 2002, Spring 2006 (c) Perry Li ME8281 - Fall 2001, Fall 2002, Spring 2006 (c) Perry Li

This will be true if and only if at s = z Pole-zero cancellation


sI − A −B Cascade system with input/output (u1, y2):
rank
−C −D
• System 1 with input/output (u1, y1) has a zero at
is less than the normal rank of the matrix at other α and a pole at β.
s.
ẋ1 = A1x1 + B1u1
We shall return to the multivariable zeros when we y1 = C1x1
discuss the effect of state feedback on the zero of the
system.
• System 2 with input/output (u2, y2) has a pole at
α and a zero at β.

ẋ2 = A2x2 + B2u2

y2 = C2x2

• Cascade interconnection: u2 = y2.

Then

1. The system pole at β is not observable from y2

2. The system pole at α is not controllable from u1.

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The cascade system is given by: and β is a zero of system 2, PHB test shows that
the mode β is not observable.



A1 0 B1  
A= ; B= ; C= 0 C2
B2C1 A2 0 Similar case for α mode in system 2 not controllable
by u:

 PHB test for controllability for α mode:
x1
Consider x = .

x2  T   
αI − A 1 0 B1
x1 xT2 = 0 0 0 ???
−B2C1 αI − A2 0
• Use PBH test with λ = β. Does there exist x1 and
x2 s.t. • Let xT2 be the left eigenvector of A1 s.t. xT2 A1 =
⎛ ⎞ ⎛ ⎞ αxT2
βI − A1 0
 0
⎝ −B2C1 βI − A2⎠ x1 = ⎝0⎠??? • Solve for xT1 in the 1st column:
x2
0 C2 0
xT1 (αI − A1) = xT2 B2C1
• Let x1 be eigenvector associated with β for A1. ⇒xT1 = xT2 B2C1(αI − A1)−1

• Let x2 = (βI − A2)−1B2C2x1 (i.e. solve second • With this choice of x1 and x2,
row in PBH test).
xT1 B1 = xT2 B2 C1(αI − A1)−1B1 = 0
  
• Then since G1 (s=α)=0

Cx = C2x2 = (C2(βI − A2)−1B2) C2x1 Thus, by the PHB test, the α mode is not controllable.
  
G2 (s=β)=0 DO NOT CANCEL OUT UNSTABLE MODES !!!

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Degree of controllability / observability • Similarly, if A is stable, as T → ∞,

Formal definitions are black and white. 0 = AT W o + W o A + C T C

• Degree of controllability and observability can be

evaluated by the size of Wr and Wo with infinite • Minimum norm control: To reach x(0) = x0 from
time horizon: x(−∞) = 0 in infinite time,

 T u = LTr Wc−1x0
A(T −τ ) T AT (T −τ )
Wr (0, ∞) = lim e BB e dτ  0
T →∞ 0
 ∞ minu(·)J(u) = minu(·) uT (τ )u(τ )dτ = xT0 Wr−1x0.
T
= eAtBB T eA tdt −∞
0
 T
Wo(0, ∞) = lim
T
eA τ C T CeAτ dτ • If state x0 is difficult to reach, then xT0 Wr−1x0 is
T →∞ 0 large ⇒ practically uncontrollable.

• Wr satisfies differential equation: • Signal in an initial state, if x(0) = x0, then, with
u(τ ) ≡ 0
d 
Wr (0, t) = AWr (0, t) + Wr (0, t)AT + BB T ∞
dt y T (τ )y(τ )dτ = xT0 Wox0.
0

• If all eigenvalues of A have strictly negative real

parts (i.e. A is stable), then, as T → ∞, • If xT0 Wox0 is small, the signal of x0 in the output
y(·) is small, thus, it is hard to observe ⇒ practically
0 = AWr + Wr AT + BB T unobservable.

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• Generally, one can look at the smallest eigenvalues Balanced Realization

Wr and Wo, the span of the associated eigenvectors
will be difficult to control, or difficult to observe.
• Reduce the number of states while minimizing effect
on I/O response (transfer function)

• State equations from distributed parameters system,

P.D.E. via finite elements methods, etc. generate
many states.

• If unobservable and uncontrollable ⇒ remove.

• What about lightly controllable, lightly observable

states?

Issues:

• States can be lightly controllable, but heavily

observable.

• States can be lightly observable, but heavily

controllable.

• Both contribute to significant component to

input/output (transfer function) response.

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Idea: Exhibit states so that they are simultaneously Transformation of grammians: (beware of which side
lightly (heavily) controllable and observable. T goes !):
z = Tx
Consider a stable system:
Minimum norm control should be invariant to
ẋ = Ax + Bu coordinate transformation:

y = Cx + Du
xT0 Wc−1x0 = z T Wc,z
−1
z = xT T T Wc,z
−1
Tx

If A is stable, controllability and observability Therefore

grammians can be computed by solving the Lyapunov
equations: Wc−1 = T T Wc,z
−1
T ⇒ Wc,z = T · WcT T .

0 = AWc + WcAT + BB T Similarly, the energy in a state transmitted to output

T T
0 = A Wo + Wo A + C C should be invariant:

• If state x0 is difficult to reach, then xT0 Wc−1x0 is xT Wox = zWo,z z ⇒ Wo,z = T −T WoT −1.
large ⇒ practically uncontrollable.

• If xT0 Wox0 is small, the signal of x0 in the output Theorem: (Balanced realization) If the linear time
y(·) is small, thus, it is hard to observe ⇒ practically invariant system is controllable and observerable, then,
unobservable. there exists an invertible transformation T ∈ n×n s.t.
Wo,z = Wc,z .
• Generally, one can look at the smallest eigenvalues
Wc and Wo, the span of the associated eigenvectors
will be difficult to control, or difficult to observe.

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The balanced realization algorithm: 5. This gives Wr,z = Wo,z = Σ.

>> Wr,z = T ∗ Wr ∗ T ,
1. Compute controllability (reachability) and observability >> Wo,z = inv(T ) ∗ Wo ∗ inv(T )
grammians:
>> Wr = gram(sys, ’c’);
Proof: Direct substitution!
>> Wo = gram(sys, ’o’)

2. Write Wo = RT R [One can use SVD] • Once Wr,z and Wo,z are diagonal, and equal, one
can decide to eliminate states that correspond to
the smallest few entries.
>> [U,S,V]=svd(Wo);
>> R = sqrtm(S)*V’; • Do not remove unstsable states from the realization
since these states need to be controlled (stabilized)
3. Diagonalize RWr RT [via SVD again]:
• It is also possible to maintain some D.C.
RWr RT = U Σ2U T , performance.

where U U T = I and Σ is diagonal. Consider the system in the balanced realization form:





d z1 A11 A12 z1 B1
>> [U1,S1,V1]=svd(R*Wr *R’); = + u
dt z2 A21 A22 z2 B2
>> Σ = sqrtm(S1’;
y = C1z2 + C2z2 + Du
1
4. Take T = Σ− 2 U T R
where z1 ∈ n1 and z2 ∈ n2 , and n1 + n2 =
>> T = inv(sqrtm(Σ))*U1’*R; n. Suppose that the z1 are associated with

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ME8281 - Fall 2001, Fall 2002, Spring 2006 (c) Perry Li ME8281 - Fall 2001, Fall 2002, Spring 2006 (c) Perry Li

the simultaneously lightly controllable and lightly Truncation that maintains steady state gain:
observable mode.
ż1 = A11z1 + A12z2∗ + B1u
Naive trunction - Remove z2:
y = C1z1 + C2z2∗ + Du

ż1 = A11z1 + B1u

y = C1z1 + Du
   
ż1 = A11 − A12A−1 A + B − A −1
12 22 2 u
A B
  22 21  1  
Ar Br
However, this does not retain the D.C. (steady state)    
gain from u to y (which is important from a regulation y = C1 − C2A−1 A 21 z 1 + D − C2 A −1
B2 u
  22    22 
application point of view). Cr Dr

To maintain the steady state response, instead of

eliminating z2 completely, replace z2 by its steady So that the truncated system z1 ∈ n1 ,
state value:
ż1 = Ar z1 + Br u
In steady state:
y = Cr z1 + Dr u

ż2 = 0 = A21z1 + A22z2∗ + B2u with have the same steady state response as the original
⇒z2∗ = −A−1
22 (A21 z1 + B2u) system.

This is feasible if A22 is invertible (0 is not an

eigenvalue).

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