Modern Control Systems

Lecture 5

System Stability and Design Techniques

Dr. Abusabah I. A. Ahmed

[email protected]
Lecture Outline
❑Introduction
❑System Stability
❑Controllability and Observability
❑Pole Placement Design Techniques
❑ Practice Problems

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Introduction
❑Modern control theory is contrasted with conventional control theory
in that the former is applicable to Multiple-Input, Multiple-Output
(MIMO) systems, which may be linear or nonlinear, time invariant or
time varying, while the latter is applicable only to linear time
invariant Single-Input, Single-Output (SISO) systems.
❑State of a system: We define the state of a system at time t0 as the
amount of information that must be provided at time t0, which,
together with the input signal u(t) for t  t0, uniquely determine
the output of the system for all t  t0.
✓ State Variable: The state variables of a dynamic system are the smallest set of
variables that determine the state of the dynamic system.
✓ State Vector: If n variables are needed to completely describe the behavior of
the dynamic system then n variables can be considered as n components of a
vector x, such a vector is called state vector.
✓ State Space: The state space is defined as the n-dimensional space in which the
components of the state vector represents its coordinate axes.

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System Stability
❑A fundamental property of any system is its stability. Stability is the
ability of an autonomous system to recover its equilibrium point
after being disturbed from it.
❑More formally, the system described by

is stable if for every initial condition 𝑥 (𝑡0 ) the following limit:

❑Therefore, the above mentioned limit holds if and only if the matrix
A, also called state matrix, has all its eigenvalues in the open left-half
plane. The eigenvalues of the matrix A ∈ 𝑹𝑛𝑥 ×𝑛𝑥 are the roots of the
polynomial characteristic defined by

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 System Stability
Lyapunov Method
❑ Another way to establish the stability of a given LTI autonomous
system is the Lyapunov method.
❑ Consider a quantity related to the distance of the current state vector
x(t) to the origin of the state space e.g., its squared quadratic norm:
𝑉 (𝑥(𝑡)) = 𝑥 2𝑃 = 𝑥(𝑡)𝑇 𝑃𝑥(𝑡), where P is a symmetric positive
definite matrix.
❑ Under these conditions, it
is clear that the limit
holds if and only if the
distance of x(t) to the
origin decreases as time
increases.

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System Stability
❑Therefore, we can conclude that the system is stable if and only if
there is a matrix P = 𝑃𝑇 ≻ 0 such that 𝑉 𝑥 𝑡 = 𝑥 𝑇 𝑃𝑥 (𝑡) is a
strictly decreasing function of time, i.e., 𝑉 (𝑥(𝑡)) < 0 for all 𝑥 ≠ 0.
The time derivative of V is given by

❑The quadratic form 𝑥 𝑡 𝑇 (𝐴𝑇 𝑃 + 𝑃𝐴)𝑥(𝑡) is negative definite for

all 𝑥 ≠ 0 if and only if the symmetric matrix 𝐴𝑇 𝑃 + 𝑃𝐴 is negative
definite, i.e., all its eigenvalues are negative, which is denoted by

This expression is called a Lyapunov inequality on P, which is also a

Linear Matrix Inequality (LMI). This LMI can be solved by taking any
matrix 𝑄 = 𝑄𝑇 ≻ 0 and by solving the following linear equation, also
called the Lyapunov equation:
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System Stability l
Example : Pendulum


m

For xeq = (0,0)

Therefore xeq=(0,0) is Lyapunov stable

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Controllability and Observability
❑ Controllability and observability represent two major concepts of
modern control system theory. These concepts were introduced by
R. Kalman in 1960. They can be roughly defined as follows.
✓ Controllability: In order to be able to do whatever we want with
the given dynamic system under control input, the system must
be controllable.
✓ Observability: In order to see what is going on inside the system
under observation, the system must be observable

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Controllability and Observability
❑ Controllability matrix CM is obtained as

CM = 
 B AB AB 2
AB n −1 

❑ Since 𝑟𝑎𝑛𝑘(𝐶𝑀) ≠ 𝑛 therefore system is not completely state
controllable.
n is the system’s order.

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Controllability and Observability
Observable Matrix (OM)  C 
 CA 
 
Observability Matrix OM =  CA 2

 
  
CA n −1 

The system is said to be completely state observable if

rank(OM ) = n

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Pole Placement Design Techniques
❑ There are three approaches that can be used to determine the
gain matrix K to place the poles at desired location.

✓ Using Transformation Matrix P

✓ Direct Substitution Method
✓ Ackermann’s formula

❑ All those method yields the same result.

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Pole Placement Design Techniques
Using Transformation Matrix P
❑ The steps to be followed in this particular method.
1. Check the state controllability of the system
𝐶𝑀 = 𝐵 𝐴𝐵 𝐴2 𝐵 ⋯ 𝐴𝑛−1 𝐵
2. Transform the given system in Controller
Canonical Form (CCF).
P = CM  W
 an −1 an − 2  a1 1
a an −3  1 0
 n−2
W =      𝑠𝐼 − 𝐴 = 𝑠 𝑛 + 𝑎1 𝑠 𝑛−1 + 𝑎2 𝑠 𝑛−2 + ⋯ + 𝑎𝑛−1 s+𝑎𝑛
 
 a1 1  0 0
 1 0  0 0

A = P −1 AP B = P −1 B C = CP

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Pole Placement Design Techniques
Using Transformation Matrix P
3. Obtain the desired characteristic equation from desired
Eigenvalues.
If the desired Eigenvalues are 𝜇1 , 𝜇2 , ⋯ , 𝜇𝑛
(𝑠 − 𝜇1 )( 𝑠 − 𝜇2 ) ⋯ 𝑠 − 𝜇𝑛 = 𝑠 𝑛 + 𝛼1 𝑠 𝑛−1 + 𝛼2 𝑠 𝑛−2 + ⋯ + 𝛼𝑛−1 𝑠+𝛼𝑛

4. Compute the gain matrix K.

𝑲 = 𝛼𝑛 − 𝑎𝑛 𝛼𝑛−1 − 𝑎𝑛−1 ⋯ 𝛼2 − 𝑎2 𝛼1 − 𝑎1

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Pole Placement Design Techniques
Using Transformation Matrix P
Example 7-1
Consider the regulator system shown in following figure. The plant is
given by 𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥2 + 0 𝑢(𝑡)
𝑥3 −1 −5 −6 𝑥3 1

The system uses the state feedback control u =-Kx. The desired
eigenvalues are 𝜇1 = −2 + 𝑗4, 𝜇2 = −2 − 𝑗4 , 𝜇3 = −1.
Determine the state feedback gain matrix K.
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 Pole Placement Design Techniques
Using Transformation Matrix P
Step-1
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥2 + 0 𝑢(𝑡)
𝑥3 −1 −5 −6 𝑥3 1
Check the controllability matrix of the system. Since the
controllability matrix CM is given by
0 0 1
2
𝐶𝑀 = 𝐵 𝐴𝐵 𝐴 𝐵 = 0 1 −6
1 −6 31
We find that rank (CM) =3. Thus, the system is completely state
controllable and arbitrary pole placemen is possible.
Step-2 (Transformation to CCF)
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥2 + 0 𝑢(𝑡)
𝑥3 −1 −5 −6 3 𝑥 1
The given system is already in CCF
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Pole Placement Design Techniques
Using Transformation Matrix P
Step-3
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥2 + 0 𝑢(𝑡)
𝑥3 −1 −5 −6 𝑥3 1
Determine the characteristic equation
𝑠𝐼 − 𝐴 = 𝑠 3 + 6𝑠 2 + 5𝑠 + 1 = 0
𝑠𝐼 − 𝐴 = 𝑠 3 + 𝑎1 𝑠 2 + 𝑎2 𝑠 + 𝑎3
Hence
𝑎1 = 6, 𝑎2 = 5, 𝑎3 = 1

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Pole Placement Design Techniques
Using Transformation Matrix P
Step-4
The desired characteristics polynomial can be computed using desired
eigenvalues
𝜇1 = −2 + 𝑗4 𝜇2 = −2 − 𝑗4 𝜇3 = −1
(𝑠 − 𝜇1 )( 𝑠 − 𝜇2 ) ⋯ 𝑠 − 𝜇𝑛 = (𝑠 + 2 − 4𝑗)( 𝑠 + 2 + 4𝑗) 𝑠 + 10
𝑠 + 2 − 4𝑗 𝑠 + 2 + 4𝑗 𝑠 + 10 = 𝑠 3 + 14𝑠 2 + 60𝑠 + 200

Hence = 𝑠 3 + 𝛼1 𝑠 2 + 𝛼2 𝑠 + 𝛼3
𝛼1 = 14, 𝛼2 = 60, 𝛼3 = 200
State feedback gain matric K is then calculated as
𝑲 = 𝛼3 − 𝑎3 𝛼2 − 𝑎2 𝛼1 − 𝑎1
𝑲 = 199 55 8
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Pole Placement Design Techniques
Direct Substitution Method
Following are the steps to be followed in this particular method.
1. Check the state controllability of the system
𝐶𝑀 = 𝐵 𝐴𝐵 𝐴2 𝐵 ⋯ 𝐴𝑛−1 𝐵
2. Define the state feedback gain matrix as
𝑲 = 𝑘1 𝑘2 𝑘3 ⋯ 𝑘𝑛
equate 𝑠𝐼 − 𝐴 + 𝐵𝐾 with desired characteristic equation.

(𝑠 − 𝜇1 )( 𝑠 − 𝜇2 ) ⋯ 𝑠 − 𝜇𝑛 = 𝑠 𝑛 + 𝛼1 𝑠 𝑛−1 + 𝛼2 𝑠 𝑛−2 + ⋯ + 𝛼𝑛−1 s+𝛼𝑛

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Pole Placement Design Techniques
Direct Substitution Method
Example 7-2
Consider the regulator system shown in following figure, the
plant is given by
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥2 + 0 𝑢(𝑡)
𝑥3 −1 −5 −6 3 𝑥 1

The system uses the state feedback control 𝑢 = −𝑲𝑥. The desired
eigenvalues are 𝜇1 = −2 + 𝑗4, 𝜇2 = −2 − 𝑗4 ,𝜇3 = −1. Determine the
state feedback gain matrix K using direct substitution method!
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Pole Placement Design Techniques
Direct Substitution Method
Solution
First, we need to check the controllability matrix of the system.
Since the controllability matrix CM is given by
0 0 1
2
𝐶𝑀 = 𝐵 𝐴𝐵 𝐴 𝐵 = 0 1 −6
1 −6 31
We find that rank(CM)=3. Thus, the system is completely state
controllable and arbitrary pole placement is possible.
Let K be 𝑲 = 𝑘1 𝑘2 𝑘3
𝑠 0 0 0 1 0 0
𝑠𝐼 − 𝐴 + 𝐵𝐾 = 0 𝑠 0 − 0 0 1 + 0 𝑘1 𝑘2 𝑘3
0 0 𝑠 −1 −5 −6 1

= 𝑠 3 + 6 + 𝑘3 𝑠 2 + 5 + 𝑘2 𝑠 + 1 + 𝑘1

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Pole Placement Design Techniques
Direct Substitution Method
Desired characteristic polynomial is obtained as
𝑠 + 2 − 4𝑗 𝑠 + 2 + 4𝑗 𝑠 + 10 = 𝑠 3 + 14𝑠 2 + 60𝑠 + 200
Comparing the coefficients of powers of s
14 = 6 + 𝑘3 𝑘3 = 8

60 = 5 + 𝑘2 𝑘2 = 55

200 = 1 + 𝑘1 𝑘1 = 199

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Pole Placement Design Techniques
Ackermann’s Formula
Following are the steps to be followed in this particular
method.
1. Check the state controllability of the system!
𝐶𝑀 = 𝐵 𝐴2 𝐵 ⋯ 𝐴𝑛−1 𝐵
𝐴𝐵
2. Use Ackermann’s formula to calculate K
−1
𝐾 = 0 0 ⋯0 1 𝐵 𝐴𝐵 𝐴2 𝐵 ⋯ 𝐴𝑛−1 𝐵 ∅(𝐴)
∅ 𝐴 = 𝐴𝑛 + 𝛼1 𝐴𝑛−1 + ⋯ + 𝛼𝑛−1 𝐴 + 𝛼𝑛 𝐼

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Pole Placement Design Techniques
Ackermann’s Formula
Example 7-3
Consider the regulator system shown in following figure, the
plant is given by
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥2 + 0 𝑢(𝑡)
𝑥3 −1 −5 −6 𝑥3 1

The system uses the state feedback control 𝑢 = −𝑲𝑥. The desired
eigenvalues are 𝜇1 = −2 + 𝑗4, 𝜇2 = −2 − 𝑗4 ,𝜇3 = −1. Determine the
state feedback gain matrix K using Ackermann’s Formula given that the
system is controllable.!
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Pole Placement Design Techniques
Ackermann’s Formula
Solution
−1
𝐾= 0 0 1 𝐵 𝐴𝐵 𝐴2 ∅(𝐴)

∅ 𝐴 = 𝐴3 + 𝛼1 𝐴2 + 𝛼2 𝐴 + 𝛼3 𝐼
𝛼𝑖 are the coefficients of the desired characteristic polynomial.

𝑠 + 2 − 4𝑗 𝑠 + 2 + 4𝑗 𝑠 + 10 = 𝑠 3 + 14𝑠 2 + 60𝑠 + 200

𝛼1 = 14, 𝛼2 = 60, 𝛼3 = 200

∅ 𝐴 = 𝐴3 + 14𝐴2 + 60𝐴 + 200𝐼

3 2
0 1 0 0 1 0 0 1 0 1 0 0
∅ 𝐴 = 0 0 1 + 14 0 0 1 + 60 0 0 1 + 200 0 1 0
−1 −5 −6 −1 −5 −6 −1 −5 −6 0 0 1

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Pole Placement Design Techniques
Ackermann’s Formula
199 55 8
∅ 𝐴 = −8 159 7
−7 −34 117
0 0 1
𝐵 𝐴𝐵 𝐴2 𝐵 = 0 1 −6
1 −6 31
−1
𝐾= 0 0 1 𝐵 𝐴𝐵 𝐴2 ∅(𝐴)
−1
0 0 1 199 55 8
𝐾= 0 0 1 0 1 −6 −8 159 7
1 −6 31 −7 −34 117

𝐾 = 199 55 8

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Practice Problems
1. For regulator system shown below, determine the state feedback
gain for each state variable to place the poles at -1+j, -1-j,-3.
applying all three methods!
𝑥1 1 2 1 𝑥1 1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡)
𝑥3 1 1 1 𝑥3 1

2. Check the state controllability, state observability of the following

system

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 Thank you for
Attention

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