Control Principles for Engineered Systems 5SMC0

Basic Properties of State Space Models

Lecturer: Leyla Özkan

Contents

Controllability

Observability
Basic Properties of State Space Models

◮ Controllability, Observability 1

R. E. Kalman

1
R. E. Kalman, On the general Theory of Control Systems , In Proc. 1st
Congress of Automatic Control, Moscow,1960
Controllability: Quadruple Tank Example

! A3
$
− T11 0 A1 T 3 0
d∆x " 0 − T12 0 A4 %
" A2 T 4 %
=" 1 % ∆x+
dt # 0 0 T3 0 &
0 0 0 − T14
! K1 $
A1 0
" 0 K2 %
" A2 %
" (1−K2 ) % ∆u
# 0 A3 &
(1−K1 )
A4 0
' ( )
1 0 0 0 Ai 2xi∗
∆y = ∆x, Ti =
0 1 0 0 Ci ρg
Quadruple Tank Example-Linear Case

Step Response Analysis of the linear system

All states can be influenced State x4 cannot be influenced

Quadruple Tank Example-Linear Case

Linear System 1 : K1 = 0.2

' −0.3477 0 0.4982 0
( ' 6.3662 0
(
0 −0.2306 0 0.2877 0 9.5493
ẋ = 0 0 −0.4982 0 x+ 0 22.2817 u
0 0 0 −0.2877 25.4648 0

Linear System 2: K2 = 1
' −0.3477 0 0.4982 0
( ' 31.8310 0
(
0 −0.2306 0 0.2877 0 9.5493
ẋ = 0 0 −0.4982 0 x+ 0 22.2817 u
0 0 0 −0.2877 0 0

Transform both linear systems such that new A matrix is diagonal

ẋ = Ax + Bu T ż = T ΛT −1 x + Bu
ẋ = T ΛT −1 x + Bu ż = Λz + T −1 Bu
x = Tx x = Tz
Quadruple Tank Example-Linear Case

Linear System 1 : K1 = 0.2

' −0.3477 0 0 0
( ' 6.3662 73.7418
(
0 −0.2306 0 0 1283928 9.5493
ż = 0 0 −0.4982 0 z+ 0 22.2817 u
0 0 0 −0.2877 130.8938 0

Linear System 2: K2 = 1
' −0.3477 0 0 0
( ' 31.8310 73.7418
(
0 −0.2306 0 0 0 9.5493
ż = 0 0 −0.4982 0 z+ 0 22.2817 u
0 0 0 −0.2877 0 0
Quadruple Tank Example-Linear Case

◮ It turns out w4T B = 0

◮ None of the control channels can influence z4
◮ If wiT B = 0, then the element of the state vector zi is not
controllable by the input u
◮ All the states (modes) of the system is controllable if we can
show that wiT B ∕= 0 ∀i
Controllability-Transfer Function

Consider the transfer function

1
H(s) =
s +4
with the state space model realisations
Model 1 : Model 2 :
' ( ' (
ẋ = −4x + u −2 0 0
x˙a = xa + u
0 −4 1
y =x ' (
* + x1
y = 1 1 xa , xa =
x
Controllability-Transfer Function

The transfer function of the Model 2

' ' ((−1 ' (

* + −2 0 0
H2 (s) = 1 1 sI −
0 −4 1
' (
* 1 1
+ 0 1
H2 (s) = s+2 s+4 =
1 s +4

◮ The dynamics due to the pole s = −2 is cancelled out

◮ We can measure the state x1 but we can not influence it.
Summary

◮ An uncontrollable system means

◮ If the state space system is realized from physical modeling

(states have physical meaning and need to be controlled), then
the design is deficient

◮ If the state space system is realized from transfer functions,

then the realization is redundant.
Controllability

Definition: A system is said to be controllable if and only if it is

possible, by means of the input, to transfer the system from any
initial state x(0) to another state x(t) (t ≥ 0) in a finite time

Illustration of a controllable system

Controllability-LTI Systems

Is there a simple way to check the controllability of a linear system?

ẋ = Ax + Bu, x(0) = x0

Recap from Linear Algebra: Let M ∈ R n×m be a matrix

◮ Mu = c has an unique solution if and only if the rank(M) = n
◮ Cayley-Hamilton Theorem: For square matrices A ∈ R n×n and
k ≥ 0, the k th power Ak is a linear combination of the powers
up to the order n − 1
Controllability-LTI Discrete Time Systems
Discrete System:
x(k + 1) = Ad x(k) + Bd u(k)
Obtain the set of state equations for k = 1, 2, · · · , n such that
x(n) = 0
x(1) = Ad x(0) + Bd u(0)
x(2) = Ad x(1) + Bd u(1)
= A2d x(0) + Bd Ad u(0) + Bd u(1)
.. .
. = ..
x(n) = And x(0) + An−1
d Bd u(0) + · · · + Bd u(n − 1) = 0

! $
u(n − 1)
* +"
" u(n − 2) %
%
−And x(0) = Bd Ad Bd ··· An−1
d Bd " .. %
, -. /# . &
Controllability matrix
u(0)
Controllability-General Definition

Theorem: A system is controllable if and only if the matrix

(controllability gramian)

0 t
P(t, t0 ) = Φ(t, λ)B(λ)B T (λ)ΦT (t, λ)dλ
t0

is nonsingular for some t > t0

Proof: In Section 5.3

Observability: Quadruple Tank Example

! A3
$
− T11 0 A1 T 3 0
d∆x " 0 − T12 0 A4 %
" A2 T 4 %
=" 1 % ∆x+
dt # 0 0 T3 0 &
0 0 0 − T14
! K1 $
A1 0
" 0 K2 %
" A2 %
" (1−K2 ) % ∆u
# 0 A3 &
(1−K1 )
A4 0
' ( )
1 0 0 0 Ai 2xi∗
∆y = ∆x, Ti =
0 0 1 0 Ci ρg

Can we construct the full state information?

Quadruple Tank Example-Linear Case

Linear System 1 : K1 = 0.2

' −0.3477 0 0.4982 0

( ' 6.3662 0
(
dx 0 −0.2306 0 0.2877 0 9.5493
= 0 0 −0.4982 0 x+ 0 22.2817 u
dt 0 0 0 −0.2877 25.464 0
* 1 0 0 0
+
y= 0 0 1 0 x

Transform the linear system such that new A matrix diagonal

ẋ = Ax + Bu T ż = T ΛT −1 x + Bu
ẋ = T ΛT −1 x + Bu ż = Λz + T −1 Bu
x = Tz y = CTz
Quadruple Tank Example-Linear Case
Transformed system
' −0.3477 0 0 0
( ' 6.3662 73.7418
(
0 −0.2306 0 0 128.3928 9.5493
ż= 0 0 −0.4982 0 z+ 0 22.2817 u
0 0 0 −0.2877 130.8938 0
* 1 0 −0.9573 0 +
y = 0 0 0.2892 0 z
' ( ' (
0 0
◮ It turns out that C ∗ v2 = and C ∗ v4 =
0 0
◮ States z2 and z4 are unobservable with this sensor
configuration
' (
0
◮ If C ∗ vj = , then the element of the state vector zj is
0
not observable
◮ All the states (modes) of the system is observable if we can
show that

C ∗ vj ∕= 0 ∀j
Observability-Transfer Function

Consider the transfer function

1
H(s) =
s +4
with the state space model realisations
Model 1 : Model 3 :
' ( ' (
ẋ = −4x + u −2 0 −2
x˙a = xa + u
0 −4 1
y =x ' (
* + x1
y = 0 1 xa , xa =
x
Observability-Transfer Function

The transfer function of the Model 3

' ' ((−1 ' (

* + −2 0 −2
H3 (s) = 0 1 sI −
0 −4 1
' 1 (
* + s+2 1
H3 (s) = 0 1 1 =
s+4 s +4

◮ The dynamics due to the pole s = −2 is cancelled out

◮ We can influence the state x1 but we can not measure it.
Observability-LTI System

Is it possible to reconstruct x(k) if we only know y (t) and u(t) ?

y (t) = Cx(t) + Du(t)

...
An idea is to differentiate y (t) to obtain ẏ (t),ÿ (t), y (t), · · · ,
y (n−1) (t). Observe that

y (t) = Cx(t) + Bu(t)

ẏ (t) = C ẋ(t) + D u̇(t)
= CAx(t) + CBu(t) + D u̇(t)
ÿ (t) = CAẋ(t) + CB u̇(t) + D ü(t)
CA2 x(t) + CABu(t) + CB u̇ + D ü
Observability-LTI System

! y (t)
$ ! C $ ! D 0 0 ··· 0
$! u(t)
$
ẏ (t) " CA % CB D 0 ··· 0 u̇(t)
" ÿ (t) % "
" CA2
%
% " CAB CB D ··· 0 %" ü(t) %
# .
.
&= "
"
" .
%
%
%
x(t) + # .
.
.
.
.
.
.
.
.
.
&# .
.
&
. # . & . . . . . .
.
n−2 n−3
y (n−1) CAn−1 CA B CA B ··· ··· ··· u (n−1)
' () *
Ob. matrix

Theorem: A system is observable if and only if

* +T
Ob = CT AT C T (A2 )T C T ··· (An−1 )T C T

is full rank.
◮ An unobservable system means
◮ We do not have sufficient set of sensors to understand
everything that is going on through observation of inputs and
outputs
◮ Use obsv command in Matlab
Observability-General Definition

Definition: An unforced system is said to be observable if and

only if it is possible to determine any (arbitrary) initial state x(0)
by using only a finite number of y (t), t0 ≤ t ≤ tf the outputs.
Theorem: A system is observable if and only if the matrix

(observability gramian)

0 t
M(t, t0 ) = ΦT (t, λ)C T (λ)C (λ)Φ(t, λ)dλ
t0

is nonsingular for some t > t0 .

Proof: In Section 5.3

Quadruple Tank Example-Linear Case
◮ Use obsv

' −0.3477 0 0.4982 0

( ' 6.3662 0
(
dx 0 −0.2306 0 0.2877 0 9.5493
= 0 0 −0.4982 0 x+ 0 22.2817 u
dt 0 0 0 −0.2877 25.464 0

* 1 0 0 0
+ * 1 0 0 0
+ * 1 0 0 0
+
y1 = 0 1 0 0 x, y2 = 0 0 1 0 x, y3 = 0 0 0 1 x

1 1 0 0 0
2
y4 = 0 0 1 0 x
0 0 0 1

◮ Rank(obsv(A,C1))=4;
◮ Rank(obsv(A,C2))=2;
◮ Rank(obsv(A,C3))=3;
◮ Rank(obsv(A,C4))=3;
* +
◮ Is the tank system observable if C5 = 1 1 0 0 ?
Minimal Realizations

◮ Dynamics in the state space model that are uncontrollable,

unobservable or both do not appear in the transfer function
models

◮ Developing Models which are both controllable and observable

is known as minimal realization
◮ State space models with the lowest possible order for the given
transfer function
Take Home Message

◮ Each system of the generic form

ẋ(t) = Ax(t) + Bu(t), y (t) = Cx(t) + Du(t)

can be transformed into four subsystems

◮ Controllable &observable
◮ Controllable & unobservable
◮ Uncontrollable & observable
◮ Uncontrollable & unobservable
◮ Only controllable and observable subsystems appear in the
transfer function
◮ If we want to steer the states of the system to any desired
point, it has to be controllable
◮ If we want to obtain information about the states of system, it
has to be observable
Summary of Tests