Adama Science and Technology

University

PCE6101 Linear Systems

Theory
(Controllability and Observability)

ASTU
School of EEC

1. Plant and Feedback Control

Output feedback control
d
r+ e Controller u + + Plant y
- Gc(s) Gp(s)
+ n
+
Only output signal is used for feedback

1
 Cont…
State feedback control
d
r Feedforward + u + + y
Plant
gain matrix -
Feedback x
gain matrix

Plant
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
State variables are used for feedback.
One of the state variables may be the output.

2. Controllable/Uncontrollable

2
Cont…

3. Controllability
Controllability concept
Situations:
 We want to design a feedback system with the
desired performance.
 We want to control unstable systems.

Questions:
 Is it possible to move the initial state x(t0) to the
desired state x(t1) after a finite time by applying
the appropriate input u(t)?

3
Cont…
Observability concept
Situations:
 Some variables are difficult to measure for
feedback.
 Some sensors are too expensive. So they can not
be used.
Questions:
 Is it possible to know the initial state x(t0) or the
state x(t) from both the input u(t) and the output
y(t) observed for a finite time?

Cont…
Why do we check it?
Necessary to know the existence
of uncontrollable state variables
because the feedback of the state
variables is used.
If a system is uncontrolable, no
state controller can be designed.
Firstly introduced by R.E. Kalman. R.E. Kalman
(1930-2016)

4
 Cont…
(Definition) Controllability
A system is said to be controllable at t= t0 if there is a
control input u(t), t0<tt1 that can move the initial
state x(t0) to the desired state x(t1) at t= t1.

Cont…
Single input LTI system:
The controllability is closely related to matrices A and
B. For example

0 1  
x    x     u, x (t0 )  0
 0 1  

Transition matrix (t)

At
1 -1+et 
Φ (t )  e  
0 et 

5
 Cont…
The solution is 0
t
 e A(t  ) Bu ( )d
A ( t  t0 )
x (t )  e x (t0 ) 
0

t 1 -1+e(t  )   
  0
0
  u ( )d
e(t  )    
 t 


 0
[     e(t  ) ]u ( )d 

 t


(t  )
 e u ( )d
 0 

Cont…
Letting t= t1
t1 t1
x1 (t1 )  (   )  0
u ( )d    0
e(t1  ) u ( )d
t1
x2 (t1 )    0
e(t1  ) u ( )d

When  0, = 0
t1
x1 (t1 )    0
u ( )d

x2 (t1 )  0
 x1(t1) can be moved to any state via u(t), but x2(t1) is
always fixed to 0.

6
 Cont…
(Definition) Controllability of a LTI system
A LTI system is said to be controllable at t= t0 if u(t),
t0< t  t1 exists to move x(t0) to the desired state x(t1)
at t= t1. Especially if one of the following conditions
is true, then it is controllable:

1. The rank of the nnm controllability matrix is n.

U= [B AB  An-1B]
2. All rows of the transfer matrix are linearly
independent.
(sI-A)-1B

Cont…
3. The controllable Gramian matrix WC is
nonsingular.
t
 e A BBT e A  d , t  0
T
Wc 
0
For example, given a system
0 1 1 0 
x    x  0 1  u, x (t0 )  x0
 1 2   
Controllability matrix is given by
1 0 0 1  Since U= 2 = n,
U  [ B AB ]   
 0 1 1 2  controllable.

7
 Cont…
Consider a system
 1 1 0  1 
x   0 1 0  x   2  u, x (t0 )  x0
 
 0 0 0   1 

Controllability matrix is given by

 1 1 3
U  [ B AB A2 B ]   2 2 2 
 1 0 0 

Cont…
 1 1 3 -2E1+E2  E2
U  [ B AB A2 B ]   2 2 2  -E1+E3  E3
 1 0 0 

1 1 3 1
0 4 8  -4E2+E3  E3 1 1 3
  0 4 8 
0 1 3   
0 0 1 
Since U= 3= n, controllable.

8
 Cont…
Consider a LTI system
1 1  1
x    x    u, x (t0 )  x0
0 2  1
1
1  s  1 1  1
( sI  A) B  
 0 s  2  1

 s3 
1  s  2 1  1  ( s  1)( s  2) 

  
( s  1)( s  2)  0 s  1 1  1 
 ( s  2) 
 
To check the linear independence of two rows
s3 1
1  2 0
( s  1)( s  2) ( s  2)

Cont…
Multiplying both sides by (s-1)(s+2) gives

1(s+3)+2(s-1)= (1+2)s+(31-2)= 0s+0s0

Comparing the left and right sides gives
1+2= 0 
31-2= 0 

Thus, 1= 2= 0. Since two rows of (sI-A)-1B are linearly

independent, controllable.

9
 Cont…
For example, given a system
 1 0  1
x    x  1 u, x (t0 )  x0
 0 2  

Transition matrix (t)

At
et 0 
Φ (t )  e  
2t
0 e 
t
 e A BBT e A  d , t  0
T
Wc 
0

Cont…
e 0  1 e 0  e 2 e3 
   1 1 
A T AT 
e BB e   
0 e2  1 0 e2  e 3 e4 
t t  e 2
e3 
 e A BBT e A  d  
T
Wc   3 4
d
0 0 e 
 e
1 2t 1 3t 
 2 (1  e ) 3 (1  e ) 
 
 1 (1  e 3t ) 1 (1  e 4t ) 
 3 4 
Since Wc is
1 1
Wc  (1  e2t )(1  e 4t )  (1  e3t ) 2  0 nonsingular,
8 9
controllable.

10
 Cont…
For example, check the controllability using the
Matlab functions.
 1 1 0  1 
x   0 1 0  x   2  u, x (t0 )  x0
 0 0 0   1 
Program:
>>A= [-1 1 0;0 -1 0;0 0 0];
>> B= [1;2;1];
>> U= ctrb(A,B); % Controllability matrix
>> r= rank(U) % Rank
r= 3

4. Observability
Why do we need to check it?
Designing and implementing state feedback control
require the feedback of all state variables.
When some state variables are unmeasurable, we
need to check whether they can be estimated from the
model.
If the system is unobservable, state observer design is
impossible
Firstly introduced by R.E. Kalman

11
 Cont…
LTI system:
The observability is closely related to matrices A
and C.
x  Ax  Bu, x (t0 )  x0
y  Cx  Du

x  Ax  Bu, x (t0 )  x0
y  Cx

Cont…
(Definition) Observability
A LTI system is said to be observable if there is
enough t= t1>0 that u and y determine x0 uniquely.
Especially it is observable if one of the following
conditions is true:
1. The rank of the npm observability matrix V is n.

 C 
 CA 
V  
  
 n-1 
CA 

12
 Cont…
2. All columns of the transfer matrix are linearly
independent.

C(sI-A)-1

3. The observable Gramian matrix WO is nonsingular.

t
 e A  C T Ce A d , t  0
T
Wo 
0

Cont…
For example, consider a SISO LTI system
0 1 0 
x    x    u, x (t0 )  x0
 1 2  1 
y  1 0 x
Observability matrix yields
 C  1 0 
V   
CA 0 1 
 Since V= 2 = n, the system is observable.

13
 Cont…
For example, consider a LTI system

0 1  1 
x    x  0  u, x (t0 )  x0
 0 0   
y  1 0 x
1
 s 1
C ( sI  A) 1  1 0  
0 s 
1  s 1  1 1
 2 1 0   
s  0 s  s s2 

Cont…
To check the linear independence of two columns
1 1
1   2 0
s s2
Multiplying both sides by s2 gives

1s+2= 0s+0s0
Comparing the left and right sides gives

 Since 1= 2= 0, the system is observable.

14
 Cont…
Program:
>> A= [0 1;0 0]; B= [1;0]; C= [1 0];
>> U= ctrb(A,B); % Controllability matrix
>> ru= rank(U) % Rank
>> V= obsv(A,C); % Observability matrix
>> rv= rank(V) % Rank
ru= 1
0 1  1 
rv= 2 x    x    u, x (t0 )  x0
0 0 0 
y  1 0 x
The system is observable but not controllable.

5. Similarity Transformation
A LTI system can be represented as a combination of
subsystems with appropriate similarity transformation

 Controllable and
observable system
 Controllable but
unobservable system
 Observable but
uncontrollable system
 Uncontrollable and
unobservable system

15
Cont…
Controllable subsystem
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
If U= n1< n, via the following similarity
transformation
x  Qx
The original system can be represented by a
combination of controllable subsystems and
uncontrollable subsystems.

Cont…

(n-n1) vectors randomly chosen

such that Q is nonsingular

where Q= [q1 q2 … qn1 qn1+1 … qn]

n1 independent linear vectors

selected from U

16
 Cont…
Original system
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
Similarity transformation x  Qx

x  Ax  Bu
y  Cx  Du
where A  Q 1 AQ, B  Q 1 B, C = CQ, D  D

Cont…
Transformed system
 x c   Ac A12   xc   Bc 
    u

 xc   0 Ac   xc   0 
x 
y  Cc Cc   c   Du
 xc 
Controllable subsystem

x c  Ac xc  Bc u
y  Cc xc  Du

17
Cont…
Consider a LTI system.

0 1 0 0
x   1 2 0  x  1  u, x (t0 )  x0
 0 0 3 0 
y  1 1 0 x
The controllability matrix U gives
0 1 2 
U  [ B AB A2 B]  1 2 3 
0 0 0 

Cont…
Since U= 2 < n= 3, it is uncontrollable. n1= 3-2= 1.
Choosing one vector randomly such that Q is
nonsingular yields

0 1 2  0 1 0
U  1 2 3  Q  1 2 0 
0 0 0  0 0 1 
2 1 0
Q 1  1 0 0  Randomly choose
 0 0 1  such that Q-1 exists

18
 Cont…
Thus
0 - 1 0 
A  Q AQ  1 -2 0  ,
1

0 0 -3 
1 
B  Q 1 B  0  ,
0 
C  CQ  1 1 0 ,
DD0

Cont…
The transformed system is given by
0 - 1 0  1 
 x c     xc   
    1 -2 0     0  u
 xc     xc  0 
 0 0 -3   
x 
y  1 1 0  c 
 xc 
0 1 1 
Thus, controllable x c   x 
 c 0 u
subsystem is given by  1 2   
y  1 1 xc

19
 Cont…
Observable subsystem
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
If V= n2 < n, via the similarity transformation
x  Q 1 x
the original system can be represented by a
combination of observable subsystems and
unobservable subsystems.

Cont…
 q1 
 q  n2 independent vectors
 2 
   selected from V
 
where Q   qn2 
q 
 2 
n 1 (n-n2) vectors randomly
   chosen such that Q is
  nonsingular
 n 
q

20
 Cont…
Original system
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
Similarity transformation x  Q 1 x
x  Ax  Bu
y  Cx  Du
where A  QAQ 1 , B  QB, C  CQ 1 , D  D

Cont…
Transformed system
 x o   Ao A12   xo   Bo 
    u
 Ao   xo   0 
 xo   0
x 
y  Co Co   o   Du
 xo 
Observable subsystem
x o  Ao xo  Bo u
y  Co xo  Du

21
 Cont…
Consider a LTI system.
0 1 0 0 
x   1 2 0  x  1  u, x (t0 )  x0
 0 0 3 0 
y  1 1 0 x
The observability matrix V gives
 C   1 1 0
 
V   CA    1 1 0 
 2   1 1 0
CA   

Cont…
Since V= 1 < n= 3, it is unobservable. Selecting Q as
1 1 0  1 1 0 
Q  0 1 0  Q 1
 0 1 0 
0 0 1  0 0 1 
Randomly choose
Thus such that Q-1 exists
-1 0 0  1 
A  QAQ 1
 -1 -1 0  , B  QB  1 
 
0 0 -3  0 
C  CQ 1  1 0 0 , D  D  0

22
 Cont…
The transformed system is given by
-1 0 0  1 
 x o   
 o x   
    -1 -1 0    xc  1  u
 xo  0 0 -3   xo  0 
 
x 
y  1 0 0  o 
 xo 
Thus, observable  1 0  1
x o   x 
 o 1 u
subsystem is given by  1 1 
y  1 0 xo

6. Controllable Canonical Form

State feedback control
d
r Feedforward + u + + y
Plant
gain matrix -
Feedback x
gain matrix

23
 Cont…

Controller Plant
r u y
u   Kx  Fr D/A

A/D A/D
x1 x2

Cont…
Plant
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
where A  nn , B  n1 , C  1n ,D  
Assumption
The plant is a SISO LTI system(u and y are scalars)
It is controllable & observable(U= n, V= n)

24
 Cont…
Similarity transformation
Before
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
x  Qx
After
Q is
x  Ax  Bu, x (t0 )  x0 nonsingular
y  Cx  Du
where A  Q 1 AQ, B  Q 1 B, C  CQ, D =D

Cont…
Controllability
Before U  [ B AB  An 1 B ], U  n
After U  [ B AB  Ai 1 B  An 1 B ]
The ith term in the above equation

Ai 1 B  (Q 1 AQ )(Q 1 AQ ) (Q 1 AQ )Q 1 B  Q 1 Ai 1 B

Thus (i-1) times

U  Q 1[ B AB  Ai 1 B  An 1 B ]  Q 1U , U  n
If Q is nonsingular, controllability is kept after transformation.

25
 Cont…
Observability
 C   C 
 CA   
 CA 
Before V   , V  n After V 
    
 n 1   
CA  CAn1 
As the previous case

CAi 1  CQ (Q 1 AQ )(Q 1 AQ ) (Q 1 AQ )  CAi 1Q

(i-1) times

Cont…
After transformation
 C   C 
   
     
V   CAi 1    CAi 1  Q  VQ
   
     
 n 1   n 1 
CA  CA 
Thus V  n
 Observability is kept after transformation.

26
 Cont…
Conversion to controllable canonical form
System
x  Ax  Bu, x (t0 )  x0
y  Cx  Du
Controllable canonical form
x  Ax  Bu, x (t )  x 0 0

y  Cx  Du
where A  Q 1 AQ, B  Q 1 B, C  CQ, D =D

Cont…
Controllable canonical form(SISO)
 0 1 0  0  0
  0
 0 0 1  0   
x         x     u, x (t0 )  x0
   
 0 0 0  1  0
 a a  1 
 n n 1  an  2   a1 

y  (bn  b0 an ) (bn 1  b0 an 1 )  (b1  b0 a1 )  x  b0 u

Transfer function

(b1  b0 a1 ) s n1  (b2  b0 a2 ) s n 1    (bn  b0 an )

G( s)   b0
s n  a1s n1    an1s  an

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 Cont…
Conversion procedure
Step 1: Check the controllability of the system (U= n).
U  [ B AB  An1 B ]
Step 2: Find the characteristic polynomial from A.
( ) |  I  A |  n  a1 n 1    an 1  an
Step 3: Obtain Q= [q1 q2 … qn]
qn  B
qn 1  AB  a1 B
qn  2  A2 B  a1 AB  a2 B

q1  An 1 B  a1 An  2 B   an 1 B

Cont…
Step 4: Obtain matrices

A  Q 1 AQ, B  Q 1 B, C  CQ, D =D
For example, consider a dynamic system.
1 0 1
x    x  1 u
 1 2  
y   2 1 x
Check the controllability.
Convertible to the
1 1  controllable
U  [ B AB ]    , U  2
1 3 canonical form.

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 Cont…
Getting the characteristic polynomial of A
 1 0
 ( )   I  A   2    2
1 2
a1= 1, a2= -2 1 0 1
x    x  1 u
 1 2  
1 y   2 1 x
q2  B   
1
1 1  2 
q1  AB  a1 B     1      Q= [q1 q2]
 3 1  2 

Cont…
 2 1 1 1 1
Q   Q 1   
 2 1 4 2 2 
Obtain matrices
1 1 1  1 0   2 1  0 1 
A  Q 1 AQ =     
4  2 2   1 2   2 1  2 1
1 1 1 1 0 
B  Q 1 B =      
4  2 2  1 1 
 2 1
C  CQ =  2 1     2 3 , D  D =0
 2 1

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 Cont…
Before
1 0 1 G ( s )  C ( sI  A) 1 B  D
x    x   u
 1 2  1 3s  2
 2
y   2 1 x s s2
 TFs before and after the
After
transformation are the same.
0 1  0 G ( s )  C ( sI  A) 1 B  D
x    x   u
 2 1 1  3s  2
 2
y   2 3 x s s2

Cont…
Example 1: Code to obtain the controllable canonical
form of the system.
 2 1 0  4
x   0 0 1  x   0  u
 
 1 0 0  1 
y  1 0 0 x

Program:

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 Cont…
MATLAB program
A= [-2 1 0;0 0 1;-1 0 0]; B= [4;0;1]; C= [1 0 0];
D= 0;
3 2
p= poly(A); %  ( )    a1  a 2   a 3
Q(:,3)= B;
Q(:,2)= A*Q(:,3)+p(2)*B;
Q(:,1)= A*Q(:,2)+p(3)*B;
IQ= inv(Q);
A1= IQ*A*Q, B1= IQ*B, C1= C*Q, D1= D
[ns,ds]= ss2tf(A,B,C,D) % TF of original
[ns1,ds1]= ss2tf(A1,B1,C1,D1) % TF after

Cont…
Example 2: Obtain the TF of the system.
0 1 0 0 
x   0 0 1  x  0  u
 
 2 0 1 1 
y   2 3 0 x
Solution:
G ( s)  C ( sI  A) 1 B  D
b1s 2  b2 s  b3 3s  2
 
s3  a1s 2  a2 s  a3 s3  s 2  2

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 Cont…
Example 3: Write the TF in the controllable
canonical form.
2 s 3  3s 2  6 s  2
G (s) 
s 3  6 s 2  5s  1
Solution:
a1= 6, a2= 5, a3= 1, b0=2, b1= 3, b2= 6, b3= 2
 0 1 0  0 0 1 0 0 

x   0 0 1  x   0  u   0 0 1  x  0  u
    
  a3  a2 a1  1   1 5 6  1 
y  (b3  b0 a3 ) (b2  b0 a2 ) (b1  b0 a1 )  x   0 4 9 x

Cont…
Observable canonical form

0 0  0 an   (bn  b0 an ) 
  
1 0  0 an 1   (bn 1  b0 an 1 ) 
x  0 1  0 an  2  x  (bn  2  b0 an  2 )  u, x (t0 )  x0
   
        
0 0  1 a1   (b  b a ) 
  1 0 1 
y  0 0  0 1 x  b0 u

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Q&A

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