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Linear Control Systems Lecture # 25 Time-Varying Systems Change of Variables, Controllability & Observability

This document summarizes key concepts about time-varying linear control systems, including: 1) A time-varying system can be transformed into an equivalent time-invariant system through a change of variables using a nonsingular and time-varying matrix P(t). 2) For periodic time-varying systems, a Floquet decomposition exists that transforms the system into a time-invariant form through a periodic change of variables. 3) Controllability and observability of time-varying systems can be determined using controllability and observability Gramians, similarly to time-invariant systems. Positive definiteness of the Gramians indicates controllability/observability.

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90 views24 pages

Linear Control Systems Lecture # 25 Time-Varying Systems Change of Variables, Controllability & Observability

This document summarizes key concepts about time-varying linear control systems, including: 1) A time-varying system can be transformed into an equivalent time-invariant system through a change of variables using a nonsingular and time-varying matrix P(t). 2) For periodic time-varying systems, a Floquet decomposition exists that transforms the system into a time-invariant form through a periodic change of variables. 3) Controllability and observability of time-varying systems can be determined using controllability and observability Gramians, similarly to time-invariant systems. Positive definiteness of the Gramians indicates controllability/observability.

Uploaded by

fyahyaie
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 24

Linear Control Systems

Lecture # 25
Time-Varying Systems
Change of Variables,
Controllability & Observability
p. 1/24
Change of Variables
Consider the system
x = A(t)x
and the change of variables
x(t) = P(t)z(t)
where P(t) is nonsingular and continuously differentiable
for all t
x(t) = P(t) z(t) +

P(t)z(t)
A(t)x(t) = A(t)P(t)z(t)
x = A(t)x P(t) z(t) +

P(t)z(t) = A(t)P(t)z(t)
z(t) =

P
1
(t)A(t)P(t) P
1
(t)

P(t)

z(t)
def
= F(t)z(t)
p. 2/24
Let
A
(t, t
0
) and
F
(t, t
0
) be the transition matrices of
A(t) and F(t), respectively. What is the relationship
between
A
(t, t
0
) and
F
(t, t
0
)?
z(t) =
F
(t, t
0
)z(t
0
) =
F
(t, t
0
)P
1
(t
0
)x(t
0
)
On the other hand,
z(t) = P
1
(t)x(t) = P
1
(t)
A
(t, t
0
)x(t
0
)
P
1
(t)
A
(t, t
0
)x(t
0
) =
F
(t, t
0
)P
1
(t
0
)x(t
0
), x(t
0
)
P
1
(t)
A
(t, t
0
) =
F
(t, t
0
)P
1
(t
0
)

F
(t, t
0
) = P
1
(t)
A
(t, t
0
)P(t
0
)
p. 3/24
Periodic Systems
Consider the system x = A(t)x, where A(t) is a
continuous T-periodic function of t; i.e.,
A(t +T) = A(t), t
Let (t, ) be the transition matrix of A(t) and dene a
constant matrix R by
e
RT
= (T, 0)
There is always a matrix R (although it is not unique)
p. 4/24
Special Case: If (T, 0) is diagonalizable, then there is a
nonsingular matrix Q such that
Q
1
(T, 0)Q =

2
.
.
.

Take R
1
=

ln(
1
)
ln(
2
)
.
.
.
ln(
n
)

p. 5/24
Take R =
1
T
QR
1
Q
1
Then
exp(RT) = exp(QR
1
Q
1
) = Qexp(R
1
)Q
1
= Q

2
.
.
.

Q
1
= (T, 0)
p. 6/24
Lemma: Let P(t) = (t, 0)e
Rt
P(t) is nonsingular for all t
P(t +T) = P(t) for all t
Proof: P(t) is nonsingular because it is the product of two
nonsingular matrices
P(t +T) = (t +T, 0)e
R(t+T)
= (t +T, T)(T, 0)e
RT
e
Rt
= (t +T, T)e
RT
e
RT
e
Rt
= (t +T, T)e
Rt
Because A(t) is T-periodic, (t +T, T) = (t, 0)
P(t +T) = (t, 0)e
Rt
= P(t)
p. 7/24

P(t) =

t
[(t, 0)] e
Rt
+ (t, 0)
d
dt

e
Rt

= A(t)(t, 0)e
Rt
(t, 0)e
Rt
R
= A(t)P(t) P(t)R
Apply the change of variables x(t) = P(t)z(t)
z =

P
1
(t)A(t)P(t) P
1
(t)

P(t)

z(t)
= P
1
(t)

A(t)P(t)

P(t)

z(t)
= P
1
(t)P(t)R z(t) = R z(t)
Floquet decomposition: A T-periodic system x = A(t)x
can be transformed by a T-periodic change of variables
x(t) = P(t)z(t) into an equivalent time-invariant system.
p. 8/24
Example:
A(t) =

(1 + cos t) 0
0 (2 + cos t)

, T = 2
(t, 0) =

t
0
(1+cos ) d
0
0 e

t
0
(2+cos ) d

e
(t+sin t)
0
0 e
(2t+sint)

p. 9/24
Find R such that
e
RT
= (T, 0) =

e
(T+sin T)
0
0 e
(2T+sinT)

e
T
0
0 e
2T

R =

1 0
0 2

p. 10/24
P(t) = (t, 0)e
Rt
=

e
(t+sin t)
0
0 e
(2t+sint)

e
t
0
0 e
2t

e
sin t
0
0 e
sin t

p. 11/24
What is the effect of the change of variables on the
input-output response?
x(t) = A(t)x(t) +B(t)u(t)
y(t) = C(t)x(t) +D(t)u(t)
Zero-state response:
y(t) =

t
t
0
C(t)(t, )B()u() d
x(t) = P(t)z(t)
x(t) = A(t)x(t) +B(t)u(t)
P(t) z(t) +

P(t)z(t) = A(t)P(t)z(t) +B(t)u(t)
p. 12/24
z =

P
1
(t)A(t)P(t) P
1
(t)

P(t)

z(t)
+P
1
(t)B(t)u(t)
= F(t)z(t) +P
1
(t)B(t)u(t)
y(t) = C(t)x(t) +D(t)u(t)
= C(t)P(t)z(t) +D(t)u(t)
{A, B, C, D} x = Pz {F, P
1
B, CP, D}
F = P
1
AP P
1

P
p. 13/24
C(t)P(t)
F
(t, )P
1
()B()
= C(t)P(t)P
1
(t)
A
(t, )P()P
1
()B()
= C(t)
A
(t, )B()
The input-output response is invariant to state
transformations
p. 14/24
What is the effect of the change of variables on internal
stability?
A(t) F(t) = P
1
(t)A(t)P(t) P
1
(t)

P(t)

F
(t, t
0
) = P
1
(t)
A
(t, t
0
)P(t
0
)
Lyapunov Transformation: A change of variables
x(t) = P(t)z(t) is a Lyapunov transformation if both P(t)
and P
1
(t) are bounded and continuously differentiable for
all t
Uniform stability and uniform asymptotic stability are
invariant to Lyapunov transformations
p. 15/24
Example:
A(t) =

(1 + cos t) 0
0 (2 + cos t)

x(t) = P(t)z(t) with


P(t) =

e
sin t
0
0 e
sin t

transforms the system into


z = R z =

1 0
0 2

z
p. 16/24
x(t) = P(t)z(t) is a Lyapunov transformation because
both P(t) and P
1
(t) are bounded and continuously
differentiable for all t
The system z = Rz is asymptotically stable
Hence, the system x = A(t)x is uniformly asymptotically
stable
p. 17/24
Controllability
Denition: The system x = A(t)x +B(t)u, or the pair
(A(t), B(t)), is said to be controllable on [t
0
, t
f
] if given
any initial state x
0
, there is a continuous control u(t) that
steers the state of the system from x(t
0
) = x
0
to
x(t
f
) = 0. It is said to be reachable on [t
0
, t
f
] if given any
nal state x
f
, there is a continuous control u(t) that steers
the state of the system from x(t
0
) = 0 to x(t
f
) = x
f
The Controllability Gramian of (A(t), B(t)) is dened by
W
c
(t
0
, t
f
) =

t
f
t
0
(t
0
, t)B(t)B
T
(t)
T
(t
0
, t) dt
In the time-invariant case we took t
0
= 0 & (t
0
, t) = e
At
p. 18/24
Lemma: W
c
(t
0
, t
f
) is positive denite if and only if there is
no vector x
a
= 0 such that
x
T
a
(t
0
, t)B(t) 0, t [t
0
, t
f
]
Theorem: The pair (A(t), B(t)) is controllable (reachable)
on [t
0
, t
f
] if and only if the controllability Gramian
W
c
(t
0
, t
f
) is positive denite
Proofs are the same as in the time-invariant case
p. 19/24
Example:
A =

0 0
0 1

, B =

1
e
2t

e
At
=

1 0
0 e
t

, (t
0
, t) =

1 0
0 e
(t
0
t)

(t
0
, t)B(t) =

1 0
0 e
(t
0
t)

1
e
2t

1
e
(t+t
0
)

Is there x
a
= 0 such that x
T
a
(t
0
, t)B(t) 0 for all
t [t
0
, t
f
]?
p. 20/24
x
a
=

, x
T
a
(t
0
, t)B(t) = +e
(t+t
0
)
Can we nd and (not both zero) such that
+e
(t+t
0
)
0 for all t [t
0
, t
f
] ?
The answer is NO. The system is controllable on any
interval [t
0
, t
f
]
p. 21/24
Alternative method:
W
c
(t
0
, t
f
) =

t
f
t
0
(t
0
, t)B(t)B
T
(t)
T
(t
0
, t) dt
=

t
f
t
0

1
e
(t+t
0
)

1 e
(t+t
0
)

dt
=

(t
f
t
0
) W
c12
W
c12
W
c22

W
c12
=

e
(t
f
+t
0
)
e
2t
0

W
c22
=
1
2

e
2(t
f
+t
0
)
e
4t
0

Verify that det[W


c
(t
0
, t
f
)] = 0
p. 22/24
Observability
Denition: The system
x(t) = A(t)x(t), y(t) = C(t)x(t)
or the pair (A(t), C(t)), is said to be observable on [t
0
, t
f
]
if any initial state x(t
0
) = x
0
can be uniquely determined
from y(t) on [t
0
, t
f
]. It is said to be (re)constructible on
[t
0
, t
f
] if any nal state x(t
f
) = x
f
can be uniquely
determined from y(t) on [t
0
, t
f
]
The observability Gramian of (A(t), C(t)) is dened by
W
o
(t
0
, t
f
) =

t
f
t
0

T
(t, t
0
)C
T
(t)C(t)(t, t
0
) dt
p. 23/24
Lemma: W
o
(t
0
, t
f
) is positive denite if and only if there is
no vector x
a
= 0 such that
C(t)(t, t
0
)x
a
0, t [t
0
, t
f
]
Theorem: The pair (A(t), C(t)) is observable
(constructible) on [t
0
, t
f
] if and only if the observability
Gramian W
o
(t
0
, t
f
) is positive denite
p. 24/24

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