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Tutorial 4LDS

This document contains 10 questions regarding linear dynamical systems. Question 1 asks to show properties of the observability matrix for different values of k. Question 2 asks to show a property regarding rank if a system is controllable. Question 3 asks to find the controllable decomposition of a 3D system. The remaining questions involve additional concepts like controllability, observability, eigenvector tests, and Kalman decompositions.

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shivendra.singh.verma
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26 views

Tutorial 4LDS

This document contains 10 questions regarding linear dynamical systems. Question 1 asks to show properties of the observability matrix for different values of k. Question 2 asks to show a property regarding rank if a system is controllable. Question 3 asks to find the controllable decomposition of a 3D system. The remaining questions involve additional concepts like controllability, observability, eigenvector tests, and Kalman decompositions.

Uploaded by

shivendra.singh.verma
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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EE5413: Linear Dynamical Systems

Assignment 4
September 14, 2017

1. Let Ok = [C T (CA)T · · · (CAk−1 )T ]T , where A ∈ Rn×n and C ∈ Rp×n . Show that Ker(Ok )
= Ker(On ) for k ≥ n and Ker(Ok ) ⊃ Ker(On ) for k < n.
2. If (A, B) is controllable, where A ∈ Rn×n , B ∈ Rn×m and rank(B) = m, then show that
rank(A) ≥ n − m.
3. Consider the system       
ẋ1 2 −1 1 x1 1
ẋ2  =  1 0 1 x2  + 1 .
ẋ3 −1 2 1 x3 0
Find the controllable decomposition of the above system. Along the way, construct the
transformation matrix T such that T −1 = T > , i.e, choose T to be an Orthogonal matrix.
4. Explore the ctrb and ctrbf commands in MATLAB.

(a) C = ctrb(A,B) finds the controllability matrix. Consider


   
1 δ 1
A= , B= .
0 1 δ
√ √
Check the controllability of (A,B) using the rank(C) for δ > eps and δ < eps, where
eps is the relative machine precision or machine epsilon. Interpret your findings. You
can find the eps for your machine by just executing eps in the command window of
MATLAB.
(b) [Ā, B̄, C̄, T] = ctrbf(A, B, C) finds the controllable decomposition of the system (A,B,C).
Use this command to find the controllable decomposition of the systems given in Ques-
tions 3 and 10.
5. Let x1 and x2 be two state variables which denote the current through the inductor and the
voltage across the capacitor respectively (refer Figure (1)). Find a state space representation
for the system.
(a) Check if the system is controllable.
(b) Check if the system is observable when the output is the voltage across the capacitor,
i.e., y = x1 .
(c) Change the output as y = x1 + x2 . Check if the system is observable.
6. Eigenvector test for controllability:
A system ẋ = Ax + Bu, A ∈ Rn×n , B ∈ Rn×m is controllable if and only if no eigenvector of
AT is in the kernel of B T (i.e., no left eigenvector of A is orthogonal to B). Use this condition
to show that if there are two independent eigenvectors (not generalized eigenvectors) for the
same eigenvalue, for a system with single input, then the system is not controllable.
7. A cart of mass M has two inverted pendulums on it of lengths l1 and l2 , both with bobs of
mass m (refer Figure (2)). For small |θ1 | and |θ2 |, the equations of motion can be seen to be

M v̇ = −mgθ1 − mgθ2 + u,
m(v̇ + li θ̈i ) = mgθi , i = 1, 2,

where v is the velocity of the cart and u is an external force applied to the cart.

1
1H
iL

2Ω

u 1Ω y 1F

Figure 1: Circuit diagram for Question 4.

Figure 2: Diagram portraying the cart with pendulums, for Question 6.

(a) Is it possible to control both pendulums, i.e., keep them vertical, by using the input u?
Find the condition in terms of l1 and l2 .
(b) Is the system observable with output y = θ1 ?
Hint: Take x1 = θ1 , x2 = θ2 , x3 = θ̇1 , and x4 = θ̇2 . To keep the pendulum vertical, we
need θ1 = θ2 = 0. To avoid algebraic manipulations, solve the problem using these values:
M = 10, m = 5, g = 10.
8. (a) If a given (A, b) pair is not controllable, is it always possible to choose a c such that
(c, A) is observable? A proof or counter example will suffice.
(b) If a given (A, b) pair is controllable, is it always possible to choose a c such that (c, A)
is observable?
9. Consider the state space representation of the system

ẋ = Ax + Bu
(1)
y = Cx + Du.

2
Show that unobservable space is Ker Θ, where
 
C
 CA
CA2
 
Θ =  (2)
 

 ..

 .

CAn−1

Hint : Find the first (n − 1) successive derivatives of y. Write it in terms of x and u. Let y k
and uk denote the k th derivative of y & u respectively.
     
y(t) x1 (t) u(t)
 y 1 (t)   x2 (t)   u1 (t) 
 ..  = T1  ..  + T2  (3)
     
.. 
 .   .   . 
y n−1 (t) xn (t) un−1 (t)

10. Find the Kalman decomposition for the following system.


   
3 −2 1 1 2
0 2 0 0 0
ẋ =    x+ 
 u
0 1 2 1 −1
−2 2 −2 −1 −1
 
y = 3 −3 3 2 x

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