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Controllability and Observability of Linear Time Invariant Systems

This document discusses various methods for evaluating the matrix exponential eAt including power series, Laplace transform, similarity transform, and Sylvester's formula. It also covers controllability and observability of linear time-invariant systems. The key points are: 1) There are several methods to evaluate eAt including power series, Laplace transform, similarity transform using eigendecomposition, and Sylvester's formula for distinct and repeated eigenvalues. 2) A system is controllable if it is possible to transfer the system from any initial state to any final state in finite time using input control. A system is observable if it is possible to determine the state from output measurements over time. 3) The rank tests for controllability

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BIRRU JEEVAN KUMAR
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© © All Rights Reserved
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92 views

Controllability and Observability of Linear Time Invariant Systems

This document discusses various methods for evaluating the matrix exponential eAt including power series, Laplace transform, similarity transform, and Sylvester's formula. It also covers controllability and observability of linear time-invariant systems. The key points are: 1) There are several methods to evaluate eAt including power series, Laplace transform, similarity transform using eigendecomposition, and Sylvester's formula for distinct and repeated eigenvalues. 2) A system is controllable if it is possible to transfer the system from any initial state to any final state in finite time using input control. A system is observable if it is possible to determine the state from output measurements over time. 3) The rank tests for controllability

Uploaded by

BIRRU JEEVAN KUMAR
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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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

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