Appendix Selected Problems of Controllability and Observability of Linear Systems
Appendix Selected Problems of Controllability and Observability of Linear Systems
A.1 Reachability
Consider the following discrete-time linear system
Definition A.1. The system (A.1) (or the pair (A,B)) is called reachable, if for
every vector xf n there exists an integer q > 0 and a sequence of inputs {ui,
i=0,1,…,q1} such that for x0 = 0, xq = xf.
Theorem A.1. The system (A.1) is reachable if and only if one of the following
conditions is met
1.
2.
3.
i 1
xi A i x0 ¦ A i k 1Buk
k 0
to equation (A.1a) for i = n, x0= 0 and taking into account that xn = xf, we obtain
ªun1 º
« »
n 1 u
xf ¦A n k 1
Buk ª¬B, A, B,..., A n1B º¼ « n2 » . (A.5)
k 0
«# »
« »
¬ u0 ¼
From (A.5) it follows that for every xf there exits {ui, i=0,1,…,q1} if and only
if the condition (A.2) is met.
Let v n be a vector such that vTB = 0 and vTA = zvT for a certain complex
variable z. In this case,
that is,
vT > I n z A, B @ 0
(A.3) follows.
From (A.3) it follows that there exists a unimodular matrix
ª U1 U 2 º n mu( n m )
U «U U » [ z] ,
¬ 3 4¼
such that
> Iz A , B @ U > I n 0 @
Appendix 475
and
be the i-th columns of the polynomial matrices U1 nun[z] and U3 mun[z],
respectively. Substituting (A.7) into (A.6) and comparing the coefficients by the
same powers of the variable z , we obtain
Bu30i Au10i ei
Bu u Au11i
1
3i
0
1i 0
.......................................... for i 1, ..., n , (A.8)
n2 n 3 n2
Bu 3i u 1i Au 1i 0
n 1 n 2
Bu 3i u 1i 0
and
ªu30i º
« 1 »
u
ª¬B, AB,..., A n1B º¼ « 3i » ei (i 1, ..., n). (A.9)
« »
« »
«¬u3ni1 »¼
(A.9) implies the condition (A.2). The conditions (A.2), (A.3), and (A.4) are thus
equivalent.
476 Appendix
If the system (A.1) is not reachable, then the set of reachable states from the
point x0 = 0 is given by the image of the matrix [B,AB,…,An-1B].
Example A.1.
Show that the pair
ª0 1 0 " 0 º ª0º
«0 0 1 " 0 »» «0»
« « »
A «# # # % # », B « #» (A.10)
« » « »
«0 0 0 " 1 » «0»
«¬ a0 a1 a2 " an1 »¼ «¬1 »¼
ª z 1 0 " 0 0º
« 0 z 1 " 0 0 »»
«
rank > I n z A, B @ rank « # # # % # #» n, (A.11)
« »
« 0 0 0 " 1 0»
«¬ a0 a1 a2 " z an1 1 »¼
§ dx ·
x Ax Bu ¨ x ¸, (A.12a)
© dt ¹
y Cx Du , (A.12b)
where x = x(t) n is the state vector, u = u(t) m the input vector, y = y(t) p
the
output vector; A nun, B num, C pun, D pum.
Definition D.2. The system (A.12) (or the pair (A,B)) is called reachable if for
every vector xf n there exists a time tf > 0 and an input u(t) over the interval
[0, tf] such that for x0 = 0, x(tf) = xf.
Theorem D.2 The system (A.12) is reachable if and only if one of the following
conditions is satisfied:
Appendix 477
1.
2.
3.
A.2. Controllability
Definition A.3. The system (A.1) (or the pair (A,B)) is called controllable to zero
if for an arbitrary initial state x0 z 0 there exists an integer q > 0 and a sequence of
inputs {ui, i=0,1,…,q1} such that xq = 0.
Theorem A.3. The system (A.1) is controllable to zero if and only if one of the
following conditions is met:
1.
2.
3.
ªun1 º
« »
n 1 u
A n x0 ¦ A nk 1Buk ª¬B, AB,..., A n1B º¼ « n2 » . (A.19)
k 0
«# »
« »
¬ u0 ¼
478 Appendix
From (A.19) it follows that there exists a sequence of inputs {ui, i=0,1,…,q1}
for an arbitrary x0 if and only if the condition (A.16) is met.
Let v n be a vector such that vTB = 0 and vTA = zvT for a certain variable z. In
the same manner as in the proof of Theorem A.1, we obtain vT[B,AB,…,An-1B] = 0.
The condition (A.16) implies
0 vT A n O n vT and thus O 0 or v 0.
Hence the matrix [Inz – A, B] has full row rank n for all finite z z 0, which is
equivalent to the conditions (A.17).
Analogously to the proof of Theorem A.1 one can show that the condition
(A.17) implies (A.18), and the condition (A.18) in turn implies (A.16).
Remark A.1.
Each of the conditions (A.13), (A.14) and (A.15) for the system (A.1) with singular
A is only a sufficient condition, but not a necessary one for the controllability of
the system. If det A z 0, then these conditions are also necessary conditions for the
controllability of (A.1). For the system (A.1) with nonsingular A, the conditions of
its controllability are equivalent to the conditions of its reachability.
Example A.2.
The pair of matrices
ª0 a º ª1 º
A «0 0 » , B «0 » (A.20)
¬ ¼ ¬ ¼
ª z a 1 º
rank > Iz A, B @ rank « » 1, for z 0.
¬0 z 0¼
ª1 da 1 º
rank > I dA, B @ rank « » 2 for arbitrary a and d .
¬0 1 0 ¼
ª0 º
xf «1 »
¬ ¼
ª1 º
Im[B, AB] Im « » .
¬0¼
ª0 º
x0 «1 »
¬ ¼
Definition A.4. The system (A.12) (or the pair (A,B)) is called controllable to zero
if for an arbitrary initial state x0 there exists a time tf > 0 and an input u = u(t) over
the interval [0, tf]] such that x(tf) = 0.
Theorem A.4. The system (A.12) is controllable to zero if and only if one of the
conditions (A.16), (A.17), (A.18) of Theorem A.3 is met.
tf tf
At f A (t f W )
xf e x0 ³e Bu (W ) dW 0 and x0 ³ e AW Bu (W ) dW
0 0
Example A.3.
We choose as the state variable x the voltage uc on the capacity of the electrical
circuit in Fig. A.1, and as the input the source voltage u. Note that the voltage uc on
the capacity is zero for an arbitrary value of the source voltage u. Therefore
changing u we cannot reach any desired nonzero value of the voltage uc = xf z 0.
Thus this circuit is an example of an uncontrollable system.
480 Appendix
A.3 Observability
First consider the discrete system (A.1).
Definition A.5. The system (A.1) (or the pair (A,C)) is called observable if there
exists an integer q > 0 such that for given sequences of inputs {ui, i=0,1,…,q-1}
and outputs {yi, i=0,1,…,q-1} one can determine the initial state x0 of this system.
Theorem A.5. The system (A.1) is observable if and only if one of the following
conditions is met:
1.
ª C º
« CA »
rank « » n, (A.21)
« # »
« n 1
»
¬«CA ¼»
2.
ªI z A º
rank « n » n for all finite z , (A.22)
¬ C ¼
3.
i 1
yic yi Dui ¦ CA i k 1Buk CA i x0 . (A.24)
k 0
ª y0c º ª C º
« c» « »
« y1 » « CA » x . (A.25)
« # » « # » 0
« » « n 1
»
¬ ync 1 ¼ ¬«CA ¼»
For the given sequences {ui, i=0,1,…,q1},{yi, i=0,1,…,q1} the sequence {y’i,
i=0,1,…,n1} is known. From (A.25) we can determine x0 if and only if the
condition (A.21) is met.
Example A.4.
Show that the pair
ª A1 0º
A «A A 3 »¼
, C >C1 0@
¬ 2
is not observable for arbitrary submatrices A1rur, A2(n-r)ur, A3(n-r)u (n-r), C1pur.
It is easy to verify that
ª A1k 0 º
Ak « », (A.26)
¬« * A 3k ¼»
ª C º ª C1 0º
« CA » «CA »
« » « 1 1 0» . (A.27)
« # » « # #»
« » « n 1 »
¬C1A1 0¼
n 1
«¬CA »¼
From (A.27) it follows that the condition (A.21) is not met for arbitrary
A1,A2,A3 and C1.
482 Appendix
Definition A.6. The system (A.12) (or the pair (A,C)) is called observable if there
exists a time tf > 0 such that for given u(t) and y(t) for 0 d t d tf, one can determine
the initial state x0 of this system.
Theorem A.6. The system (A.12) is observable if and only if one of the conditions
(A.21), (A.22), (A.23) of Theorem A.5 is met.
Example A.5.
We take as the state variables in the circuit in Fig. A.2 the voltage uC on the
capacity and the current in the coil iL; as the input u we take the source current i,
and as the output y we take the voltage uR on the resistance R, uR = Ri. The circuit
is described by the following equations
ª 1º
«0 ª1º
d ª uc º C » ª uc º « » ª uc º
« » « » « » C i, y [0 0] « » Ri
dt ¬iL ¼ «1 i « » ¬iL ¼
0» ¬ L ¼ ¬ 0 ¼
¬« L ¼»
ªC º
C [0 0] and thus « » 0.
¬CA ¼
Note that with both the source current i and the voltage uR known, we cannot
determine the initial state
ªuc (0) º
« »
¬iL (0) ¼
of this circuit.
Appendix 483
It is easily verifiable that if we choose the voltage on the capacity as the output
y, then the circuit is observable.
A.4 Reconstructability
First consider the discrete-time system (A.1).
Definition A.7. The system (A.1) (or the pair (A,C)) is called reconstructable if
there exists an integer q > 0 such that for the two given sequences: input {ui,
i=0,1,…,q1} and output {yi, i=0,1,…,q1} one can determine the state vector xq
of this system.
Theorem A.7. The system (A.1) is reconstructable if and only if one of the
following conditions is met
1.
ª C º
« CA »
Ker « » Ker A n , (A.28)
« # »
« n 1
»
¬«CA ¼»
2.
ªI dA º
rank « n » n for all finite d , (A.29)
¬ C ¼
3.
Example A.6.
The pair
ª1 1º
A «2 , C [1 1] (A.31)
¬ 2 »¼
ª Cº ª1 1º
rank « » rank « 1.
¬CA ¼ ¬3 3 »¼
One cannot determine the vector x0 = [x01, x02]T with y0 and y1 known for
u0 = u1 = 0, since y0 = Cx0 = x01 + x02, y1 = 3(x01 + x02), that is, we know only the
sum x01 + x02.
The pair (A.31) is reconstructable, since
ª1 d d º
ª I dA º
rank « n » rank «« 2d 1 2d »» 2, for all finite d .
¬ C ¼
«¬ 1 1»¼
ª 3 y0 º
x2 A 2 x0 « »
¬ 2 y1 ¼
Remark A.2.
Each of the conditions (A.21), (A.22), (A.23) for the system (A.1) with A singular
is only a sufficient condition and not a necessary one for the reconstructability of
this system. If det Az 0, then these conditions are also necessary ones of the
reconstructability of the system (A.1). For the system (A.1) with A nonsingular, the
conditions of observability are equivalent to those of reconstructability.
Definition A.8. The system (or the pair (A,C)) is called reconstructable if there
exists a time tf > 0 such that with u(t) and y(t) given for 0 d t d tf one can determine
the state vector xf = x(tf) of this system.
Theorem A.8. The system (A.12) is reconstructable if and only if one of the
conditions (A.21), (A.22), (A.23) of Theorem A.5 is satisfied.
xi 1 AT xi CT ui ,
(A.32)
yi BT xi
xi 1 Axi Bui ,
(A.33)
yi Cxi .
Theorem A.9. The system (A.33) is reachable (observable) if and only if its dual
(A.32) is observable (reachable).
The system (A.1) is reachable if and only if all the eigenvalues z1,z2,…,zn are
controllable.
Definition A.11. The system (A.1) is called stabilizable if all the unstable
eigenvalues |zi| t 1 of this system are controllable.
ªI z A º
rank « n i » n (i 1,..., n) . (A.36)
¬ C ¼
The system (A.1) is observable if and only if all the eigenvalues z1,z2,…,zn are
observable.
Definition A.13. The system (A.1) is called detectable if all the unstable
eigenvalues (|zi| t 1) of this system are observable.
ªI z A º
rank « n » n, for all z t 1. (A.37)
¬ C ¼
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Index
Rational System
Reachability 471 continuous-time 282, 422
function 107 discrete-time 419
matrices 107, 124 linear singular 272, 367
Reconstructability 480 positive linear with delays 419
Robust stability 432 singular discrete-time 255, 272
Similarity 42 Synthesis of regulators 155
Space basis 23
Stability of positive linear discrete-time Theorem
systems with delay 423 Bezoute16
Structural stability 244 Cayley–Hamilton 16
Sylvester equation 347 Weierstrass–Kronecker 95