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Question 1. Consider the circuit shown below. Assume R1 , R2 , C, L to be non-zero. Write down state space
equations x = Ax + Bu, y = Cx + Du, with u := v and y := i. Take x1 = iL and x2 = vC . [4]
iL
+
L
R
v
+
2
R
vC
Find out the relation between R1 , R2 , L, C for which the system loses controllability. [2]
Solution: The controllability matrix for the system is given by
1 R2
AB = L
L2
C := B 1 .
1
2 2
R1 C R1 C
L
For the system to be uncontrollable, we must have det C = 0 = R1 R2 = .
C
Find out the relation between R1 , R2 , L, C for which the system loses observability. [2]
Solution: The observability matrix for the system is given by
1
1
C R1
O := = R2 1 .
CA
L R12 C
L
For the system to be unobservable, we must have det O = 0 = R1 R2 = .
C
1
Find out the uncontrollable eigenvalues and unobservable eigenvalues for the above two cases. [2]
R2 1
Solution: Note that A is in the diagonal form and hence eigenvalues of A are and .
L R1 C
R2 1
Now, when the system is uncontrollable or unobservable, we will have = . Therefore, there is only one
L R1 C
eigenvalue, repeated twice, and it is both uncontrollable and unobservable.
Question 2. Suppose you are playing a version of whispering game with a few of your friends. All of you are
sitting in a circle facing towards the centre of the circle. For ease of explaining, let us number the participants
of the game, starting from you as number 1 and then going clockwise. That is, the friend sitting in your
immediate left is number 2, and the one sitting in your immediate right is number n. Each of the participants
(0)
thinks of a real number, say xi for the ith participant, in her/his mind and keeps it to herself/himself. Then
(0)
the ith person whispers the number (s)he thought of, that is, xi , into the ear of the person sitting to her/his
st th
immediate right, that is (i 1) person for 2 6 i 6 n and n for i = 1. Let us denote by xi,heard the number
that the ith person hears. Once the whispering is done every participant updates her or his number, following
(1) (0)
the rule xi = xi + xi,heard . This update marks the end of the first round. Such rounds are then repeated
one after the other. In each round, at the end of the whispering phase, the update is done, like before, by
(k) (k) (k)
adding the number heard to the existing number. Let us use x(k) to denote the vector [x1 , x2 , . . . , xn ]T at
th
the end of the k round.
(a) Show that the dynamics of how x(k) varies with k follows the equation
x(k + 1) = Ax(k),
where A is an n n matrix with integer entries. Write down the matrix A explicitly. [2]
(b) Show that it is possible for you to deduce, by just keeping track of your numbers at the end of each round,
which number each of your friends had thought of, that is, x(0). What is the minimum number of rounds
you would need to make this deduction in general? [2+1]
(c) Devise a mathematical formula to do this deduction. [3]
(k+1) (k)
(d) If the update is done by subtraction instead of addition, that is, xi = xi xi,heard , would it still be
possible for you to deduce the initial guess x(0)? Justify. [2]
Solution:
(a) The dynamics is given by
(k+1) (k)
xi = xi + xki+1 for all 1 6 i 6 n 1, and, for i = n
x(k+1)
n = x(k) k
n + x1 .
x(k + 1) = Ax(k),
where
1 1 0 0 0
0
1 1 0 0
A = 0
0 1 1 0 .
.. .. .. .. .. ..
. . . . . .
1 0 0 0 1
Defining
C := 1 0 0 0 ,
and noting from the dynamical equation that x(k) = Ak x(0) we get that
(k)
x1 = CAk x(0).
2
Applying this formula to cases when k = 0, 1, . . . , n 1 we find
(0)
x1
C
(1)
x1 CA
x1 = CA2
(2)
x(0).
..
..
. .
(n1)
x1 CAn1
Hence x(0) can be deduced from x01 , x11 , x21 , . . . if (and only if) the matrix
C
CA
CA2
..
.
CAn1
is invertible. In this particular case
1 0 0 0 0
C 1 1 0 0 0
CA
1 2 1 0 0
CA2
= 1 .
.. 3 3 1 0
.. .. .. .. ..
. ..
. . . . . .
CAn1 n1
n1
n1
1 1 2 3 1
This matrix is indeed invertible because it is lower triangular with 1 for the diagonal entries. Thus, we can
(n1)
deduce x(0) from x01 , x11 , x21 , . . . , x1 .
For the general case we need at least n rounds to complete. Any less number of rounds would make the
system of equations under-determined, which in general would not give a unique solution.
(c) A mathematical formula for making the deduction could be the following
1 (0)
x1
C
CA (1)
x1
2
(2)
x(0) = CA
x1
.. .
. ..
CAn1 (n1)
x1
1 0 0 0 0 x(0)
1 1
1 0 0 0 (1)
x 1
1 2 1 0 0
(2)
= 1
3 3 1 0 x 1
.
.
.. .. .. .. .. ..
..
. . . . . .
(n1)
(1)n1 1 (1)n n1 n1 n1 n n1 x
1 (1) 2 (1) 3 1 1
x(k + 1) = Ax(k),
where
1 1 0 0 0
0 1 1 0 0
A=
0 0 1 1 0 .
.. .. .. .. .. ..
. . . . . .
1 0 0 0 1
3
Using the same procedure as in (b), the observability matrix can be found as
1 0 0 0 0
C
CA
1 1 0 0 0
2
CA
1 2 1 0 0
= 1 .
.. 3 3 1 0
. .. .. .. .. ..
..
n1
. . . . . .
CA n1 n1 n1
1 1 2 3 (1)(n1)
This matrix is indeed invertible because it is lower triangular with 1 and 1 for the diagonal entries. Thus,
(n1)
we can deduce x(0) from x01 , x11 , x21 , . . . , x1 .
Question 3.
(a) Consider the system x = Ax and y = Cx, where A Rnn and C R1n . Suppose A has n distinct real
eigenvalues. Show that the system is unobservable if and only if there exists an eigenvector v Rn \ {0} of
A such that Cv = 0. [5]
(b) Consider the system x = Ax + Bu and y = Cx, where
0 1 0 0 0
0 0 1 0 0
A= , B = , C = 6 11 6 1 .
0 0 0 1 0
1 1 1 1 1
Design a state-feedback matrix F R14 such that (A + BF ) has 4 distinct eigenvalues and the closed-loop
system x = (A + BF )x, y = Cx has 3 unobservable eigenvalues. (Hint: use the result in part (a).) [5]
Solution:
(a) (If ) Given there exists an eigenvector v Rn \ {0} of A such that Cv = 0, we prove that the system is
unobservable. Note that the observability matrix of a system is given by
C
CA
2
O := CA
..
.
CAn1
This means we need to prove that the observability matrix O has rank < n. In other words, we need to
show that there exists a non-zero vector w Rn such that Ow = 0.
Take w = v. Thus Aw = w and Cw = 0.
C Cw
0
CA Cw
0
CA2 2 Cw
0
Ow = w = =
..
..
..
.
. .
n1 n1
CA Cw 0
4
Recall that unobservability of a system is invariant under similarity transform. Since the system is unob-
servable, at least one
of the Ci s is zero. Without loss of generality, assume that C1 = 0.
1
0
Now we have e1 := . Rn such that Ae
e 1 = 0. Define v := T 1 e1 .
e 1 = 1 e1 and Ce
..
0
e 1 = 1 e1 = T AT 1 e1 = 1 e1 = AT 1 e1 = 1 T 1 e1 = Av = 1 v i.e. v is an eigenvector of A.
Ae
Further
e 1 = 0 = CT 1 e1 = 0 = Cv = 0.
Ce
Hence, there exists an eigenvector v Rn \ {0} of A such that Cv = 0. This completes the proof.
(b) Consider F := f1 f2 f3 f4 R14 . Hence
0 1 0 0 0 0 1 0 0
0 0 1 0 0
+ f1 f2 f3 f4 = 0 0 1 0
A + BF = 0 0 0 1 0 0
0 0 1
1 1 1 1 1 1 + f1 1 + f2 1 + f3 1 + f4
Recall that the eigenvalues of A + BF are the roots of the characteristic polynomial
s4 (1 + f4 )s3 (1 + f3 )s2 (1 + f2 )s (1 + f1 ). (6)
1
Any eigenvector v of A + BF corresponding to the eigenvalue will be of the form 2
=: v. According
3
to part (a), if Cv = 0 then the system will be unobservable and will be an unobservable eigenvalue of
A + BF .
1
3 2
Cv = 0 = 6 11 6 1 2 = 0 = + 6 + 11 + 6 = 0 = ( + 1)( + 2)( + 3) = 0.
3
Hence, we construct F such that {1, 2, 3} are three of the eigenvalues of (A + BF ). Note that these
three eigenvalues would then be unobservable.
Let us place the fourth eigenvalue of A + BF at 4. (You can take any other real eigenvalue other than
1, 2, 3). The desired characteristic polynomial is
(s + 1)(s + 2)(s + 3)(s + 4) = s4 + 10s3 + 35s2 + 50s + 24 (7)
Comparing equation (6) and (7), we have
1 + f1 = 24, 1 + f2 = 50, 1 + f3 = 35, 1 + f4 = 10
Hence,
F = 25 51 36 11 .
Question 4. Consider a matrix A with real entries having one variable parameter k as shown below:
0 1 0 0
0 0 1 0
A= 0
.
0 0 1
15k 5k 100 80 17
Draw an approximate locus of the eigenvalues of A as k is varied from 0 to +. Explain each step you are
following to arrive at the locus. [10]
Solution:The characteristic equation of A is
5k(s + 3) 5k(s + 3)
s4 +17s3 +80s2 +(5k+100)s+15k = 0 = 1+ = 0 = 1+ = 0.
s4 + 17s3 + 80s2 + 100s s(s + 2)(s + 5)(s + 10)
5k(s+3)
Hence, we need to find the root locus for the open-loop transfer function kG(s)H(s) = s(s+2)(s+5)(s+10) , where
k varies from 0 to +.
5
i. Number of branches = No. of open-loop poles = 4.
ii. Open loop poles = {0, 2, 5, 10}. Open loop zeros = {3}.
iii. Number of asymptotes = No. of open-loop poles - No. of open-loop zeros = 4 1 = 3.
iv. Real-axis segment of root locus: [2, 0], [5, 3] and (, 10].
v. Behavior at infinity:
02510+3
Centroid: = 3 = 14
3
(2k+1)
Angle of asymptotes: = 3 for k = 0,1,2 = { 3 , , 5
3 }.
s4 1 80 15k
s3 17 5k + 100
1260 5k
s2 15k
17 2
(12605k)(5k+100)15k17
s 12605k
s0 15k
6
(a) Consider the open-loop transfer function
6
G(s) = .
(s + 1)2 (s + 2)(s + 3)
Draw the Nyquist plot of G(s). Comment on the stability of the closed-loop system with unity negative
feedback. [4+1=5]
(b) Suppose your friend is a regular absentee in the class. (S)he read about the Nyquist plot from textbooks,
but had an erroneous understanding of some parts; unfortunately, Nyquist contour was one of them. (S)he
thought that Nyquist contour, , is taken to be a semicircle of finite radius r in the right-half of the complex
plane with centre at the origin, see Figure 1 below.
Im(s)
jr
r
Re(s)
jr
For the problem in part (a), your friend draws the Nyquist plot with her/his wrong Nyquist contour and
then (s)he infers about stability of the closed-loop by counting the number of encirclements of the critical
point 1 + j0. Would (s)he have arrived at the correct conclusion? Justify. [1]
Give logical reasons as to why her/his inference, though may be correct in the end, is logically flawed. [1]
Show that (s)he would arrive at the correct conclusion with her/his erroneous logic whenever the open-loop
and the closed-loop systems both are BIBO stable. [1]
Construct an example of G(s) for which your friend would certainly reach a wrong conclusion with her/his
flawed logic. [2]
Solution:
6
a. G(j) = (3+j)(2+j)(1+j)2.
|G(j)| = 9+2 4+2 (1+2 ) and (G) = 2tan1 () tan1 (/2) tan1 (/3).
6
6(3j)(2j)(1j)2 6( 4 17 2 +6) 3
G(j) = (9+ 2 )(4+ 2 )(1+ 2 )2 = (9+ 2 )(4+ 2 )(1+ 2 )2 j (9+26(177 )
)(4+ 2 )(1+ 2 )2 .
i. At = 0: |G(j)| = 1, G(j = 0.
ii. At = : |G(j)| = 0, G(j = 2tan1 ()tan1 ()tan1 () = 2(/2)/2/2 = 2.
iii. Intersection with the imaginary axis: The Nyquist plot crosses the imaginary axis whenever real
part of G(j) = 0, which implies
4 17 2 + 6 = 0 = = 4.08, 0.6.
At = 0.6 and = 4.08, G(j) = j0.69 and j0.014, respectively. These two points are the points of
intersection of the Nyquist plot with the imaginary axis.
iv. Intersection with the real axis: The Nyquist plot crosses the real axis whenever imaginary part of
G(j) = 0, which implies
7 3 17 = 0 = = 0, 1.56.
At = 1.56, G(j) = 0.203. This is the point of intersection of the Nyquist plot with the real axis.
Note that for this system, P = number of poles of 1 + GH in right-half plane = 0 and N = number of
encirclements of 1 + j0 = 0. Therefore, Z = P N = 0 i.e. there are no closed-loop poles of 1 + GH in
the right-half plane. Hence, the system is stable.
7
Figure 2: Nyquist plot for Q5(a)
8
Figure 3: Nyquist plot with r for Q5(b)
9
(d) If A R33 has repeated eigenvalues then there does not exist B R31 such that x = Ax + Bu is
controllable.
Solution: FALSE: Counter example:
0 1 0
Consider A = 0 0 1 . The eigenvalues of A are (1, 1, 1).
1 3 3
0
Take B = 0. The controllability matrix for the system x = Ax + Bu will be
1
0 0 1
A2 B = 0
C= B AB 1 3 , which is full-rank.
1 3 6
10