Controllability and Observability of Linear Time Invariant Systems

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
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.

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

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

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

n 1
n
=e
n t

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

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


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

10
Controllability of Linear Time Invariant Systems
Dr. Radhakant Padhi

Asst. Professor
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
12
Graphical Meaning
Xf
Must happen in finite time.

X0

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

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

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.
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.
17
Observability of Linear Time Invariant Systems
Dr. Radhakant Padhi

Asst. Professor
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

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.
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

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.
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
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
24
Example
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?
25
Example
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
26
Example
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
27
Block Diagram:

28
Where do uncontrollable or
unobservable systems arise?
z
Redundant state variables
Physically uncontrollable system
Too much symmetry

29
References
z
K. Ogata: Modern Control Engineering,

3rd Ed., Prentice Hall, 1999.
B. Friedland: Control System Design,

McGraw Hill, 1986.

30

31

Controllability and Observability of Linear Time Invariant Systems

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Controllability and Observability of Linear Time Invariant Systems

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Lecture 20

Controllability and Observability of Linear

Evaluation of Matrix Exponential eAt

Dr. Radhakant Padhi

This method is useful and accurate only if the

Direct computation of eAt as power series is

This method results in closed form expressions for

Numerical algorithms exist to evaluate

( sI A) . However, its inverse still need to be found.

Can be quite cumbersome for large matrices.

(Provided the matrix can be diagonalizable)

ADVANCED CONTROL SYSTEM DESIGN

Method 4: Sylvesters Formula

eAt satisfies the following determinant equation:

Method 4: Sylvesters Formula

The coefficients 0 ( t ) , 1 ( t ) ," , n 1 ( t )

ADVANCED CONTROL SYSTEM DESIGN

Method 4: Sylvesters Formula

eAt satisfies the following determinant equation:

Method 4: Sylvesters Formula

The coefficients 0 ( t ) , 1 ( t ) ," , n 1 ( t )

ADVANCED CONTROL SYSTEM DESIGN

Method 4: Sylvesters Formula

Expanding the determinant

ADVANCED CONTROL SYSTEM DESIGN

Controllability of Linear Time Invariant Systems

Dr. Radhakant Padhi

A system is said to be controllable at time t0

it is possible by means of an unconstrained

Controllability depends upon the system matrix

Must happen in finite time.

ADVANCED CONTROL SYSTEM DESIGN

Condition for Controllability:

ADVANCED CONTROL SYSTEM DESIGN

Condition for Controllability:

This system should have a non-trivial solution for

ADVANCED CONTROL SYSTEM DESIGN

If the rank of CB  CB CAB " CAn 1 B D is p,

Observability of Linear Time Invariant Systems

Dr. Radhakant Padhi

A system is said to be observable at

t0 if, with the system in state X(t0) ,it is

depends upon the system

matrix A and the output matrix C

then the system is observable.

Controllability and Observability

The system is both controllable and

Note: The cancelled pole-zero pair

ADVANCED CONTROL SYSTEM DESIGN

The principle of duality states that the system S1 is controllable if

Stabilizability and Detectability

Stabilizable system: Uncontrollable

Detectable system: Unobservable

Ref: B. Friedland, Control System Design, McGraw Hill, 1986

Ref: B. Friedland, Control System Design, McGraw Hill, 1986

Implication: What appears to be a fourth-order system, is

Ref: B. Friedland, Control System Design, McGraw Hill, 1986

Ref: B. Friedland, Control System Design, McGraw Hill, 1986

ADVANCED CONTROL SYSTEM DESIGN

Redundant state variables

Physically uncontrollable system

Too much symmetry

If the rank of CB CB CAB " CAn 1 B D is p,