Student name:

Student number:

Examination cover sheet

(to be completed by the examiner)

Course name: System Theory for Control Course code: 4CM10

Date: 10 November 2016

Starting time: 9.00 End time: 12.00

Number of pages: 14

Number of questions: 35

Maximum number of points / distribution of points over questions:

Correct answer: 1 point, wrong answer: -0.2 point, no answer (answer F): 0 points

Method of determining final grade: The final score is proportionally to the obtained total number of points (max.10)

Answering style: Multiple choice. Provide at each question only one answer.

Exam inspection: After the exam, a date, time, and location will be communicated to the students at which they can inspect their exam

Other remarks: Answer the questions on the answering form by using a black or blue ink pen.
Fully color the answer fields.
Use the white column for your answer. If a correction is needed one can make use of the second grey column.
An answer can only be corrected using the grey column.
Choose for no answer F) No answer.
Only the answering form will be corrected.

Instructions for students and invigilators

Permitted examination aids (to be supplied by the students):

No aids are allowed.

When a new answering form is provided, the old form must be clearly made invalid.

Important:
/ Examinees are only permitted to visit the toilets under supervision
/ It is not permitted to leave the examination room within 15 minutes of the
start and within the final 15 minutes of the examination, unless stated otherwise
/ Examination scripts (fully completed examination paper, stating name,
student number, etc.) must always be handed in
/ The house rules must be observed during the examination
/ The instructions of examiners and invigilators must be followed
/ No pencil cases are permitted on desks
/ Examineers are not permitted to share examination aids or lend them to
each other
During written examinations, the following actions will in any case be
deemed to constitute fraud or attempt fraud:
/ Using another persons proof of identity/campus card (student identity card)
/ Having a mobile telephone or any other type of media-carying device on
your desk or in your clothes
/ Using, or attempting to use, unauthorized resources and aids, such as the
internet, a mobile telephone, etc.
/ Using a clicker that does not belong to you
/ Having any other paper at hand other than that provided by TU/e, unless stated
otherwise
/ Visiting the toilet (or going outside) without permission or supervision

Associated with the Central Examination Regulations

 Exam November 2016

4CM10 System Theory for Control

Version A

Answer the questions on the provided answering form by using a black or blue pen.

Fully color the answer fields.

Use the white column for your answer. If a correction is needed one can make use of the
second grey column. An answer can only be corrected using this grey column.

Choose for no answer F) No answer.

No laptop, no book, no slides, no notes, no calculator!

Note that at the end of the exam you can find a list of Laplace transforms, Z-transformations,
and (D)AREs.
4CM10 System Theory for Control - MC Exam Instructions
A question should be answered by fully coloring the relevant answer box (with a blue or black
ink pen). Give only one answer for each question.

Correct way
From example, the answer B at question 1 is filled in as:
Answer the questions in When necessary, a changed answer
the left white column can be given in the right grey column

A second column with answering possibilities is available for correcting an given answer. An
answer can only be corrected in this way.

Correct way
For example, the answer at question 1 can be correct to the answer D by means of:
Answer the questions in When necessary, a changed answer
the left white column can be given in the right grey column

A given answer can only be corrected once. As such, the following correcting is therefore not
possible:

Incorrect way

Answer the questions in When necessary, a changed answer

the left white column can be given in the right grey column

Also, your identity number should be indicated by coloring the correct answer fields:

Correct way
For example, the number 0987654 should be indicated on the answering form as:

ID number:
Please fill in the answers at the answers sheet. Be aware that only answers that which are filled in
correctly, will be evaluated.

4CM10 System Theory for Control - MC Exam Questions

1 Suppose (A1 , B1 , C1 , D1 ) is a state-space model that forms a minimal realization and

has an impulse response in continuous-time equal to h1 (t) = 1 + et + (t) for t 0. What
is the order of this system (i.e., the dimension of the state space)?

Answer:

A) 1
B) 2
C) 3
D) 4
E) 5
F) No answer

2 Suppose (A2 , B2 , C2 , D2 ) is a state-space model that forms a minimal realization and

has an impulse response in continuous-time equal to h2 (t) = tet (et + 1) + (t) for t 0.
What is the order of this system (i.e., the dimension of the state space)?

Answer:

A) 1
B) 2
C) 3
D) 4
E) 5
F) No answer

3 Suppose (A3 , B3 , C3 , D3 ) is a state-space model that forms a minimal realization and

has an impulse response in continuous-time equal to h3 (t) = t(t + 1) for t 0. What is the
order of this system (i.e., the dimension of the state space)?

Answer:

A) 1
B) 2
C) 3
D) 4
E) 5
F) No answer

1
4 Suppose (A4 , B4 , C4 , D4 ) is a state-space model that forms a minimal realization and
has an impulse response in continuous-time equal to h4 (t) = tet cos t for t 0. What is the
order of this system (i.e., the dimension of the state space)?

Answer:

A) 1
B) 2
C) 3
D) 4
E) 5
F) No answer

5 The state-space model (A1 , B1 , C1 , D1 ) as in question 1 is

Answer:

A) Only Lyapunov stable

B) Both Lyapunov stable and asymptotically stable but not BIBO stable
C) Both BIBO stable and asymptotically stable but not Lyapunov stable
D) BIBO stable, Lyapunov stable and asymptotically stable
E) Not Lyapunov, not BIBO and not asymptotically stable
F) No answer

6 The state-space model (A2 , B2 , C2 , D2 ) as in question 2 is

Answer:

A) Only Lyapunov stable

B) Both Lyapunov stable and asymptotically stable but not BIBO stable
C) Both BIBO stable and asymptotically stable but not Lyapunov stable
D) BIBO stable, Lyapunov stable and asymptotically stable
E) Not Lyapunov, not BIBO and not asymptotically stable
F) No answer

7 The state-space model (A3 , B3 , C3 , D3 ) as in question 3 is

Answer:

A) Only Lyapunov stable

B) Both Lyapunov stable and asymptotically stable but not BIBO stable
C) Both BIBO stable and asymptotically stable but not Lyapunov stable
D) BIBO stable, Lyapunov stable and asymptotically stable
E) Not Lyapunov, not BIBO and not asymptotically stable
F) No answer

2
8 The state-space model (A4 , B4 , C4 , D4 ) as in question 4 is

Answer:

A) Only Lyapunov stable

B) Both Lyapunov stable and asymptotically stable but not BIBO stable
C) Both BIBO stable and asymptotically stable but not Lyapunov stable
D) BIBO stable, Lyapunov stable and asymptotically stable
E) Not Lyapunov, not BIBO and not asymptotically stable
F) No answer

9 Consider the state-space models (A1 , B1 , C1 , D1 ), (A2 , B2 , C2 , D2 ), (A3 , B3 , C3 , D3 ) and

(A4 , B4 , C4 , D4 ) as in question 1, 2, 3 and 4, respectively. Which of these models can be
transformed by a similarity transformation into a state-space model (A, B, C, D) with A
diagonal and A, B, C, D real matrices?

Answer:

A) State-space model (A1 , B1 , C1 , D1 )

B) State-space model (A2 , B2 , C2 , D2 )
C) State-space model (A3 , B3 , C3 , D3 )
D) State-space model (A4 , B4 , C4 , D4 )
E) None of the state-space models
F) No answer

3
10 Consider a state-space model (A, B, C, D) with transfer function s2 +2s+10
. What is the
corresponding impulse response?

Answer:

A) e2t sin 10t for t 0

B) et sin 3t for t 0
C) 3et sin t for t 0
D) 3et sin 2t for t 0
E) None of the above
F) No answer

11 Which of the state-space representations (A, B, C) given below is in controllability canonical

form and has the continuous-time impulse response 2 + cos 2t?

Answer:

0 0 0 8  
A) A = 1 0 4 , B = 0 , C= 0 0 1
0 1 0 3

0 1 0 0  
B) A = 0 0 1 , B = 0 , C= 8 0 3
0 4 0 1

3

0 0 0 8  
C) A = 1 0 4 , B = 0 , C= 0 0 1
0 1 0 3

0 1 0 0  
D) A = 0 0 1 , B = 0 , C= 8 0 3
0 4 0 1
E) None of the above
F) No answer

 
2 1
12 The matrix eA1 t with A1 = is given by
0 2

Answer:

e2t 0
 
A)
0 e2t
 2t
te2t

e
B)
0 e2t
 2t 1 2t
(e + e2t )

e 4
C)
0 e2t
 2t 1 2t
(e e2t )

e 4
D)
0 e2t
E) None of the above
F) No answer

0 0 0
13 The matrix eA2 t with A2 = 1 0 0 is given by
0 1 0

Answer:

t t2

1
A) 0 1 t
0 0 1

1 0 0
B) t
1 0
0 t 1
t t2

0
C) 0 0 t
0 0 0

0 0 0
D) t
0 0
t2 t 0
E) None of the above
F) No answer

4
  
1 1
14 The matrix eA3 t with A3 = is given by
1 1

Answer:
 
cos(t) sin(t)
A)
sin(t) cos(t)
 1 1 2t 1 1 2t 
+ e e
B) 21 12 2t 21 12 2t
2 2 e 2 + 2e
 t
e cos(t) et sin(t)

C)
et sin(t) et cos(t)
 1 1 2t 1 1 2t 
+ e e
D) 21 21 2t 21 12 2t
2 + 2e 2 + 2e
E) None of the above
F) No answer

 
0 0
15 The matrix eA4 t with A4 = is given by
1 1

Answer:
 
0 0
A)
0 1
 
0 0
B)
0 et
 
0 0
C)
tet et
 
1 0
D)
tet et
E) None of the above
F) No answer

Consider the following three discrete-time state-space realizations (A1 , B1 , C1 ), (A2 , B2 , C2 ) and
(A3 , B3 , C3 ) with
   
0 1 0  
A1 = , B1 = , C1 = 0 1
0 1 2
   
0 1 0  
A2 = , B2 = , C2 = 0 1
1 1 2
   
0 1 1  
A3 = , B3 = , C3 = 1 1
0 1 1

16 Which discrete-time state-space realizations are zero-state equivalent?

Answer:

A) (A1 , B1 , C1 ) and (A2 , B2 , C2 )

B) (A1 , B1 , C1 ) and (A3 , B3 , C3 )

5
 C) (A2 , B2 , C2 ) and (A3 , B3 , C3 )
D) All three
E) None of them
F) No answer

17 Which discrete-time state-space realizations are algebraic equivalent?

Answer:

A) (A1 , B1 , C1 ) and (A2 , B2 , C2 )

B) (A1 , B1 , C1 ) and (A3 , B3 , C3 )
C) (A2 , B2 , C2 ) and (A3 , B3 , C3 )
D) All three
E) None of them
F) No answer

18 Which discrete-time state-space realizations are controllable?

Answer:

A) (A1 , B1 , C1 ) and (A2 , B2 , C2 )

B) (A1 , B1 , C1 ) and (A3 , B3 , C3 )
C) (A2 , B2 , C2 ) and (A3 , B3 , C3 )
D) All three
E) None of them
F) No answer

19 Which discrete-time state-space realizations are 0-controllable?

Answer:

A) (A1 , B1 , C1 ) and (A2 , B2 , C2 )

B) (A1 , B1 , C1 ) and (A3 , B3 , C3 )
C) (A2 , B2 , C2 ) and (A3 , B3 , C3 )
D) All three
E) None of them
F) No answer

Consider the discrete-time state-space realization

x(t + 1) = Ax(t) + Bu(t), y(t) = Cx(t)
with

0 1 0 0  
A = 1 0 1 , B = 0 , C= 1 0 0
1 1 0 1
and let x(t, x0 , u) : N R3 denote the state x(t) of the state-space realization (A, B, C) at time
t N corresponding to initial state x(0) = x0 and input function u : N R.

6
20 What is the minimal time T N for which there exists an input signal u : N R such
 >
that x(T, 0, u) = xf with xf = 0 1 1 ?

Answer:

A) 1
B) 2
C) 3
D) 4
E) Such a T does not exist
F) No answer

21 What is the minimal T N for which there exists an input signal u : N R such that
 >  >
x(T, x0 , u) = xf with x0 = 0 1 0 and xf = 0 1 1 ?

Answer:

A) 1
B) 2
C) 3
D) 4
E) Such a T does not exist
F) No answer

22 What is the minimal time T N for which there exists an input signal u : N R such
 >  >
that x(T, x0 , u) = xf with x0 = 0 0 1 and xf = 0 1 1 ?

Answer:

A) 1
B) 2
C) 3
D) 4
E) Such a T does not exist
F) No answer

23 What is the minimal time T N for which there exists an input signal u : N R such
 >
that for any x0 , x(T, x0 , u) = xf with xf = 0 1 1 ?

Answer:

A) 1
B) 2
C) 3
D) 4
E) Such a T does not exist
F) No answer

7
24 Consider the continuous-time state-space realization
x = Ax + Bu, y = Cx
with
0 2 0 1 1
0 2 0 1 1  
A=
0 1 1 1 ,
B=
0 ,
C= 0 0 0 1
0 1 0 0 1
Let yx0 ,u : R+ R denote the output signal y of the continuous-time state-space realization
(A, B, C) corresponding to initial state x(0) = x0 and input signal u : R+ R. Note that
R+ is equal to [0, ), the set of nonnegative real numbers.
The set of initial states x0 that have the property that yx0 ,u (t) = 0 for all times t 0 when
u(t) = 0 for all times t 0 is given by

Answer:


0 1

1 0

A) span ,

2 1
3 2



1 0

0 , 0

B) span 0 1


0 1



1 1

1 1

C) span 0 , 0



1 1



1 0

0 , 0

D) span 0 1


0 0



0 0
2 0

E) span ,

1 1
1 1

F) No answer

25 Let xx0 ,u : R+ R4 denote the state x of the continuous-time state-space realization

(A, B, C) as in question 24 corresponding to initial state x(0) = x0 and input signal u :
R+ R.
The set of states xf for which there exists an input signal u and time T R+ such that
xx0 ,u (T ) = xf with x0 = 0 is given by

Answer:


0 1

1 0

2 , 1
A) span


3 2

8


1 0

1 , 0

B) span
0 1


1 1



1 1
1 0

0 , 0
C) span


1 0



1 0

0 , 0

D) span
0 1


0 0



0 0
2 0

E) span
,

1 1
1 1

F) No answer

26 A Kalman decomposition of the state-space realization (A, B, C) as in question 24 in the

form
z = Az + Bu, y = Cz

with z = M 1 x, can be obtained using a similarity transformation with the transformation

matrix M (and its inverse) given by

Answer:

0 1 1 1 0 1 2 1
1 0 1 0 1 1
0 2 2 2
A) M 2 1 0 0 , M = 2 0 1
=
2 1
3 2 1 0 2 1 4 3

0 0 1 0 0 1 0 2
0 2 0 0 1 1 0
1 0 0
B) M =
1 1 0 1 , M = 2 2 0 0 0

1 1 0 0 0 2 2 2

1 0 0 0 1 0 0 0
0 0 1 0 1
1 0 1 0
C) M =
1 1 0 0 , M = 0

1 0 0
1 0 1 1 1 1 0 1

1 1 0 0 1 1 0 0
0 1 0 0
, M 1 = 0 1 0 0

D) M =
0 0 1 0 0 0

1 0
0 1 1 1 0 1 1 1

2 0 0 1 1 1 0 1
0 1 0 0 1 1 0
2 0 0
E) M =
0 0 2 0 , M = 2 0 0 1 0

0 1 0 1 0 2 0 2
F) No answer

9
27 Does there exist an output-based dynamic controller for the state-space system (A, B, C)
as in question 24 for which the resulting closed-loop system is asymptotically stable?

Answer:

A) Yes, because the system is stabilizable

B) Yes, because the system is detectable
C) No, because the system is not stabilizable
D) No, because the system is not detectable
E) No, because A is not Hurwitz
F) No answer

28 Which of the following state-space representations is a minimal realization of the state-

space system (A, B, C) (as in question 24) that can be obtained directly from the Kalman
decomposition computed in question 26?

Answer:

A) A = 1, B = 1, C = 1
B) A = 0, B = 1, C = 1
C) A = 1, B = 1, C = 1
D) A = 2, B = 1, C = 1
E) None of the above
F) No answer

29 Consider a continuous-time system given by

x(t) = Ax(t) + Bu(t) + Gv(t), y(t) = Cx(t) + w(t), z(t) = Hx(t)

where v and w are uncorrelated zero mean white noise signals and with A to be chosen and

0 0
1 2    
B= , G = , C = 2 3 0 0 , H = 2 1 0 0 .
0 0
2 1

For which A-matrix do there exist weighting matrices Q and R such that the corresponding
LQG controller results in an asymptotically stable closed-loop system?

Answer:

0 0 0 0
0 2 0 0
A) A =
0 0 1 0


0 0 0 3

1 0 0 0
0 0 0 0
B) A =
0 0 3 0


0 0 0 1

10

0 0 0 0
0 2 0 0
C) A =
0 0 1 0

0 0 0 1

3 0 0 0
0 4 0 0
D) A =
0

0 2 0
0 0 0 2
E) None of the above
F) No answer

Consider the continuous-time system called System X

d
x(t) = Ax(t) + Bu(t) + Gv(t), z(t) = Hx(t), y(t) = Cx(t) + w(t)
dt
with
   
0 1 0  
A= , B=G= , and C = H = 1 0 .
0 0 1

First,
R > we aim to find a control law u = Kx that minimizes the cost function J (x0 , u) =
>
0 z (t)Qz(t) + u (t)Ru(t)dt, with Q = 1 and R = 4 (in absence of disturbance v and noise w,
i.e. we first consider w(t) = 0 and v(t) = 0 for all t 0).

30 Which P is a stabilizing solution of the Algebraic Ricatti Equation (ARE)

A> P + P A + H > QH P BR1 B > P = 0? In other words, which P satisfies the
ARE and is such that the matrix A BK with K = R1 B > P is Hurwitz?

Answer:
 
2 2
A) P =
2 4
 
2 2
B) P =
2 4
 
4 2
C) P =
2 2
 
4 2
D) P =
2 2
E) None of the above
F) No answer

31 Consider again System X given just above question 30 where now v and w are uncorrelated
zero mean white noise signals with Ev(t )v > (t) = V ( ) and Ew(t )w> (t) = W ( )
with V = 1 and W = 4.. We aim to construct an observer (Kalman filter) with state estimate
x(t) at time t that minimizes the sum of variances limt E[e> (t)e(t)] with e := x(t) x(t)
the estimation error. Which S is a stabilizing solution of the ARE AS + SA> + GV G>
SC > W 1 CS = 0? In other words, which S satisfies the ARE and is such that the matrix
A LC with L = SC > W 1 is Hurwitz?

11
 Answer:
 
2 2
A) S =
2 4
 
2 2
B) S =
2 4
 
4 2
C) S =
2 2
 
4 2
D) S =
2 2
E) None of the above
F) No answer

32 By means of the results of questions 30 and 31, we obtain a stabilizing output-based

controller (LQG) that minimizes limt E(z > (t)Qz(t) + u> (t)Ru(t)). As such, Q and
R constitute tuning parameters of the LQG control design. What can we say about the
eigenvalues of A BK and A LC if we repeat the same procedure to obtain another
stabilizing output-based controller (LQG) with R = 2 (compared to the eigenvalues of the
original design as in questions 30/31 with R = 4)?

Answer:

A) The eigenvalues of both A BK and A LC move closer to the imaginary axis.

B) The eigenvalues of both A BK and A LC move further away from the imaginary
axis.
C) The eigenvalues of A BK move closer to the imaginary axis and the poles of A LC
remain unchanged.
D) The eigenvalues of A BK move further away from the imaginary axis but the eigen-
values of A LC remain unchanged.
E) The eigenvalues of A BK move further away from the imaginary axis and the eigen-
values of A LC move closer to the imaginary axis.
F) No answer.

33 Consider the following two statements:

1. A system x = Ax is internally stable if and only if all eigenvalues of A satisfy
Re() 0.
2. If two state-space realizations (A, B, C, D) and (A, B, C, D) are algebraically equivalent
and (A, C) is detectable, then (A, C) is detectable.
Which statement is true?

Answer:

A) Only statement 1. is true.

B) Only statement 2. is true.
C) Both statements are true.

12
 D) Both statements are true under the condition that (A, B, C, D) is a minimal realiza-
tion.
E) None of the above.
F) No answer.

34 Consider the following two statements:

1. If two state-space realizations (A, B, C, D) and (A, B, C, D) have the same state
dimension, i.e. A Rnn and A Rnn , and have the same transfer matrix
C(sI A)1 B + D = C(sI A)1 B + D, then they are algebraically equivalent.
2. If two state-space realizations (A, B, C, D) and (A, B, C, D) are zero-state equivalent
and there is a K such that A BK is Hurwitz, then there is a K such that A B K
is Hurwitz.
Which statement is true?

Answer:

A) Only statement 1. is true.

B) Only statement 2. is true.
C) Both statements are true.
D) Both statements are true under the condition that (A, B, C, D) is a minimal realiza-
tion.
E) None of the above.
F) No answer.

 
8 2
35 Consider the discrete-time system x(k + 1) = Ax(k) with a matrix P = such that
2 4
 
4 1
A> P A P = . Which of the following statements is correct about the location of
1 2
the eigenvalues of A?

Answer:

A) A has only eigenvalues with modulus (absolute value) between 0.8 and 1
B) A has only eigenvalues with modulus (absolute value) between 0.6 and 0.8
C) A has only eigenvalues with modulus (absolute value) between 0.4 and 0.6
D) A has only eigenvalues with modulus (absolute value) smaller than 0.4
E) None of the above
F) No answer

Please check if all answers, the version, and your student ID are filled in correctly.

13
Exam 4CM10 System Theory for Control - Formula sheet

Some functions and their Laplace transforms

(t) 1 1 1s
tn
n!
1
sn+1 et s+
1
n
t t 1
n! e (s+) n+1 sin(t) s2 + 2
s
cos(t) s2 +2 e sin(t) (s)2 +2
t
s
et cos(t) (s) 2 + 2 ...

Some functions and their Z-transforms

(t) 1 1 1z1 1
1 az 1
at 1az 1 tat (1az 1 )2
az 1 (1+az 1 ) 1z 1 cos()
t 2 at (1az 1 )3
cos(t) 12z 1 cos()+z 2
1 sin() 1az 1 cos()
sin(t) 12zz1 cos()+z 2 at cos(t) 12az 1 cos()+a2 z 2

t az 1 sin()
a sin(t) 12az 1 cos()+a2 z 2 ...

LQR and Kalman filter

Continuous-time Discrete-time
x(t) = Ax(t) + Bu(t) + Gv(t) x(t + 1) = Ax(t) + Bu(t) + Gv(t)
Dynamics y(t) = Cx(t) + w(t) y(t) = Cx(t) + w(t)
z = Hx(t) z = Hx(t)
ARE: DARE:
LQR A> P + P A + H > QH A> P A P + H > QH
(Q, R) P BR1 B > P = 0 A> P B(R + B > P B)1 B > P A = 0
LQR gain: Klqr = R1 B > P LQR gain: Klqr = (R + B > P B)1 B > P A
ARE: DARE:
AS + SA> + GV G> ASA> S + GV G>
SC > W 1 CS = 0 ASC > (CSC > + W )1 CSA> = 0
Kalman Filter Kalman gain: Lkf = SC > W 1 Kalman gain: Lkf = SC > (CSC > + W )1
(V, W ) State estimator: State estimator:

x(t) = (A Lkf C)x(t) x(t + 1|t) = Ax(t|t) + Bu(t)


+ Bu(t) + Lkf y(t) x(t|t) = x(t|t 1) + Lkf y(t) y(t|t 1)


= x(t|t 1) + Lkf y(t) C x(t|t 1)

14
 Exam

System Theory for Control

4CM10

November 2016

1) B 21) B
2) D 22) A
3) C 23) C
4) D 24) D
5) A 25) C
6) D 26) E
7) E 27) D
8) E 28) A
9) A 29) B
10) E 30) A
11) D 31) C
12) D 32) D
13) E 33) B
14) B 34) D
15) E 35) B
16) B
17) E
18) A
19) D
20) B