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steven.ding@uni-due.de (V-SS-2009) 1
Regelungstechnik I Regelungstechnik II
Transfer function State space model
y ( s ) = G ( s )u ( s ),
x (t ) = Ax(t ) + Bu (t )
m −1
b0 s + b1s + " + bm
m
y (t ) = Cx (t ) + Du (t )
G (s) =
s n + a1s n −1 + " + an
• poles, zeros, stability
• system response
• poles, zeros, stability • state transformation
• step response / impulse response • observability and controllability
• discretization • discretization
• PID controller • feedback controller, observer
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Advanced courses on control
Nonlinear control systems
x (t ) = f ( x, u ), y (t ) = g ( x, u )
• system analysis (stability, etc)
• system synthesis linearization Æ linear system design
adaptive control, sliding control
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Typical examples
Eigenvalue problem!
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Example 2 (observability):
Assume that a linear continuous time invariant system is described
by ⎡ − 0 .2 0 .5⎤ ⎡ 1 ⎤
x = ⎢ x+
1 ⎥⎦ ⎢⎣1.5⎥⎦
u
⎣ 0
N
A B
y = [0 1]x
Please design an observer to estimate the state x.
⎡C ⎤
Approach 1: rank of matrix rank ⎢ ⎥
CA ⎣ ⎦
⎡ sI − A⎤
Approach 2: rank of matrix bundle rank ⎢ ⎥, ∀s ∈ C
⎣ C ⎦
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Chapter 2 Vector spaces and linear maps
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Homework 1: Please show that R n is a vector space.
Homework 2: Please show that all m by n matrices build a vector
space.
Homework 3: Please show that all n by n upper triangular matrices,
whose entries are real numbers, build a real vector space.
Homework 4: Please show that all n by n symmetric matrices, whose
entries are real numbers, build a real vector space.
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Several concepts:
Linear combination: Given p elements v1 , v2 ," , v p in a real vector
p
space V, then ∑a v
i =1
i i with ai ∈ R is a linear combination of v1 ," , v p .
combination of v1 , v2 ," , v p .
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Basis: If {v1 ,", v p } spans V and are linear independent, then {v1 , v2 ," , v p }
builds a basis of V.
Dimension: the number of elements in a basis of the vector space V.
Example 1: Given
⎡ 2⎤ ⎡1 ⎤ ⎡ 4⎤ ⎡0 ⎤
v1 = ⎢ ⎥, v2 = ⎢ ⎥, v3 = ⎢ ⎥, v4 = ⎢ ⎥
⎣1 ⎦ ⎣ 2⎦ ⎣5⎦ ⎣0 ⎦
(1) Is v3 a linear combination of v1 , v2 ?
(2) Are v1 , v2 linear independent? Are v1 , v4 linear independent?
(3) Does {v1 , v2 } build a basis of R 2 ?
(4) Does {v2 , v4 } span R 2 ?
Domain: V, Codomain: Y V Y
{y y ∈ Y , y = f (v), v ∈V }
domain Codomain
Image of f:
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Linear map (linear mapping, linear transformation): A
function f: VÆY that satisfies the superposition principle:
• f (v1 + v2 ) = f (v1 ) + f (v2 ), ∀v1 , v2 ∈ Y .
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It is bijective, because
⎡0.2 0.5⎤
⎢ 0 1.6 ⎥ (v1 − v2 ) = 0 ⇒ v1 = v2 ⇒ injective
⎣ ⎦
−1
⎡0.2 0.5⎤ ⎡0.2 0.5⎤
∀y, ∃v = ⎢ ⎥ y, s.t. f(v) = ⎢ ⎥ v = y ⇒ surjective
⎣ 0 1.6 ⎦ ⎣ 0 1.6 ⎦
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Inner product: An inner product on a real vector space V is a mapping
V × V → R that satisfies:
1. < v, w >=< w, v >, ∀v, w ∈ V
2. < a1v1 + a2 v2 , w >= a1 < v1 , w > + a2 < v2 , w >, ∀v1 , v2 , w ∈ V , ∀a1 , a2 ∈ R
3. < v, a1w1 + a2 w2 >= a1 < v, w1 > + a2 < v, w2 >, ∀v, w1 , w2 ∈ V , ∀a1 , a2 ∈ R
4. < v, v > ≥ 0 and < v, v > = 0 iff v = 0 n
Example 3: Let V = R and let x, y ∈ R . Then < x, y >= x y = ∑ xi yi
n T n T
i =1
is an inner product.
1. x T y = y T x, ∀x, y ∈ R n
2 . ( a1 x + a 2 z ) T y = a1 x T y + a 2 z T y , ∀ x , z , y ∈ V , ∀ a1 , a 2 ∈ R
3 . x T ( a1 y + a 2 z ) = a1 x T y + a 2 x T z , ∀ x , z , y ∈ V , ∀ a1 , a 2 ∈ R
4 . x T x ≥ 0 and x T x = 0 iff x = 0
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⎢⎣0⎥⎦
⎡1⎤ ⎡− 1⎤
⎢ ⎥ ⎢ ⎥
If x = ⎢0⎥, y = ⎢ 2 ⎥ ∈ R , then x,y are not orthogonal, as
3
⎢⎣0⎥⎦ ⎢⎣ 0 ⎥⎦
< x, y >= xT y = −1 ≠ 0.
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Orthogonal basis: Let {v1 , v2 ," , v p } is a basis of the vector space V.
⎧ ⎡1 ⎤ ⎡ 0 ⎤ ⎡ 0 ⎤ ⎫
⎪⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎪ 3
Example 5: ⎨⎢0⎥, ⎢1⎥, ⎢0⎥ ⎬ is an orthonormal basis of R .
⎪ ⎢ 0 ⎥ ⎢ 0 ⎥ ⎢1 ⎥ ⎪
⎩⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎭
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Cauchy-Schwarz inequality:
Example 6: ∀x,y ∈ R n , xT y ≤ xT x y T y
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Subspace: A subset U of a vector space V is said to be a subspace of V
if U is itself a vector space (i.e. U is closed under addition and scalar
multiplication, u1 + u 2 ∈ U if u1 , u 2 ∈ U , au1 ∈ U if u1 ∈ U . ).
Two important subspaces: Given a linear map f: VÆY.
The image of f, i.e. Im f = {y y ∈ Y , y = f (v), v ∈ V } is a subspace of Y.
The kernel of f, i.e. Ker f = {v v ∈ V , f (v) = 0} is a subspace of V.
Proof: ∀y1 , y2 ∈ Im f , i.e. y1 = f (v1 ), y2 = f (v2 ), v1 , v2 ∈ V . According to
the definition of linear maps, there is y1 + y2 = f (v1 ) + f (v2 ) = f (v1 + v2 )
and ay1 = af (v1 ) = f (av1 ) . As v1 + v2 ∈ V , av1 ∈ V , we know that
y1 + y2 ∈ Im f , ay1 ∈ Im f and Imf is a subspace of Y.
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⎡0⎤ ⎡0⎤
⎢1⎥, ⎢0⎥
The kernel space of f is spanned by ⎢ ⎥ ⎢ ⎥ , and ker f is a subspace of R 3 .
⎢⎣0⎥⎦ ⎢⎣1⎥⎦
f is not injective.
⎡1 0⎤
Homework 1: Consider the linear map f : R 2 → R 3 defined by y = ⎢⎢0 0⎥⎥ v .
⎢⎣0 0⎥⎦
⎡1 0⎤
Homework 2: Consider the linear map f : R 2 → R 3 defined by y = ⎢⎢0 1⎥⎥ v .
⎢⎣0 0⎥⎦
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