Chapter 3: Controllability, Observability

and stability of control system

3.1 Controllability of linear continuous time system
3.1.1 time-varying system
x  A(t ) x(t )  B(t )u (t )
Definition: If there exist u (t ), t0  t f   such that for any
x( t0 ), x(t f )  0 . The system is said to be controllable at t0

Theorem 3-1 The time-varying system is controllable in the time

slot [ t0 , t f ] iff the Gram matrix Wc( t0 ,t f ) is non-singular.
tf
Wc( t0 ,t f )    (t0 , ) B( )BT ( ) T (t0 , )d
t0

Modern Control Theory Lecture 8 1

Proof: if part let u (t )   BT (t ) T (t0 , t )Wc1 (t0 , t f ) x(t0 ) , we can get
tf
x(t f )   (t f , t0 ) x(t0 )    (t f , ) B( )u ( )d
t0
tf
  (t f , t0 ) x(t0 )    (t f , ) B( ) BT ( ) T (t0 , )Wc1 (t0 , t f ) x(t0 )d
t0

 tf

  (t f , t0 ) x(t0 )    (t0 , ) B( ) BT ( ) T (t0 , )d  Wc1 (t0 , t f ) x(t0 )  0
t0

only if part assume controllable & Wc( t0 ,t f ) is singular, there

exists non-zero vector  such that Wc( t0 ,t f )  0. Since
Wc( t0 ,t f )    (t0 , )B( ) (t0 , ) B( )T d  0
tf
T
t0

We get (t0 , t ) B(t )  0 . Lett x(t0 )   T , we have

x(t f )   (t f , t0 ) x(t0 )    (t f , ) B( )u ( )d
f

t0

  (t f , t0 )     (t0 , ) B( )u ( )d   0

 tf
T
 t0 
tf
and 0      (t0 , ) B( )u ( )d
T
t0
tf
or 0   T    (t0 , ) B( )u ( )d
t0

  T  0

Modern Control Theory 2

 0 t  0 
Example 3-1 x (t )  
 0 0 

x (t )  1u (t )
 
0 t 2 
A(t1 ) A(t 2 )  A(t 2 ) A(t1 )   
0 0 
2
0  
t 1  t 0   
 (0, t )  I    d   0  d   
0 0 0 2! 0 0
     
 1 2
1  t
 2 
0 1 

 1   1 0
t 1  t 2  0 
Wc (0, t f )  
0
 2 10 1  t 2 1 dt
1
1    2 
0
 1 4 1 2
t
t  t 
  4 2
0 1 2  dt
 t 1 
 2 
 1 5 1 3
 20 t f  6 t f 
 
1 3
 t f tf 
 6 
1 1
det Wc (0, t f )  t 6f  t 6f  0 for t f  0.
20 36

Modern Control Theory 3

Sufficient condition test For x  A(t ) x(t )  B(t )u (t )
Let B1 (t )  B(t )
Bi (t )   A(t ) Bi 1 (t )  B i 1 (t ), i  2,3,  , n
Qc (t )  B1 (t ) B2 (t )  Bn (t )
If rank Qc (t f )  n for some t f  0, the system is controllable.
For example 3-1 B (t )  B(t )  0
1 1
 
B2 (t )   A(t ) B1 (t )  B1 (t )
0 t  0    t 
      
0 0 1  0 
0  t 
Qc (t )  B1 (t ) B2 (t )   
1 0 
det Qc (t )  t  0, rank Qc (t )  2.

Modern Control Theory 4

Controllability of output x  A(t ) x(t )  B(t )u (t )
y (t )  C (t ) x(t )
Definition: If there exist u (t ), t0  t f   such that for any
given y f & y ( t0 )  0 , y (t f )  y f . The system is said to be
output controllable at t0
Theorem 3-2 The time-varying system is output controllable at t0
iff there exists t f  t0 and for any   t0 , t f  , the rows of the
impulse response matrix G(t , ) are linearly independent.
Proof: if part Assume the rows of G(t , ) are linearly independent
t
W (t0 , t f )   G(t , )G T (t , )d is non-singular, let
f

t 0

u ( )  G (t , )W 1(t0 ,t f )y f
T

tf
y (t f )   G(t , )u ( )d
t0
tf
  G(t , )G T (t , )W 1(t0 ,t f )d  y f  y f
t0

Modern Control Theory 5

Motivation1

 x1   2 1   x1  1
 x    0  1  x   0u (t )
 2   2   
 x1 
y  1 0 
 x2 
x2 (0) x1 (0)
uncontrollable s s

u x2 s 1 x2 1 x1 s 1 x1 1 y

1 2
1
controllable

Modern Contral Systems 6

Controllability and Observability

Plant: x  Ax  Bu, x  R n
y  Cx  Du
Definition of Controllability

A system is said to be (state) controllable at time t0 , if

there exists a finite t1  t0 such for any x(t0 ) and any x1 ,
there exist an input u[t0 ,t1 ] that will transfer the state x(t0 )
to the state x1 at time t1 , otherwise the system is said to
be uncontrollable at time t0 .

Modern Contral Systems 7

Controllability Matrix
 A, B  Controllable  rank (U )  n,
U B  AB A2 B  An 1 B 
 det(U )  0 if u  R
Controllability Matrix U  B  AB A2 B  An 1 B 
Example: An Uncontrollable System

U (s) 1 s-1 x1
 1 0  1
x    x   u 1
 0  3  0 1
Y (s)

y  1 2x s -1 x 2
3 2

※ State x2 is uncontrollable.

Modern Contral Systems 8

Proof of controllability matrix
xk 1  Axk  Buk
xk  2  Axk 1  Buk 1
xk  2  A( Axk  Buk )  Buk 1  A2 xk  ABuk  Buk 1
xk  n  An xk  An 1 Buk  An  2 Buk 1    ABuk  ( n  2 )  Buk  ( n 1)
xk  n  An xk  An 1 Buk  An  2 Buk 1    ABuk  ( n  2 )  Buk  ( n 1)
 uk 
  

xk  n  An xk  An 1 B  AB B  
uk  ( n  2 ) 

 
 uk  ( n 1) 
Initial condition

Modern Contral Systems 9

Only if part: Assume G(t , ) are linearly dependent. there
exists non-zero vector  such that G(t , )  0 . Then
tf
y (t f )   G(t , )u ( )d  0
t0

y (t f )  0
3.1.2 Controllability of LTI system: x  Ax(t )  Bu(t )
Theorem 3-3 The following statements are equivalent:
⑴ LTI system is controllable.
 At
⑵ Matrix e B is row linearly independent.
⑶ Matrix ( sI  A) 1 B is row linearly independent.
t
⑷ Gram matrix Wc   e B  B e d is non-singular.
T
A T A 
0
⑸ rank B  AB  An 1 B  n.

Modern Control Theory 10

Proof: (1)~(4) can be easily get from Theorem 3-1. From
tf A( t f  )
x(t0 )   e
A( t f  t 0 )
x(t f )  e Bu( )d
t0

let t0  0 & x(t f )  0 we can get

t f n 1
 i
tf
x(0)    e  A
Bu( )d     ( ) Ai
Bu( )d
0 0
i 0

 f 0 (t f ) 
 f (t ) 
 
n 1
  A B   i ( )u ( )d   B AB  An 1 B  
tf 1 f
i

i 0
0   
 
f (t
 n 1 f )

For given x(0) , iff when rank B AB  A B  n.

n 1

We can find solution f i (t f ) ( input signal u (t ) )

Modern Control Theory 11

Example 3-2
1 3 2 2 1
x (t )  0 2 0 x(t )   1 1 u (t )
0 1 3  1  1
2 1 3 2 5 4
 
U c  B AB A2 B   1 1 2 2 4 4 
 1  1  2  2  4  4
rankU c  2  n
NOT controllab le.

Output Controllability
x  Ax(t )  Bu(t )
y (t )  Cx(t )  Du(t )
Theorem 3-4 LTI system is output controllable iff

rank D CB CAB CA2 B  CAn 1 B  m. 
Modern Control Theory 12
Proof: From  f 0 (t f ) 
 f (t ) 
tf

x(0)    e  A Bu( )d   B
0
AB  A B 
n 1
  

1 f 
 
 f n 1 (t f )
y (0)  Cx(0)  Du(0)
We can get  f 0 (t f ) 
 f (t ) 

  CB CAB  CA B 
n 1
  
1 f
   Du(0)
 
 f n 1 (t f )
  u (0) 
 f (t ) 
 0 f 

  D CB CAB  CA B  f1 (t f ) 
n 1

 
  
 f n 1 (t f )
 

For given x(0) , iff rank D CB CAB CA2 B  CAn 1 B  m.

We can find solution f i (t f ) ( input signal u (t ) )

Modern Control Theory 13

Example 3-3
  4 5  5
x (t )    x ( t )    u (t )
 1 0 1
y (t )  1  1x(t )

rank CB CAB  rank  6 30  1  m, output controllable

 5 25 
rank B AB  rank    1  n, NOT state controllable.
 1  5
3.1.3 Controllability test of canonical system
Theorem 3-5 If A is diagonal, system is controllable iff the
elements of the same row in matrix B are not all zero.
Theorem 3-6 If A is Jordan, system is controllable iff
⑴ the elements of the same row in matrix B corresponding
to mutual different eigenvalues are not all zero.
⑵ The elements of the row in matrix B corresponding to
the last row in each Jordan block are not all zero.
Modern Control Theory 14
  7 0 0 0 1 
Example 3-4 (1) x (t )   0  5 0  x(t )  4 0u (t )
 0 0  1 7 5
 7 0 0 0 1 
(1) x (t )   0  5 0  x(t )  4 0u (t )
 0 0  1 7 5
  3 1 0 0 0 
(2) x (t )   0  3 0 x(t )  2  1u (t )
 0 0 1 0 3 
3 0 0  2
(3) x (t )  0  1 0  x(t )  1 u (t )
0 0  2 0
 4 1 0  4 2
(4) x (t )   0  4 0  x(t )  0 0u (t )
 0 0  2 3 0
System (1), (2) are controllable and (3), (4) are not
controllable.

Modern Control Theory 15

 3.2 Observability of linear continuous time system

3.2.1 time-varying system

x  A(t ) x(t )  B(t )u (t )
y (t )  C (t ) x(t )

Definition: If any initial state x(t0 ) can be uniquely

determined by the output y(t ), t  [t0 , t f ] . The system
is said to be observable at t 0
Theorem 3-7 The time-varying system is observable in
the time slot [ t0 , t f ] iff the Gram matrix Wo( t0 ,t f ) is
non-singular.
tf
Wo( t0 ,t f )    T (t0 , )C T ( )C ( ) (t0 , )d
t0

Modern Control Theory 16

Proof: Observability is independent of input and we can ignore
input signal.
if part x(t )  (t , t0 ) x(t0 )
y (t )  C (t ) x(t )  C (t ) (t , t0 ) x(t0 )
tf tf
 t0
 T ( , t0 )C T ( ) y ( )d    T ( , t0 )C T ( )C (t ) (t , t0 ) x(t0 )d
t0

 W0 (t0 , t f ) x(t0 )
tf
x(t0 )  W (t0 , t f )   T ( , t0 )C T ( ) y ( )d
0
1
t0

only if part assume observability & Wo( t0 ,t f ) is singular.

y (t )  C (t ) (t , t0 ) x(t0 )
tf tf
t0
y T ( ) y ( )d   x T (t0 ) T ( , t0 )C T ( )C (t ) (t , t0 ) x(t0 )d
t0

 x T (t0 )W0 (t0 , t f ) x(t0 )

there exists non-zero initial state x(t0 ) such that

x T (t0 )W0 (t0 , t f ) x(t0 )  0
y T (t ) y (t )  0 or y (t )  C (t ) (t0 , t f ) x(t0 )  0
Modern Control Theory 17
Sufficient condition test let
C1 (t )  C (t )
Ci (t )  Ci 1 (t ) A(t )  C i 1 (t ), i  2,3,  , n
 C1 (t ) 
R(t )    
Cn (t )
If rank R(t f )  n for some t f  0, the system is observable.
Example 3-6 Let A(t )  0 t 0 , C (t )  1 0 1
t 1 0
 
0 0 t  2

C1 (t )  C (t )  1 0 1

C2 (t )  C1 (t ) A(t )  C1 (t )  t 1 t 2

C3 (t )  C2 (t ) A(t )  C 2 (t )  t 2  1 2t t 4  2t 
 C1 (t )   1 0 1 
R(t )  C2 (t )   t 1 t 2 
C3 (t )  t 2  1 2t t 4  2t 
rank R(t )  3  n, system is observable for t  0.
Modern Control Theory 18
Motivation2

 x1   2 0   x1  3
 x    0  1  x   1u (t )
 2   2   
 x1 
y  1 0 
 x2  x 2 ( 0) x1 (0)
s s

u 1 x2 s 1 x2 x1 s 1 x1 1 y

1 2
3
observable
unobservable

Modern Contral Systems 19

Definition of Observability
A system is said to be (completely state) observable at
time t0 , if there exists a finite t1  t0 such that for any x(t0 )
at time t0 , the knowledge of the input u[t t ] and the
0, 1

output y[t t ] over the time interval [t0 , t1 ] suffices to

0, 1

determine the state x0 , otherwise the system is said to be

unobservable at t0 .

Modern Contral Systems 20

Observability Matrix
 A, C  Observable  rank (V )  n  det(V )  0 if y  R

 C 
 CA 
 
Observability Matrix V   CA 
2

 
  
CAn 1 

Example: An Unobservable System 4

0 1   0
x    x   u U (s) 1 s-1 x2 s-1 x1 Y (s)
0  2  1
y  0 4x 2

※ State x1 is unobservable.

Modern Contral Systems 21

Proof of observability matrix

xk 1  Axk  Buk
yk  Cxk  Duk  (1)
yk 1  Cxk 1  Duk 1
yk 1  C ( Axk  Buk )  Duk 1  CAxk  CBuk  Duk 1  (2)
yk  n 1  CAn 1 xk  CAn  2 Buk  CAn 3 Buk 1    CBuk  ( n  2 )  Duk  ( n 1)  (n)
 C 
 CA 
(1), (2), (n)    xk
  
 n 1 
CA 

 yk  Duk yk 1  CBuk  Duk 1   CABuk  ( n 3)  CBuk  ( n  2 )  Duk  ( n 1) 

Inputs & outputs

Modern Contral Systems 22

3.2.2 Observability of LTI system:
Theorem 3-8 The following statements are equivalent:
⑴ LTI system is observable.
⑵ Matrix Ce At is column linearly independent.
1
⑶ Matrix C ( sI  A) is column linearly independent.
t
Gram matrix Wo  t e A  C T Ce A d is non-singular
f T
⑷
   n.
0

A 
T
⑸ T T T T n 1 T
rank C A C  C
Proof: Ignore (1)~(4) and input signal , let t0  0
y (t )  Cx(t )  Ce At x(0)
n 1
 C   i (t ) Ai x(0)
i 0

 C 
 CA 
  0 (t ) 1 (t )   n 1 (t )   x(0)
  
 n 1 
CA 

Modern Control Theory 23

3.2.3 Observability test of canonical system
Theorem 3-9 If A is diagonal, system is observable iff
the elements of the same column in matrix C are
not all zero.
Theorem 3-10 If A is Jordan, system is observable iff
⑴ the elements of the same column in matrix C
corresponding to mutual different eigenvalues are
not all zero.
⑵ The elements of the column in matrix C
corresponding to the first column in each Jordan
block are not all zero.

Modern Control Theory 24

Example 3-8
  2 0
(1) x (t )    x(t )
 0 5 
y (t )  1 3x(t )
2 1 0 0
0 2 0 0
(2) x (t )   x(t )
0 0 3 1
 
0 0 0 3
0 1 1 0 
y (t )    x(t )
 0 1 1 1 
  3 1 0
(3) x (t )   0  3 0 x(t )
 0 0 1
1 0 0 
y (t )    x(t )
 0 0  1

System (1), (3) are observable, system (2) is not observable.

Modern Control Theory 25
Example

0 1  0 
x  Ax  Bu, x  R n A  , B   , C  0 1
Plant: 1 0 1
y  Cx  Du

0 1 
Controllability Matrix V  B AB   
1 0
 C  0 1 
Obervability Matrix N      
CA
   1 0
rank (V )  rank ( N )  2

Hence the system is both controllable and observable.

Modern Contral Systems 26

Theorem I

xc (t )  Ac xc (t )  B c u (t )
Controllable canonical form Controllable

Theorem II
xo (t )  Ao xo (t )  B o u (t )
y (t )  Co xo (t )

Observable canonical form Observable

Modern Contral Systems 27

example s2
T (s) 
( s  1)( s  2)
0 1 0 
xc    xc   u
Controllable canonical form  2  3 1
y  2 1xc
0 1 
U  B AB   
1  3 rank[U ]  2  n
C  2
V  
1

rank[V ]  1  n
CA
    2  1
0  2   2
xo    xo   u
Observable canonical form 1  3 1 
y  0 1xo
 2  2
U  B AB    rank[U ]  1  n
 1  1 
 C  0 1 
V   rank[V ]  2  n

CA 1  3
Modern Contral Systems 28
 Linear system
Theorem III x (t )  Jx(t )  Bu(t ) 1. Analysis

Jordan form
y (t )  Cx(t )  Du(t )
Jordan block

 J1   B1 
Least row
J  J2  
B   B2   has no zero
 row
 J 3   B3 
C  C1 C2 C3 

First column has no zero column

Modern Contral Systems 29

Example
2 1 0  b11 
x   0 2 0  x  b  u
 12 
 0 0 1   1 
y  c11 c12 3 x

If b12  0 uncontrollable

If c11  0 unobservable

Modern Contral Systems 30

 0 0 0
 0 0
1 1  1 b11
 1  0 1 0 b12
  
 1  0 0 1 b13

x   1  x  1 1 2 u
 2  
 1  0 1 0
 b21
 2 1  0 0 1
   
 2 
 
 
1 1 2 0 0 2 0
y  1 0 1 2 0 1 1  x
1 0 2 3 0 2 2

C11 C12 C13 C21

Modern Contral Systems 31
 b11 b12 b13 L.I .  b21 L.I . controllable

C11 C12 C13 L.I .  C21 L.I . observable

In the previous example

b11 b12 b13 L.I .  b21 L.I . controllable

C11 C12 C13 L.I .  C21 L.D. unobservable

Modern Contral Systems 32

Example

2 1   2 1 1
 2   2 1 1 
  
 2   1 1 1 L.I.
x   2 x   3 2 1u
  
1 1   1 0 0
 
 1  1 0 1
 1  1 0 0
L.I.

2 2 1 3  1 1 1
y  1 1 1 2 0 0 0
1 1 1 1 0 0 0

L.I. L.D.
Modern Contral Systems 33
Kalman Canonical Decomposition
Diagonalization: x  Ax  Bu
y  Cx  Du
All the Eigenvalues of A are distinct, i.e. 1  2  3   n
There exists a coordinate transform (See Sec. 4.4) z  Tx such that
1 0
Am  T 1 AT where Am    .
 
 0 n   bm1 
Bm  T 1 B    
System in z-coordinate becomes
 
z  Am z  Bmu bmn 
y  Cm z Cm  CT  cm1  cmn 

Homogeneous solution of the above state equation is

z (t )  v1e 1t z1 (0)    v n e nt z n (0)

If bmi  0 and cmi  0, mode i is controllab le and observable
Modern Contral Systems 34
How to construct coordinate transformation matrix for diagonalization

All the Eigenvalues of A are distinct, i.e. 1  2  3   n

Eigenvectors, v1, v2 ,  ,vn , are independent.

The coordinate matrix for diagonalization

T  [v1, v2 ,  ,vn ]

Consider diagonalized system z1  1 z1  bm1u

z2  2 z2  bm 2u

zn  λn zn  bmn u
y  cm1 z1  cm 2 z2    cmn zn

Modern Contral Systems 35

Transfer function is
n
cmi bmi cm1bm1 c b
H ( s)       mn mn
i 1 s  i s  1 s  n
If bmi  0 or cmi  0, mode i is uncontrollable or unobservable,
H(s) has pole-zero cancellation.

bm1  cm1

1
u (t )

 bm 2  cm 2
 y (t )
2 ∑


b mn  c mn

n
Modern Contral Systems 36
 BIBO Stability
A system is said to be “bounded input, bounded output
(BIBO) stable” if it responds with a bounded output
signal to any bounded input signal, i.e.
if y  S[u ] then
|| u ||  || y ||
where || . || is a signal norm.

BIBO stability is external stability

37
 Asymptotic Stability

A system is said to be “asymptotically stable” if for a

“small” deviation in the initial state the resulting
“perturbed” solution goes to the original solution in
the limit, i.e.
whenever || x0  x00 ||   then
|| x(t )  x 0 (t ) ||  0 if t  
where || . || is a vector norm.

asymptotic stability is internal stability

38
 Asymptotic Stability of LTI Systems

A LTI system with state space realization

matrices (A,B,C) is asymptotically stable if and
only if all the eigenvalues of the state matrix A
have negative real parts, i.e.

Re{i, A }  0 for all i

asymptotic stability is a system property

39
Stabilizability and Detectability
 So far we have defined and studied observability and
controllability of the complete state vector. We have seen
that the system is controllable (observable) if all
components of the state vector are controllable
(observable). The natural question to be asked is: do we
really need to control and observe all state variables? In
some applications, it is sufficient to take care only of the
unstable components of the state vector. This leads to the
definition of stabilizability and detectability.

Modern Control Theory Lecture 8 40

 Definition :A linear system (continuous or
discrete) is stabilizable if all unstable modes
are controllable.
 Definition : A linear system (continuous or
discrete) is detectable if all unstable modes
are observable.

Modern Control Theory Lecture 8 41