Controllability and Observability of Linear Dynamical Equations System analysis consists of two parts Quantitative Qualitative

Controllability and Observability Example

If the initial voltage in capacitor 2 is zero no matter what input u is applied the mode e!t in loop II can never be exited" #he presence of e!t of loop I can never be detected from the output"
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Example: The Modal Canonical Form Consider a single input single output state space system defined by
x = Ax + Bu

'

Suppose ( has distinct eigenvalues )$ * )n" #han ( can be diagonalized by the following Similarity #ransformation
x = Px

where P + V-1 ,V is an eigenvector matrix- so the system ,'- is e.uivalent to the following system in modal Canonical form
x & $ $ x2 & 2 = & & xn

& x$ B$$ x B 2 2$ + u n xn Bn$

A = PAP $

0 = /0
x k is

1ow if

02$

+& for any k +$ 2 * n"

uncontrollable"

Controllability of 3inear #ime 4 Invariant Systems Consider the n!dimensional p!input state e.uation
x = Ax + Bu

'
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Definition: #he state e.uation ,'- or the pair ,( 0- is said to be controllable if for any initial state x,&- + x& and any final state x$ there exists an input that transfers x& to x$ in a finite time" Otherwise ,'- or ,( 0- is said to be uncontrollable" emar!: (ccording to the definition for a controllable system the input must be able to steer the state of the system from x& at time t& to x$ at time t$" #he exact tra5ectory followed is not important" Theorem: #he n!dimensional linear 4 invariant system ,'- is controllable if and only if any of the following conditions is satisfied6 $" #he Controllability 7ramian
Wc = e A BB T e A d
& t
T

is nonsingular for any t 8 &" 2" #he n 9 np controllability matrix

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: + ;0 (0 has ran2 n" =" >; )I 4 (6 0< + n

(20 *

(n!$0<

#he input that will transfer x,&- to any x,t$- + x$ is given by

u ,t - = B T e A
T

, t$ t -

Wc$ ,t$ -;e At x& x$ <

$

Example: Chec2 the controllability of the system

& x = & ?

& $ & $ x + & $$ ? $

& 2u $

Solution6 : + ;0 (0
$ U = & $ & & 2 $ $ $2

(20<
2 $ D 2% C

>,:- + =

system is controllable

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Example: Investigate the controllability of the system

$ & x= x + u = @

Solution6 3et us find the eigenvalues of ("

= $ +@

#hen characteristic e.uation is )2 A @ ) A = + & ) + !$ != Bor the system to be controllable >; )I 4 (6 0< + n Bor ) + !$
! $ ! $ ;$ I A 6 0< = = =

Bor this matrix to have ran2 2

$ =

&

!C ! =D E & the system is uncontrollable

So if D + ! FC Bor ) + !=

! = ! $ ;$ I A 6 0< = = =

Bor this matrix to have ran2 2

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$ $

&

D E !C

So if D + ! C the system is uncontrollable Gence for the system to be controllable $" D E !FC 2" D E !C

Controllability "ndices 3et ( and 0 be n 9 n and n 9 p constant matrices" Suppose the pair H( 0I is controllable then the controllability matrix : + ;0 (0 columns in :" It may be that we can find n such columns in the partial controllability matrix :2 + ;0 (0 (20 * (2!$0< $ J 2 J n" (20 * (n!$0< has ran2 n which mean that there are n linearly independent

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Definition: #he smallest 2 say L such that :2 has ran2 n will be called the controllability index of H( 0I" Corollary: #he pair H( 0I is controllable iff the n 9 ,n ! matrix
U n p =; B (B """ ( n ! p B <

p A$-p

has ran2 n or the n 9 n matrix U where p is the ran2 of 0" Example:

n p

' Un p

is nonsingular

Chec2 the controllability of the system"

& = x = & &

$ & & 2

& & & &

& & $ 2 x + $ & & &

& & u & $

Solution6 >,0- + 2 :@!2 + ;0 (0 (20<+

& $ & & & $ & & & & $ 2 & & 2 $ $ 2 & & & & @ 2

>,:@!2- + @

so H( 0I is controllable
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1otice that >;0 6 (0< + @ the controllability index is 2 Mhat is the natural way to chec2 linear independenceN 3et us loo2 again on the matrix : : + ;0 (0 Or : + ;b$ b2 * bp6 (b$ (b2 * (bp6 (2b$ (2b2 * (2bp6 6 * 6 (n!$b$ (n!$b2 * (n!$bp< 1ow we search the linearly independent from left to right" 3et us rearrange the linearly independent columns as (20 * (n!$0<

[b

Ab$

"""

A $ $b$ 6 b2 """ A
p $

Ab2

"""

A 2 $b2

""" 6 b p

Ab p

bp

#he integer Li is the number of linearly independent columns associated with bi in the above set" Clearly L + maxHL$ L2 * LpI

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#he set HL$ L2 * LpI will be called the controllability indices of H( 0I" Theorem: #he controllability property is invariant under any e.uivalence transformation" /roof6 Consider the pair H( 0I with the controllability matrix : + ;0 (0 (20 * (n!$0< and its E.uivalent /air , A B - with A = PAP and B = PB where / is a nonsingular matrix" #he controllability
$

#he controllability matrix of , A

U =; B

B-

is

AB

n $

B<

PB

PAP $ PB

PA n $ P $ PB

+ ; PB

PAB

$ PA n B<

+ P ;B AB

$ A n B

< + /:

0ecause / is nonsingular we have

,U - = ,U -

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Theorem: #he set of the controllability indices of ,#$ %- is invariant under any e.uivalence transformation any reordering of the columns of %&

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