Lecture 20
Controllability and Observability of Linear
Time Invariant Systems
Dr. Radhakant Padhi
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Evaluation of Matrix Exponential eAt
Dr. Radhakant Padhi
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Method 1: Power-series
2 2
3 3
A
t
A
t
At
+
+"
e = I + At +
2!
3!
This method is useful and accurate only if the
series truncates naturally. Otherwise, series
truncation introduces approximation error.
Direct computation of eAt as power series is
computationally inefficient as well.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Method 2:
Using Laplace Transform
1
e = L ( sI A )
At
This method results in closed form expressions for
eAt, can be quite useful for small matrices.
Numerical algorithms exist to evaluate
( sI A) . However, its inverse still need to be found.
1
Can be quite cumbersome for large matrices.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Method 3:
Using Similarity Transform
(Provided the matrix can be diagonalizable)
2 2
3 3
A
t
A
t
At
+
+"
e = I + At +
Similarity
2!
3!
Transformation:
1
1
2
PDP
PDP
t
(
)(
)
1
1
1
= PP + PDP t +
+ " A = PDP
2!
1
D 2 t 2 D 3t 3
= P I + Dt +
+
+ " P
2!
3!
e1t 0
0
1
= P 0 % 0 P
0 0 ent
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Method 4: Sylvesters Formula
Case 1: Distinct Eigenvalues
eAt satisfies the following determinant equation:
1 1
1 2
#
1 n
I A
i.e.
12 " 1n 1
22 " 2n 1
#
n2 " nn 1
A2 " An 1
e1t
e2t
#
ent
At
eN
=0
Ultimate aim
e At = 0 ( t ) I + 1 ( t ) A + 2 ( t ) A2 + " + n 1 ( t ) An 1
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Method 4: Sylvesters Formula
Case 1: Distinct Eigenvalues
The coefficients 0 ( t ) , 1 ( t ) ," , n 1 ( t )
can be determined from the following set
of equations:
0 ( t ) + 1 ( t ) 1 + 2 ( t ) 12 + " + n 1 ( t ) 1n 1 = e t
0 ( t ) + 1 ( t ) 2 + 2 ( t ) 22 + " + n 1 ( t ) 2n 1 = e t
1
0 ( t ) + 1 ( t ) n + 2 ( t ) + " + n 1 ( t )
2
n
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
n 1
n
=e
n t
Method 4: Sylvesters Formula
Case 2: Repeated Eigenvalues
eAt satisfies the following determinant equation:
0
1 1
31
"
21 312 "
2
( n 1) 1n2
1t
"
"
1 n
n2
n3
"
nn 1
ent
A2
A3
"
An 1
e At
2
1
2
4
"
t 2 1t Eigenvalues:
e
2
1 , 1 , 1 , 4 ," , n
1t
te
3
1
3
4
1 4
i.e.
( n 1)( n 2 ) n3
n 1
1
n 1
4
e
e
4t
3 times
=0
e At = 0 ( t ) I + 1 ( t ) A + 2 ( t ) A2 + " + n 1 ( t ) An 1
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Method 4: Sylvesters Formula
Case 2: Repeated Eigenvalues
The coefficients 0 ( t ) , 1 ( t ) ," , n 1 ( t )
can be determined from:
2
n 1)( n 2 )
(
t
2 ( t ) + 3 3 ( t ) 1 + " +
n 1 ( t ) 1n 3 = e t
1
2
2
1 ( t ) + 2 2 ( t ) 1 + 3 3 ( t ) 12 + " + ( n 1) n 1 ( t ) 1n 2 = te1t
0 ( t ) + 1 ( t ) 1 + 2 ( t ) 12 + " + n 1 ( t ) 1n 1 = e t
1
0 ( t ) + 1 ( t ) 4 + 2 ( t ) 42 + " + n 1 ( t ) 4n 1 = e t
4
0 ( t ) + 1 ( t ) n + 2 ( t ) n2 + " + n 1 ( t ) nn 1 = e t
1
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Method 4: Sylvesters Formula
Example
0 1
A=
1,2 = 0, 2
,
0 2
To compute e At using Sylvester's formula, we have
1 1
e1t
1 2
I A
e2t = 1 2 e 2t = 0
e At
I A e At
Expanding the determinant
2e At + A + 2 I Ae 2t = 0
1
1
At
2 t
e = ( A + 2 I Ae ) =
2
0
1
2 t
e
1
(
)
2
2 t
e
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
10
Controllability of Linear Time Invariant Systems
Dr. Radhakant Padhi
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Controllability
A system is said to be controllable at time t0
if
it is possible by means of an unconstrained
control vector to transfer the system from any
initial state X 0 to any other state in a finite
interval of time
Controllability depends upon the system matrix
A and the control influence matrix B
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
12
Graphical Meaning
Xf
Must happen in finite time.
X0
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
13
Condition for Controllability:
(single input case)
System:
X = AX + Bu
t
Solution:
X (t ) = e At X (0) + e A( t ) Bu ( ) d
0
Assuming X (t1 ) = 0,
t1
0 = eAt1 X (0) + eA(t1 ) Bu( ) d
0
t1
X (0) = e A Bu ( ) d
0
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
14
Condition for Controllability:
(single input case)
n 1
e A = k ( ) Ak
(Sylvester's formula )
k =0
t1
n 1
t1
k =0
X (0) = e A Bu ( ) d = Ak B k ( ) u ( ) d
n 1
= Ak B k
t1
where
k k ( ) u ( ) d
0
k =0
= B
AB " A B [ 0
n 1
This system should have a non-trivial solution for
1 " n 1 ]
[ 0
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
1 " n 1 ]
15
Controllability
If the rank of CB B AB " An 1 B is n,
then the system is controllable.
Result:
Example:
x1 1 0 x1 2
x = 0 2 x + 1 u
2
2
2 1 0 2 2 2
CB =
=
1
0
2
1
1
2
rank ( CB ) = 2 The system is controllable.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
16
Output Controllability
Result:
X = AX + BU
Y = CX + DU
X Rn , U Rm , Y R p
If the rank of CB CB CAB " CAn 1 B D is p,
then the system is output controllable.
Note: The presence of DU term in the output equation
always helps to establish output controllability.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
17
Observability of Linear Time Invariant Systems
Dr. Radhakant Padhi
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Observability
A system is said to be observable at
time
t0 if, with the system in state X(t0) ,it is
possible to determine this state from the
observation of the output over a finite
interval of time
Observability
depends upon the system
matrix A and the output matrix C
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
19
Observability
If the rank of OB C T AT C T
then the system is observable.
Result:
"
(A )
T
n 1
C T is n,
Example:
x 1 1 0 x1 2
x = 0 2 x + 1 u
2
2
x1
y = [1 0]
x2
1 1 0 1 1 1
OB =
=
0
0
2
0
0
0
rank ( OB ) = 1 2 The system is NOT observable.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
20
Controllability and Observability
in Transfer Function Domain
z
The system is both controllable and
observable if there is no Pole-Zero
cancellation.
Note: The cancelled pole-zero pair
suppresses part of the information about
the system
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
21
Principle of Duality
System S1: X = AX + BU
Y1 = CX
System S2: Z = AT Z + C T V
Y2 = BT Z
CB = B
OB = C T
AB
T
AC
A2 B " An 1 B
T
T2
A C
T n1
" A
CT
CB = C T AT C T AT C T " AT C T
OB = B AB A2 B " An 1 B
2
n1
The principle of duality states that the system S1 is controllable if
and only if system S2 is observable; and vice-versa!
Hence, the problem of observer design for a system is actually a
problem of control design for its dual system.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
22
Stabilizability and Detectability
z
Stabilizable system: Uncontrollable
system in which uncontrollable part is
stable
Detectable system: Unobservable
system in which the unobservable
subsystem is stable
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
23
Example
Ref: B. Friedland, Control System Design, McGraw Hill, 1986
System Dynamics
x1 2 3 2 1 x1 1
x 2 3 0 0 x 2
2 =
2 + u
x3 2 2 4 0 x3 2
x4 2 2 2 5 x4 1
N
N N
X
Output Equation
y = [ 7 6 4 2] X
C
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
24
Example
Ref: B. Friedland, Control System Design, McGraw Hill, 1986
Transfer Function:
y (s)
s + 2 )( s + 3)( s + 4 )
(
1
1
= C ( sI A ) B =
=
u (s)
s + 1)( s + 2 )( s + 3)( s + 4 ) ( s + 1)
(
pole-zero cancellation
Implication: What appears to be a fourth-order system, is
actually a first-order system! Hence, there is
either loss of controllability or observability
(or both).
Question: Is this system stabilizable?
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
25
Example
Ref: B. Friedland, Control System Design, McGraw Hill, 1986
Define X = TX . Then
X = TX = T ( AX + Bu )
X = TAT 1 X + TB u
( )
Let
4
3
T =
2
3 2 1
1 0 0 0
1
0 2 0 0
0
3 2 1
, TB =
TAT 1 =
0 0 3 0
1
2 2 1
1 1 1
0 0 0 4
0
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
26
Example
Ref: B. Friedland, Control System Design, McGraw Hill, 1986
x1 x1 + u
x
x
2
2 =
,
x3 3 x3 + u
x4 4 x4
y = CX = CT 1 X = x1 + x2
Implications:
x1 : Affected by the input; visible in the output
x2 : Unaffected by the input; visible in the output
x3 : Affected by the input; Invisible in the output
x4 : Unaffected by the input; Invisible in the output
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
27
Block Diagram:
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
28
Where do uncontrollable or
unobservable systems arise?
z
Redundant state variables
Physically uncontrollable system
Too much symmetry
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
29
References
z
K. Ogata: Modern Control Engineering,
3rd Ed., Prentice Hall, 1999.
B. Friedland: Control System Design,
McGraw Hill, 1986.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
30
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
31
