Properties of State Variables

Outline
Asymptotic stability.
BIBO stability.
Controllability.
Observability.
Stabilizability.
Detectability
Controllable realizations.
Observable realizations.
Parallel realization.
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 Asymptotic Stability
A linear system is asymptotically stable if all
its trajectories converge to the origin i.e. for
any initial state x(k0),
x(k) 0 as k .
Also called internal stability.

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 Asymptotic Stability Condition
Theorem 8.1
A discrete-time linear system is
asymptotically (Schur) stable if and only if all
the eigenvalues of its state matrix are inside
the unit circle.

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 BIBO Stability
Poles of z-transfer function inside the unit
circle.
Asymptotic stability implies BIBO stability.
For a minimal system (not in general),
BIBO stability implies asymptotic stability
(no pole-zero cancellation).

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 Example 8.4
Test the BIBO stability of the system

All poles are inside the unit circle.

The system is BIBO stable.

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Controllability and Observability
The concepts of controllability and observability, introduced first
by Kalman, play an important role in both theoretical and practical
aspects of modern control. The conditions on controllability and
observability essentially govern the existence of a solution to an
optimal control problem. This seems to be the basic difference
between optimal control theory and classical control theory.
In the classical control theory, the design techniques are dominated
by trial-and-error methods so that given a set of design specifications
the designer at the outset does not know if any solution exists.
Optimal control theory, on the other hand, has criteria for
determining at the outset if the design solution exists for the system
parameters and design objectives.

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Controllability and Observability
The condition of controllability of a system is
closely related to the existence of solutions of
state feedback for assigning the values of the
eigenvalues of the system arbitrarily. The
concept of observability relates to the condition
of observing or estimating the state variables
from the output variables, which are generally
measurable.

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 Controllability
Definition
A system is said to be controllable if for any
initial state x(k0) there exists a control
sequence u(k), k = k0 , ..., k0 +1, kf 1, such
that an arbitrary final state x(kf) can be
reached in finite kf .

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 Controllability Condition
The process is said to be completely controllable if every
state variable of the process can be controlled to reach a
certain objective infinite time by some unconstrained control
'u(f).
Intuitively, it is simple to understand that, if any one of the
state variables is independent of the control u(t), there would
be no way of driving this particular state variable to a desired
state in finite time by means of a control effort. Therefore,
this particular state is said to be uncontrollable, and, as long
as there is at least one uncontrollable state, the system is said
to be not completely controllable or, simply, uncontrollable.

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 Uncontrollable System
As a simple example of an uncontrollable system.

Because the control U(t) affects only the state x1(t)

the state x2(t) is uncontrollable.

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 Controllability Condition
Theorem 8.4
A linear time-invariant system is completely
controllable iff the products, Bd, i = 1,2,..., n,
are all nonzero where is the ith left
eigenvector of the state matrix. Furthermore,
modes for which the product is zero are
uncontrollable.

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Controllability Rank Condition
Theorem 8.5
A LTI system is completely controllable if
and only if the nm.n controllability matrix
has rank n.

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Example

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 Example 8.5
Determine the controllability of the following
state-equation

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 Solution
Controllability matrix has rank 3: controllable.
First 3 columns of matrix linearly
independent: sufficient to conclude
controllability.
In general, compute more columns until n
linearly independent columns are obtained.

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 Observability
A system is said to be observable if any
initial state x(k0) can be estimated from the
control sequence u(k), k =k0 , k0 +1, , kf 1,
and the measurements y(k ), k = k0 , k0+1, ,
kf .

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 The concept of observability
Essentially, a system is completely observable if
every state variable of the system affects some of
the outputs. In other words, it is often desirable
to obtain information on the state variables from
the measurements of the outputs and the inputs.

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 Unobservable System

State diagram of a system that is not observable.

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 Observability Condition
Theorem 8.8
A system is observable iff Cvi is nonzero for i
= 1, 2, , n, where vi is the ith eigenvector of
the state matrix. Furthermore, if the product
Cvi is zero then the ith mode is
unobservable.

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 Observability Rank Test
Theorem 8.9
A LTI system is completely observable iff the
l.n n observability matrix has rank n.

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Example

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 Example 8.10
Determine the observability of the system
using two different tests. If the system is not
completely observable, determine the
unobservable modes.

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 Solution
State matrix in companion form.

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 Rank Test

Rank = 2
One unobservable mode.

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Relation Between CONTROLLABILITY,
OBSERVABILITY

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MATLAB Commands

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 Stabilizability & Detectability
Definition 8.4 Stabilizability
A system is stabilizable if all its
uncontrollable modes decay to zero
asymptotically.
Definition 8.6 Detectability
A system is detectable if all its unobservable
modes decay to zero asymptotically.

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 Stabilizability
A slightly weaker notion than controllability is
that of Stabilizability. A system is determined to
be stabilizable when all uncontrollable states
have stable dynamics. Thus, even though some
of the states cannot be controlled (as
determined by the controllability test above) all
the states will still remain bounded during the
system's behavior

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 Example 8.9
Determine the controllability and stabilizability of the
system

Solution
The system is in normal form and its input matrix has one
zero row corresponding to its zero eigenvalue. Hence, the
system is uncontrollable. However, the uncontrollable mode
at the origin is asymptotically stable, and the system is
therefore stabilizable.
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 Detectability
A slightly weaker notion is Detectability. A
system is detectable if and only if all of its
unobservable modes are stable. Thus even
though not all system modes are observable, the
ones that are not observable do not require
stabilization.

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 Example 8.12
Determine the observability and detectability of the
system

Solution
The system is in normal form, and its output matrix has one
zero column corresponding to its eigenvalue -2. Hence, the
system is unobservable. The unobservable mode at -2, |-2|
> 1, is unstable, and the system is therefore not detectable.
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Example

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 Realizations
Realizations give digital filter or controller
implementation.
Obtained from either the z-transfer
functions or the difference equation (Here:
SISO transfer functions only).

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Long Division

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Controllable Canonical Realization
No Input Differencing

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State-space Realization

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Form of State-space Equations

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 Example 8.18
Obtain the controllable canonical realization
of the difference equation

using basic principles then show how the

realization can be written by inspection from
the transfer function or the difference
equation

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Solution

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 By Inspection
n = 3, n 1=2 orders of zero matrices
The coefficients of the last row appear in the
difference equation with their signs reversed.
The same coefficients appear in the
denominator of the transfer function

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Systems With Input Differencing

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State Variables

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Output Equation

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Simulation Diagram

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 Comments
State-space equations can be written by
inspection from the difference equation or the
transfer function.
Simulation diagram: shows how to implement
the system with summers, delays and gains.
For an nth order system we need: n delay
elements, two summers and at most 2 n + 1 gains.
Operations can be easily implemented using a
microprocessor or DSP chip.
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 Example 8.19
Write the state-space equations in controllable
canonical form for the following transfer
functions

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 Solution (a)
Same denominator and same state
equation as Example 8.18.
Numerator = (0.05 + 0.5 z + 0 z )
2

output equation

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Solution (b)

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Controllable Form in MATLAB

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 Parallel Realization

Positive feedback loop with forward transfer

function z1 (time delay ) & feedback gain pi
Physical realization of the transfer function in
terms of constant gains and fixed time delays .
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Block diagram for parallel
realization

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Simulation Diagram

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State-Space Representation

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 Example 8.20
Obtain a parallel realization for the transfer
function

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Long Division & PFE

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Block diagram

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Simulation Diagram

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State-space Equations

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 Observable Form
Obtain from the controllable realization:
1- Transpose the state matrix A.
2- Transpose and interchange the input
matrix B and the output matrix C.
Can be written directly from the TF

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 Simulation diagram for the
observable canonical realization

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 Example 8.22
Write the state-space equations in
observable canonical form for the transfer
function of Example 8.19(b).

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 Solution
The transfer function =constant + a transfer
function with numerator order < denominator
order (Example 7.15(b)).

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 Duality
The concepts of controllability (stabilizability)
and observability (detectability) are often
referred to as duals. This term is justified by
the following theorem.
Theorem 8.12: The system (A, B) is
controllable (stabilizable) if and only if (AT,BT)
is observable (detectable). The system (A, C)
is observable (detectable) if and only if (AT,CT)
is controllable (stabilizable).

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 Example 8.23
Show that the reducible transfer function

has a controllable but unobservable

realization and an observable but
uncontrollable realization.

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Solution

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 Solution
Transposing the state, output, and input
matrices and interchanging the input and output
matrices gives the observable realization

By duality, the realization is observable but has

one uncontrollable mode.

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 HW# 6
P. 8.8,
P. 8.12,
P. 8.13,
P. 8. 17(ii,iii).

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