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# Lecture 20

## Controllability and Observability of Linear

Time Invariant Systems
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore

## Evaluation of Matrix Exponential eAt

Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore

Method 1: Power-series
2 2
3 3
A
t
A
t
At
+
+"
e = I + At +
2!
3!

## This method is useful and accurate only if the

series truncates naturally. Otherwise, series
truncation introduces approximation error.

## Direct computation of eAt as power series is

computationally inefficient as well.

Method 2:
Using Laplace Transform
1

e = L ( sI A )

At

## This method results in closed form expressions for

eAt, can be quite useful for small matrices.

1

## Can be quite cumbersome for large matrices.

Method 3:
Using Similarity Transform

2 2
3 3
A
t
A
t
At
+
+"
e = I + At +
Similarity
2!
3!
Transformation:
1
1
2
PDP
PDP
t
(
)(
)
1
1
1
= PP + PDP t +
+ " A = PDP
2!

1
D 2 t 2 D 3t 3
= P I + Dt +
+
+ " P
2!
3!

e1t 0
0

1
= P 0 % 0 P
0 0 ent

## Method 4: Sylvesters Formula

Case 1: Distinct Eigenvalues

## eAt satisfies the following determinant equation:

1 1
1 2
#

1 n
I A
i.e.

12 " 1n 1
22 " 2n 1
#

n2 " nn 1
A2 " An 1

e1t
e2t
#
ent
At
eN

=0

Ultimate aim

e At = 0 ( t ) I + 1 ( t ) A + 2 ( t ) A2 + " + n 1 ( t ) An 1

## Method 4: Sylvesters Formula

Case 1: Distinct Eigenvalues

## The coefficients 0 ( t ) , 1 ( t ) ," , n 1 ( t )

can be determined from the following set
of equations:

0 ( t ) + 1 ( t ) 1 + 2 ( t ) 12 + " + n 1 ( t ) 1n 1 = e t
0 ( t ) + 1 ( t ) 2 + 2 ( t ) 22 + " + n 1 ( t ) 2n 1 = e t
1

0 ( t ) + 1 ( t ) n + 2 ( t ) + " + n 1 ( t )
2
n

n 1
n

=e

n t

## Method 4: Sylvesters Formula

Case 2: Repeated Eigenvalues

## eAt satisfies the following determinant equation:

0

1 1

31

"

21 312 "

2
( n 1) 1n2

1t

"

"

1 n

n2

n3

"

nn 1

ent

A2

A3

"

An 1

e At

2
1
2
4

"

t 2 1t Eigenvalues:
e
2
1 , 1 , 1 , 4 ," , n
1t


te

3
1
3
4

1 4

i.e.

( n 1)( n 2 ) n3
n 1
1
n 1
4

e
e

4t

3 times

=0

e At = 0 ( t ) I + 1 ( t ) A + 2 ( t ) A2 + " + n 1 ( t ) An 1

## Method 4: Sylvesters Formula

Case 2: Repeated Eigenvalues

## The coefficients 0 ( t ) , 1 ( t ) ," , n 1 ( t )

can be determined from:
2
n 1)( n 2 )
(
t
2 ( t ) + 3 3 ( t ) 1 + " +
n 1 ( t ) 1n 3 = e t
1

2
2
1 ( t ) + 2 2 ( t ) 1 + 3 3 ( t ) 12 + " + ( n 1) n 1 ( t ) 1n 2 = te1t

0 ( t ) + 1 ( t ) 1 + 2 ( t ) 12 + " + n 1 ( t ) 1n 1 = e t
1

0 ( t ) + 1 ( t ) 4 + 2 ( t ) 42 + " + n 1 ( t ) 4n 1 = e t
4

0 ( t ) + 1 ( t ) n + 2 ( t ) n2 + " + n 1 ( t ) nn 1 = e t
1

## Method 4: Sylvesters Formula

Example
0 1
A=
1,2 = 0, 2
,

0 2
To compute e At using Sylvester's formula, we have
1 1

e1t

1 2
I A

e2t = 1 2 e 2t = 0
e At
I A e At

## Expanding the determinant

2e At + A + 2 I Ae 2t = 0

1
1
At
2 t

e = ( A + 2 I Ae ) =

2
0

1
2 t

e
1
(
)
2

2 t
e

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## Controllability of Linear Time Invariant Systems

Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore

Controllability

if

## it is possible by means of an unconstrained

control vector to transfer the system from any
initial state X 0 to any other state in a finite
interval of time

## Controllability depends upon the system matrix

A and the control influence matrix B

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Graphical Meaning

Xf

X0

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## Condition for Controllability:

(single input case)
System:

X = AX + Bu
t

Solution:

X (t ) = e At X (0) + e A( t ) Bu ( ) d
0

Assuming X (t1 ) = 0,
t1
0 = eAt1 X (0) + eA(t1 ) Bu( ) d
0

t1

X (0) = e A Bu ( ) d
0

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## Condition for Controllability:

(single input case)
n 1

e A = k ( ) Ak

(Sylvester's formula )

k =0
t1

n 1

t1

k =0

X (0) = e A Bu ( ) d = Ak B k ( ) u ( ) d
n 1

= Ak B k

t1

where

k  k ( ) u ( ) d
0

k =0

= B

AB " A B [ 0
n 1

## This system should have a non-trivial solution for

1 " n 1 ]

[ 0

1 " n 1 ]

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Controllability
If the rank of CB  B AB " An 1 B is n,
then the system is controllable.

Result:

Example:

x1 1 0 x1 2
x = 0 2 x + 1 u
2
2
2 1 0 2 2 2
CB =
=

1
0
2
1
1
2

rank ( CB ) = 2 The system is controllable.

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Output Controllability
Result:

X = AX + BU
Y = CX + DU
X Rn , U Rm , Y R p

## If the rank of CB  CB CAB " CAn 1 B D is p,

then the system is output controllable.
Note: The presence of DU term in the output equation
always helps to establish output controllability.

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## Observability of Linear Time Invariant Systems

Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore

Observability

time

## t0 if, with the system in state X(t0) ,it is

possible to determine this state from the
observation of the output over a finite
interval of time

Observability

## matrix A and the output matrix C

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Observability
If the rank of OB  C T AT C T

## then the system is observable.

Result:

"

(A )
T

n 1

C T is n,

Example:

x 1 1 0 x1 2
x = 0 2 x + 1 u
2
2

x1
y = [1 0]
x2

1 1 0 1 1 1
OB =
=

0
0
2
0
0
0

rank ( OB ) = 1 2 The system is NOT observable.

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## Controllability and Observability

in Transfer Function Domain
z

## The system is both controllable and

observable if there is no Pole-Zero
cancellation.

## Note: The cancelled pole-zero pair

suppresses part of the information about
the system

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Principle of Duality
System S1: X = AX + BU
Y1 = CX
System S2: Z = AT Z + C T V

Y2 = BT Z

CB = B
OB = C T

AB
T

AC

A2 B " An 1 B
T

T2

A C

T n1

" A

CT

CB = C T AT C T AT C T " AT C T

OB = B AB A2 B " An 1 B
2

n1

## The principle of duality states that the system S1 is controllable if

and only if system S2 is observable; and vice-versa!
Hence, the problem of observer design for a system is actually a
problem of control design for its dual system.

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z

## Stabilizable system: Uncontrollable

system in which uncontrollable part is
stable

## Detectable system: Unobservable

system in which the unobservable
subsystem is stable

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Example

System Dynamics
x1 2 3 2 1 x1 1
x 2 3 0 0 x 2
2 =
2 + u
x3 2 2 4 0 x3 2

x4 2 2 2 5 x4 1
N


N N
X

Output Equation
y = [ 7 6 4 2] X


C

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Example

## Ref: B. Friedland, Control System Design, McGraw Hill, 1986

Transfer Function:

y (s)
s + 2 )( s + 3)( s + 4 )
(
1
1
= C ( sI A ) B =
=
u (s)
s + 1)( s + 2 )( s + 3)( s + 4 ) ( s + 1)
(

pole-zero cancellation

## Implication: What appears to be a fourth-order system, is

actually a first-order system! Hence, there is
either loss of controllability or observability
(or both).
Question: Is this system stabilizable?

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Example

## Ref: B. Friedland, Control System Design, McGraw Hill, 1986

Define X = TX . Then
X = TX = T ( AX + Bu )
X = TAT 1 X + TB u

( )

Let
4
3
T =
2

3 2 1
1 0 0 0
1
0 2 0 0
0
3 2 1
, TB =
TAT 1 =
0 0 3 0
1
2 2 1

1 1 1
0 0 0 4
0

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Example

## Ref: B. Friedland, Control System Design, McGraw Hill, 1986

x1 x1 + u


x
x
2
2 =
,
x3 3 x3 + u


x4 4 x4

y = CX = CT 1 X = x1 + x2

Implications:
x1 : Affected by the input; visible in the output
x2 : Unaffected by the input; visible in the output
x3 : Affected by the input; Invisible in the output
x4 : Unaffected by the input; Invisible in the output

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Block Diagram:

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Where do uncontrollable or
unobservable systems arise?
z

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References
z

## K. Ogata: Modern Control Engineering,

3rd Ed., Prentice Hall, 1999.

## B. Friedland: Control System Design,

McGraw Hill, 1986.