Lecture 06 Analysis (II)

Controllability and Observability

6.1 Controllability and Observability

6.2 Kalman Canonical Decomposition
6.3 Pole-zero Cancellation in Transfer Function
6.4 Minimum Realization

Modern Contral Systems 1

Motivation1

 x1   2 1   x1  1
 x    0  1  x   0u (t )
 2   2   
 x1 
y  1 0 
 x2 
x2 (0) x1 (0)
uncontrollable s s

u x2 s 1 x2 1 x1 s 1 x1 1 y

1 2
1
controllable

Modern Contral Systems 2

Controllability and Observability

Plant: x  Ax  Bu , x  R n
y  Cx  Du
Definition of Controllability

A system is said to be (state) controllable at time t 0 , if

there exists a finite t1  t0 such for any x(t0 ) and any x1 ,
there exist an input u[t0 ,t1 ] that will transfer the state x(t0 )
to the state x1 at time t1 , otherwise the system is said to
be uncontrollable at time t 0 .

Modern Contral Systems 3

Controllability Matrix
 A, B  Controllab le  rank (U )  n,
U B  AB A2 B  An1 B 
 det(U )  0 if u  R

Controllab ility Matrix U  B  AB A2 B  An1B 

Example: An Uncontrollable System

U (s ) 1 s -1 x1
 1 0  1
x    x    u 1
 0  3 0 1
Y (s)

y  1 2x s 3 x2
-1 2

※ State x2 is uncontrollable.

Modern Contral Systems 4

Proof of controllability matrix
xk 1  Axk  Bu k
xk  2  Axk 1  Bu k 1
xk  2  A( Axk  Bu k )  Bu k 1  A2 xk  ABu k  Bu k 1
xk  n  An xk  An 1 Bu k  An  2 Bu k 1    ABu k  ( n  2)  Bu k  ( n 1)
xk  n  An xk  An 1 Bu k  An  2 Bu k 1    ABu k  ( n 2 )  Bu k  ( n 1)
 uk 
  

xk  n  An xk  An 1 B  AB B  
uk  ( n  2) 

 
 uk  ( n 1) 
Initial condition
Modern Contral Systems 5
Motivation2

 x1   2 0   x1  3
 x    0  1  x   1u (t )
 2   2   
 x1 
y  1 0 
 x2  x2 (0) x1 (0)
s s

u 1 x2 s 1 x2 x1 s 1 x1 1 y

1 2
3
observable
unobservable

Modern Contral Systems 6

Definition of Observability
A system is said to be (completely state) observable at
time t 0 , if there exists a finite t1  t0 such that for any x(t0 )
at time t 0 , the knowledge of the input u[t t ] and the
0, 1

output y[t t ] over the time interval [t0 , t1 ] suffices to

0, 1

determine the state x0 , otherwise the system is said to be

unobservable at t 0 .

Modern Contral Systems 7

Observability Matrix
A, C  Observable  rank (V )  n  det(V )  0 if y  R

 C 
 CA 
 
Observabil ity Matrix V   CA 
2

 
  
CAn 1 

Example: An Unobservable System 4

0 1   0
x    x   u U (s ) 1 s -1 x2 s -1 x1 Y (s)
0  2  1
y  0 4x 2

※ State x1 is unobservable.

Modern Contral Systems 8

Proof of observability matrix

xk 1  Axk  Bu k
yk  Cxk  Du k  (1)
yk 1  Cxk 1  Du k 1
yk 1  C ( Axk  Bu k )  Du k 1  CAxk  CBu k  Du k 1  (2)
yk  n 1  CAn 1 xk  CAn  2 Bu k  CAn 3 Bu k 1    CBu k  ( n  2 )  Du k  ( n 1)  (n)
 C 
 CA 
(1), (2),  (n)    xk
  
 n 1 
CA 

 yk  Du k yk 1  CBu k  Du k 1   CABu k  ( n 3)  CBu k  ( n  2 )  Du k  ( n 1) 

Inputs & outputs

Modern Contral Systems 9

Example

0 1 0
x  Ax  Bu , x  R n A  , B   , C  0 1
Plant: 1 0 1
y  Cx  Du

0 1 
Controllab ility Matr ix V  B AB   
1 0
 C  0 1
Obervabili ty Matrix N      
  
CA 1 0
rank (V )  rank ( N )  2

Hence the system is both controllable and observable.

Modern Contral Systems 10

Theorem I

xc (t )  Ac xc (t )  B c u(t )
Controllable canonical form Controllable

Theorem II
xo (t )  Ao xo (t )  B o u (t )
y (t )  Co xo (t )

Observable canonical form Observable

Modern Contral Systems 11

 s2
example T (s) 
( s  1)( s  2)
0 1 0
xc    xc   u
Controllable canonical form  2  3 1
y  2 1xc
0 1 
U  B AB  
1  3
 rank [U ]  2  n
C   2
V  
1

rank [V ]  1  n
  
CA  2  1
0  2  2
xo    xo   u
Observable canonical form 1  3 1
y  0 1xo
 2  2
U  B AB    rank [U ]  1  n
1  1 
 C  0 1 
V  
rank [V ]  2  n
 
  
CA 1 3 Modern Contral Systems 12
 Linear system
Theorem III x (t )  Jx(t )  Bu (t ) 1. Analysis

Jordan form
y (t )  Cx(t )  Du (t )
Jordan block

 J1   B1 
J  J2  
B   B2  Least row
has no zero
 row
 J 3   B3 
C  C1 C2 C3 

First column has no zero column

Modern Contral Systems 13

Example
 2 1 0 b11 
x  0 2 0 x  b12 u
0 0 1  1 
y  c11 c12 3x

If b12  0 uncontrollable

If c11  0 unobservable

Modern Contral Systems 14

 0 0 0
 0
1 1  1 0 b11
 1  0 1 0 b12
  
 1  0 0 1 b13

x   1  x  1 1 2 u
   
 2 1  0 1 0
 b21
 2 1  0 0 1
   
 2 
 
 
1 1 2 0 0 2 0
y  1 0 1 2 0 1 1  x
1 0 2 3 0 2 2

C11 C12 C13 C21

Modern Contral Systems 15
 b11 b12 b13L.I .  b21L.I . controllable

C11 C12 C13L.I .  C21L.I . observable

In the previous example

b11 b12 b13L.I .  b21L.I . controllable

C11 C12 C13L.I .  C21L.D. unobservable

Modern Contral Systems 16

Example

2 1   2 1 1
 2   2 1 1 
  
 2   1 1 1 L.I.
x   2 x   3 2 1u
  
1 1   1 0 0
 
 1  1 0 1
1  1 0 0
 L.I.

2 2 1 3  1 1 1
y  1 1 1 2 0 0 0
1 1 1 1 0 0 0

L.I. L.D.
Modern Contral Systems 17
Kalman Canonical Decomposition
Diagonalization: x  Ax  Bu
y  Cx  Du
All the Eigenvalues of A are distinct, i.e. 1  2  3  n
There exists a coordinate transform (See Sec. 4.4) z  Tx such that
1 0
Am  T 1 AT where Am    .
 
 0 n   bm1 
Bm  T 1B    
System in z-coordinate becomes
 
z  Am z  Bmu bmn 
y  Cm z Cm  CT  cm1  cmn 

Homogeneous solution of the above state equation is

z (t )  v1e 1t z1 (0)    v n e nt z n (0)

If bmi  0 and cmi  0, mode i is controllab le and observable
Modern Contral Systems 18
How to construct coordinate transformation matrix for diagonalization

All the Eigenvalues of A are distinct, i.e. 1  2  3  n

Eigenvecto rs, v1, v2 , ,vn , are independen t.

The coordinate matrix for diagonalization

T  [v1, v2 ,  ,vn ]

Consider diagonalized system z1  1 z1  bm1u

z2  2 z2  bm 2u

zn  λn zn  bmnu
y  cm1z1  cm 2 z2    cmn zn

Modern Contral Systems 19

Transfer function is
n
cmibmi cm1bm1 c b
H ( s)       mn mn
i 1 s  i s  1 s  n
If bmi  0 or cmi  0, mode i is uncontroll able or unobservab le,
H(s) has pole-zero cancellation.

bm1  cm 1

1
u (t )

 bm 2  cm 2
 y (t )
2 ∑


bmn  cmn

n
Modern Contral Systems 20
Kalman Canonical Decomposition

SC O

u(t )
SCO SC O

  y (t )
SCO

SCO : Controllab le, Observable Subsystem

SCO : Controllab le, Unobserva ble Subsystem
SC O : Uncontroll able, Observable Subsystem
SC O : Uncontroll able, Unobserva ble Subsystem

Modern Contral Systems 21

Kalman Canonical Decomposition: State Space Equation

 xCO   ACO 0 0 0   xCO   BCO 

 x   0 ACO 0 0   xCO   BCO 
 CO      u (5.X)
 xC O   0 0 AC O 0   xC O   0 
     
 xC O   0 0 0 AC O   xC O   0 
y  CCO 0 CC O 0x

Modern Contral Systems 22

Example

1 0 0 b11 
x  0 2 0 x  b12 u
   
Plant: 0 0 3 b13 
y  c11 c12 c13 x

If b13  0, mode 3 is uncontrollable.

If c13  0, mode 3 is unobservable.
The same reasoning may be applied to mode 1 and 2.

Modern Contral Systems 23

Pole-zero Cancellation in Transfer Function

From Sec. 5.2, state equation

x  Ax  Bu
y  Cx  Du
may be transformed to
n
Cmibmi Cm1bm1 Cmnbmn
H ( s)    
i 1 s  i s  1 s  n

If bmi  0 , mode i is uncontroll able and vanishes in T.F..

If cmi  0, mode i is unobservab le and vanishes in T.F..

Hence, the T.F. represents the controllable and observable

parts of the state variable equation.
Modern Contral Systems 24
Example
 4 0    2
x    x   u
Plant:  1  2 1  1  2, 2  4
y  0 1x

Transfer Function

 H ( s)  C sI  A B
Y ( s) 1

U ( s)
s  2 0    2
 0 1  
1
  1 
s  2s  4  1 s  4  
 2s  2
 0 1  
1
 
s  2s  4  s  2  
1

s4
Mode "-2" vanishes in T.F..
Modern Contral Systems 25
Example 5.6

0 6    2
x    x   u 1  2, 2  -3
Plant: 1  1 1
y  0 1x

Transfer Function

 T ( s )  C sI  A B 
Y ( s) 1 1
U ( s) s3

Mode "2" vanishes in T.F..

Modern Contral Systems 26

 Minimum Realization

Realization:
Realize a transfer function via a state space equation.
Example 1
Realization of the T.F. T ( s) 
s3
Method 1: U (s ) 1 s -1 1 Y (s)

Y ( s) 1
 T ( s) 
U ( s) s3 3
Method 2:
U (s ) 1 s -1 1 Y (s)
Y ( s) 1 s2
 T ( s)  
U ( s) s3 s2
3 1
s -1
※There is infinity number of realizations for
a given T.F. .
Modern Contral Systems 27
2
Minimum realization:
Realize a transfer function via a state space equation
with elimination of its uncontrollable and unobservable parts.

Example 5.8
5
Realization of the T.F. T ( s ) 
s3
U (s ) 1 s -1 5 Y (s)
Y ( s) 5
 T ( s) 
U ( s) s3
3

Modern Contral Systems 28