EE 580 Linear Control Systems

X. Structural Properties of Linear Systems (Part 1)

Department of Electrical Engineering
Pennsylvania State University
Fall 2010
10.1 Introduction
Recall that a linear map, or its matrix representation, between nite-dimensional vector spaces are
decomposed into Jordan blocks, which completely characterize the stability properties of the linear
map. Similar things can be done to linear dynamical systems, or their state-space representations.
Consider the linear time-invariant system
x(t) = Ax(t) +Bu(t),
y(t) = Cx(t) +Du(t),
(10.1)
where A R
nn
, B R
nm
, C R
ln
, and D R
lm
are given matrices. If the system (10.1)
is not controllable (i.e., not reachable), then it is possible to separate the controllable part of the
system from the uncontrollable part. Similarly, if the system is not observable, then it is possible
to separate the observable part from the unobservable part.
10.2 Standard Form for Uncontrollable Systems
Lemma 10.1 Let C be the controllability matrix of the pair (A, B). If rank C = n
r
, then there
exists a nonsingular matrix Q R
nn
such that
Q
1
AQ =
_
A
1
A
12
0 A
2
_
and Q
1
B =
_
B
1
0
_
, (10.2)
where A
1
R
nrnr
, B
1
R
nrm
, and the pair (A
1
, B
1
) is controllable.
Proof. Let {v
1
, . . . , v
nr
} be a basis for the controllable subspace R(C). Since R(C) is in-
variant under A, there exists a unique matrix A
1
R
nrnr
, whose columns are the coordinate
representations of Av
1
, . . . , Av
nr
with respect to {v
1
, . . . , v
nr
}, such that
A
_
v
1
v
nr

=
_
v
1
v
nr

A
1
.
On the other hand, if an x R
n
is such that x = Bu for some u R
m
, then
x = [B AB A
n1
B][u
T
0 0]
T
,
so R(B) R(C). Thus there exists a unique B
1
R
nrm
, whose columns are the coordinate
representations of the columns of B with respect to {v
1
, . . . , v
nr
}, such that
B =
_
v
1
v
nr

B
1
.
1
EE 580 Linear Control Systems 2
Now, choosing any linearly independent vectors q
nr+1
, . . . , q
n
such that
Q =
_
v
1
v
nr
q
nr+1
q
n

is nonsingular, we have
A
_
v
1
v
nr

= Q
_
A
1
0
_
and A
_
q
nr+1
q
n

= Q
_
A
12
A
2
_
for some A
12
R
nr(nnr)
and A
2
R
(nnr)(nnr)
; similarly
B = Q
_
B
1
0
_
.
This leads to (10.2). It remains to show that (A
1
, B
1
) is controllable. The controllability matrix

C of the pair
_
Q
1
AQ, Q
1
B
_
is given by

C =
_
B
1
A
1
B
1
A
n1
1
B
1
0 0 0
_
= Q
1
C. (10.3)
Here, the rst equation in (10.3) implies that the rank of

C is equal to the rank of
_
B
1
A
1
B
1
A
n1
1
B
1

,
where n n
r
. By the Cayley-Hamilton theorem, however, the columns of this matrix are linear
combinations of the columns of the controllability matrix of (A
1
, B
1
) given by
C
1
=
_
B
1
A
1
B
1
A
nr1
1
B
1

R
nrmnr
,
whose rank is at most n
r
. On the other hand, the second equation in (10.3) says that rank

C =
rank C = n
r
. Therefore, we have rank C
1
= n
r
, and hence the pair (A
1
, B
1
) is controllable. 2
If Q is as in Lemma 10.1, then the change of state variables given by Q x(t) = x(t) results in
an equivalent system of the form
_

x
1
(t)

x
2
(t)
_
=
_
A
1
A
12
0 A
2
_ _
x
1
(t)
x
2
(t)
_
+
_
B
1
0
_
u(t),
y(t) =
_
C
1
C
2

_
x
1
(t)
x
2
(t)
_
+Du(t),
(10.4)
where x(t) = [ x
1
(t)
T
x
2
(t)]
T
with x
1
(t) R
nr
and x
2
(t) R
nnr
, and where (A
1
, B
1
) is con-
trollable. This form of state-space representations is called the standard form for uncontrollable
systems. The eigenvalues of A
1
(resp. A
2
) are called controllable eigenvalues (resp. uncontrollable
eigenvalues) of the system (10.1). Recall that the inverse Laplace transform of (sI A)
1
yields
e
At
=
p

i=1
m
i
1

k=0
A
ik
t
k
e

i
t
with
A
ik
=
1
k!(m
i
1 k)!
lim
s
i
_
_
(s
i
)
m
i
(sI A)
1

m
i
1k
_
,
where
1
, . . . ,
p
are distinct eigenvalues of A and m
1
, . . . , m
p
are their algebraic multiplicities,
and where the terms t
k
e

i
t
are called the modes of the system (10.1). In particular, the modes of
the system corresponding to controllable eigenvalues (resp. uncontrollable eigenvalues) are called
controllable modes (resp. uncontrollable modes) of the system.
EE 580 Linear Control Systems 3
Lemma 10.2 The input-output description of the system (10.1) is determined solely by its control-
lable part; that is, if (10.1) and (10.4) are equivalent, then the transfer function matrix of (10.1)
is given by

H(s) = C(sI A)
1
B+D = C
1
(sI A
1
)
1
B
1
+D.
Proof. If Q is as in Lemma 10.1, then we have
e
Q
1
AQ
= Q
1
e
A
Q and e
_
A
1
A
12
0 A
2
_

=
_
e
A
1

0 e
A
2

_
,
where the symbol denotes the block that we do not care. Hence
Ce
A
B =
_
CQ
__
Q
1
e
A
Q
__
Q
1
B
_
=
_
C
1
C
2

_
e
A
1

0 e
A
2

_ _
B
1
0
_
= C
1
e
A
1

B
1
,
from which the result follows. 2
As a simple example, consider A = [
1 1
0 0
], B = [
1
0
], and C = [ 1 2 ]. Then C = [
1 1
0 0
], so the
reachable subspace R(C) = span{v
1
} with v
1
= [
1
0
]. Choose v
2
= [
0
1
], and let Q = [
v
1
v
2 ] = [
1 0
0 1
]
to obtain Q
1
AQ =
_
A
1
A
12
0 A
2
_
= [
1 1
0 0
], Q
1
B =
_
B
1
0

= [
1
0
], and CQ = [ C
1
C
2 ] = [ 1 2 ]. Thus,
among the two eigenvalues (namely, 1 and 0) of the system, the eigenvalue 1 is controllable and the
eigenvalue 0 is uncontrollable. Indeed, the transfer function of the system is
H(s) = C(sI A)
1
B =
_
1
s1
2s1
s(s1)
_
_
1
0
_
=
1
s 1
= C
1
(sI A
1
)
1
B
1
.
Since rank O = rank[
1 2
1 1
] = 2, both eigenvalues are observable. However, the uncontrollable
eigenvalue 0 is never excited by the input, and hence does not appear as a system pole.
10.3 Standard Form for Unobservable Systems
Lemma 10.3 Let O be the observability matrix of the pair (A, C). If rank O = n
o
, then there
exists a nonsingular matrix Q R
nn
such that
Q
1
AQ =
_
A
1
0
A
21
A
2
_
and CQ =
_
C
1
0

, (10.5)
where A
1
R
nono
, C
1
R
ln
0
, and the pair (A
1
, C
1
) is observable.
Proof. Let {v
no+1
, . . . , v
n
} be a basis for the unobservable subspace N(O). Since N(O) is
invariant under A, there exists a unique matrix A
2
R
(nno)(nno)
, whose columns are the
coordinate representations of Av
no+1
, . . . , Av
n
with respect to {v
no+1
, . . . , v
n
}, such that
A
_
v
no+1
v
n

=
_
v
no+1
v
n

A
2
.
On the other hand, if Ox = 0, then Cx = 0, so N(O) N(C). Thus we have
C
_
v
no+1
v
n

= 0.
Choose q
1
, . . . , q
no
be linearly independent vectors such that
Q =
_
q
1
. . . q
no
v
no+1
v
n

EE 580 Linear Control Systems 4

is nonsingular. Then we have
A
_
q
1
q
no

= Q
_
A
1
A
21
_
and A
_
v
no+1
v
n

= Q
_
0
A
2
_
for some A
1
R
nono
and A
21
R
(nno)no
. Similarly, CQ = [C
1
0] for some C
1
R
lno
. This
gives (10.5). Moreover, the observability matrix

O of the pair
_
Q
1
AQ, CQ
_
is given by

O =
_
C
T
1
A
T
1
C
T
1

_
A
n1
1
_
T
C
T
1
0 0 0
_
T
= OQ.
Here, the rst equation, along with the Cayley-Hamilton theorem, implies that rank

O is equal to
the rank of the observability matrix
O
1
=
_
C
T
1
A
T
1
C
T
1

_
A
n1
1
_
T
C
T
1
_
T
R
lnono
of (A
1
, C
1
), which is at most n
o
; however, the second equation gives rank

O = rankO = n
o
.
Therefore, we have rank O
1
= n
o
, and hence (A
1
, C
1
) is observable. 2
If Q is as in Lemma 10.3, then the change of state variables given by Q x(t) = x(t) results in
an equivalent system of the form
_

x
1
(t)

x
2
(t)
_
=
_
A
1
0
A
21
A
2
_ _
x
1
(t)
x
2
(t)
_
+
_
B
1
B
2
_
u(t),
y(t) =
_
C
1
0

_
x
1
(t)
x
2
(t)
_
+Du(t),
(10.6)
where x(t) = [ x
1
(t)
T
x
2
(t)]
T
with x
1
(t) R
no
and x
2
(t) R
nno
, and where (A
1
, C
1
) is observable.
This form of state-space representations is called the standard form for unobservable systems. The
eigenvalues of A
1
(resp. A
2
) and the corresponding modes are called observable eigenvalues (resp.
unobservable eigenvalues) and observable modes (resp. unobservable modes) of the system (10.1).
Lemma 10.4 The input-output description of the system (10.1) is determined solely by its observ-
able part. That is, if (10.1) and (10.6) are equivalent, then the transfer function matrix of (10.1)
is given by

H(s) = C(sI A)
1
B+D = C
1
(sI A
1
)
1
B
1
+D.
Proof. The proof parallels that of Lemma 10.2. 2
For example, suppose A = [
1 1
0 0
], B = [
1
1
], and C = [ 1 1 ]. Since O = [
1 1
1 1
], the unobservable
subspace N(O) = span{v
2
} with v
2
=
_
1
1

. Choose a v
1
= [
1
0
], and let Q = [
v
1
v
2 ] =
_
1 1
0 1

to obtain Q
1
AQ =
_
A
1
0
A
21
A
2
_
= [
1 0
0 0
], Q
1
B =
_
B
1
B
2
_
=
_
2
1

, and CQ = [ C
1
0 ] = [ 1 0 ]. Thus,
among the two eigenvalues of the system, the eigenvalue 1 is observable and the eigenvalue 0 is
unobservable. Indeed, the transfer function of the system is
H(s) = C(sI A)
1
B =
_
1 1

_
s+1
s(s1)
1
s
_
=
2
s 1
= C
1
(sI A
1
)
1
B
1
.
Since rankC = rank [
1 2
1 0
] = 2, both eigenvalues are controllable. However, the unobservable eigen-
value 0 is never observed from the system output, and hence does not appear as a system pole.
EE 580 Linear Control Systems 5
10.4 Kalman Canonical Form of LTI Systems
The following theorem is called the Kalman decomposition theorem. The theorem unies the de-
composition lemmas for uncontrollable and unobservable linear time-invariant systems.
Theorem 10.5 Let C and O be the controllability and observability matrices of the triple (A, B, C).
If rankC = n
r
, rankO = n
o
, and dimR(C) N(O) = n
r o
, then there exists a nonsingular matrix
Q R
nn
such that
Q
1
AQ =
_

_
A
11
0 A
13
0
A
21
A
22
A
23
A
24
0 0 A
33
0
0 0 A
43
A
44
_

_
, Q
1
B =
_

_
B
1
B
2
0
0
_

_
, CQ =
_
C
1
0 C
3
0

, (10.7)
where A
11
R
(nrnr o)(nrnr o)
, A
22
R
nr onr o
, A
33
R
(no(nrnr o))(no(nrnr o))
, and A
44

R
((nno)nr o)((nno)nr o)
, and such that the following hold:
(a) The pair (A
c
, B
c
) with
A
c
=
_
A
11
0
A
21
A
22
_
and B
c
=
_
B
1
B
2
_
is controllable.
(b) The pair (A
o
, C
o
) with
A
o
=
_
A
11
A
13
0 A
33
_
and C
o
=
_
C
1
C
3

is observable.
(c) The triple (A
11
, B
1
, C
1
) is controllable and observable.
Proof. Choose a basis {v
1
, . . . , v
nr
} for R(C) such that {v
nrnr o+1
, . . . , v
nr
} is a basis for
R(C) N(O). Choose vectors v
no+nr o+1
, . . . , v
n
such that
{v
nrnr o+1
, . . . , v
nr
, v
no+nr o+1
, . . . , v
n
. .
n no vectors
}
is a basis for N(O). Finally, choose q
nr+1
, . . . , q
no+nr o
such that
Q =
_
v
1
v
nr
q
nr+1
q
no+nr o
v
no+nr o+1
v
n

is nonsingular. Then, since the rst n

r
columns of Q span R(C), (the proof of) Lemma 10.1 implies
that Q
1
AQ, Q
1
B, and CQ are of the following partitioned forms:
Q
1
AQ =
_

_
A
11
A
12
A
13
A
14
A
21
A
22
A
23
A
24
0 0 A
33
A
34
0 0 A
43
A
44
_

_
, Q
1
B =
_

_
B
1
B
2
0
0
_

_
, CQ =
_
C
1
C
2
C
3
C
4

. (10.8)
Let
T =
_

_
I
nrnr o
0 0 0
0 0 I
nr o
0
0 I
n
0
(nrnr o)
0 0
0 0 0 I
(nno)nr o
_

_
,
EE 580 Linear Control Systems 6
where I
k
are the k-by-k identity matrices. Then
QT =
_
v
1
v
nrnr o
q
nr+1
q
no+nr o
v
nrnr o+1
v
nr
v
no+nr o+1
v
n

,
where the last nn
o
columns of QT span N(O). Thus (the proof of) Lemma 10.3, along with the
fact that T
1
= T
T
, implies that Q
1
AQ, Q
1
B, and CQ are of the following partitioned forms:
Q
1
AQ = T(QT)
1
A(QT)T
1
= T
_

_
F
11
F
12
0 0
F
21
F
22
0 0
F
31
F
32
F
33
F
34
F
41
F
42
F
43
F
44
_

_
T
1
=
_

_
F
11
0 F
12
0
F
31
F
33
F
32
F
34
F
21
0 F
22
0
F
41
F
43
F
42
F
44
_

_
,
Q
1
B = T(QT)
1
B = T
_

_
G
1
G
2
G
3
G
4
_

_
=
_

_
G
1
G
3
G
2
G
4
_

_
,
CQ = C(QT)T
1
_
H
1
H
2
0 0

T
1
=
_
H
1
0 H
2
0

.
Comparing these equations with those in (10.8), we conclude that (10.7) holds. The pair (A
c
, B
c
)
is controllable by Lemma 10.1, and the pair (A
o
, C
o
) is observable by Lemma 10.3. It follows from
rank
_
B
c
A
c
B
c
A
nr1
c
B
c

= rank
_
B
1
A
11
B
1
A
nr1
11
B
1

_
= n
r
,
along with the Cayley-Hamilton theorem, that
rank
_
B
1
A
11
B
1
A
nr1
11
B
1

= rank
_
B
1
A
11
B
1
A
nrnr o1
11
B
1

= n
r
n
r o
.
Thus the triple (A
11
, B
1
, C
1
) is controllable. Since (A
c
, B
c
, [C
1
0]) is already in the standard form
for unobservable systems, we conclude that (A
11
, B
1
, C
1
) is observable as well. 2
If A
11
, A
22
, A
33
, and A
44
are as in Theorem 10.5, then we have
det(sI A) = det(sI A
11
) det(sI A
22
) det(sI A
33
) det(sI A
44
).
The eigenvalues of A
11
are controllable and observable, those of A
22
are controllable and unob-
servable, those of A
33
are uncontrollable and observable, and those of A
44
are uncontrollable and
unobservable.
Theorem 10.6 The input-output description of the system (10.1) is determined solely by its con-
trollable and observable part. That is, if Q is as in (10.7), then the transfer function matrix
of (10.1) is given by

H(s) = C(sI A)
1
B+D = C
1
(sI A
11
)
1
B
1
+D.
Proof. The result is an immediate consequence of Lemmas 10.2 and 10.4. 2
For example, consider
A =
_
_
1 3 2
1 3 3
1 1 0
_
_
, B =
_
_
1 0
1 1
0 1
_
_
, C =
_
1 1 0
2 2 1
_
.
The controllability and observability matrices are
C =
_
_
1 0 2 1 4 1
1 1 2 0 4 2
0 1 0 1 0 1
_
_
, O =
_
_
1 2 0 1 1 2
1 2 0 1 1 2
0 1 1 2 0 1
_
_
T
.
EE 580 Linear Control Systems 7
The controllable(or reachable) subspace R
r
= R(C), the unobservable subspace R
o
= N(O),
and their intersection R
r o
= R(C) N(O) are
R
r
= span
_
_
_
_
_
0
1
1
_
_
,
_
_
1
1
0
_
_
_
_
_
, R
o
= span
_
_
_
_
_
1
1
0
_
_
_
_
_
, and R
r o
= span
_
_
_
_
_
1
1
0
_
_
_
_
_
,
respectively. Then
v
1
=
_
_
0
1
1
_
_
, v
2
=
_
_
1
1
0
_
_
, q
3
=
_
_
1
1
1
_
_
Q =
_
v
1
v
2
q
3

=
_
_
0 1 1
1 1 1
1 0 1
_
_
.
This Q gives
Q
1
AQ =
_
_
1 0 1
1 2 7
0 0 1
_
_
, Q
1
B =
_
_
0 1
1 0
0 0
_
_
, CQ =
_
1 0 2
1 0 5
_
.
Among the three eigenvalues of A, the eigenvalue 1 is both controllable and observable, the
eigenvalue 2 is controllable but unobservable, and the eigenvalue 1 is observable but uncontrollable.
Indeed, the transfer function matrix shows a single pole at s = 1:

H(s) = C(sI A)
1
B =
_
1
1
_
(s (1))
1
_
0 1

=
_
0 1/(s + 1)
0 1/(s + 1)
_
.
10.5 Popov-Belevitch-Hautus (PBH) Tests
We know the system (10.1) is controllable if and only if its controllability matrix has full row
rank. Similarly, the system is observable if and only if its observability matrix has full rank. The
decomposition results presented above reveal the structural properties of linear systems, and provide
additional tests for controllability and observability. These tests facilitate further insights into the
structural properties of linear systems, and will play an important role in controller synthesis
problems.
Theorem 10.7 (PBH Eigenvector Tests)
(a) The pair (A, B) is controllable if and only if no eigenvector v of A
T
satises B
T
v = 0.
(b) The pair (A, C) is observable if and only if no eigenvector v of A satises Cv = 0.
Proof. Suppose there exists an eigenvector v C
n
of A
T
such that B
T
v = 0. Let C
be the eigenvalue associated with v. Then we have v
T
B = 0, v
T
AB = v
T
B = 0, v
T
A
2
B =
v
T
AB = 0, . . . , and so v
T
C = 0, where C is the controllability matrix of (A, B). That is,
(v)
T
C = (v)
T
C = 0. Since v = 0, we have (v) = 0 or (v) = 0, so rank C < n. This proves
that the pair (A, B) being controllable implies B
T
v = 0 for any eigenvector v of A
T
. Conversely,
suppose (A, B) is not controllable, so that there exists a nonsingular Q satisfying (10.2), where
A
2
R
(nnr)(nnr)
with n
r
< n. Choose an eigenvalue of A
T
2
, and let v be the corresponding
eigenvector of A
T
2
. Then putting v =
_
Q
1
_
T
[0 v
T
]
T
R
n
gives
A
T
v =
_
Q
1
_
T
_
Q
1
AQ
_
T
_
0
v
_
=
_
Q
1
_
T
_
A
T
1
0
A
T
12
A
T
2
_ _
0
v
_
=
_
Q
1
_
T
_
0
v
_
= v
EE 580 Linear Control Systems 8
and
B
T
v = B
T
_
Q
1
_
T
_
0
v
_
=
_
Q
1
B
_
T
_
0
v
_
=
_
B
T
1
0

_
0
v
_
= 0.
This shows that the pair (A, B) is controllable whenever no eigenvector v of A
T
satises B
T
v = 0,
and hence that part (a) of the theorem holds. The proof of part (b) is similar. 2
Corollary 10.8 (PBH Rank Tests)
(a) The pair (A, B) is controllable if and only if
rank
_
I A B

= n
for all eigenvalues of A (and hence for all C).
(b) A number C is an uncontrollable eigenvalue of A if and only if
rank
_
I A B

< n.
(c) The pair (A, C) is observable if and only if
rank
_
I A
C
_
= n
for all eigenvalues of A (and hence for all C).
(d) A number C is an unobservable eigenvalue of A if and only if
rank
_
I A
C
_
< n.
10.6 Kalman Decomposition of Discrete-Time Systems
For discrete-time LTI systems of the form
x(t + 1) = Ax(t) +Bu(t), t = 0, 1, . . . ;
y(t) = Cx(t) +Du(t), t = 0, 1, . . . ,
even though reachability implies controllability, controllability does not imply reachability. Simi-
larly, observability implies constructibility, but the converse does not necessarily hold. Thus, we
will speak of the reachability (as well as observability) of discrete-time systems. Otherwise, all
the theorems in Sections 10.4 and 10.5, with controllability replaced by reachability and the
Laplace transform

H(s) by the z-transform

H(z), carry over to discrete-time LTI systems
without further change.
References
[1] P. J. Antsaklis and A. N. Michel, A Linear Systems Primer. Boston, MA: Birkhauser, 2007.
[2] , Linear Systems, 2nd ed. Boston, MA: Birkhauser, 2006.