Introduction to Control Theory Including Optimal Control

Nguyen Tan Tien - 2002.4

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C.6 Controllability and Observability

6.1 Introduction
It is seen from equation (6.6) that if bi , the i th row of B1 ,
has all zero components, then z&i = i z i + 0 , and the input

6.2 Controllability
We consider a system described by the state equations
x& = A x + B u

y = C x

(6.1)

where A is n n , B is n m and C is r n .

By definition, the system equation (6.6) is controllable if only

if a control function u(t ) can be found to transform the initial

With the transformation

x = Pz

u(t ) has no influence on the i th mode (that is e it ) of the

system. The mode is said to be uncontrollable, and a system
having one or more such modes is uncontrollable. Otherwise,
where all the modes are controllable the system is said to be
completely state controllable, or just controllable.

state
(6.2)

z 0 = [z 01 z 02 L z 0 n ]T

to

specifies

state

z1 = [z11 z12 L z1n ] .

T

we can transform equation (6.1) into the form

Example 6.1_______________________________________
x& = A1z + B1u

y = C1x

(6.3)

where A1 = P 1 A P , B1 = P 1 B and C1 = C P . Assuming

that A has distinct eigenvalues 1 , 2 ,L, n we can choose

Check whether
representation

the

system

having

the

state-space

1 2
4
x& =
3 4 x + 6 u
y = [1 2]x

P so that A1 is a diagonal matrix, that is,

is controllable.
A1 = diag{1 , 2 ,L, n }

The eigenvalues 1 = 1 , 2 = 2 and the corresponding

eigenvectors x1 = [1 2]T , x 2 = [2 3]T , so that the modal
matrix is

If n = m = r = 2 the first order of (6.3) has the form

z&1 1 0 z1 b11 b12 u1
z& 2 = 0 2 z 2 + b21 b22 u 2

P = 1 2 and P 1 = 3 2
1 3
1 1

which is written as
z& 1 = 1z1 + b1 u

z& 2 = 2 z 2 + b 2 u

Using transformation x = P z , the sate equation becomes

(6.4)

where b1 and b2 are the row vectors of the matrix B1 . The

output equation is

c 21
y1 c11 c12 z1 c11
y 2 = c21 c22 z 2 = c21 z1 + c 22 z 2
or
y = c1z1 + c 2 z 2

This equation shows that the first mode is uncontrollable and

so the system is uncontrollable.
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Definition
(6.5)

where c1 ,c 2 are the vectors of C1 . So in general, equation

(6.3) can be written in the form

z& i = i z i + b i u (i = 1,2,L, n)

ci z i
y
=

i =1

z& = 1 0 z + 0 u
0 2
2
y = [ 1 4]z

The matrix Q = [ B | A B | L | A n1 B ] is called the system

controllability matrix.
The Controllability Criterion
rank{Q} = n the system is controllable
Example 6.2_______________________________________

(6.6)

Using the controllability criterion verify that the system in

example 6.1 is uncontrollable.

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Chapter 6 Controllability and Observability

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Introduction to Control Theory Including Optimal Control

Nguyen Tan Tien - 2002.4

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For the system

b = 4 and Ab = 1 2 4 = 8 ,
6
3 4 6 12

so that
r{Q} = r {[b Ab]} = r{4 8 } = 1
6 12
Since the rank of Q is less than 2, the system is
uncontrollable.
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The above example illustrates the importance of the

observability concept. In this case we have a non-stable
system, whose instability is not observed in the output
measurement.

Definition
The matrix R = [ C | C T A | L | C T A n1 ]T is called the system
observability matrix.

The Observability Criterion

rank{R} = n the system is observable

Example 6.3_______________________________________

Example 6.5_______________________________________

Determine whether the system, governed by the equation

Using observability criterion, verify that the system examined

in example 6.4 is unobservable

x&1 0 6 x1 3 6 u1
x& 2 = 1 5 x 2 + 1 2 u 2
is controllable.
Using the controllability criterion

r{Q} = r {[B A B ]} = r{ 3 6 6 12}

4
1 2 2
It is obvious that the rank of this matrix is 1. The system is
therefore uncontrollable.

For this system

c = [3 2] and A = 5 4 ,
6 5

hence
R = 3 2 , so that r {R} = 1
3 2

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6.3 Observability

z& = A1z + B1u

. If a row of
Consider the system in the form
y = C1x
the matrix C1 is zero, the corresponding mode of the system
will not appear in the output y . In this case the system is
unobservable, since we cannot determine the state variable
corresponding to the row of zeros in C1 from y .
Example 6.4_______________________________________

Determine whether the system have the state equations

x&1 5 4 x1 1
x& 2 = 6 5 x 2 + 2 u
x
y = [3 2] 1
x2
is observable.
Using the modal matrix P = 1 2 , the transform matrix
1 3
x = P z , transform the state-equations into
z&1 1 0 z1 1
z& 2 = 0 1 z 2 + 1 u
z
y = [1 0] 1
z2

This results shows that the system is unobservable because

the output y does not influenced by the state variable z 2 .

Since the rank of R is less than 2, the system is unobservable.

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6.4 Decomposition of the system state

From the discussion in the two previous sections, the general
state variables of a linear system can be classified into four
exclusive groups as follows:
controllable and observable
controllable and unobservable
uncontrollable and observable
uncontrollable and unobservable
Assuming that the system has distinct eigenvalues, by
appropriate transforms the state equations can be reduced to
the form below
x& 1 A1 0 0 0 x1 B1
x& 2 0 A2 0 0 x 2 B
x& = 0 0 A 0 x + 2 u
3
3 0
3
x& 4 0 0 0 A4 x 4 0
x1
x
y = [C1 0 C3 0] 2
x
3
x 4

(6.11)

The (transformed) systems matrix A has been put into a

block-diagonal form where each Ai (i = 1,2,3,4) is in
diagonal form. The suffix i of the state-variable
vector xi implies that the elements of this vector are the state
variables corresponding to the i th group defined above.

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Chapter 6 Controllability and Observability

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Introduction to Control Theory Including Optimal Control

Nguyen Tan Tien - 2002.4

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Example 6.6______________________________________

Example 6.7_______________________________________

Consider the system

Illustrate the above discussion with the systems considered in

examples 6.1 and 6.4

0 0 x1 1
0 0 x 2 0
0 0 x3 + 1
0 0 x 4 0
0 0 x 1
5
0 4 x 0
6
x1
x2
y1 0 0 1 2 0 1 x3
y 2 = 1 0 1 1 0 1 x4
x5
x6
x&1 2
x& 2 0
x&
3 = 0
x& 4 0
x&5 0
x& 6 0

0
1
0
0
0
0

0 0
0 0
1 0
0 3
0 0
0 0

1
0
1 u1
0 u 2
0
2

0 0
1 0
0 4
0 0
0 0
0 0

0 0
0 0
0 0
0 0
0 3
0 0

0 x1 1
0 x3 1
0 x 6 + 0
0 x5 1
0 x 0
1 x 4 0
2

z&1 1 0 z1 0
z& 2 = 0 2 z 2 + 2 u
z
y = [ 1 4] 1
z2

and can be represented by Fig.6.2

By inspection we can rewritten the above system in the

following form
x&1 2
x&3 0
x&
6 = 0
x&5 0
x& 4 0
x& 2 0

In example 6.1, the state equations were transferred into the

diagonal form

1
1
2 u1
0 u 2
0
0

z&1 = z1

-1

z&2 = 2 z2 + 2u

-4

Fig. 6.2
The system has two modes corresponding to the poles = 1
and = 2 . The transfer function

s 2 0 0
8
G ( s) = C [ sI A] B = [ 1 4]
=
1 2 s 2
0

s 1

x1
x3
y1 0 1 1 0 2 0 x6
y 2 = 1 1 1 0 1 0 x5
x4
x2

It is seen that the transfer function involves only the mode

corresponding to = 2 - the controllable and observable one.
The uncontrollable mode = 1 does not appear in the
transfer function.

hence
controllable and observable

x1, x 3 , x 6

In example 6.4 the transformed state equations are

controllable and unobservable

x5

uncontrollable and observable

x4

uncontrollable and unobservable

x2

z&1 1 0 z1 1
z& 2 = 0 1 z 2 + 1 u
z
y = [1 0] 1
z2

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We can represent the decompositions of the state variables

into four groups by a diagram

and can be represented in Fig.6.3

S1

z&1 = z1 + u

z&2 = 2 z2 + 2u

S2

Fig. 6.3
S3
S4
Fig. 6.1
In general, a transfer function G ( s ) represents only the
subsystem S1 of the system considered, and indeed on adding
to S1 the subsystem S 2 , S 3 , S 4 will not effect G ( s ) .

In this case
1

s + 1 0 1
1
G ( s) = C [ sI A] B = [1 0]
=
1 1 s + 1
0

s 1

This result shows that the unobservable mode = 1 does not

involved in the transfer function.
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Chapter 6 Controllability and Observability

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Introduction to Control Theory Including Optimal Control

Nguyen Tan Tien - 2002.4

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Definition
x& = A x + B u
The state equation
are said to be a realization
y = C x
1

of the transfer function G (s ) if G ( s ) = C [ sI A] B .

Definition

0
C= M

0
a
0

0
a1

0
a2

0
0
0
O
M and d = T 1b = 0

L
1
M
1
L a n 1

(6.15)

x& = A x + B u
A realization equation
of a transfer function
y = C x
G ( s) is said to be minimal if it is both controllable and
observable.

Also the characteristic equation of A yields

Example 6.8_______________________________________

We construct the transformation matrix T in the following

way:

Obtain a minimal realization of a system having the transfer

function
G ( s) =

1
s ( s + 1)
( s + 1)( s + 2) 3s + 2 2( s + 1)

1
s ( s + 1)
( s + 1)( s + 2) 3s + 2 2( s + 1)

0
c11 c12 s + 1
b11 b12
=

1 b21 b22
c 21 c 22 0

s + 2

p q 2
p q1

Aq 2
p
A
q
p
1

M
M
n1
n 1

p A q1 p A q 2

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6.5 A Transformation into the Companion Form

There exists a transformation
(6.12)

transforming the system

is in a companion form, that is

L
p q n 1

L p Aq n 0
=
M
O
M

L p A n1q n 0

0 L 0

1 L 0
M O M

0 L 1
(6.18)

On taking the product

p

pA
T 1 AT =
A [q1 q1 L q n ]
M
n1
p A

we obtain the matrix

(6.13)

where A is n n matrix assumed to have n distinct

eigenvalues, into

where C = T 1 AT

(6.17)

so that T 1T = I , hence

x&1 1 0 x1 1 0
x& 2 = 0 2 x 2 + 2 1 u
x
y = 1 1 1
1 2 x 2

z& = C z + d u

(6.16)

T = [q1 q1 L q n ]

And the minimal realization is therefore

x& = A x + b u

T 1

p

pA
=
M
n 1
p A

Assume for the moment that T 1 is a non-singular matrix, so

that T exists and has the portioned form

= C [ sI A] 1 B

x =Tz

Let p be a vector of order n 1 . Then p A, p A 2 , L , p A n 1 are

n row vectors, which we collect to make up the n rows of the
matrix T 1 , that is

The system has two modes = 1 and = 2 . Hence we

can write
G ( s) =

I A = n + a n1n1 + L + a 0 = I C = 0

(6.14)

p Aq 2
p Aq1
2
A 2 q 2
p
A
q
p
1

M
M
n
n
p A q1 p A q 2

L p Aq n

L p A 2 q n
O
M

L p A n q n

(6.19)

Note that the first (n 1) rows of equations (6.19) are the

same (row by row) as the last (n 1) rows of the matrix
equation (6.18) the matrix equation (6.19) is in the
companion form, and

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Chapter 6 Controllability and Observability

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Introduction to Control Theory Including Optimal Control

Nguyen Tan Tien - 2002.4

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a0 = p A n q1

a1 = p A n q 2

n
a n1 = p A q n

(6.20)

We must also have

p b = 0

0
p

p
Ab = 0
p A b = 0 or
M
M

n1
p A n 1b = 0
1
p A

that is

Ab L A n 1b = d

p b

(6.21)

Eq. (6.21) is a system of n simultaneous equations in n

unknowns (the components of p ) and will have a unique
solution if and only if the rank of the system controllability
matrix is n , that is if

rank b

Ab L A n 1b = n

(6.22)

(then the system is controllable).

Example 6.9_______________________________________

The state equation of a system is

13 35
2
x& =
x + u
6 16
1

Find the transformation so that the state matrix of the

transformed system is in a companion form.
p b = 0
, we obtain
Using
p Ab = 0

[ p1

2
p 2 ] = 0 and [ p1
1

13 35 2
p2 ]
=1
6 16 1

that is
2 p1 + p 2 = 0

9 p1 4 p 2 = 1

p1 = 1

p2 = 2

and the transformation matrix

3 2
1 2
1
T =
and T =

1
1

1 3

The required transformation is

3 2
x& =
z
1 1
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Chapter 6 Controllability and Observability

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