Modern Contral Systems 1

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 2
Motivation1
| |
(

=
(

+
(

=
(

2
1
2
1
2
1
0 1
) (
0
1
1 0
1 2
x
x
y
t u
x
x
x
x

1
s
1
s
1
1
2
u
y
1
x
2
x
s
x ) 0 (
2
s
x ) 0 (
1
1 1
x
2
x
1
controllable
uncontrollable
Modern Contral Systems 3
Du Cx y
R x Bu Ax x
n
+ =
e + = ,
Controllability and Observability
Plant:
Definition of Controllability
A system is said to be (state) controllable at time , if
there exists a finite such for any and any ,
there exist an input that will transfer the state
to the state at time , otherwise the system is said to
be uncontrollable at time .
0
t
0 1
t t >
) (
0
t x
1
x
] [
1 , 0
t t
u
) (
0
t x
1
x
1
t
0
t
Modern Contral Systems 4
1
1
) (s U
) (s Y
1
-1
s
3
-1
s
2
Example: An Uncontrollable System
| |x y
u x x
2 1
0
1
3 0
0 1
=
(

+
(

=
1
x
2
x
State is uncontrollable.
2
x
( )
| | B A B A AB B U
n U rank B A
n 1 2
, ) ( le Controllab ,

=
=

0 ) det( = U
Controllability Matrix
| | B A B A AB B U
n 1 2
Matrix ility Controllab

=
R ue if
Modern Contral Systems 5
Proof of controllability matrix
| |
(
(
(
(
(

=
+ + + + =
+ + + + + =
+ + = + + =
+ =
+ =
+
+

+
+ + +

+
+ + +

+
+ + +
+ + +
+
) 1 (
) 2 (
1
) 1 ( ) 2 ( 1
2 1
) 1 ( ) 2 ( 1
2 1
1
2
1 2
1 1 2
1
) (
n k
n k
k
n
k
n
n k
n k n k k
n
k
n
k
n
n k
n k n k k
n
k
n
k
n
n k
k k k k k k k
k k k
k k k
u
u
u
B AB B A x A x
Bu ABu Bu A Bu A x A x
Bu ABu Bu A Bu A x A x
Bu ABu x A Bu Bu Ax A x
Bu Ax x
Bu Ax x

Initial condition
Modern Contral Systems 6
Motivation2
| |
(

=
(

+
(

=
(

2
1
2
1
2
1
0 1
) (
1
3
1 0
0 2
x
x
y
t u
x
x
x
x

1
s
1
s
1
1
2
u
y
1
x
2
x
s
x ) 0 (
2
s
x ) 0 (
1
1 1
x
2
x
3
observable
unobservable
Modern Contral Systems 7
Definition of Observability
A system is said to be (completely state) observable at
time , if there exists a finite such that for any
at time , the knowledge of the input and the
output over the time interval suffices to
determine the state , otherwise the system is said to be
unobservable at .
0
t
0 1
t t >
) (
0
t x
] [
1 , 0
t t
u
] , [
1 0
t t
0
x
0
t
0
t
] [
1 , 0
t t
y
Modern Contral Systems 8
Example: An Unobservable System
| |x y
u x x
4 0
1
0
2 0
1 0
=
(

+
(

=
State is unobservable.
1
x
1
) (s U
-1
s
-1
s
1
x
2
x
2
4
) (s Y
( ) n V rank C A = ) ( Observable , 0 ) det( = V
(
(
(
(
(
(

=
1
2
Matrix ity Observabil
n
CA
CA
CA
C
V

Observability Matrix
R y e if
Modern Contral Systems 9
Proof of observability matrix
( )
| |
) 1 ( ) 2 ( ) 3 ( 1 1
1
) 1 ( ) 2 ( 1
3 2 1
1
1 1 1
1 1 1
1
) ( ), 2 ( ), 1 (
) (
) 2 ( ) (
) 1 (
+ + + + +

+ + +

+
+ + +
+ + +
+
=
(
(
(
(

+ + + + + =
+ + = + + =
+ =
+ =
+ =
n k n k n k k k k k k
k
n
n k n k k
n
k
n
k
n
n k
k k k k k k k
k k k
k k k
k k k
Du CBu CABu Du CBu y Du y
x
CA
CA
C
n
n Du CBu Bu CA Bu CA x CA y
Du CBu CAx Du Bu Ax C y
Du Cx y
Du Cx y
Bu Ax x

Inputs & outputs

Modern Contral Systems 10
| | 1 0 ,
1
0
,
0 1
1 0
=
(

=
(

= C B A
2 ) ( ) ( = = N rank V rank
| |
(

=
(

=
(

= =
0 1
1 0
ty Matrix Obervabili
0 1
1 0
ix ility Matr Controllab
CA
C
N
AB B V
Example
Du Cx y
R x Bu Ax x
n
+ =
e + = ,
Plant:
Hence the system is both controllable and observable.
Modern Contral Systems 11
Theorem I
) ( ) ( ) ( t u B t x A t x
c c c c
+ =

Controllable canonical form Controllable

Theorem II
) ( ) (
) ( ) ( ) (
t x C t y
t u B t x A t x
o o
o o o o
=
+ =

Observable canonical form Observable

Modern Contral Systems 12
example
| |
c
c c
x y
u x x
1 2
1
0
3 2
1 0
=
(

+
(

=
Controllable canonical form
| |
(

=
(

=
(

= =
1 2
1 2
3 1
1 0
CA
C
V
AB B U
n V rank
n U rank
= =
= =
1 ] [
2 ] [
| |
o
o o
x y
u x x
1 0
1
2
3 1
2 0
=
(

+
(

=
Observable canonical form
| |
(

=
(

=
(

= =
3 1
1 0
1 1
2 2
CA
C
V
AB B U
n V rank
n U rank
= =
= =
2 ] [
1 ] [
) 2 )( 1 (
2
) (
+ +
+
=
s s
s
s T
Modern Contral Systems 13
Theorem III
) ( ) ( ) (
) ( ) ( ) (
t Du t Cx t y
t Bu t Jx t x
+ =
+ =

Jordan form
| |
3 2 1
3
2
1
3
2
1
C C C C
B
B
B
B
J
J
J
J
=
(
(
(

=
(
(
(

=
Jordan block
Least row
has no zero
row
First column has no zero column
Linear system
1. Analysis
Modern Contral Systems 14
Example
| |x c c y
u b
b
x x
3
1 1 0 0
0 2 0
0 1 2
12 11
12
11
=
(
(
(

+
(
(
(

If 0
12
= b
uncontrollable
If 0
11
= c
unobservable
Modern Contral Systems 15
x y
u x x
(
(
(

=
(
(
(
(
(
(
(
(
(
(
(
(

+
(
(
(
(
(
(
(
(

=
2
1
0
2 0 3
1 0 2
2 0 0
2 0 1
1 0 1
2 1 1
1 0 0
0 1 0
2 1 1
1 0 0
0 1 0
0 0 1
0 0 0
1
1
1
2
2
2
1
1
1
1

11 b
12 b
13 b
21 b
11
C
12
C
13
C
21
C
Modern Contral Systems 16
{ } { }
{ } { } . . . .
. . . .
21 13 12 11
21 13 12 11
I L C I L C C C
I L b I L b b b
+
+ controllable
observable
In the previous example
{ } { }
{ } { } . . . .
. . . .
21 13 12 11
21 13 12 11
D L C I L C C C
I L b I L b b b
+
+
controllable
unobservable
Modern Contral Systems 17
(
(
(

=
(
(
(
(
(
(
(
(

+
(
(
(
(
(
(
(
(

=
0
0
1
0 0 1
0 0 2
1 1 3
1 1 1
1 1 1
1 2 2
0
1
0
0
1
1
0 0 1
1 2 3
1 1 1
1 1 2
1 1 2
1
1
1 1
2
2
2
1 2
y
u x x
L.I.
L.I.
L.I.
L.D.
Example
Modern Contral Systems 18
z C y
u B z A z
m
m m
=
+ =
) 0 ( ) 0 ( ) (
1 1
1
n
t
n
t
z e v z e v t z
n

+ + =
Bu Ax x + =
Du Cx y + =
Tx z =
observable and le controllab is mode 0, and 0 If
i
= =
mi mi
c b
Kalman Canonical Decomposition
Diagonalization:
There exists a coordinate transform (See Sec. 4.4)
n
= = =
3 2 1
All the Eigenvalues of A are distinct, i.e.
such that
| |
mn m m
mn
m
m
c c CT C
b
b
B T B

1
1
1
= =
(
(
(

= =

.
0
0
where
1
1
(
(
(

= =

n
m m
A AT T A

System in z-coordinate becomes

Homogeneous solution of the above state equation is
Modern Contral Systems 19
] [
2 1 n
,v , , v v T =
The coordinate matrix for diagonalization
t. independen are , rs, Eigenvecto
2 1 n
,v , , v v
n
= = =
3 2 1
All the Eigenvalues of A are distinct, i.e.
How to construct coordinate transformation matrix for diagonalization
u b z z
u b z z
u b z z
mn n n n
m
m
+ =
+ =
+ =

2 2 2 2
1 1 1 1

n mn m m
z c z c z c y + + + =
2 2 1 1
Consider diagonalized system
Modern Contral Systems 20
n
mn mn m m
n
i
i
mi mi
s
b c
s
b c
s
b c
s H

+ +

=

1
1 1
1
) (
Transfer function is
le, unobservab or able uncontroll is mode 0, or 0 If
i
= =
mi mi
c b
H(s) has pole-zero cancellation.
1

}
1 m
c
1 m
b
2

}
2 m
c
2 m
b
n

}
mn
c
mn
b

) (t u
) (t y
-
+
+
+
+
+
+
Modern Contral Systems 21
) (t y
O C
S
+
CO
S
O C
S
O C
S
+
) (t u
Kalman Canonical Decomposition
Subsystem ble Unobserva le, Controllab :
O C
S
Subsystem Observable able, Uncontroll :
O C
S
Subsystem Observable le, Controllab :
CO
S
Subsystem ble Unobserva able, Uncontroll :
O C
S
Modern Contral Systems 22
| |x C C y
u
B
B
x
x
x
x
A
A
A
A
x
x
x
x
O C
CO
O C
CO
O C
O C
O C
CO
O C
O C
O C
CO
O C
O C
O C
CO
0 0
0
0
0 0 0
0 0 0
0 0 0
0 0 0
=
(
(
(
(

+
(
(
(
(

(
(
(
(

=
(
(
(
(

Kalman Canonical Decomposition: State Space Equation

(5.X)
Modern Contral Systems 23
Example
| |x c c c y
u
b
b
b
x x
3 1 12 11
3 1
12
11
3 0 0
0 2 0
0 0 1
=
(
(
(

+
(
(
(

=
3 mode 0, If
13
= b
3 mode 0, If
13
= c
The same reasoning may be applied to mode 1 and 2.
Plant:
is uncontrollable.
is unobservable.
Modern Contral Systems 24
n
mn mn m m
n
i
i
mi mi
s
b C
s
b C
s
b C
s H

+ +

=

1
1 1
1
) (
From Sec. 5.2, state equation
Hence, the T.F. represents the controllable and observable
parts of the state variable equation.
may be transformed to
Bu Ax x + =
Du Cx y + =
T.F.. in vanishes and able uncontroll is mode , 0 If
i
=
mi
b
T.F.. in vanishes and le unobservab is mode 0, If
i
=
mi
c
Pole-zero Cancellation in Transfer Function
Modern Contral Systems 25
( ) B A sI C s H
s U
s Y
1
) (
) (
) (

= =
( )( )
| |
( )( )
| |
( )
( )
4
1
2
2 2
1 0
4 2
1
1
2
4 1
0 2
1 0
4 2
1
+
=
(

+
+

+ +
=
(

+
+

+ +
=
s
s
s
s s
s
s
s s
4 , 2
2 1
= =
Example
| |x y
u x x
1 0
1
2
2 1
0 4
=
(

+
(

=
Transfer Function
T.F.. in vanishes "-2" Mode
Plant:
Modern Contral Systems 26
u x x
(

+
(

=
1
2
1 1
6 0

| |x y 1 0 =
( )
3
1
) (
) (
) (
1
+
= = =

s
B A sI C s T
s U
s Y
Example 5.6
Plant:
Transfer Function
T.F.. in vanishes "2" Mode
-3 , 2
2 1
= =
Modern Contral Systems 27
Minimum Realization
Realization:
Realize a transfer function via a state space equation.
3
1
) (
) (
) (
+
= =
s
s T
s U
s Y
2
2
3
1
) (
) (
) (
+
+

+
= =
s
s
s
s T
s U
s Y
1 1
) (s U ) (s Y
3
1 1
) (s U ) (s Y
-1
s
3
2
-1
s
-1
s
1
Example
Realization of the T.F.
3
1
) (
+
=
s
s T
Method 1:
Method 2:
There is infinity number of realizations for
a given T.F. .
Modern Contral Systems 28
Minimum realization:
Realize a transfer function via a state space equation
with elimination of its uncontrollable and unobservable parts.
3
5
) (
) (
) (
+
= =
s
s T
s U
s Y
1
5
) (s U ) (s Y
3
-1
s
Example 5.8
Realization of the T.F.
3
5
) (
+
=
s
s T