Multivariable Control

Systems
Ali Karimpour
Assistant Professor
Ferdowsi University of Mashhad
 Chapter 1 Chapter 1

Linear Algebra
Topics to be covered include:

 Vector Spaces
 Norms
 Unitary, Primitive and Hermitian Matrices
 Positive (Negative) Definite Matrices
 Inner Product
 Singular Value Decomposition (SVD)
 Relative Gain Array (RGA)
 Matrix Perturbation
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 Chapter 1

Vector Spaces

A set of vectors and a field of scalars with

some properties is called vector space.
To see the properties have a look on Linear Algebra written by Hoffman.

Some important vector spaces are:

R n over the field of real numbers (R)

C n over the field of complex numbers (C)

Continuous functions on the interval [0, over the field of real numbers (R)
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 Chapter 1

Norms

To meter the lengths of vectors in a vector space

we need the idea of a norm.
Norm is a function that maps x to a nonnegative real number
. : F  R
A Norm must satisfy following properties:

1  Positivity x  0 ,  x  0

2  Homogeneity x   x ,  x  F and    C

3  Triangle inequality x  y  x  y ,  x, y  F
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 Chapter 1

Norm of vectors
1
 p p
p-norm is: x p
   ai  p 1
 i 

 
For p=1 we have 1-norm or sum norm x 1    ai 
 i 
1/ 2
 2
For p=2 we have 2-norm or euclidian norm x 2    ai 
 i 

For p=∞ we have ∞-norm or max norm x 

 max ai 
i

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 Chapter 1

Norm of vectors
1 x 1  (1  1  2)  4
Let x  - 1 Then x 2  12  12  2 2  6
 2 
x 
 max(1,1,2)  2

x 
1
x 2 1

x 1 1

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 Chapter 1

Norm of real functions

Consider continuous functions on the interval [0,

over the field of real numbers (R)

1-norm is defined as f (t ) 
 sup f (t )
t[ 0 ,1]

f (t ) 2    f (t ) dt 
 1 2 2
2-norm is defined as
 0 

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 Chapter 1

Norm of matrices

We can extend norm of vectors to matrices

Sum matrix norm (extension of 1-norm of vectors) is: A sum

  aij
i, j

a
2
Frobenius norm (extension of 2-norm of vectors) is: A F
 ij
i, j

Max element norm (extension of max norm of vectors) is: A max  max
i, j
aij

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 Chapter 1

Matrix norm

A norm of a matrix is called matrix norm if it satisfy

AB  A . B

Define the induced-norm of a matrix A as follows:

A ip  max Ax p
x p
1

Any induced-norm of a matrix A is a matrix norm

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 Chapter 1

Matrix norm for matrices

If we put p=1 so we have

A i1  max Ax 1  max  aij Maximum column sum

x 1 1 j
i

If we put p=inf so we have

A i  max Ax 
 max  aij Maximum row sum
x 
1 i
j

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 Chapter 1

Unitary and Hermitian Matrices

A matrix U  C nn is unitary if

U HU  I
nn
A matrix Q  C is Hermitian if

QH  Q

For real matrices Hermitian matrix means symmetric matrix.

1- Show that for any matrix V, V H V and VV H are Hermitian matrices

2- Show that for any matrix V, the eigenvalues of V H V and VV H

are real nonnegative. 11

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 Chapter 1

Primitive Matrices

A matrix A  R nn is nonnegative if whose entries are nonnegative numbers.

A matrix A  R nn is positive if all of whose entries are strictly positive numbers.

Definition 2.1
A primitive matrix is a square nonnegative matrix some power (positive integer)
of which is positive.

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 Chapter 1

Primitive Matrices

0 2 
A  with eigenvalues - 2 and 1 is primitive.
1 1 

0 4 
A  with eigenvalues - 2 and 2 is not primitive.
1 0 

1 0
A  with eigenvalues 1 and 1 is not primitive.
1 1 

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 Chapter 1

Positive (Negative) Definite Matrices

n n
A matrix Q  C is positive definite if for any x  C n , x  0

x H Qx is real and positive

n n
A matrix Q  C is negative definite if for any x  C n , x  0

x H Qx is real and negative

n n
A matrix Q  C is positive semi definite if for any x  C n , x  0
H
x Qx is real and nonnegative

Negative semi definite define similarly 14

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 Chapter 1

Inner Product

An inner product is a function of two vectors, usually denoted by

 x, y 
Inner product is a function that maps x, y to a complex number
 .,.  : F  F  C
An Inner product must satisfy following properties:

1  Symmetry :  x, y  y, x 
2  Linearity :  ax  by, z  a  x, z  b  y, z 

3  Positivity :  x, x  is positive ,  x  F, x  0
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 Chapter 1

Singular Value Decomposition (SVD)

100 100  5
1 5
A A 
100.2 100 5.01  5

100 100  0 0
A  A   A  
100.1 100   0 .1 0 


1  10 10  1 1  5 5 
( A  A)    A   ( A ) 1
( A )   
10.01  10  5  5 
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 Chapter 1

Singular Value Decomposition (SVD)

Theorem 1-1 : Let M  C l m . Then there exist   R l m and unitary matrices

Y  C l l and U  C m m such that

M  YU H
 1 0 ... 0
S 0 
0  ... 0 
  S 2
 1   2  ........   r  0
0 0  . . ... . 
 
0 0 ...  r 

Y  [ y1 , y 2 ,......, y l ], U  [u1 , u 2 ,......, u m ]

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 Chapter 1

Singular Value Decomposition (SVD)

Example 1 2  1
M  3 4 1 
4 2 8 
H
0.04  0.53  0.85 9.77 0 0  0.50  0.33  0.80
M  0.38  0.77 0.51  .  0 4.53 0  . 0.35  0.77 0.53
0.92 0.34  0.17  0 0 0 0.79 0.55 0.27 
0.50 0.04  0.33   0.53
u1  0.35 Mu1  9.77 0.38  9.77 y1 u 2   0.77  Mu 2  4.53 0.77  4.53 y2
0.79 0.92  0.55   0.34 
 0.80
u3   0.53  Has no affect on the output or Mu3  0
 0.27  18
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 Chapter 1

Singular Value Decomposition (SVD)

Theorem 1-1 : Let M  C l m . Then there exist   R l m and unitary matrices

Y  C l l and U  C mm such that

M  YU H
Y can be derived from eigenvectors of M M H

U can be derived from eigenvectors of M H M

 1 ,  2 , ... ,  r are roots of nonzero eigenvalues of M H M or M M H

2 1 
3- Derive the SVD of A 
0  1
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 Chapter 1

Matrix norm for matrices A ip  max Ax

x p
1 p

If we put p=1 so we have

A i1
 max Ax 1  max  aij Maximum column sum
x 1 1 j
i

If we put p=inf so we have

A i  max Ax 
 max  aij Maximum row sum
x 
1 i
j

If we put p=2 so we have

Ax
A i 2  max Ax 2  max 2
  1 ( A)   max ( A)   ( A)
x 2 1 x 2 1 x 2
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 Chapter 1

Relative Gain Array (RGA)

The relative gain array (RGA), was introduced by Bristol (1966).

For a square matrix A

RGA( A)  ( A)  A  ( A 1 ) T

For a non square matrix A

†
RGA( A)   ( A)  A  ( A ) T

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 Chapter 1

Matrix Perturbation

1- Additive Perturbation

2- Multiplicative Perturbation

3- Element by Element Perturbation

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 Chapter 1

Additive Perturbation

Theorem 1-3

Suppose A  C mn has full column rank (n). Then

min
m n
C
 
 2 | rank ( A   )  n   n ( A)   ( A)


 ( A) 

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 Chapter 1

Multiplicative Perturbation

Theorem 1-4

Suppose A  C nn . Then

min
C

n n

 2 | rank ( I  A )  n 
1
 ( A)

 ( A) 
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 Chapter 1

Element by element Perturbation

Theorem 1-5 : Suppose A  C n n is non-singular and suppose ij

is the ijth element of the RGA of A.

The matrix A will be singular if ijth element of A perturbed by

1
aijp  aij (1  )
ij

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 Chapter 1

Element by element Perturbation

Example 1-3

100 100  500 501 

A  ( A)  
100.2 100 
 501  500

1
Now according to theorem 1-5 if a11 multiplied by (1  )  1.002
11

then the perturbed A is singular or

100 *1.002 100 100.2 100

AP     
 100 . 2 100   100 .2 100 
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