Chapter 1 Overview of control engineering

What is the main problem in control?

Given:
• A system to be controlled
• A set of sensors that could measure some system variables
• A set of actuators that could influence some system variables
Objective: The system exhibits desired behaviour.

Control inputs Sensor outputs

Controller

Actuators Sensors

Plant
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Basic courses on control

Regelungstechnik I Regelungstechnik II
Transfer function State space model
y ( s ) = G ( s )u ( s ),
x (t ) = Ax(t ) + Bu (t )
m −1
b0 s + b1s + " + bm
m
y (t ) = Cx (t ) + Du (t )
G (s) =
s n + a1s n −1 + " + an
• poles, zeros, stability
• system response
• poles, zeros, stability • state transformation
• step response / impulse response • observability and controllability
• discretization • discretization
• PID controller • feedback controller, observer
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 Advanced courses on control
Nonlinear control systems
x (t ) = f ( x, u ), y (t ) = g ( x, u )
• system analysis (stability, etc)
• system synthesis linearization Æ linear system design
adaptive control, sliding control

Robust control (aiming to consider the disturbances and model

uncertainty) Key concept: norm
Advanced systems and control theory (sampled-data systems,
networked control systems, model predictive control, ...)

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Main content of this lecture

vector space
(base, dimension)
Vector vector norm
linear independence
• determinant
• inverse
• norm
• rank
• eigenvalue
Matrix • singular value
special matrices
• symmetric matrix
• unitary matrix • matrix equation
• Hankel matrix • matrix inequality

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 Typical examples

Example 1 (stability problem):

Assume that the system matrix of a linear continuous time
invariant system is
⎡0.2 0.5⎤
A=⎢ ⎥
⎣ 0 1.6 ⎦

Is the system stable?

Eigenvalue problem!

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Example 2 (observability):
Assume that a linear continuous time invariant system is described
by ⎡ − 0 .2 0 .5⎤ ⎡ 1 ⎤
x = ⎢ x+
1 ⎥⎦ ⎢⎣1.5⎥⎦
u
⎣ 0
 
 N
A B

y = [0 1]x
Please design an observer to estimate the state x.

⎡C ⎤
Approach 1: rank of matrix rank ⎢ ⎥
CA ⎣ ⎦
⎡ sI − A⎤
Approach 2: rank of matrix bundle rank ⎢ ⎥, ∀s ∈ C
⎣ C ⎦

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 Chapter 2 Vector spaces and linear maps

An often met formulation:

Given a linear system
x (t ) = Ax(t ) + Bu (t )
y (t ) = Cx (t ) + Du (t )
where x ∈ R n is the state vector, u ∈ R p is the control input vector,
y ∈ R m is the output vector.

R n , R m , R p are vector spaces.

1
R n consists of all column vectors with n components, e.g., R is a
2
line, R is a plane, etc.
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Definition of vector spaces:

A real (complex) vector space V is a set of “vectors” equipped with
two operations, i.e.:
• vector addition ( ∀v1 , v2 ∈ V , ∃ v = v1 + v2 ∈ V is unique ),
• multiplication by real (complex) numbers
( ∀v1 ∈ V , ∀a ∈ R, ∃ v = av1 ∈ V is unique ).
that satisfy eight conditions (commutative law, associative law for sums
and products, distributive laws):
1. v1 + v2 = v2 + v1 5. 1⋅ v = v
2. (v1 + v2 ) + v3 = v2 + (v1 + v3 ) 6. a1 (a2 v) = (a1a2 )v
3. ∃0 ∈ V , s.t. v + 0 = v 7. (a1 + a2 )v = a1v + a2 v
4. ∃ − v ∈ V , s.t. − v + v = 0 8. a (v1 + v2 ) = av1 + av2

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Homework 1: Please show that R n is a vector space.
Homework 2: Please show that all m by n matrices build a vector
space.
Homework 3: Please show that all n by n upper triangular matrices,
whose entries are real numbers, build a real vector space.
Homework 4: Please show that all n by n symmetric matrices, whose
entries are real numbers, build a real vector space.

Homework 5: Please show that

{
V = v vH o = 0, H o ∈ R s×n }
is a real vector space.

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Several concepts:
Linear combination: Given p elements v1 , v2 ," , v p in a real vector
p

space V, then ∑a v
i =1
i i with ai ∈ R is a linear combination of v1 ," , v p .

Linear independent: Given p elements v1 , v2 ," , v p in a real vector

p
space V. If ∑
i =1
ai vi = 0 with ai ∈ R if and only if ai = 0 , then v1 ," , v p

are linear independent

Span: Given p elements v1 ," , v p in a real vector space V. Then

{v , v ,", v } spans V, if any element of V can be expressed as a linear

1 2 p

combination of v1 , v2 ," , v p .

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Basis: If {v1 ,", v p } spans V and are linear independent, then {v1 , v2 ," , v p }

builds a basis of V.
Dimension: the number of elements in a basis of the vector space V.
Example 1: Given
⎡ 2⎤ ⎡1 ⎤ ⎡ 4⎤ ⎡0 ⎤
v1 = ⎢ ⎥, v2 = ⎢ ⎥, v3 = ⎢ ⎥, v4 = ⎢ ⎥
⎣1 ⎦ ⎣ 2⎦ ⎣5⎦ ⎣0 ⎦
(1) Is v3 a linear combination of v1 , v2 ?
(2) Are v1 , v2 linear independent? Are v1 , v4 linear independent?
(3) Does {v1 , v2 } build a basis of R 2 ?
(4) Does {v2 , v4 } span R 2 ?

Homework 6: What is the dimension of the vector space in Homework

1~5, respectively?
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Map, (mapping): i.e. function, eg. f: VÆY. f

Domain: V, Codomain: Y V Y
{y y ∈ Y , y = f (v), v ∈V }
domain Codomain
Image of f:

Injective: Different elements in V are mapped to different maps in f(V),

i.e. f (v1 ) = f (v2 ) ⇒ v1 = v2 .

(e.g.: y = v 2 , y = e x is not injective, but y = e x is.)

(e.g.: matrices of full column rank)

Surjective: Image of f = Codomain Y, i.e. ∀y ∈ Y , ∃v ∈ V , s.t. y = f (v).

Bijective: Injective + Surjective (a one-to-one mapping between V and Y).

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 Linear map (linear mapping, linear transformation): A
function f: VÆY that satisfies the superposition principle:
• f (v1 + v2 ) = f (v1 ) + f (v2 ), ∀v1 , v2 ∈ Y .

• f (av1 ) = af (v1 ), ∀v1 ∈ Y , a ∈ R.

Linear systems and nonlinear systems?

(v: input signal, y: output signal)

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Example 2: Given f : R 2 → R 2 defined by

⎡0.2 0.5⎤ ⎡y ⎤ ⎡v ⎤
y=⎢ ⎥ v, y = ⎢ 1 ⎥, v = ⎢ 1 ⎥.
⎣ 0 1.6 ⎦ ⎣ y2 ⎦ ⎣ v2 ⎦

It is a linear map, because

⎡0.2 0.5⎤ ⎡0.2 0.5⎤ ⎡0.2 0.5⎤
⎢0 (v1 + v2 ) = ⎢ ⎥ v1 + ⎢ 0 1.6 ⎥ v2 , ∀v1 , v2 ∈ Y
⎣ 1.6 ⎥⎦ ⎣ 0 1 .6 ⎦ ⎣ ⎦
⎡0.2 0.5⎤ ⎡0.2 0.5⎤
⎢0 (av1 ) = a ⎢ ⎥ v1 , ∀v1 ∈ Y , ∀a ∈ R
⎣ 1.6 ⎥⎦ ⎣ 0 1.6 ⎦

It is bijective, because
⎡0.2 0.5⎤
⎢ 0 1.6 ⎥ (v1 − v2 ) = 0 ⇒ v1 = v2 ⇒ injective
⎣ ⎦
−1
⎡0.2 0.5⎤ ⎡0.2 0.5⎤
∀y, ∃v = ⎢ ⎥ y, s.t. f(v) = ⎢ ⎥ v = y ⇒ surjective
⎣ 0 1.6 ⎦ ⎣ 0 1.6 ⎦

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Inner product: An inner product on a real vector space V is a mapping
V × V → R that satisfies:
1. < v, w >=< w, v >, ∀v, w ∈ V
2. < a1v1 + a2 v2 , w >= a1 < v1 , w > + a2 < v2 , w >, ∀v1 , v2 , w ∈ V , ∀a1 , a2 ∈ R
3. < v, a1w1 + a2 w2 >= a1 < v, w1 > + a2 < v, w2 >, ∀v, w1 , w2 ∈ V , ∀a1 , a2 ∈ R
4. < v, v > ≥ 0 and < v, v > = 0 iff v = 0 n
Example 3: Let V = R and let x, y ∈ R . Then < x, y >= x y = ∑ xi yi
n T n T

i =1
is an inner product.
1. x T y = y T x, ∀x, y ∈ R n
2 . ( a1 x + a 2 z ) T y = a1 x T y + a 2 z T y , ∀ x , z , y ∈ V , ∀ a1 , a 2 ∈ R
3 . x T ( a1 y + a 2 z ) = a1 x T y + a 2 x T z , ∀ x , z , y ∈ V , ∀ a1 , a 2 ∈ R
4 . x T x ≥ 0 and x T x = 0 iff x = 0
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Orthogonal: Given two elements v1 , v2 in a real vector space V. If

< v1 , v2 >= 0 . Then v1 , v2 are said to be orthogonal.
⎡1⎤ ⎡0 ⎤
⎢ ⎥
Example 4: Let x = 0 , y = ⎢2⎥ ∈ R 3 . Then x,y are orthogonal, as
⎢ ⎥ ⎢ ⎥
⎢⎣0⎥⎦ ⎢⎣0⎥⎦
⎡0 ⎤
< x, y >= x y = [1 0 0]⎢⎢2⎥⎥ = 0.
T

⎢⎣0⎥⎦
⎡1⎤ ⎡− 1⎤
⎢ ⎥ ⎢ ⎥
If x = ⎢0⎥, y = ⎢ 2 ⎥ ∈ R , then x,y are not orthogonal, as
3

⎢⎣0⎥⎦ ⎢⎣ 0 ⎥⎦
< x, y >= xT y = −1 ≠ 0.
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Orthogonal basis: Let {v1 , v2 ," , v p } is a basis of the vector space V.

If < vi , v j >= 0, ∀i ≠ j , then {v1 , v2 ," , v p } is called an orthogonal basis.

If additionally < vi , vi >= 1, ∀i, then {v1 , v2 ," , v p } is called an
orthonormal basis.

⎧ ⎡1 ⎤ ⎡ 0 ⎤ ⎡ 0 ⎤ ⎫
⎪⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎪ 3
Example 5: ⎨⎢0⎥, ⎢1⎥, ⎢0⎥ ⎬ is an orthonormal basis of R .
⎪ ⎢ 0 ⎥ ⎢ 0 ⎥ ⎢1 ⎥ ⎪
⎩⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎭

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Cauchy-Schwarz inequality:

Let V be a real vector space with an inner product <>. Then

< v, w >≤ < v, v > < w, w > , ∀v, w.

Proof: Note that
∀v, w ∈ V , ∀α ∈ R, v − α w, v − α w ≥ 0,
i.e. , v, v − 2α v, w + α 2 w, w ≥ 0.
If w=0, then < v, w >= 0, ∀v and the inequality is true.
If w ≠ 0 , let
2
v, w v, w
α= v, v − ≥ 0, ∀v, w.
w, w w, w

Example 6: ∀x,y ∈ R n , xT y ≤ xT x y T y

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Subspace: A subset U of a vector space V is said to be a subspace of V
if U is itself a vector space (i.e. U is closed under addition and scalar
multiplication, u1 + u 2 ∈ U if u1 , u 2 ∈ U , au1 ∈ U if u1 ∈ U . ).
Two important subspaces: Given a linear map f: VÆY.
The image of f, i.e. Im f = {y y ∈ Y , y = f (v), v ∈ V } is a subspace of Y.
The kernel of f, i.e. Ker f = {v v ∈ V , f (v) = 0} is a subspace of V.
Proof: ∀y1 , y2 ∈ Im f , i.e. y1 = f (v1 ), y2 = f (v2 ), v1 , v2 ∈ V . According to
the definition of linear maps, there is y1 + y2 = f (v1 ) + f (v2 ) = f (v1 + v2 )
and ay1 = af (v1 ) = f (av1 ) . As v1 + v2 ∈ V , av1 ∈ V , we know that
y1 + y2 ∈ Im f , ay1 ∈ Im f and Imf is a subspace of Y.

Remark: Ker f = 0 ⇔ f is injective

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Example 7: Given a linear map f : R 3 → R 2 defined by

⎡1 0 0⎤
y=⎢ ⎥ v.
⎣0 0 0 ⎦
⎡1⎤
The image space of f is spanned by ⎢0⎥ , and Im f is a subspace of R 2 .
⎣ ⎦

⎡0⎤ ⎡0⎤
⎢1⎥, ⎢0⎥
The kernel space of f is spanned by ⎢ ⎥ ⎢ ⎥ , and ker f is a subspace of R 3 .
⎢⎣0⎥⎦ ⎢⎣1⎥⎦
f is not injective.
⎡1 0⎤
Homework 1: Consider the linear map f : R 2 → R 3 defined by y = ⎢⎢0 0⎥⎥ v .
⎢⎣0 0⎥⎦
⎡1 0⎤
Homework 2: Consider the linear map f : R 2 → R 3 defined by y = ⎢⎢0 1⎥⎥ v .
⎢⎣0 0⎥⎦

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