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Controllability and
Observability
2019 Autumn
1
Observable/Unobservable Decomposition
Theorem 6.O6: Consider an n-dimensional state
space equation with (A,B,C,D) and suppose
C
(O) = rank CA = n2 < n
⋮
CAn−1
i.e., the system is unobservable. Let the nn matrix of
p1
⋮
change of coordinates P be defined as P = pn2
⋮
pn
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Observable/Unobservable Decomposition
where the first n2 rows of P are any n2 independent rows
in O, and the remaining are arbitrarily chosen so that P
is nonsingular.
Then the equivalence transformation x=Px transforms
(A, B, C, D) to
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Observable/Unobservable Decomposition
The states in the new coordinates are decomposed
into decoupled from
xO : n2 observable states the output y
xO: n n2 unobservable states
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Observable/Unobservable Decomposition
The reduced order state space equation of the
observable states
xO(t) = AOxO(t) + BOu(t)
y(t) = COxO(t) + Du(t)
is observable and has the same transfer function as the
original state equation (A, B, C, D).
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Kalman Decomposition
The Kalman decomposition combines
the controllable/uncontrollable and
observable/unobservable
decompositions.
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Kalman Decomposition
Every state-space equation can be transformed, by
equivalence transformation, into a canonical form that
splits the states into
Controllable and observable states
Controllable but unobservable states
Uncontrollable but observable states
Uncontrollable and unobservable states
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Kalman Decomposition
The Kalman decomposition brings the system to the
form
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Minimal realisation
A minimal realisation of the system is obtained by
using only the controllable and observable states from
the Kalman decomposition.
xCO(t) = ACOxCO(t) + BCOu(t)
y(t) = CCOxCO(t) + Du(t)
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Example: Kalman Decomposition
Consider the system in modal canonical form
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Example: Kalman Decomposition
Thus a minimal realisation of this system is given by
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Example: Kalman Decomposition
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Controllability/Observability for
Jordan blocks
In Jordan blocks, refer to
The entries of B corresponding to the last row of
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Example 6.10: Jordan blocks
λ1 1 0 0 0 0 0 0 0 0
0 λ1 0 0 0 0 0 1 0 0
0 0 λ1 0 0 0 0 0 1 0
x= 0 0 0 λ1 0 0 0 x 1 1 1 u
0 0 0 0 λ2 1 0 1 2 3
0 0 0 0 0 λ2 1 0 1 0
0 λ 2 1 1
0 0 0 0 0 1
1 1 2 0 0 2 1
y= 1 0 1 2 0 1 1 x
1 0 2 3 0 2 0
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Example 6.10: Jordan blocks
λ1 1 0 0 0 0 0 0 0 0
0 λ1 0 0 0 0 0 1 0 0
0 0 λ1 0 0 0 0 0 1 0 L.I.
x= 0 0 0 λ1 0 0 0 x 1 1 1 u
0 0 0 0 λ2 1 0 1 2 3
0 0 0 0 0 λ2 1 0 1 0
0 λ 2 1 1 1 L.I.
0 0 0 0 0
1 1 2 0 0 2 1
y= 1 0 1 2 0 1 1 x
1 0 2 3 0 2 0
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Example 6.11
0 10 0 10
0 01 0 9
x= x+ u
0 00 0 0
0 00 2 1
y= 1 0 0 2 x
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Discrete-time state equations
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Discrete-Time Systems
For controllability and observability of a discrete-
time equation
x[k + 1] = Ax[k] + Bu[k]
y[k] = Cx[k] + Du[k]
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Discrete-Time Systems
C
(O) = rank CA = n Observable
⋮
CAn−1
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Controllability after sampling
Most control systems are implemented digitally, for
which we need a discrete-time model of the system.
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Controllability after sampling
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Controllability after sampling
The controllability of the discretised system depends
on the sampling period T and the eigenvalues of the
continuous-time plant.
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Check controllability after sampling
Theorem 6.9: If the pair (A, B) is controllable, then
the discretised pair (Ad, Bd) is controllable with
sampling time T if
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Check controllability after sampling
In other words …
If A has only real eigenvalues, then the discretised
equation with any sampling period T > 0 is always
controllable.
Suppose A has complex conjugate eigenvalues
𝛼 ± 𝑗𝛽; if T is not equal to any integer multiple of
𝜋/𝛽, then the discretised state equation is controllable.
If T is equal to any integer multiple of 𝜋/𝛽, then the
discretised equation may not be controllable.
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Example: controllability after sampling
3 7 5 1
x= 1 0 0 x+ 0 u
0 1 0 0
y= 0 1 2 x
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Example: controllability after sampling
Thus the discretised state space equation is
controllable if and only if
2𝜋𝑚 2𝜋𝑚
T≠ = 𝜋𝑚 and T ≠ = 0.5𝜋𝑚
2 4
for 𝑚 = 1,2, …
The second condition includes the first.
Hence, the discretised equation is controllable if and
2𝜋𝑚
only if T ≠ = 0.5𝜋𝑚 for any positive integer m.
4
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Remarks
A couple of final remarks concerning controllability
and sampling:
1. The sampling condition in Theorem 6.9 only applies
to systems with complex eigenvalues; a discretised
system with only real eigenvalues is controllable for
all T > 0 if its continuous-time counterpart is.
2. This is also applicable to the observability part.
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Summary
We have learned
Controllability
Controllability matrix ℂ
Observability
Observability matrix O
Controllability and Observability Gramian
Controllability and Observability Decomposition
Kalman Decomposition
Discrete-time state equations
Controllability after sampling.
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Lecture W11
State Feedback and State
Estimators
2018 Autumn
29
Contents
Introduction
State Feedback
Regulation and Tracking
State Estimator
Feedback from Estimated States
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Full State Feedback
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Feedback Control via State Space
Linear state space control theory involves modifying
the behaviour of an m-input/p-output/n-state system
(assuming D=0)
x(t) = Ax(t) + Bu(t)
y(t) = Cx(t)
which we call a plant/process, or (open-loop) state
equation, by an application of a control law of the form
u(t) = Nr(t) Kx(t)
where r(t) is the new (reference) input signal.
32
Feedback Control via State Space
33
Static state feedback control
State feedback with feedforward pre-compensation
35
State observer
Output feedback by estimated state feedback
36
State observer
• Static control
• Dynamic
control
37
Objectives of control
The basic objective of control
38
Objectives of control
We will learn:
techniques for the design of the state feedback gain K
to achieve
regulation and robust tracking
Considered systems:
SISO systems
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State Feedback Design for SISO
We start by considering SISO systems, and the state
feedback control scheme with feedforward pre-
compensation: u(t) = Nr(t) Kx(t)
For simplicity, let us assume temporarily that N = 1.
u(t) = r(t) Kx(t)
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Invariance of controllability/observability
41
Example
Example: loss of observability after feedback
42
Example
The state feedback control
u(t) = r(t) – Kx(t), where K = [3 1],
yields the closed-loop state equations
0 2
ℂ= (ABK, B) is still controllable.
1 0
43
Example
1 1
O=
2 2
Observability matrix O is singular, and thus the
closed-loop system with this state feedback is not
observable.
44
Eigenvalue assignment
Eigenvalue assignment allows us to place the poles of
the state feedback system where we want them to be.
Example: eigenvalue assignment by state feedback
1 3 1
x t = x t + u(t)
3 1 0
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Eigenvalue assignment
The state feedback u = r [k1 k2]x gives the closed-
loop system
x (A BK)x Br
1 3 k1 k 2 1
x r
3 1 0 0 0
1 k1 3 k 2 1
r
3 1 0
46
Eigenvalue assignment
The new system matrix AK = A – BK has the
characteristic polynomial
K(s) = (s – 1 + k1)(s – 1) – 3(3 – k2)
= s2 + (k1 – 2)s + (3k2 – k1 – 8)
Clearly, the roots of K(s), or equivalently, the
eigenvalues of the closed-loop system can be
arbitrarily assigned by a suitable choice of k1 and k2.
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Eigenvalue assignment
For example, for eigenvalues to be placed at 1j2,
the desired characteristic polynomial is
(s + 1 – j2)(s + 1 + j2) = s2 + 2s + 5
= s2 + (k1 – 2)s + (3k2 – k1 – 8).
48
Discussion
The previous example shows that
State feedback allows us to place the eigenvalues of
the state feedback closed-loop system at any position
and that the state feedback gain can be computed by
direct substitution.
However,
The method of the example is not practical for
systems of higher dimensions.
It is not clear what role controllability did play in this
eigenvalue assignment.
49
State Feedback Design
To formulate a general result we need to use the
controller canonical form (CCF) discussed in a
previous lecture.
50
State Feedback Design
-α1 -α 2 -α n-1 -α n
1 0 0 0
A=PAP -1 = 0 1 0 0
0 0
0 1
C=CP -1 =[β1 β2 β n-1 βn ]
1
0
B=PB= 0
0
51
State Feedback Design
These matrices arise from the change of coordinates
x = Px where
C B AB A n-1B
P -1 CC 1 with
C B AB A n-1B
52
Theorem 8.3
Theorem 8.3 (Eigenvalue Assignment by state
feedback): If the state equation
x(t) = Ax(t) + Bu(t)
y(t) = Cx(t)
is controllable, then the state feedback control law
u(t) = r(t) – Kx(t) with KR1n assigns the eigenvalues of
the closed-loop state equation
x(t) = (A–BK)x(t) + Br(t)
y(t) = Cx(t)
to any desired, arbitrary locations, provided that complex
eigenvalues are assigned in conjugate pairs.
53
Theorem 8.3
Proof: If the system is controllable, we can take it to
its CCF by the change of coordinates x = Px, which
yields A =PAP-1 and B = PB.
It is not difficult to verify that
C
55
Theorem 8.3
If we choose
56
Theorem 8.3
Then the state feedback equation becomes
+ Br(t)
57
58
59
Theorem 8.3
Because the closed-loop evolution matrix A – BK is
still in companion form, we see from the last
expression that its characteristic polynomial is the
desired one K(s).
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Matrix ℂ
The matrix ℂ can be easily built from the coefficients
1, 2, ..., n of the characteristic polynomial of A or
A as 1
1 α1 α 2 αn 2 α n 1
0 1 α α n 3 αn 2
1
0 0 1 αn 4 α n 3
C
0 0 0 1 α1
0 0 0 0 1
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Effects on poles and zeros
In closed-loop, once the eigenvalue assignment is
performed, the system transfer function from r to y is
given by
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Procedure for pole placement by
state feedback
3. Select the coefficients of the desired closed-loop
characteristic polynomial
K(s) = sn + α1 sn-1 + α2 sn-2 + ... + αn
and build the state feedback gain in x coordinates
K = [ α1 –1 α2 –2 ... αn –n]
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State Feedback Stabilisation
We have seen that if a state equation is controllable,
then we can assign its eigenvalues arbitrarily by state
feedback.
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State Feedback Stabilisation
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State Feedback Stabilisation Law
The state feedback law
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State Feedback Stabilisation Law
We see that the eigenvalues of AC are not affected by
the state feedback, so they remain unchanged.
68
State Feedback Stabilisation Law
70
Summary on (Full) State Feedback
We have presented an overview of the process of
control design via state space methods.
71
Summary on (Full) State Feedback
If the system is not controllable, then we can apply
state feedback of the controllable states only;
uncontrollable states cannot be affected.
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Assignment 2/3
The assignment that has been uploaded on ABEEK is
due by 23:59, 2019-11-24.
It will account for 7% of the final grade.
There will be 1 more assignment, accounting for 7%
of the final grade; that is, three assignments will acco
unt for 20% for the final grade.
Late homework will not be accepted.
Note that the copier and copyee will each receive a
zero.
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