Linear System Theory, Fall 2011

Examples Paper 5
Inner Product Spaces and Controllability
(not graded)

Exercise 1. (Application of the Finite Rank Lemma, 25%) Consider b ∈ Rm ,

A ∈ Rm×n . Assume that m > n and that A has rank n. Show that
x̂ = (AT A)−1 AT b
is the unique minimizer of
min kAx − bk2 .

Exercise 2. (Projections onto subspaces, 25%) Let H, F, h·, ·i be a Hilbert space,
and M and (closed) finite-dimensional subspace with an orthonormal basis {ui }ki=1 (or-
thonormal means that hui , uj i = 0 for i 6= j, and kui k = 1 for all i). For x ∈ H, let xp be
the orthogonal projection of x on M . By direct calculation show that:
1. xp = ki=1 hui , xi i ui , and
P
2. kx − xp k < kx − yk for all y ∈ M with y 6= xp .

Exercise 3. (Controllability, 25%)

Let A be an n×n matrix and B be an n×m matrix, both with real entries. Assume that the
pair (A, B) is controllable. Prove or disprove the following statements (a counterexample
will suffices to disprove a statement):
(i) The pair (A2 , B) is controllable.
(ii) Given that the system
ẋ(t) = Ax(t) + Bu(t)
has the initial condition x(0) = x0 6= 0, it is possible to find a piecewise continuous
control u : [0, +∞) → Rm such that the system is brought to rest at x(1) = 0 (i.e.,
x(t) = 0 for all t ≥ 1).
(iii) Suppose that x(0) = 0, and for x̄ ∈ Rn we wish to find a piecewise continuous
control u : [0, +∞) → Rm such that x(t) = x̄ for all t ≥ 1. Such a control can be
found for all x̄ ∈ Rn .

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Exercise 4. (Controllability Gramian, 25%) Let

Z t1
Wr (t1 , t0 ) = Φ(t1 , τ )B(τ )B(τ )∗ Φ(t1 , τ )∗ dτ
t0
denote the controllability Gramian of the linear time varying system
ẋ(t) = A(t)x(t) + B(t)u(t)
(i) Show that Wr (·, t0 ) is the unique solution of the matrix differential equation
Ẋ(t) = A(t)X(t) + X(t)A∗ (t) + B(t)B ∗ (t) (‡)
with X(t0 ) = 0 ∈ Rn×n .
(ii) Show that Wr (t1 , t0 ) ≥ 0 and that
Wr (t1 , t0 ) − Wr (t1 , t00 ) ≥ 0 for all t00 ≥ t0 . (∗)
[Here P ≥ 0 means that P ∈ Rn×n is positive semi-definite.]