Topic #12

16.31 Feedback Control

State-Space Systems
• State-space model features
• Controllability

Copyright 2001 by Jonathan How.

1
Fall 2001 16.31 12—1

Controllability

• Definition: An LTI system is controllable if, for every x?(t)

and every T > 0, there exists an input function u(t), 0 < t ≤ T ,
such that the system state goes from x(0) = 0 to x(T ) = x?.

— Starting at 0 is not a special case — if we can get to any state

in finite time from the origin, then we can get from any initial
condition to that state in finite time as well.

— Need only consider the forced solution to study controllability.

Z t
x(t) =
eA(t−τ )Bu(τ )dτ
0

— Change of variables τ2 = t − τ , dτ = −dτ2 gives

Z t
x(t) =
eAτ2 Bu(t − τ2)dτ2
0

• This definition of observability is consistent with the notion we used

before of being able to “influence” all the states in the system in the
decoupled examples we looked at before.

— ROT: For those decoupled examples, if part of the state cannot

be “influenced” by u(t), then it would be impossible to move
that part of the state from 0 to x?
Fall 2001 16.31 12—2

• Definition: A state x? 6= 0 is said to be uncontrollable if the

forced state response x(t) is orthogonal to x? ∀ t > 0 and all input
functions.
— “You cannot get there from here”

• This is equivalent to saying that x? is an uncontrollable state if

Z t
(x?)T
eAτ2 Bu(t − τ2)dτ2
0
Z t
=
(x?)T eAτ2 Bu(t − τ2)dτ2 = 0
0

• Since this identity must hold for all input functions u(t − τ2), this
can only be true if
(x?)T eAtB ≡ 0 ∀ t ≥ 0
Fall 2001 16.31 12—3

• For the problem we were just looking at, consider Model #3 with
x? = [ 0 1 ]T 6= 0, then
 
−2 0 ∙ ¸
Model # 3 x̄˙ =   x̄ + 2 u
0 −1 0
£ ¤
y =
3 2 x̄
so

∙ −2t ¸∙ ¸
£ ¤ e 0 2
(x?)T eAtB = 0 1
0 e−t 0
∙ ¸
£
¤ 2
=
0
e−t =0 ∀t
0

So x? = [ 0 1 ]T is an uncontrollable state for this system.

• But that is as expected, because we knew there was a problem with

the state x2 from the previous analysis
Fall 2001 16.31 12—4

• Theorem: An LTI system is controllable iff it has no

uncontrollable states.
— We normally just say that the pair (A,B) is controllable.
Pseudo-Proof: The theorem essentially follows by the definition
of an uncontrollable state.
— If you had an uncontrollable state x?, then it is orthogonal to the
forced response state x(t), which means that the system cannot
reach it in finite time ; the system would be uncontrollable.

• Theorem: The vector x? is an uncontrollable state iff

£ ¤
(x?)T B AB A2B · · · An−1B = 0
— See page 81.

• Simple test: Necessary and sufficient condition for controllability

is that
£ ¤
rank Mc , rank B AB A2B · · · An−1B = n
Fall 2001 Examples 16.31 12—5
 
−2 0 ∙ ¸
2
With Model # 2: x̄˙ =   x̄ + u
0 −1 1
¤
£
y = 3 0 x̄
∙ ¸ ∙ ¸
C 3 0
M0 = =
CA −6 0
∙ ¸
£ ¤ 2 −4
Mc = B AB =
1 −1
— rank M0 = 1 and rank Mc = 2
— So this model of the system is controllable, but not observable.

 
−2 0 ∙ ¸
2
With Model # 3: x̄˙ =   x̄ + u
0 −1 0
£¤
y = 3 2 x̄
∙ ¸ ∙ ¸
C 3 2
M0 = =
CA −6 −2
∙ ¸
£ ¤ 2 −4
Mc = B AB =
0 0
— rank M0 = 2 and rank Mc = 1
— So this model of the system is observable, but not controllable.

• Note that controllability/observability are not intrinsic properties

of a system. Whether the model has them or not depends on the
representation that you choose.
— But they indicate that something else more fundamental is wrong...
Fall 2001 16.31 12—6

Example: Loss of Observability

• Typical scenario: consider system G(s) of the form
1 s+a
u →
→
→y
s + a x1 s + 1 x2
so that

s + a
1

G(s) =
·

s + 1
s + a

• Clearly a pole-zero cancelation in this system (pole s = −a)

• The state space model for the system is:

ẋ1 = −ax1 + u
ẋ2 = −x2 + (a − 1)x2
y = x1 + x2


−a 0
∙ ¸
1 £ ¤
⇒ A= 
 , B =
, C= 1 1 , D=0
a − 1 −1
0

• The Observability/Controllability tests are (a = 2):

∙
¸ ∙
¸
C 1 1
rank
= rank =1<n=2
CA −1 −1
∙ ¸
£ ¤ 1 −2
rank
B AB = rank =2
0 1

• System controllable, but unobservable. Consistent with the picture:

— Both states can be influenced by u
— But e−at mode dynamics canceled out of the output by the zero.
Fall 2001 16.31 12—7

Example: Loss of Controllability

• Repeat the process, but now use the system G(s) of the form
s+a 1
u →
→
→y
s + 1 x2 s + a x1
so that

1
s + a

G(s) =
·

s + a
s + 1

• Still a pole-zero cancelation in this system (pole s = −a)

• The state space model for the system is:
ẋ1 = −ax1 + x2 + u
ẋ2 = −x2 + (a − 1)u
y = x1


−a 1 ∙
¸
1 £ ¤
⇒ A2 = 
 , B2 =
, C2 = 1 0 , D2 = 0
0 −1 a−1

• The Observability/Controllability tests are (a = 2):

∙
¸ ∙
¸
C2 1 0
rank
= rank =2
C2A2 −2 1
∙ ¸
£ ¤ 1 −1
rank
B2 A2B2 = rank =1<n=2
1 −1

• System observable, but uncontrollable. Consistent with the picture:

— u can influence state x2, but effect on x1 canceled by zero
— Both states can be seen in the output (x1 directly, and x2 because
it drives the dynamics associated with x1)
Fall 2001 16.31 12—8

Modal Tests
• Earlier examples showed the relative simplicity of testing observ­
ability/controllability for system with a decoupled A matrix.

• There is, of course, a very special decoupled form for the state-space
model: the Modal Form (8—5)

• Assuming that we are given the model

ẋ = Ax + Bu
y = Cx + Du
and the A is diagonalizable (A = T ΛT −1) using the transformation
 

| |
T =
 v1 · · · vn 

| |
based on the eigenvalues of A. Note that we wrote:




− w1T −
T −1 =

... 

− wnT −
which is a column of rows.

• Then define a new state so that x = T z, then

z˙ = T −1ẋ = T −1(Ax + Bu) = (T −1AT )z + T −1Bu
= Λz + T −1Bu
y = Cx + Du = CT z + Du
Fall 2001 16.31 12—9

• The new model in the state z is diagonal. There is no coupling in

the dynamics matrix Λ.

• But by definition, 

w1T
T −1B =  ...  B
wnT
and £ ¤
CT = C v1 · · · vn

• Thus if it turned out that

wiT B ≡ 0
then that element of the state vector zi would be uncontrollable
by the input u.

• Also, if
Cvj ≡ 0
then that element of the state vector zj would be unobservable
with this sensor.

• Thus, all modes of the system are controllable and ob-

servable if it can be shown that
wiT B 6= 0 ∀ i
and
Cvj 6= 0 ∀ j
Fall 2001 16.31 12—10

Cancelation
• Examples show the close connection between pole-zero cancelation
and loss of observability and controllability. Can be strengthened.

• Theorem: The mode (λi, vi ) of a system (A, B, C,∙D) ¸is unob­

vi
servable iff the system has a zero at λi with direction .
0

• Proof: If the system is unobservable at λi, then we know

(λiI − A)vi = 0 It is a mode
Cvi = 0 That mode is unobservable
Combine to get: ∙ ¸
(λi I − A)
vi = 0
C
Or ∙ ¸
∙ ¸
(λiI − A) −B vi
=0
C D 0
which implies that
∙ the
¸ system has a zero at that frequency as well,
v
with direction
i .
0

• Can repeat the process looking£

for los¤s of controllability, but now
using zeros with left direction
wiT 0 .

Fall 2001 16.31 12—11

• Combined Definition: when a MIMO zero causes loss of ei­

ther observability or controllability we say that there is a pole/zero
cancelation.

— MIMO pole-zero (right direction generalized eigenvector) cance­

lation ⇔ mode is unobservable

— MIMO pole-zero (left direction generalized eigenvector) cancela­

tion ⇔ mode is uncontrollable

• Note: This cancelation requires an agreement of both the fre­

quency
∙ and
¸ the directionality of the system mode (eigenvector) and
v £ ¤
zero
i or wiT 0 .
0
Fall 2001 16.31 12—12

Weaker Conditions
• Often it is too much to assume that we will have full observability
and controllability. Often have to make do with the following:

• A system is called detectable if all unstable modes

are observable

• A system is called stabilizable if all unstable modes

are controllable

• So if you had a stabilizable and detectable system, there could be

dynamics that you are not aware of and cannot influence, but you
know that they are at least stable.