Homework 1

Signals and Systems
(Control Feedback Theory)

Silviu-Iulian Niculescu
Laboratoire des Signaux et Systmes (L2S)
Signals and Systems
Introduction to Control Feedback Theory
S.-I. Niculescu (L2S) Signals and Systems September-October 2013 1 / 82
Final Evaluation:
Homework evaluation (1/3):
- solving 8 problems and/or exercises presented during the lectures;
- interpreting the proposed solutions.
Projects evaluation (2/3):
- controlling the rotary pendulum (1/3);
- controlling the ball-and-beam system (1/3).
Outline
(I) System as a concept/notion
(II) Systems representation
(II.a) Basic notions (representing dynamics)
(II.b) Input-output
(II.c) State-space
(II.d) Feedback: fundamental principles
(III) Stability (internal, input-output)
(III.a) Basic denitions & concepts (stability, asymptotic stability)
(III.b) Concept of Lyapunov function
(III.c) Linear case
Outline
(IV) Structural properties
(IV.a) Controllability, observability
(IV.b) Stabilizability, detectability
(IV.b) On controlling unstable modes and equivalence of stability notions
(V) Controllers synthesis
(V.a) State-feedback based controllers (pole placement idea)
(V.b) Observer-based controllers
(V.c) Smith predictors (idea: transforming interconnection schemes)
(VI) Some (useful) references
(I) System: concept/notion
System:
collection of objects (structures) united by some of interaction or
interdependence)...
whole compounded of several parts (members)...
Questions:
attributes of the objects to be considered (identication,
relevance)...
mathematical relations between the (relevant) attributes of each
object...
mathematical relations representing interactions (between
different objects)...
(I) System: concept/notion
System characteristics:
structure...
behavior...
interconnectivity...
System (Physics/abstract):
set of rules governing structures and/or behaviors...
Questions:
qualitative versus quantitative analysis?
representation?
(II) Systems representation
System:
System: triplet
domain/range: (appropriate) signal spaces...
function: assignment rule...
System: S
_
S : [D R] [D
] ,
u [D R] : y = S(u).
Pair (u, y): behavior (input-output pair)
Representing dynamics
System:
S : ContSignals ContSignals,
where ContSignals continuous signals:
ContSignals := [Time R] or [Time C] ,
with Time := R or R
+
...
Generic example:
x(t ) = f (t , x(t ), u(t )),

for an appropriate function f ...
Representing dynamics
gm
m
Figure: Pendulum (without friction)
m
2
= (t ) mg sin
leading to the differential equation-based representation:
=
1
m
2

g
sin.
Still... representing dynamics
_
_
d
dt
() =

(t )
d
dt
_
_
=
1
m
2
(t )
g
sin(t ),
where:
input (signals actively used to affect some controlled variables):
u(t ) := (t );
state (information needed to predict the systems behavior):
x(t ) =
_
(t )
(t )
_
;
output (measured signals): y (for instance, y(t ) := (t )).
Dynamical system:
x
1
= f
1
(t , x
1
, . . . , x
n
, u
1
, . . . , u
p
)
x
2
= f
2
(t , x
1
, . . . , x
n
, u
1
, . . . , u
p
)
.
.
.
x
n
= f
n
(t , x
1
, . . . , x
n
, u
1
, . . . , u
p
).
... completed (eventually) by:
y = h(t , x, u),
where y(t ) output...
Compact notation:
State-space representation:
_

x = f (t , x, u)
y = h(t , x, u).
(1)
Homework 1: Representing dynamics
Consider the following (systems) dynamics:
d
n
z
dt
n
= g
_
t , z,

z, ,
d
n1
z
dt
n1
,
_
,
and assume that z(t ) is available for measurement.
(1) State-space representation?
(2) Unique or not?
(3) Particular case: Pendulum dynamics?
System (time-invariant):
_
x = f (x, u)
y = h(x, u).
(2)
Linear System:
_
x = A(t )x + B(t )u
y = C(t )x + D(t )u
(3)
Linear Time-Invariant (LTI) System:
_
x = Ax + Bu
y = Cx + Du,
(4)
where: x R
n
, u R
p
and y R
q
...
Linearizing dynamical systems
Let x
0
nominal trajectory
(known solution corresponding to some nominal input u
0
(t )):
x
0
= f (t , x
0
, u
0
),
with f differentiable...
Close to the nominal input/trajectory:
u(t ) = u
0
(t ) + u(t ) et x(0) = x
0
(0) + x(0)
where u, x(0) sufciently small...
Similarly:
x(t ) = x
0
(t ) + x(t )
Still... linearizing dynamical systems
leading to:
x =

x
0
+

x = f (t , x, u)
= f (t , x
0
, u
0
) +
f
x
(t , x
0
, u
0
)x
+
f
u
(t , x
0
, u
0
)u + o(
2
).
where:
f
x
et
f
u
jacobians of f wrt x and u, i.e.
_
f
x
_
ij
=
f
i
x
j
et
_
f
u
_
ij
=
f
i
u
j
.
Denote:
A(t ) =
f
x
(t , x
0
, u
0
) et B(t ) =
f
u
(t , x
0
, u
0
)
If x(t ) sufciently small,

x = A(t )x + B(t )u.
linear time-variant (LTV) dynamical system...
LTI dynamical systems
Equilibrium state:
x
0
f (x
0
, u
0
) = 0,
corresponding to some constant input u
0
...
Questions:
linearizing around trajectories or around equilibria?
equilibrium: unique or not?
x = Ax +Bu
where
A =
f
x
(x
0
, u
0
) B =
f
u
(x
0
, u
0
)
and
x = x x
0
, u = u u
0
,
subject that x and u sufciently small...
gm
m
Figure: Pendulum (without friction)
Homework 2: linearizing dynamics
Linearizing the pendulum dynamics when = 0
(1) One or multiple equilibrium points?
(2) Related physical interpretation of equilibrium point(s)...
(3) Related linearized system(s)
Dynamical systems
z
l
M
u(t)
(m,J)

_
(M + m)
z + ml
cos()/2 ml

2
sin()/2 = u(t )
(J + ml
2
/4)
+ ml
z cos()/2 mgl sin()/2 = 0

Still... dynamical systems
Homework (project): Inverted pendulum
(1) State-space representation:
x = f (x, u)
where:
x =
_
_
_
_
x
1
x
2
x
3
x
4
_
_
_
_
=
_
_
_
_
z
_
_
_
_
(2) Equilibrium point(s)...
(3) Linearizing dynamical systems around equilibrium point(s)...
Adding LTI systems
u
y
y
1
y
2
2
Figure: LTI: addition
1
= (A
1
, B
1
, C
1
, D
1
),
2
= (A
2
, B
2
, C
2
, D
2
): same number I/O:
Representation of =
1
+
2
(sum of
1
and
2
)
=
__
A
1
0
0 A
2
_
,
_
B
1
B
2
_
, (C
1
C
2
), D
1
+ D
2
_
.
Concatenating LTI systems (same number "O")
y
2
u
1
u
2
Figure: Concatenating LTI (same number "O")
= (
1

2
) given by:
=
__
A
1
0
0 A
2
_
,
_
B
1
0
0 B
2
_
, (C
1
C
2
), (D
1
D
2
)
_
.
Concatenating LTI systems (same number "I")
u
2
y
1
y
2
1
Figure: Concatenating LTI (same number "I")
=
_
2
_
given by
=
__
A
1
0
0 A
2
_
,
_
B
1
B
2
_
,
_
C
1
0
0 C
2
_
,
_
D
1
D
2
__
.
Multiplying LTI systems
1

2
y
u
y
1
u
2
Figure: Multiplying LTI
Under assumption y
1
= u
2
, =
2

1
given by:
=
__
A
1
0
B
2
C
1
A
2
_
,
_
B
1
B
2
D
1
_
, (D
2
C
1
C
2
), D
2
D
1
_
Inverting LTI systems (same number "I"/"O")
= (A, B, C, D) square system (same number "I"/"O")).
1
with output u and input y where u/y "I"/"O" of .
Assume D invertible.
Then:
1
= (A BD
1
C, BD
1
, DC
1
C, D
1
)
1
(s) = ((s))
1
.
Simple feedback loop of LTI systems
2
y
1
y
y
2
1
r
+
+
Figure: Simple feedback loop
_
I D
1
D
2
I
__
y
1
y
2
_
=
_
C
1
0
0 C
2
__
x
1
x
2
_
+
_
D
1
0
_
r
Still... simple feedback loop of LTI systems
=
__
A
1
B
1
D
2
(I D
1
D
2
)
1
C
1
B
1
(I D
2
D
1
)
1
C
2
B
2
(I D
1
D
2
)
1
C
1
A
2
+B
2
(I D
1
D
2
)
1
D
1
C
2
_
,
_
B
1
(I D
2
D
1
)
1
B
2
(I D
1
D
2
)
1
D
1
_
,
((I D
1
D
2
)
1
C
1
(I D
1
D
2
)
1
D
1
C
2
), (I D
1
D
2
)
1
D
1
_
.
Linear Fractional Transformation (LFT) of LTI systems
u
x
Figure: LFT of LTI systems

= LFT(,

)
Still... LFT of LTI systems
= LFT(,

)
(s) =
11
(s) +
12
(s)
(s)(I
22
(s)
(s))
1
21
(s)
where:
(s) =
_
11
(s)
12
(s)
21
(s)
22
(s)
_
.
Remark:
useful in robust control...
Standard control scheme (closed-loop)
+
-
r e
K G
u

y
y
d
n
Figure: Standard control scheme
G : MIMO system (to be controlled)
K : contrleur
r , u and y : reference, input signals and output
d and n : perturbations and observation noise
LTI Systems: representation and transfer matrices
G, K: LTI systems:
G :
_

x
g
= A
g
x
g
+ B
g
u
y = C
g
x
g
+ D
g
u
K :
_

x
k
= A
k
x
k
+ B
k
e
u = C
k
x
k
+ D
k
e
represented by 4-tuples:
G (A
g
, B
g
, C
g
, D
g
)
K (A
k
, B
k
, C
k
, D
k
)
Corresponding transfer matrices:
G(s) = C
g
(sI A
g
)
1
B
g
+ D
g
K(s) = C
k
(sI A
k
)
1
B
k
+D
k
Feedback: fundamental principles
interconnections: open-loop closed-loop
improving the following characteristics:
stability (stability margin),
sensitivity (variations in process dynamics),
rejecting perturbations
and not necessarily to have a particular I/O relation... (see, for
instance, the so-called pre-ltering (open-loop control))....
Performances:
ability to follow the reference signal...
ability to reject perturbations.
Pre-ltering (open-loop control)
r
K
K
e
r
+
-
u
G
y
Figure: Control scheme with preltering
Remark (Preltering): For a given I/O transfer H
yu
, the prelter,
K
= G
1
H
yu
(if one assumes u e, that is K = I
m
), in principle,
sufcient in some good-cases...
(III) Stability: denitions & concepts
Consider:
x = f (x), (5)
with the equilibrium x
0
= 0 (i.e. f (0) = 0).
Denition: Equilibrium x = 0 of (5)
(1) (Lyapunov) stable if > 0, t
0
0, = (, t
0
) > 0,
x(0) < x(t , t
0
, x
0
) < , t 0 (where x
0
= x(t
0
));
(2) uniformly stable if stable and chosen independently de t
0
;
(3) asymptotically stable if stable and = (t
0
), such that:
x(0) < lim
t
x(t , t
0
, x
0
) = 0.
(4) uniformly asymptotically stable if uniformly stable, above
independent of t
0
0, and > 0, T() > 0 such that:
x(0) < x(t , t
0
, x
0
) < , t t
0
+ T().
(5) unstable if not stable...
Lyapunov stability
Consider a : R
+
R
+
, such that:
- continuous,
- strictly increasing, &
- a(0) = 0.
Remark [Hahn]:
Such functions a called K-functions or functions of class K.
Denition (positive-denite):
Let V : I R where I R and R
n
some open set including
the origin.
Assume V(t , 0) = 0.
V positive-denite on if for all (t , x) I :
V(t , x) a(x),
where a is a function of class K
Still... Lyapunov stability
Theorem (Lyapunov, 1892):
Let V a differentiable function in some neighborhood I , 0 ,
such that, for some function a of class K,
V(t , 0) = 0 and V(t , x) > a(||x||), (t , x) I
V(t , x) =
V
t
+
V
x

x =
V
t
+
V
x
f (x) 0, x .
Then the equilibrium x = 0 stable,
and V so-called Lyapunov function.
Theorem (uniform asymptotic stability):
Let V a differentiable function in some neighborhood I , 0 ,
such that, for some functions a, b, c of class K
V(t , 0) = 0 and a(||x||) V(t , x) b(||x||), (t , x) I
V(t , x) c(x(t )), (t , x) I .

Then:
V Lyapunov function &
equilibrium x = 0 uniformly asymptotically stable.
Weakly attractive equilibrium:
Existence of some differentiable V in some neighborhood I ,
0 , such that, for some functions a, c of class K
V(t , 0) = 0 and a(||x||) V(t , x), (t , x) I
V(t , x) c(x(t )), (t , x) I .

does not imply uniform asymptotic stability, nor even asymptotic
stability!!!!
Homework 3:
Construct an example in the spirit of the remarks above. Discussions
Still... Lyapunov stability (autonomous case)
Let:
x(t ) = f (x(t )).

Theorem (Lyapunov: autonomous case):
V differentiable function in some neighborhood R
n
including the
origin, such that, for some function a of class K:
V(0) = 0 and a(||x||) V(x) x
V(x) =
V
x

x =
V
x
f (x), x .
Then equilibrium x = 0 stable.
Furthermore, (if a() + when + and)
V(x) =
V
x
f (x) < 0, x {0},
then x=0 (globally) asymptotically stable.
Homework 4 (Lyapunov method):
Consider the nonlinear system:
x
1
= x
2
x
2
= h(x
1
) ax
2
where a > 0, h(0) = 0 and
yh(y) > 0, y = 0
.
Prove the equilibrium x =
_
x
1
x
2
_
= 0 asymptotically stable via the
Lyapunov method by nding P and such that V : R
2
R given by:
V(x) =
1
2
x
T
Px +
x
1
0
h(y)dy
Lyapunov function.
z
l
M
u(t)
(m,J)

_
(M + m)
z + ml
cos()/2 ml

2
sin()/2 = u(t )
(J + ml
2
/4)
+ ml

Consider the linearized models (for u = 0) at the corresponding
equilibrium points.
(4) Find the eigenvalues of the corresponding models.
(5) Stability and asymptotic stability of the corresponding linear
models. Discuss the results and conclude on the nonlinear
original system.
Still... Lyapunov stability (LTI)
LTI system (free-of-control):
x = Ax. (6)
If det(A) = 0, 0 unique equilibrium...
For a given initial condition x(0), solution of (6):
x(t ) = exp(At )x(0).
Remark:
Let (, v) be a pair (eigenvalue, eigenvector) of the matrix A.
Then:
x(t ) = e
t
v
(generic) solution of (6).
LTI system (free-of-control):
x = Ax.
Theorem:
LTI (6) asymptotically stable if and only if all eigenvalues
i
of A
satisfy the condition:
Re(
i
) < 0.
Remark: A with all eigenvalues
i
such that Re(
i
) < 0 called
Hurwitz.
Homework 5 (LTI versus LTV):
Consider LTV system (periodic):
x(t ) = A(t )x(t ), (7)

with:
A(t ) =
_
1 +
3
2
cos
2
(t ) 1
3
2
cos(t )sin(t )
1
3
2
cos(t )sin(t ) 1 +
3
2
sin
2
(t )
_
, t R
(i) For each t R, compute the eigenvalues of A(t ).
(ii) System (7) stable or unstable? Explanation.
(iii) Construct simpler examples in the same spirit.
Theorem (Lyapunov equation):
Let Q symmetric and positive-denite matrix, and A Hurwitz.
Then the linear algebraic equation
PA + A
T
P + Q = 0 ( Lyapunov equation) (8)
has a unique positive-denite solution P.
Stability theorem (linear case):
Consider LTI (6). Then:
(i) LTI globally asymptotically stable if and only if A Hurwitz,
(ii) V(x) = x
T
Px Lyapunov function for LTI.
Theorem:
Assume x = 0 an equilibrium of system:
x = f (x) (9)
where f differentiable in some neighborhood of the origin D R
n
.
Then:
(i) origin asymptotically stable for (9) if A =
f
x
(0) is Hurwitz;
(ii) origin unstable (9) if A includes at least one eigenvalue such
that either Re() > 0 or Re() = 0 and multiple eigenvalue of A.
Still... (closed-loop) stability
x = f (x, u)
y = h(x)
x
c
= A
c
x
c
+B
c
y
u = C
c
x
c
+ D
c
y
u y
Homework 6: A control problem
Nonlinear system controlled by a linear controller:
x = f (x, u) (10)
y = h(x)
x
c
= A
c
x
c
+ B
c
y
u = C
c
x
c
+ D
c
y
Still... Homework 6: A control problem
Assume:
(1) x = 0 equilibrium of (10) for u = 0;
(2) h(0) = 0, f and h differentiable in some neighborhood of
(x, u) = (0, 0).
Then (x, x
c
) = (0, 0) equilibrium of the closed-loop system
asymptotically stable if
A =
_
A + BD
c
C BC
c
B
c
C A
c
_
Hurwitz, where
A =
f
x
(0, 0), B =
f
u
(0, 0), C =
h
x
(0).
(x, x
c
) = (0, 0) of the closed-loop system unstable if A includes at
least one eigenvalue such that Re() > 0.
Still... stability notions
Soit H = (A, B, C, D):
H :
_

x = Ax + Bu
y = Cx + Du.
(11)
Denition:
H: (internally) stable (or simply stable) if system free-of-input is
stable;
H: (input-output) stable if > 0 such that for all bounded input
u(t ), the output y(t ) for null initial conditions (x
0
= 0) satises:
y
.
Still... stability notions
Theorem:
(1) := (A, B, C, D) (internally) stable (or simply stable) if all zeros
of its characteristic polynomial (s) = det(sI A) are located in
(C
).
(2) := (A, B, C, D) (input-output) stable if the poles of the transfer
matrix H(s) := C(sI A)
1
B + D have negative real part.
Remark: (NOT equivalence)
internal stability input-output stability!!!
Still... stability notions. An example
Transfer function associated to LTI:
x =
_
1 0
1 1
_
x +
_
1
1
_
u
y =
_
1 0
_
x
is
H(s) =
_
1 0
_
_
sI
_
1 0
1 1
__
1
_
1
1
_
=
1
s + 1
which is stable.
NOT internally stable (since poles at 1).
(IV) Structural properties. Controllability notion
ability of an external input to move the internal state of a system
from any initial state to any other nal state in a nite time interval...
C
T
state-reachable set, at t = T of LTI:
_
x = Ax + Bu
y = Cx + Du, x(0) = 0
(12)
i.e. C
T
= {x, u(t ), 0 t T, x = x(T)}
Theorem: Properties:
(i) C
T
vectorial subspace of R
n
.
(ii) Furthermore,
C
T
= Im[B AB A
n1
B].
Denition:
(i) controllability subspace of (12), or of the pair (A, B)
C = Im[B AB A
n1
B]
(ii) (12) or pair (A, B) controllable if C = R
n
.
Controllability and pole placement
Theorem: controllability
(A, B) controllable if and only if
[sI A B] surjective (or onto)
for all s C
Theorem:
If (A, B) controllable, for all p
0
, p
1
, . . . , p
n1
R, matrix K such that
det(sI (A + BK)) = p
0
+ p
1
s + + p
n1
s
n1
+s
n
.
Remark: (pole placement idea)
(A, B) controllable & choice of parameters p
i
(i = 0, (n 1))
x = Ax + Bu
stabilizable by state-feedback u = Kx:

x = (A + BK)x. Furthermore,
the eigenvalues of (A + BK) can be arbitrarily chosen.
Still... controllability and pole placement
Homework 7: controllability & pole placement
Consider SISO LTI system = (A, b, c
T
):
_

x(t ) = Ax(t ) + bu(t )
y(t ) = c
T
x(t )
Assume a
11
, a
21
, a
22
= 0, and let:
A =
_
a
11
0
a
21
a
22
_
, b =
_
b
1
b
2
_
, c
T
=
_
c
1
c
2
.
(i) Find conditions on coefcients (A, b) such that (A, b) controllable.
(ii) Assume the state accessible. Dene u = Kx(t ) with K = [k
1
k
2
].
Find conditions on coefcients of (A, b) such that characteristic
polynomial of closed-loop is:
p(s) := p
0
+ p
1
s + s
2
.
(iii) Find conditions for an arbitrary pole placement.
Controllability and Kalman form
Assume (A, B) non-controllable.
Using the change of basis:
_
x
1
x
2
_
= Tx
a state decomposition in x
1
and x
2
where x
1
is reachable and x
2
= 0.
Then:
[sI A B] = T
1
__
sI A
1
A
2
0 sI A
4
__
B
1
0
___
T 0
0 I
_
not surjective for s =
i
(A
4
).
Denition:
Si A and B such that (A
1
, B
1
) controllable, (A, B) written in the
so-called Kalman form.
Theorem: (A, B, C, D) realization of H(s) of dimension n (i.e. A matrix
n n). If n
1
< n dimension of controllable subspace of (A, B),
realization of H(s) of dimension n
1
.
Observability notion
I set of initial states x
0
such that the output y of LTI:
_
x = Ax
y = Cx, x(0) = x
0
is null (y(t ) = 0) :
I = {x|x
0
= x y(t ) = 0, t 0}
Theorem: Properties:
I vectorial subspace of R
n
.
Denition:
I non-observable subspace of (12) or of (C, A).
LTI system:
_
x = Ax + Bu
y = Cx + Du,
(13)
or the pair (C, A) observable if I = {0}.
Duality between controllability/observability
Theorem:
(C, A) observable if and only if (A
T
, C
T
) controllable.
As a consequence:
Theorem:
(C, A) observable if and only if
_
sI A
C
_
injective
for all s C
Observability and Kalman form
(C,A) non-observable change of basis
_
x
1
x
2
_
= T
1
x
leading to:
_
_
_
x
1
x
2
_
=
_
A
1
0
A
3
A
4
__
x
1
x
2
_
y = (C
1
0)
_
x
1
x
2
_
(14)
Denition:
If A and C such that (C
1
, A
1
) observable, (C, A) written in the
so-called Kalman form.
Theorem: (A, B, C, D) realization of H(s) of dimension n (i.e. A matrix
n n). If n
1
< n dimension of non-observable subspace of (C, A),
a realization of H(s) of dimension n n
1
.
Minimal realization
Denition: (A, B, C, D) realization of H(s) said minimal if dimension
of A the smallest among all realizations of H(s).
Theorem: (A, B, C, D) realization of H(s) minimal if and only if (A, B)
controllable and (C, A) observable.
Theorem: Let (A
1
, B
1
, C
1
, D) et (A
2
, B
2
, C
2
, D) two minimal
realizations of H(s).
T (change of basis) such that
_
_
A
1
= TA
2
T
1
B
1
= TB
2
C
1
= C
2
T
1
Still... minimal realization. An example
For:
A =
_
1 1
1 1
_
, B =
_
1
2
_
, C = (1 0), D = 0
one nds:
H(s) =
_
1 0
_
_
s +1 1
4 s + 1
_
1
_
1
2
_
=
1
s 1
Different realization:

A = 1,

B = 1,

C = 1,

D = 0.
Stabilizability notion
Denition: LTI system
_

x = Ax + Bu
y = Cx
(15)
(or pair (A, B)) stabilizable if I, instability subspace (15) (i.e.
corresponding to eigenvalues with real part 0) is included in
controllability subspace of (15):
I Im[B AB A
2
B A
n1
B].
Theorem: (Stabilizability by state-feedback)
LTI system (15) stabilizable if and only if stabilizable by
state-feedback, i.e., matrix s.t.
x = (A + B)x stable.
(A, B) stabilizable if and only if
(sI A B) surjective
for all s, such that Re(s) 0.
Detectability notion
detectability: dual notion of stabilizability
Theorem:
LTI system (11) detectable if and only if a matrix s.t.:
x = (A + C)x stable
.
(C, A) detectable if and only if
_
sI A
C
_
injective
for all s such that Re(s) 0.
Remark:
(C, A) detectable (A
T
, C
T
) stabilizable.
Unstable modes and equivalence of stability
notions
Remark:
(i) (A, B) stabilizable if all unstable modes of A controllable;
(ii) (C, A) detectable if all unstable modes of A observable.
Theorem: Internal stability of H (see also (11)) equivalent to
input-output stability of H(s) if and only if H stabilizable and
detectable.
On the stability of closed-loop system
K
-
u
G
y
Figure: Closed-loop system
Theorem: Characteristic polynomial (s) of the closed-loop system
(11):
(s) =
g
(s)
k
(s) det(I +K(s)G(s)) (16)
where
k
(s) and
g
(s) are the characteristic polynomials of K and G.
Still... inverted pendulum
z
l
M
u(t)
(m,J)

_
(M + m)
z + ml
cos()/2 ml

2
sin()/2 = u(t )
(J + ml
2
/4)
+ ml

Consider the linearized models at the corresponding equilibrium
points.
(6) Controllability and/or stabilizability of the corresponding models.
(7) Consider that and z are available for measurement. Then the
appropriate output is given by y(t ) = Cx(t ) with
C =
_
1 0 0 0
0 0 1 0
_
.
Observability and/or detectability of the corresponding models.
(V) Controllers synthesis
state-feedback control (pole placement);
output-feedback control;
observer-based control;
Smith predictor (idea: transforming interconnection schemes).
(V) Still... controllers synthesis
G
K
y
u
Figure: Controlled system
LTI G :
_

x = Ax + Bu,
y = Cx + Du.
and
LTI K :
_

x
k
= A
k
x
k
+ B
k
y,
u = C
k
x
k
+ D
k
y.
Still... controllers synthesis
Assume det(I DD
k
) = 0.
Theorem:
(1) Asymptotic stability of the closed-loop system if and only if
stabilizability and detectability of G.
(2) Assume stabilizability and detectability of both G and K. Then
closed-loop system stable if and only if the poles of
(s) =
_
I G(s)
K(s) I
_
1
located in C
.
Observer-based controller
LTI
G :
_
x = Ax + Bu
y = Cx + Du,
with (A, B) stabilizable & (C, A) detectable.
Stabilizability of (A, B) stabilizing state-feedback
u = Kx
(i.e. A + BK Hurwitz)
Assume x(t ) not available, but only y(t ).
Still... observer-based controller
K
x = Ax + Bu
y = Cx + Du
x = (A + LC)
x+
(B + LD)u Ly
u
y
u
G
K
x
Figure: Observer-based control scheme
observer:
x = A
x + Bu L(y C
x Du)
such that

x x when t
(For instance, L chosen such that A + LC Hurwitz.)
Idea: use

x instead of x in constructing the control law:
u(t ) = K
x(t ).
Observer-based controller:
_
x = (A + BK + LC + LDK)
x Ly
u = K
x,
(17)
that is
K = ((A +BK + LC + LDK), L, K, 0)
Theorem:
Stabilizability, detectability of G.
Closed-loop system asymptotically stable when using an
observer-based control.
Still... observer-based controller. An example
LTI SISO (double integrator:

y(t ) = u(t )):
G(s) =
1
s
2
.
Remarks:
(1) unstable G system (double root at the origin);
(2) system G cannot be stabilized by static output feedback:
u(t ) := ay(t ).
Indeed, poles of transfer matrix of the closed-loop system:
(s) =
_
_
1
1
s
2
a 1
_
_
1
not in C
(characteristic equation: s
2
a = 0).
Realization of G:
G =
__
0 1
0 0
_
,
_
0
1
_
,
_
1 0
_
, 0
_
Remarks:
1) G minimal (since controllability & observability);
(2) (K, L) such that A + BK and A + LC Hurwitz.
Let
K =
_
a b
_
leading to
A + BK =
_
0 1
a b
_
If and desired eigenvalues (, > 0), then:
b = ( + ), a =
Similar construction for L:
L =
_
c
d
_
leading to
A + LC =
_
c 1
d 0
_
If and desired eigenvalues (, > 0), then:
c = + , d = .
Corresponding Observer-based controller:
K =
__
( + ) 1
( + )
_
,
_
+
_
,
_
+
_
, 0
_
.
If = = = = 1, then:
K(s) =
4s 1
s
2
+ 4s + 6
.
Consider the linearized models at the corresponding equilibrium
points.
(8) Consider that and z are available for measurement. Then the
appropriate output is given by y(t ) = Cx(t ) with
C =
_
1 0 0 0
0 0 1 0
_
.
Can the corresponding system be controlled by using an
observer-based controller?
Still... controllers synthesis
Homework 8 (Smith predictor idea) Consider SISO LTI with the
transfer function:
H
yu
(s) = H
0
(s)e
s
,
where H
0
the transfer function of some SISO LTI := (A, b, c
T
) and
R
+
the corresponding (constant) delay.
Consider a standard control scheme and let K(s) be the
corresponding controller.
(1) Characteristic equation of the closed-loop scheme. How many
poles? Explanation.
(2) Construct an equivalent input-output scheme such that delay out
of the loop (Smith predictor scheme).
(3) Comments on the validity of the construction.
(VI) Some (useful) references
(1) Desoer, C. A. and Vidyasagar, M.: Feedback System:
Input-Output Properties (Academic Press, New York, 1975).
(2) Franklin, G.F., Powell, J.D. and Emami-Naeni, A.: Feedback
control of dynamic systems (Addison-Wesley, 1986).
(3) Gantmacher, F. R.: Theory of matrices (vol. I, II) (Chelsea, New
York, 1959).
(4) Halanay, A.: Differential Equations: Stability, Oscillations, Time
Lags (Academic Press, New York, 1966).
(5) Kailath, T.: Linear systems (Prentice-Hall: New Jersey, 1980).
(6) Vinnicombe, G.: Uncertainty and feedback: H
loop-shaping and
-gap metric, (Imperial College Press, London, 2001).
(7) Zadeh, L.A. and Desoer, C.A.: Linear System Theory. The
state-space approach (Mc-Graw Hill, New Yor, 1963).

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Signals and Systems

(Control Feedback Theory)

x(t ) = f (t , x(t ), u(t )),

z cos()/2 mgl sin()/2 = 0

Figure: LFT of LTI systems

V(t , x) c(x(t )), (t , x) I .

V(t , x) c(x(t )), (t , x) I .

x(t ) = f (x(t )).

z cos()/2 mgl sin()/2 = 0

x(t ) = A(t )x(t ), (7)

z cos()/2 mgl sin()/2 = 0

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