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1.1

Controllability and Observability

State-space: x = Ax + Bu, y = Cx + Du. Dimensions: x Rn , Notation u Rm , A B C D H(s) = C(sI A)1B + D Note that H(s) is always proper! Similarity transformation: T 1AT T 1B A B CT D C D Similarity does not change transfer function H(s) = CT (sI T 1AT )1T 1 B + D = C(sI A)1B + D System response: Y (s) = H(s)U (s) + C(sI A)1x(0) Input MIMO comes for free! Initial conditions y Rp . x(0) = x0,

Transfer function:

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1.2

Concepts from MAE 280 A

Controllability Matrix: C(A, B) = B AB An1B . Controllability Gramian:

X(t) =
0

eA BB T eA d.

Observability Matrix:

Observability Gramian:

C CA O(A, C) = . . . . CAn1
t

Y (t) =
0

eA C T CeA d.

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1.3

Controllability

Problem: Given x(0) = 0 and any x, can one compute u(t) such that x(t) = x for some t > 0? Theorem: The following are equivalent a) The pair (A, B) is controllable; b) The Controllability Matrix C(A, B) has full-row rank; c) There exists no z = 0 such that z A = z , z B = 0;

d) The Controllability Gramian X(t) is positive denite for some t 0. 1.4 Observability

Problem: Given y(t) over t [0, ] with t > 0 can one compute x(t) for all t t [0, t]? Theorem: The following are equivalent a) The pair (A, C) is observable; b) The Observability Matrix O(A, C) has full-column rank; c) There exists no x = 0 such that Ax = x, Cx = 0;

d) The Observability Gramian Y = Y (t) is positive denite for some t 0. 1.5 Things you should already know

1. Why a) and b) are equivalent. 2. Why can we stop C(A, B) at An1B and O(A, C) at CAn1? 3. Kalman canonical forms. E.g. if (A, C) is not observable then A o 0 Bo A B Aoo Ao Bo C 0 Co 0 0 where Ao Rrr and (Ao , Co ) is observable.
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1.6

The Popov-Belevitch-Hautus Test

Theorem: The pair (A, C) is observable if and only if there exists no x = 0 such that Ax = x, Cx = 0. (1) Proof: Suciency: Assume there exists x = 0 such that (1) holds. Then CAx = Cx = 0, CA2x = CAx = 0, . . . CAn1x = CAn2x = 0 so that O(A, C)x = 0, which implies that the pair (A, C) is not observable. Necessity: Assume that (A, C) is not observable. Then transform it into the equivalent non observable realization where Ao 0 A= , Aoo Ao Chose x = 0 such that Ao x = x. Then Ao 0 Aoo Ao 0 x = 0 , x Co 0 0 x = 0. C = Co 0 .

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1.7

Controllability Gramian

Problem: Given x(0) = 0 and any x, compute u(t) such that x(t) = x for > 0. some t Solution: We know that
t

x = x(t) =
0

eA(t ) Bu( )d.

If we limit our search to controls u of the form u(t) = B T eA we have

(tt)

x=
0

eA(t ) BB T eA
t

(t )

z d, d z, = t

=
0 t

eA(t ) BB T eA
T

(t )

=
0

eA BB T eA d

z,

and
t 1

z=
0

eA BB T eA d

x, u(t) = B e
T A (tt)
T

t 0

eA BB T eA d

The symmetric matrix

X(t) :=
0

eA BB T eA d

is the Controllability Gramian.

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1.8

Stabilizability

Problem: Given any x(0) = x can one compute u(t) such that x(t) = 0 for some t > 0? Theorem: The following are equivalent a) The pair (A, B) is stabilizable; b) There exists no z = 0 and such that z A = z , + 0. 1.9 Detectability z B = 0 with

Problem: Given y(t) over t [0, ] with t > 0 can one compute x(t)? t Theorem: The following are equivalent a) The pair (A, C) is detectable; b) There exists no x = 0 and such that Ax = x, + 0. Cx = 0 with

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1.10

Example: satellite in circular orbit u2 u1 r

Satellite of mass m with thrust in the radial direction u1 and in the tangential direction u2. From Skelton, DSC, p. 101. Newtons law

mr = u1 + u2 + fg ,

where fg is the gravitational force fg = km r . r2 r

Using cylindrical coordinates e1 = we have r = re1 , u1 = u1 e1 , u2 = u2e2 , fg = km e1 . r2 cos , sin e2 = sin , cos

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We need to compute
2 = d (re1 ) = d (re1 + re1 ) = re1 + 2re1 + re1 , r dt2 dt

where sin e1 = cos = e2 , = e2 2e1 .

sin + 2 cos e1 = cos sin That is

r = ( r2)e1 + (2r + r)e2, r

so that Newtons law can be rewritten as km m( r2)e1 + m(2r + r)e2 = u1e1 + u2 e2 2 e1 , r r or, equivalently, as the two scalar dierential equations km m( r2) = u1 2 , r r m(2r + r) = u2 . In state space r r 0 0 x3 0 u1 x4 0 + , x = = x= u2 . r x1x2 k/x2 1/m r 0 4 1 2x3x4/x1 0 1/(mx1) This is a nonlinear system and we look for equilibrium ( = = 0) when r u1 = u2 = 0. This can be stated as x1x2 k/x2 = 0, 4 1 2x3x4/x1 = 0. The second condition implies x3 = r and/or x4 = must be zero. We choose x3 = r = 0 which implies x1 = r = r constant and x4 = = k = x3 1 k = r3 k = r32 .

Note also that x2 = = t.

This nonlinear system is in the form x = f (x, t) + g(x)u. We will linearize f (x, t) and g(x)u around the equilibrium point (, u) to x obtain the linearized system x = (fx)T [x(t) x(t)] + (gx )T [x(t) x(t)] + g()u. u x For this problem r 0 0 x3 t x 0 , g(x) = 0 , x(t) = , u = 0, f (x, t) = 2 4 0 1/m x1x4 k/x2 0 1 2x3x4/x1 0 1/(mx1) and 0 0 (fx )T = 2 k/3 + 2 r 0 0 1 0 0 0 0 0 1 = 0 0 2 r 3 2 0 2 / 0 r 0 0 1 0 0 0 1 . 0 0 2 r 0 2 / 0 r

This produces the linearized system 0 0 0 0 1 0 0 0 0 u1 0 1 x + 0 x= 2 . 1/m 0 u2 3 0 0 2 r 0 1/(m) r 0 0 2 / 0 r

If we looking at the satellite (from the earth) we can say that we can observe r and (how?), that is y= Questions: Can we estimate the state of the satellite is by measuring only r? Can we estimate the state of the satellite is by measuring only ? Can we estimate the state of the satellite by measuring r and ? Can the system be controlled to remain in circular orbit using radial thrusting (u1) alone? 5) Can the system be controlled using tangential thrusting (u2) alone? 1) 2) 3) 4) 1 0 0 0 x. 0 0 0 1

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Question: Can we estimate the state of the satellite by measuring only r? Answer: Is the system observable when C = 1 0 0 0 ? Compute the observability matrix C CA O(A, C) = CA2 , CA3 1 0 0 0 0 0 1 0 = 2 3 0 0 2 r 0 0 2 0 Physical interpretation: measuring r does not give any information on or ! Note that if we that know the satellite is in equilibrium and measure k then == But we still do not know since (t) = (0) + t, and we do not know (0)! k . r3

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 Question: Can we estimate the state of the satellite by observing only? Answer: Is the system observable when observability matrix C CA O(A, C) = CA2 , CA3 0 0 = 6 3/ r 0 C = 0 0 0 1 ? Compute the

0 0 1 0 2 / r 0 0 0 4 2 0 2 3/ r 0

Physical interpretation: again, if we try to reconstruct from we still need to know at some t! From that point on
t

= (t) +

( )d.

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 Question: Can we estimate the state of the satellite by measuring r and ? Answer: Is the system observable when C = observability matrix C CA O(A, C) = CA2 , CA3 1 0 0 0 = 3 2 6 3/ r 0 0 1 0 0 0 ? Compute the 0 0 0 1

0 0 0 0 0 1 0 1 0 0 2 / r 0 0 0 2 r 0 0 4 2 2 0 0 0 2 3/ r 0

Physical interpretation: can we estimate at all?

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Question: Can the system be controlled to remain in circular orbit using radial thrusting (u1) alone? 0 0 Answer: Is the system controllable when B = 1/m? Compute the 0 controllability matrix O(A, C) = B AB A2B A3 B , 1 0 2 0 1 0 0 2 / r 0 = 0 2 0 m 1 0 2 / r 0 2 3/ r Note that 1 2 0 0 = 2 0 0 2 / r 2 3/ r

which implies that the system is not controllable from u1 ! Physical interpretation: there must be a change in the angular velocity if one changes the radius!

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Question: Can the system be controlled using tangential thrusting (u2) alone? 0 0 Answer: Is the system controllable when B = 0 ? Compute the 1/(m) r controllability matrix O(A, C) = B AB A2B A3 B , 2 r 0 0 0 1 0 1 0 4 2 = 0 2 r 0 2 3 r m r 2 0 1 0 4

The above matrix has full rank, so the system is controllable from u2! Physical interpretation: we can change the radius by changing the angular velocity!

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1.11

More on Gramians

Theorem: The Controllability Gramian

X(t) =
0

eA BB T eA d,

is the solution to the dierential equation d X(t) = AX(t) + X(t)AT + BB T . dt If X = limt X(t) exists then AX + XAT + BB T = 0. Theorem: The Observability Gramian
t

Y (t) =
0

eA C T CeA d,

is the solution to the dierential equation d Y (t) = AT Y (t) + Y (t)A + C T C. dt If Y = limt X(t) exists then AT Y + Y A + C T C = 0.

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Proof (Controllability): For the rst part, compute d d X(t) = dt dt

e BB e

T AT

d d = dt

t 0

eA(t ) BB T eA

(t )

d, ,

=
0

d A(t ) T T e BB T eA (t ) + eA(t ) BB T eA (t ) dt
t

=t

=A
0

eA(t ) BB T eA
t

(t )

d
T

+
0

eA(t ) BB T eA

(t )

AT + BB T ,

= AX(t) + X(t)AT + BB T . For the second part, use the fact that X(t) is smooth and therefore
t

lim X(t) = X

d X(t) = 0. t dt lim

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Lemma: Consider the Lyapunov Equation AT X + XA + C T C = 0 where A Cnn and C Cmn . 1. A solution X Cnn exists and is unique if and only if j (A) + (A) = 0 i for all i, j = 1, . . . , n. Furthermore X is symmetric. 2. If A is Hurwitz then X is positive semidenite. 3. If (A, C) is detectable and X is positive semidenite then A is Hurwitz. 4. If (A, C) is observable and A is Hurwitz then X is positive denite. Proof: Item 1. The Lyapunov Equation is a linear equation and it has a unique solution if and only if the homogeneous equation associated with the Lyapunov equation admits only the trivial solution. Assume it does not, that is, there X = 0 such that AT X + XA = 0 Then, multiplication of the above on the right by x = 0, the ith eigenvector of i A and on the right by x = 0 yields j 0 = xAT Xxj + xXAxj = [j (A) + (A)] xXxj . i i i i Since i (A) + j (B) = 0 by hypothesis we must have x Xxj = 0 for all i, j. i One can show that this indeed implies X = 0, establishing a contradiction. That X is symmetric follows from uniqueness since 0 = (AT X + XA + C T C)T (AT X + XA + C T C) = AT (X T X) + (X T X)A so that X T X = 0. Item 2. If A is Hurwitz then limt eAt = 0. But

X=
0

eA t C T CeAt dt

0
0

and

A X + XA = lim

d AT t T At T e C Ce dt = eA t C T CeAt dt
21

= C T C.

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Item 3. Assume (A, C) is detectable, X 0 and that A is not Hurwitz. Then there exists and x = 0 such that Ax = x with + 0. But if X solves the Lyapunov equation xC T Cx = xAT Xx + xXAx = ( + ) xXx 0 which implies Cx = 0, hence (A, C) not detectable. Item 4. Assume that (A, C) is observable and A is Hurwitz. From Item 2. X 0. Assume X is not positive denite, that is, there exists x = 0 such that X x = 0. It follows that

0 = x Xx =
0

xe

AT t

C Ce x dt =
0

At

y (t)y(t) dt

which implies that response y(t) = CeAt x = 0 to a non null initial condition x(0) = x is null, which contradicts the hypothesis that (A, C) is observable.

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