05a Phase Plane

AC&ST
AUTOMATIC CONTROL AND SYSTEM THEORY
CONTROLLABILITY &
OBSERVABILITY
Claudio Melchiorri
Dipartimento di Ingegneria dell’Energia Elettrica e dell’Informazione (DEI)

Università di Bologna
Email: claudio.melchiorri@unibo.it
C. Melchiorri (DEI) Automatic Control & System Theory 1

AC&ST
Controllability and Reachability

Set of states reachable at time t1 starting from state x0 at time instant t0
Set of states controllable to state x1 at time t1 from time instant t0
x1
x0
t0 t1

AC&ST

The linear, time invariant MIMO system (continuous- or discrete-time):
is completely reachable if, starting from the is completely controllable if, starting from any
origin, every state can be reached in a finite state, it is possible to reach the origin in a
amount of time with a proper input control finite amount of time by applying a proper
action input control action
e3 x2 e3 x
2
x1 x3 x3
x1
x4
x4
e2 e2
e1 e1
AC&ST

Consider a discrete-time system
then:
State reachable in k steps from “0”
n  By changing the sequence u(0), u(1), … u(k-1) we obtain the set of states reachable in
k steps
Reachable states:
a subspace of Rn

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•  Example:
•  If
•  Note that in this case rank{V2+} = 2

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Note that the subspaces V+k{0} satisfy the sequence
V1+ V2+ ... Vk+

This sequence, because of the Cayley-Hamilton Theorem, is stationary for k >= n steps,
where n is the dimension of the state space.
Then:
If a state is reachable, it can be reached in n steps at the most.
Note that the inclusion sequence for V+k{0} can stop for k < n.
We define as the reachability index the smallest integer r such that
rank {[B, A B, A2 B, … Ar-1 B] } = n
We define matrix P1
P1 = [B, A B, A2 B, … An-1 B]
as the reachability matrix.
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Notice that the reachability index is less than n (i.e. r < n) if the system has more
than an input, and at least two inputs are independent, i.e. that matrix B has at
least two independent columns. In other words, if rank{B} = m, then r <= n-m+1.
Moreover:
1.  V+ is the smallest A-invariant subspace containing im{B}
A P1 ⊆V+ im{B} ⊆ V+
2.  The subspace V+ is invariant with respect to changes of basis in the state
space:
x = T x̄ V + = T V̄ +
A0 = T 1
AT P1 = [B, AB, A2 B, . . . An 1
B]
B0 = T 1
B P10 = [B 0 , A0 B 0 , A02 B 0 , . . . A0n 1
B0]
1 1 1 1
= [T B, T AT T B, T A2 T T 1
B, . . . T 1
An 1
T T 1
B]
1 1 1
= [T B, T AB, T A2 B, . . . T 1
An 1
B]
1
=T [B, AB, A2 B, . . . An 1
B]
= T 1 P1
P1 = T P10
AC&ST

Let us consider the discrete-time system:
A state x(0) is controllable to “0” in k steps if:
The state x(0) is controllable in k steps if the state –Ak x(0) is reachable in k steps from the state 0
equivalent to:
Set of states controllable in k steps:

Controllable states:
a subspace of Rn

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Let us consider the discrete-time system
Theorem: If P1 = [B, A B, A2 B, … An-1 B], the set of reachable states V+ in any

finite interval of time is
The set of controllable states V- in any finite time interval is
The system is completely reachable iff im{P1} = Rn, that is if P1 is full rank.
•  Reachability implies controllability (if im{P1} = Rn, then it contains im{An}).

•  Controllability does not imply reachability (if dim[im{An}] < n ).
•  These conditions are equivalent if and only of A is full rank.

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Given the continuous-time system
Theorem: If P1 = [B, A B, A2 B, … An-1 B], the set of the reachable states V+ in

any finite interval of time is
V + = R = im{P1 }
The set of controllable states V- in any finite time interval is
V = R = im{P1 }
Therefore, the system is completely controllable and reachable if and only if
i.e. if P1 is full rank.
•  R is the minimum A-invariant subspace containing im{B}
•  Matrix P1 is the so-called reachability matrix

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It is possible to prove that V- , the subspace of the states controllable to

the origin in any limited interval of time:
•  for continuous-time systems coincides with R (controllability =

reachability)
•  for discrete-time systems in general contains Rd and coincides with

Rd if Ad is non-singular.

AC&ST
For discrete-time systems, the reachability and controllability properties

are not equivalent.
Reachability implies controllability: in fact
Im{[B, AB, A2 B, · · · , An 1
B]} = Vn+ = IRn
From which
Im{An } Im{[B, AB, A2 B, · · · , An 1
B]} = V + = IRn
Controllability does not imply reachability: for example assume that

A = 0 and that rank{B} < n, then
Im{An } Im{P1 }
rank{[B, AB, A2 B, · · · , An 1
B]} = rank{[B, 0, 0, · · · , 0]} < n
If rank{A} = n, then the two properties are equivalent.

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The main difference between reachability and controllability for

discrete-time systems is that a state x(0) can be controlled to zero also
without applying any input. This is due to the fact that if A is not full
rank, it has at least a null eigenvalues, and therefore the corresponding
eigenspace tends “naturally” to zero in a finite number of steps.
Example:
2 3
0 1 0
x(k + 1) = 4 0 0 1 5 x(k) 1 = 2 = 3 =0
0 0 0
2 3 2 3 2 3 2 3
1 1 1 0
x(0) = 4 1 5 , x(1) = 4 1 5 , x(2) = 4 0 5 , x(3) = 4 0 5
1 0 0 0

AC&ST

Example: Let consider a diagonalizable system with a single input.
2 3 2 3
1 0 b1
6 0 7 6 b2 7
6 2 7 6 7
x(k + 1) = 6 .. 7 x(k) + 6 .. 7 u(k)
4 . 5 4 . 5
n bn
In this case:
2 2 n 1 3 2 32 2 n 1 3
b1 1 b1 1 b1 ... 1 b1 b1 0 1 1 1 ... 1
6 b2 2 b2
2
2 b2 ... n 1
b2 7 6 0 b2 76 1 2
... n 1 7
6 2 7 6 76 2 2 2 7
P1 = 6 .. 7=6 .. 76 .. 7
4 . 5 4 . 54 . 5
2 n 1 bn 2 n 1
bn n bn n bn ... n bn 1 n n ... n
Therefore the system is completely reachable iff:

1)  All the elements bi are not null
2)  All eigenvalues are not null

AC&ST

Example: Let consider the system:
2 3 2 3
0 0 0 0
x(k + 1) = 4 0 0 0 5 x(k) + 4 1 5 u(k)
0 0 1 1
In this case: 82 39 82 3 2 39
< 0 = < 0 0 =
V1+ = span 4 1 5 V2+ = V3+ = span 4 1 5 , 4 0 5
: ; : ;
1 1 1
The system is controllable in two steps, being

82 39 2 3
< 0 0 0 = 0 0
Im{A2 } = Im 4 0 0 0 5 4 1 0 5
: ;
0 0 1 1 1
However, the system is not controllable in one step, since:

82 39 82 39
< 0 0 0 = < 0 =
Im{A} = Im 4 0 0 0 5 ⇥ span 4 1 5 = V1+
: ; : ;
0 0 1 1
AC&ST

Example: Let consider the system:
2 3 2 3
0 0 0 0
x(k + 1) = 4 0 0 0 5 x(k) + 4 1 5 u(k)
0 0 1 1
The subspaces V-1 and V-2 are:

82 3 2 39 82 3 2 3 2 39
< 1 0 = < 1 0 0 =
V1 = span 4 0 5 , 4 1 5 V2 = span 4 0 5 , 4 1 5 , 4 0 5
: ; : ;
0 0 0 0 1
Note that V+1 and V-1 do not coincide!

AC&ST
Example
System non fully controllable;

The controllable subspace is
defined by
x = [1, 0, 0]T
Fully controllable system

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Controllability for discrete-time systems

•  Problem: Given a discrete-time system, compute the input sequence u(0), u(1), …,
u(k-1) in order to reach the state x(k) from x(0).
•  Necessary and sufficient condition for the problem to have a solution is that
that is that the state x(k)- Ak x (0) is reachable from zero in k steps. If this is the case,
then the solution is given by the n equations:
in the (k x m) unknowns:
In general, the solution is not unique

(n equations in k x m unknowns):
Minimum norm solution

AC&ST
Controllability for discrete-time systems
•  Since there are more solutions, it is possible to choose the “best one”
according to some criteria.
For example, the minimum norm solution minimizes the control energy
necessary to achieve the desires state transition
v
uk 1
minimization of uX
kuk = t uT (i)u(i)
i=0
This solution, based on the (pseudo)inverse of matrix P1, is not used

frequently in practice since it requires a perfect knowledge of the model
parameters (matrices A and B) and no disturbances applied to the system.

AC&ST
Controllability for discrete-time systems - Example

•  Example: It is desired to heat up to 1000c some steel bars through an oven with
five stages and increasing temperature. The cost for heating each stage is
proportional to the square of its temperature. Compute the five stage
temperatures in order to minimize the overall cost C = (Σι ui2)1/2.
ui
Τ=0c θi θi+1 Τ = 1000 c
n  Let θI and θi+1 i = 1, …, 5 be the input/output temperatures of the bars in each stage,
and let ui be the temperature of the i-th stage.
n  The heating dynamics in each stage can be described by:
n  The 5-step reachability matrix is:

AC&ST
•  Assuming that the initial temperature of the steel bars is 0c , then:
•  In this case, matrix R5 is not invertible and it is necessary to use the pseudo-inverse
(right pseudo-inverse, since R5 is “lower rectangular”)

AC&ST
•  Since R5 is a 1 x 5 lower rectangular matrix, a 4-dimensional null space exists defined by:
Therefore, if for example y = [1000, 10, 1, 1]T, we obtain
Same final value
and the cost increases from C = 1732.9 to C1 = 2000.8

AC&ST
Reachability for continuous-time systems
•  Consider the continuous-time system described by;

ẋ(t) = A x(t) + B u(t) x(0) = 0
•  The state x(t) is reachable at time instant t if an input function u(·)

exists such that the forced motion results
Z t
x(t) = eA(t )
B u( )d
0
•  Consider the linear operator Z t
Rt : u(·) x(t) = eA(t )
B u( )d
0
•  Then x(t) is reachable at time t iff x(t) belongs to the range space of
Rt, that represents the reachability subspace V+(t) at time t

AC&ST
Reachability for continuous-time systems
•  By defining the reachability matrix P1 = [B, A B, A2 B, … An-1 B],

where n is the dimension of the state space (order of matrix A), we
have the following:
•  Property: The subspace reachable at time instant t > 0, V+(t), is the

image of the reachability matrix P1
•  Note: for continuous-time systems, the reachability subspace does not

depend on the length of the time interval [0, t] in which the input function u(·)
is active (for discrete-time systems, V+k depends on the time interval).
•  Note: This is true if the amplitude of the input signal may have arbitrarily large
values. In practice, this cannot be true, and therefore the set of reachable
states depend on the time interval and the input amplitude. The “theoretical”
result is not affected, since in this case the input set is not a vector space and
therefore one of the main (theoretical) assumptions is not verified.

AC&ST
Controllability for continuous-time systems

•  Consider the continuous-time system described by;
ẋ(t) = A x(t) + B u(t) x(0) = 0
•  Property: The controllabilty subspace V-(t), does not depend on the

time interval [0, t] in which the control input is active. Moreover, V-(t) =
V+(t).
•  Problem: Given a continuous-time system, compute the input

function u(•) in order to reach the state x(t) from x(0).
•  The problem has solution if
x(t) eAt x(0) ⇥ V +
•  Then, the states that can be reached at time t from x(0) belong to the set
eAt x(0) + V +
•  The input function can be computed by solving the equation
Z t
x(t) eAt x(0) = eA(t ) Bu( )d = Rt u(·)
0
AC&ST
Controllability and Reachability - Example
•  Consider the electric circuit:
vC
L C
J(t) iL vu(t)
R R
•  In matrix form:
The system is not completely controllable if det(P1) = 0, that is if R C = L/R

(the same time constant)

AC&ST
Observability
•  A system is said completely observable if, knowing the input and output functions
u|[0, t ], y|[0, t ] in any finite interval of time it is possible to determine the state x(0)
1 1
•  Theorem: By defining
the set of unobservable states in any finite interval of time is
The system is completely observable iff Ker{P2} = 0 that is if P2 has full rank. Q
is a subspace of Rn
Matrix P2 is the observability matrix.

AC&ST
Observability
•  Example:
System non fully observable:

states defined by
Ker{P2} = [-1, 0, 1]T
Fully observable system:

(Ker{P2} = {0})

AC&ST
Observability
•  Define
Q = ker{P2} is the maximum A-invariant subspace contained in ker{C}:

for every initial state in Q, the related free motion does not affect the
output y.
•  For any matrix P:
That is:
•  the null space of any matrix P is equal to the orthogonal complement of the
image of PT
•  the image of any matrix P is equal to the orthogonal complement of the null
space of PT

AC&ST
Equivalent systems
•  Two systems Σ (A, B, C, D) and Σ’ (A’, B’, C’, D’) are equivalent if a non
singular matrix T exists such that x = T x’ and
•  For the reachability property, we have that:
•  If the two systems are reachable, then
and, in case of a single input

AC&ST
Equivalent systems
•  For the reachability property, we have that:
•  As a matter of fact, the reachable subspaces in k steps for the two systems
are
Vk0+ = Im{[B 0 , A0 B 0 , A02 B 0 , · · · , A0k 1

B 0 ]}
1 1 1 1
= Im{[T B, T AT T B, · · · , T Ak 1
TT 1
B]}
1
= Im{T [B, AB, · · · , Ak 1
B]}
= T 1
Vk+
•  From this equation it follows that P’1 = T-1 P1

AC&ST
Equivalent systems
•  Example:
Check:

AC&ST
Dual systems
•  Consider a linear time-invariant system Σ

(1)
The dual system ΣD is defined as
(2)
Number of input of Σ = Number of output of ΣD

Number of output of Σ = Number of input of ΣD

AC&ST
Dual systems
Properties of dual systems:

Σ stable ΣD stable
Σ completely controllable ΣD completely reconstructable

Σ completely reconstructable ΣD completely controllable

Σ completely observable ΣD completely reachable

Σ completely reachable ΣD completely observable
The proof of these properties can be easily obtained from the following equations:

AC&ST
Standard reachability form

Consider the MIMO linear time-invariant system (continuous- or discrete-time):
with rank(P1) = ρ < n (dim R = ρ < n): the system is NOT completely reachable.
Consider the transformation matrix
where the n x ρ matrix T1, is a basis matrix of V+ and the n x (n-ρ) matrix T2 makes T non
singular. The following equivalent (and simpler) form is obtained for the system:
 
0 1 A011 A012 0 1 B10
A =T AT = B =T B=
0 A022 0
C 0 = CT = [C10 , C20 ] D0 = D
dim{A011 } = , dim{B10 } = m
This is the standard reachability form, since the reachable part of the system is clearly
identified by matrices (A’11, B’1, C’1).

AC&ST

•  Note: By acting through the input, it is possible to modify only the first ρ components
of the new state z = T x. It is not possible to apply any control action on the remaining
n - ρ components: it they are not stable, an unstable behavior will always take place.
ż1 (t) = A011 z1 (t)+ A012 z2 (t)+ B10 u(t)
ż2 (t) = A022 z2 (t)
y(t) = C10 z1 (t)+ C20 z2 (t)+ D0 u(t)
D’
u + z1
B’1 1/s C’1
+ +
A’11
+ + y
+
A’12
z2 +
1/s C’2
A’22
AC&ST

Consider the homogeneous system

A11 A12
ẋ(t) = A x(t), x(0) = x0 , A=
0 A22
A trajectory originated on an invariant will remain on it. Therefore, since the reachability
subspace is A-invariant, if matrix A11 is stable, a trajectory originated in this subspace will
tend to the origin. Moreover, a trajectory originated out of this invariant tends to it if matrix
A22 is stable.
•  If A11 is stable, the invariant is called internally stable
•  If A22 is stable, the invariant is called externally stable
If A22 is stable:
1.5 x0 •  x2 tends to 0
•  x tends to V
1
0.5
-0.5
-1
V
-1.5
1.5 1
1
0.5 0
0
-0.5 -1
-1
-1.5
AC&ST
Standard observability form

Consider the MIMO linear time-invariant system (continuous- or discrete-time):
with rank(P2) = ρ < n (dim Q = n - ρ > 0. The system is NOT completely observable.
A transformation matrix M exists such that
 
0 1 A011 0 0 1 B10
A =M AM = B =M B=
A021 A022 B20
C 0 = CM = [C10 , 0] D0 = D
dim{A011 } = , dim{C10 } = p
This is the standard observability form, since the observable part of the system is
clearly identified by matrices (A’11, B’1, C’1).
From the properties of dual systems we have
where T is the matrix that transforms the system in the standard reachability form.

AC&ST
Standard observability form
The following relationship holds for the transformation matrices :
As a matter of fact, if for one of the systems we have
T 0
= (A, B, C, D) = (A0 , B 0 , C 0 , D0 ) = (T 1
AT, T 1
B, CT, D)
Dual Dual
Then, for its dual system:
T T T T
T-T 0
D = (A , C , B , D ) D = (T T AT T T
, T T CT , T T
B T , DT )

AC&ST
Kalman decomposition
•  Consider the system ∑ = (A, B, C, D). Let R be the reachable subspace and
Q the unobservable subspace.
Consider the state transformation defined by the matrix
•  Where:
im{T1 } = R Q Basis of the reachable and non observable subspace

im{[T1 , T2 ]} = R Basis of the reachable subspace
im{[T1 , T3 ]} = Q Basis of the non observable subspace
T4 : T non singular
•  The system ∑’ = (A’, B’, C’, D’) is obtained, where

AC&ST
Kalman decomposition
•  ∑2 = (A’22, B’2, C’2) reachable and observable

•  ∑1 = (A’11, B’1, 0) reachable and non observable
•  ∑4 = (A’44, 0, C’4) non reachable and observable
•  ∑3 = (A’33, 0, 0) non reachable and non observable
Reachable sub-system
D
u + + y
2
+
1 4
3
Non observable sub-system

AC&ST
From state space to transfer functions
•  Consider the SISO linear time-invariant system
n  From the latter equations, we can identify:
- the input-output transfer function
- the free response term

AC&ST
From state space to transfer functions
•  Similar results hold for MIMO systems
In fact, one obtains
where matrix
is the system transfer matrix.

It is simple to verify that the system transfer matrix depends only on the
reachable and observable part of the system.

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AC&ST

AUTOMATIC CONTROL AND SYSTEM THEORY

Dipartimento di Ingegneria dell’Energia Elettrica e dell’Informazione (DEI)

C. Melchiorri (DEI) Automatic Control & System Theory 1

Controllability and Reachability

Controllability and Reachability

Set of states controllable to state x1 at time t1 from time instant t0

C. Melchiorri (DEI) Automatic Control & System Theory 2

Controllability and Reachability

Controllability and Reachability

State reachable in k steps from “0”

C. Melchiorri (DEI) Automatic Control & System Theory 4

Controllability and Reachability

• Note that in this case rank{V2+} = 2

C. Melchiorri (DEI) Automatic Control & System Theory 5

Controllability and Reachability

V1+ V2+ ... Vk+

rank {[B, A B, A2 B, … Ar-1 B] } = n

Controllability and Reachability

Controllability and Reachability

A state x(0) is controllable to “0” in k steps if:

Set of states controllable in k steps:

C. Melchiorri (DEI) Automatic Control & System Theory 8

Controllability and Reachability

Theorem: If P1 = [B, A B, A2 B, … An-1 B], the set of reachable states V+ in any

The set of controllable states V- in any finite time interval is

• Reachability implies controllability (if im{P1} = Rn, then it contains im{An}).

C. Melchiorri (DEI) Automatic Control & System Theory 9

Controllability and Reachability

Theorem: If P1 = [B, A B, A2 B, … An-1 B], the set of the reachable states V+ in

i.e. if P1 is full rank.

• R is the minimum A-invariant subspace containing im{B}

• Matrix P1 is the so-called reachability matrix

Controllability and Reachability

It is possible to prove that V- , the subspace of the states controllable to

• for continuous-time systems coincides with R (controllability =

• for discrete-time systems in general contains Rd and coincides with

C. Melchiorri (DEI) Automatic Control & System Theory 11

Controllability and Reachability

For discrete-time systems, the reachability and controllability properties

Controllability does not imply reachability: for example assume that

C. Melchiorri (DEI) Automatic Control & System Theory 12

Controllability and Reachability

The main difference between reachability and controllability for

C. Melchiorri (DEI) Automatic Control & System Theory 13

Controllability and Reachability

Therefore the system is completely reachable iff:

C. Melchiorri (DEI) Automatic Control & System Theory 14

Controllability and Reachability

The system is controllable in two steps, being

However, the system is not controllable in one step, since:

Controllability and Reachability

The subspaces V-1 and V-2 are:

Note that V+1 and V-1 do not coincide!

C. Melchiorri (DEI) Automatic Control & System Theory 16

Controllability and Reachability

System non fully controllable;

Fully controllable system

C. Melchiorri (DEI) Automatic Control & System Theory 17

Controllability for discrete-time systems

In general, the solution is not unique

Minimum norm solution

Controllability for discrete-time systems

This solution, based on the (pseudo)inverse of matrix P1, is not used

•  Note that in this case rank{V2+} = 2

•  Reachability implies controllability (if im{P1} = Rn, then it contains im{An}).

•  R is the minimum A-invariant subspace containing im{B}

•  Matrix P1 is the so-called reachability matrix

•  for continuous-time systems coincides with R (controllability =

•  for discrete-time systems in general contains Rd and coincides with

n  The heating dynamics in each stage can be described by:

n  The 5-step reachability matrix is:

•  Assuming that the initial temperature of the steel bars is 0c , then:

•  Consider the continuous-time system described by;

•  The state x(t) is reachable at time instant t if an input function u(·)

•  By defining the reachability matrix P1 = [B, A B, A2 B, … An-1 B],

•  Property: The subspace reachable at time instant t > 0, V+(t), is the

•  Note: for continuous-time systems, the reachability subspace does not

•  Property: The controllabilty subspace V-(t), does not depend on the

•  Problem: Given a continuous-time system, compute the input

•  Consider the electric circuit:

•  For any matrix P:

•  For the reachability property, we have that:

•  If the two systems are reachable, then

•  For the reachability property, we have that:

•  Consider a linear time-invariant system Σ

•  The system ∑’ = (A’, B’, C’, D’) is obtained, where

•  ∑2 = (A’22, B’2, C’2) reachable and observable