ME 433 – STATE SPACE CONTROL

Lecture 4

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State Transformation
We consider the linear, time-invariant system

We define the state transformation

Then we can write

to obtain

The state-space representation is NOT unique!

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 Solution of State Equation
Time-invariant Dynamics:

We consider the linear, time-invariant, homogeneous system

where A is a constant n×n matrix. The solution can be written as

Time-variant Dynamics:

We consider the linear, time-variant, homogeneous system

where A is a time-variant n×n matrix. The solution can be written as

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Transfer Function
We consider the linear, time-invariant system

We Laplace transform the state equation to obtain

And we solve to obtain

We Laplace transform the output equation to obtain

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 Solution of State Equation

We inverse Laplace transform to obtain

−1
⎡ t ⎤
[ ]
where L e At = ( sI − A) ; L ⎢
⎣
∫ f (t − τ )g(τ )dτ ⎥⎦ = f (s)g(s)
0

For LTI systems, the exponential matrix eAt is the transition matrix of the
system. Its Laplace transform Φ(s)=(sI-A)-1 is called the resolvent of the
system. Faddeeva’s algorithm allows for a fast computation of Φ(s).
€
How can we compute the transition matrix eAt ?
1. Compute sI-A.
2. Obtain the resolvent Φ(s) by inverting sI-A.
3. Obtain the transition matrix by computing the inverse Laplace
transform of the resolvent, element by element.
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Transfer Function
Assuming x(0)=0 and combining state and output equations we obtain
the transfer function

[ −1
]
Y (s) = C ( sI − A) B + D U(s)

The transfer function does NOT depend on the state choice because it
represents the input-output relationship.
€
Given two state space representations

[ −1
] [ −1
Y (s) = C˜ ( sI − A˜ ) B˜ + D˜ U(s) = C ( sI − A) B + D U(s) ]
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 Controllability and Observability
Let us consider the system

with

and transfer function

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Controllability and Observability

The transfer function can be written as

What’s going on? Let’s see the system from a different angle. Consider:

with

to obtain

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 Controllability and Observability

with

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Controllability and Observability

Let us assume the following modal form:

Only the controllable and observable mode appears in the transfer function
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 Controllability and Observability

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Controllability
Problem Definition: “A system is said to be controllable if and only if it
is possible, by means of the input, to transfer the system from any initial
state x(0) to any other state x(t) in a finite time t≥ 0”

t
x ( t ) = e At x(0) + ∫e A ( t −τ )
Bu(τ ) dτ
0

Let us take
T
€ u(τ ) = BT e A ( t −τ )
P −1 ( t )[ x ( t ) − e At x (0)]
where
t
T

€
P(t) = ∫e A ( t −τ )
BBT e A ( t −τ )
dτ
0

is invertible.

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€ 65

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 Controllability
Replacing u in the expression for x we will demonstrate that this is an
input that drives the state from x(0) to x(t).
t
x ( t ) = e At x(0) + ∫e
0
A ( t −τ )
[
B BT e A
T
( t −τ )
P −1 ( t )[ x ( t ) − e At x (0)] dτ ]
t
T
= e At x(0) + ∫e A ( t −τ )
BBT e A ( t −τ )
dτP −1 ( t )[ x ( t ) − e At x (0)]
0

= e x(0) + P ( t ) P −1 ( t )[ x ( t ) − e At x (0)]
At

= x (t )
It is indeed possible to show that this the only input that drives the state
from x(0) to x(t).
Theorem: A system is controllable if and only if the matrix
t
€ T
P(t) = ∫e A ( t −τ )
BBT e A ( t −τ )
dτ Controllability Gramian
0
is nonsingular for some t≥ 0.
Proof: In class
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€

Controllability
The time derivative of the Controllability Gramian
t
T
P(t) = ∫e A ( t −τ )
BBT e A ( t −τ )
dτ
0
is given by (Leibniz’s rule)
d T
P ( t ) = e A ( t −τ ) BBT e A ( t −τ ) +
dt € τ =t
t t
d A ( t −τ ) d A T ( t −τ )
+∫
0 dt
[ e ]
T
BBT e A ( t −τ ) dτ + ∫e
0
A ( t −τ )
BBT
dt
e [ dτ ]
t t
d A ( t −τ ) d A T ( t −τ )
= BBT + ∫ [
0 dt
e
T
]
BBT e A ( t −τ ) dτ + ∫e
0
A ( t −τ )
BBT
dt
[
e ] dτ

Then, the Controllability Gramian satisfies

€ P˙ ( t ) = BBT + AP ( t ) + P ( t ) AT , P (0) = 0 Lyapunov Equation

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 Controllability
Theorem: “A system is controllable if and only if the matrix

C = [ B AB A 2 B  A n −1B] Controllability Matrix

is full-rank.”
Proof: In class
€

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Observability
Problem Definition: “An unforced system is said to be observable if
and only if it is possible to determine any (arbitrary initial) state x(0) by
using only a finite record, y(τ) for 0≤τ ≤T, of the output”
Theorem: “A system is observable if and only if the matrix
t
A T ( t −τ )
Q( t ) = ∫e C T Ce A ( t −τ) dτ Observability Gramian
0
is nonsingular for some t≥ 0.”
The Observability Gramian satisfies

Q˙€
( t ) = C T C + AT Q(t ) + Q( t ) A, Q(0) = 0 Lyapunov Equation

Theorem: “A system is observable if and only if the matrix

⎡ C ⎤
€ ⎢ ⎥
⎢ CA ⎥
O= Observability Matrix
⎢  ⎥
⎢ n −1 ⎥
⎣CA ⎦
is full-rank.”
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 Controllability & Observability
Theorem (Popov-Belevitch-Hautus): Eigenvector Tests

A pair {A,B} will be noncontrollable if and only if there exists a row

vector q≠0 such that
qA = λq, qB = 0

In other words, {A,B} will be controllable if and only if there is no row (or
left) eigenvector of A that is orthogonal to B.
€
A pair {C,A} will be nonobservable if and only if there exists a column
vector p≠0 such that
Ap = λp, Cp = 0
In other words, {C,A} will be observable if and only if there is no column
(or right) eigenvector of A that is orthogonal to C.
€
Proof: In class
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Controllability & Observability

Theorem (Popov-Belevitch-Hautus): Rank Tests

A pair {A,B} will be controllable if and only if

rank [ sI − A B] = n for all s

A pair {C,A} will be observable if and only if

€ ⎡ C ⎤
rank ⎢ ⎥ = n for all s
⎣ sI − A ⎦

Proof: In class

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 Controllability & Observability
Examples :

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