Reachability and Controllability

Size: px
Start display at page:

Download "Reachability and Controllability"

Transcription

1 Capitolo. INTRODUCTION 4. Reachability and Controllability Reachability. The reachability problem is to find the set of all the final states x(t ) reachable starting from a given initial state x(t ) : A state x(t ) of a dynamic system is reachable from the state x(t ) in the time interval [t,t if it exists an input function u( ) U such that x(t ) = ψ(t,t,x(t ),u( )). LetX + (t,t,x(t ))denotethe set of all the final states x(t ) reachable at time t starting from the initial state x(t ). Controllability. The controllability problem is to find the set of all the initial states x(t ) controllable to a given final state x(t ): A state x(t ) of a dynamic system is controllable to state x(t ) in the time interval [t,t if it exists an input function u( ) U such that x(t ) = ψ(t,t,x(t ),u( )). Let X (t,t,x(t )) the set of all the initial states x(t ) controllable to the final state x(t ) at time t. X (t,t,x(t )) 3 x(t ) X + (t,t,x(t )) x(t ) t t For time-invariant systems one can use t = and t = t: X + (t,t,x(t )) X + (t,x()), X (t,t,x(t )) X (t,x(t)) For discrete-time systems it is t k: X + (t,x()) X + (k,x()), X (t,x(t)) X (k,x(k))

2 Capitolo 4. REACHABILITY AND CONTROLLABILITY 4.2 Discrete time-invariant linear systems let us consider the following discrete time-invariant linear system: Reachability x(k +) = Ax(k)+Bu(k) The set X + (k) of all the states reachable from the origin in k steps is equal to the set of all the states x(k) obtained starting from the initial condition x() = and considering only the forced evolution of the system: x(k) = k j= A (k j ) Bu(j) = [B AB... A k B u(k ) u(k 2). u() and varying the input u(),u(),...,u(k ) in all the possible ways. Definition. Reachability matrix in k steps: R + (k) = [B AB... A k B The set X + (k) of all the states reachable from the origin in k steps is a vectorial space which is equal to the image of matrix R + (k): X + (k) = Im[R + (k) The subspaces X + (k) reachable in,2,...,k steps satisfy the following chain of inclusions (n is the dimension of the state space): X + () X + (2)... X + (n) = X + (n+) =... The maximum reachable subspace X + (n) is obtained, at the most, in n steps.

3 Capitolo 4. REACHABILITY AND CONTROLLABILITY 4.3 Definition. Reachability matrix of the system: R + = R + (k) k=n = R + (n) = [B AB... A n B The subspace X + of all the state reachable from the origin in a time interval however long is equal to the image of matrix R + : X + = Im[B AB... A n B = ImR + Definition. A system is reachable if the subspace X + of all the reachable states from the origin is equal to the whole state space X: X + = X Necessary and sufficient condition for a system to be reachable is: rank(r + ) = n For discrete, time-invariantlinear systems the set X + (k,x ) has the structure of a linear variety : Graphical representation: X + (k,x ) = A k x +ImR + (k) x 2 X + (k,x ) R + (k) A k x x

4 Capitolo 4. REACHABILITY AND CONTROLLABILITY 4.4 Controllability A state x = x() is controllable to zero in k steps if it exists an input sequence u(),u(),...,u(k ) which brings the initial state x to a final state equal to the origin x(k) = in the time interval [,k: that is: A k x = k j= = x(k) = A k x + k j= A (k j ) Bu(j) A (k j ) Bu(j) A k x X + (k) = ImR + if the state A k x() is reachable from the origin in k steps. Property. A system is controllable if and only if the following relation holds: ImA n X + (n) = ImR + where R + is the reachability matrix of the system. For discrete linear systems the reachability and controllability properties are NOT equivalent: ) The reachability implies the controllability. reachability controllability In fact the reachability implies X + = X from which it follows that: ImA n X + = X, that is the system is surely controllable. 2) The controllability does not imply the reachability: controllability reachability In fact if, for example A = and rank(b) < n, then: rank([b AB... A n B) = rank([b... < n that is the system is not reachable even if it is controllable. IfAisafullrankmatrix, thenthereachabilityandthecontrollabilityimply one another.

5 Capitolo 4. REACHABILITY AND CONTROLLABILITY 4.5 Invariant time-continuous linear systems Let us consider the following invariant time-continuous linear system: Reachability: ẋ = Ax(t)+Bu(t) A state x(t) is reachable at time t starting from zero if it exists an input function u( ) such that: x(t) = t e A(t τ) Bu(τ)dτ Let X + (t) be the set of all the states reachable from the origin x() = in the time interval [, t and let X + denote be the set of all the states reachable from the origin x() = in the time interval [,. Let R t denote the linear function R t : U X defined as follows: R t : u( ) x(t) = t e A(t τ) Bu(τ)dτ The set U is infinite dimensional. The states x(t) reachable at time t are all the states which belongs to the image of the linear function R t : X + (t) = {x : x ImR t } ThesetX + (t), beingtheimageofalinearfunction, isavectorialsubspace of the state space X. Property. For each t >, the reachable subspace X + (t) is the image of the reachability matrix R + : X + (t) = X + = ImR + For continuous-time systems, the reachable subspace does NOT depend on the length of the time interval [,t. The smaller is the time interval [,t the larger is the control action u(t).

6 Capitolo 4. REACHABILITY AND CONTROLLABILITY 4.6 Controllability. For invariant time-continuous linear systems, the controllable subspace X does not depend on the amplitude of the time interval [,t and it is equal to the reachable subspace X +. Example. Let us consider the following electrical network: L C V C J(t) I L V R R The dynamic equations of the systems are: L di L = V C +R(J I L ) RI L dt C dv C = J I L dt V = V C +R(J I L ) wherei L isthecurrentwhichflowsintheinductance, V C isthevoltageacrossthecapacitor, J is the input current and V is the output voltage. In matrix form, the system dynamics can be represented as follows: ẋ = [ 2R L L C x+ [ R L C V = [ R x+[rj The reachability matrix of the system is R + = [ R L C LC 2R2 L 2 R LC J, detr + = LC x = [ R 2 [ IL V C L C The system is reachable only if R + is a full rank matrix. The system is NOT completely reachable if: R 2 = L RC = L C R that is if the inductance time constant L R is equal to the capacitor time constant RC. In this case the two system eigenvalues are coincident: λ,2 = LC.

7 Capitolo 4. REACHABILITY AND CONTROLLABILITY 4.7 Example. Compute the reachability matrix R + of the following system: ẋ(t) = x(t)+ u(t) Reachability matrix R + and computation of the subspace X + : R + = [ b Ab A 2 b =, X + = ImR + = Im The system is reachable. Example. Compute the reachability matrix R + of the following system: ẋ(t) = x(t)+ u(t) Reachability matrix R + and computation of the subspace X + : R + = [ b Ab A 2 b =, X + = Im [ R + = Im The system is NOT completely reachable. Example. Compute the reachability matrix R + of the following system: ẋ(t) = x(t)+ u(t) Reachability matrix R + and computation of the subspace X + : R + = [ B AB A 2 B =, X + = Im [ R + = Im The system is NOT completely reachable...

8 Capitolo 4. REACHABILITY AND CONTROLLABILITY 4.8 Equivalent systems Property. Discrete or continuous-time linear systems which are algebraically equivalent have the same reachability properties. Let T be a full rank transformation matrix which links two algebraically equivalent time-invariant linear systems S = (A, B, C, D) and S = (A, B, C, D): x = Tx { A = T AT, B = T B C = CT, D = D The reachability subspaces in k steps of the two systems S and S, that is X + (k) and X + (k), are linked by the following relation: X + (k) = Im[B...A k B = Im(T [B...A k B) = T X + (k) ThesubspaceX + isinvariantwithrespecttoastatespacetransformation: x = Tx X + = TX + Let R + and R + be the reachability matrices of the two systems. The following relation holds: R + = T R + R + = TR + If the two systems have only one input, R + and R + are squared full rank matrices which satisfy the following relation: T = R + (R + )

Observability and Constructability

Observability and Constructability Capitolo. INTRODUCTION 5. Observability and Constructability Observability problem: compute the initial state x(t ) using the information associated to the input and output functions u(t) and y(t) of the

More information

Control engineering sample exam paper - Model answers

Control engineering sample exam paper - Model answers Question Control engineering sample exam paper - Model answers a) By a direct computation we obtain x() =, x(2) =, x(3) =, x(4) = = x(). This trajectory is sketched in Figure (left). Note that A 2 = I

More information

Systems and Control Theory Lecture Notes. Laura Giarré

Systems and Control Theory Lecture Notes. Laura Giarré Systems and Control Theory Lecture Notes Laura Giarré L. Giarré 2018-2019 Lesson 14: Rechability Reachability (DT) Reachability theorem (DT) Reachability properties (DT) Reachability gramian (DT) Reachability

More information

Module 07 Controllability and Controller Design of Dynamical LTI Systems

Module 07 Controllability and Controller Design of Dynamical LTI Systems Module 07 Controllability and Controller Design of Dynamical LTI Systems Ahmad F. Taha EE 5143: Linear Systems and Control Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/ataha October

More information

Equilibrium points: continuous-time systems

Equilibrium points: continuous-time systems Capitolo 0 INTRODUCTION 81 Equilibrium points: continuous-time systems Let us consider the following continuous-time linear system ẋ(t) Ax(t)+Bu(t) y(t) Cx(t)+Du(t) The equilibrium points x 0 of the system

More information

State space transformations

State space transformations Capitolo 0. INTRODUCTION. State space transformations Let us consider the following linear time-invariant system: { ẋ(t) = A(t)+Bu(t) y(t) = C(t)+Du(t) () A state space transformation can be obtained using

More information

Lecture 2 and 3: Controllability of DT-LTI systems

Lecture 2 and 3: Controllability of DT-LTI systems 1 Lecture 2 and 3: Controllability of DT-LTI systems Spring 2013 - EE 194, Advanced Control (Prof Khan) January 23 (Wed) and 28 (Mon), 2013 I LTI SYSTEMS Recall that continuous-time LTI systems can be

More information

Systems and Control Theory Lecture Notes. Laura Giarré

Systems and Control Theory Lecture Notes. Laura Giarré Systems and Control Theory Lecture Notes Laura Giarré L. Giarré 2017-2018 Lesson 5: State Space Systems State Dimension Infinite-Dimensional systems State-space model (nonlinear) LTI State Space model

More information

Solution for Homework 5

Solution for Homework 5 Solution for Homework 5 ME243A/ECE23A Fall 27 Exercise 1 The computation of the reachable subspace in continuous time can be handled easily introducing the concepts of inner product, orthogonal complement

More information

Module 08 Observability and State Estimator Design of Dynamical LTI Systems

Module 08 Observability and State Estimator Design of Dynamical LTI Systems Module 08 Observability and State Estimator Design of Dynamical LTI Systems Ahmad F. Taha EE 5143: Linear Systems and Control Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/ataha November

More information

Definition of Dynamic System

Definition of Dynamic System Capitolo 0. INTRODUCTION 1.1 Definition of Dynamic System There are various types of dynamic systems: continuous-time, discrete-time, linear, non-linear, lumped systems, distributed systems, finite states,

More information

AC&ST AUTOMATIC CONTROL AND SYSTEM THEORY SYSTEMS AND MODELS. Claudio Melchiorri

AC&ST AUTOMATIC CONTROL AND SYSTEM THEORY SYSTEMS AND MODELS. Claudio Melchiorri C. Melchiorri (DEI) Automatic Control & System Theory 1 AUTOMATIC CONTROL AND SYSTEM THEORY SYSTEMS AND MODELS Claudio Melchiorri Dipartimento di Ingegneria dell Energia Elettrica e dell Informazione (DEI)

More information

Systems and Control Theory Lecture Notes. Laura Giarré

Systems and Control Theory Lecture Notes. Laura Giarré Systems and Control Theory Lecture Notes Laura Giarré L. Giarré 20182019 Lesson 14: Rechability I Reachability (DT) I Reachability theorem (DT) I Reachability properties (DT) I Reachability gramian (DT)

More information

Linear Systems. Linear systems?!? (Roughly) Systems which obey properties of superposition Input u(t) output

Linear Systems. Linear systems?!? (Roughly) Systems which obey properties of superposition Input u(t) output Linear Systems Linear systems?!? (Roughly) Systems which obey properties of superposition Input u(t) output Our interest is in dynamic systems Dynamic system means a system with memory of course including

More information

ECE504: Lecture 9. D. Richard Brown III. Worcester Polytechnic Institute. 04-Nov-2008

ECE504: Lecture 9. D. Richard Brown III. Worcester Polytechnic Institute. 04-Nov-2008 ECE504: Lecture 9 D. Richard Brown III Worcester Polytechnic Institute 04-Nov-2008 Worcester Polytechnic Institute D. Richard Brown III 04-Nov-2008 1 / 38 Lecture 9 Major Topics ECE504: Lecture 9 We are

More information

Theory of Linear Systems Exercises. Luigi Palopoli and Daniele Fontanelli

Theory of Linear Systems Exercises. Luigi Palopoli and Daniele Fontanelli Theory of Linear Systems Exercises Luigi Palopoli and Daniele Fontanelli Dipartimento di Ingegneria e Scienza dell Informazione Università di Trento Contents Chapter. Exercises on the Laplace Transform

More information

Chapter 1 Fundamental Concepts

Chapter 1 Fundamental Concepts Chapter 1 Fundamental Concepts 1 Signals A signal is a pattern of variation of a physical quantity, often as a function of time (but also space, distance, position, etc). These quantities are usually the

More information

Linear System Theory

Linear System Theory Linear System Theory Wonhee Kim Chapter 6: Controllability & Observability Chapter 7: Minimal Realizations May 2, 217 1 / 31 Recap State space equation Linear Algebra Solutions of LTI and LTV system Stability

More information

A proof of the Jordan normal form theorem

A proof of the Jordan normal form theorem A proof of the Jordan normal form theorem Jordan normal form theorem states that any matrix is similar to a blockdiagonal matrix with Jordan blocks on the diagonal. To prove it, we first reformulate it

More information

Control Systems. Laplace domain analysis

Control Systems. Laplace domain analysis Control Systems Laplace domain analysis L. Lanari outline introduce the Laplace unilateral transform define its properties show its advantages in turning ODEs to algebraic equations define an Input/Output

More information

Module 03 Linear Systems Theory: Necessary Background

Module 03 Linear Systems Theory: Necessary Background Module 03 Linear Systems Theory: Necessary Background Ahmad F. Taha EE 5243: Introduction to Cyber-Physical Systems Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/ taha/index.html September

More information

Control Systems Design

Control Systems Design ELEC4410 Control Systems Design Lecture 14: Controllability Julio H. Braslavsky julio@ee.newcastle.edu.au School of Electrical Engineering and Computer Science Lecture 14: Controllability p.1/23 Outline

More information

1. The Transition Matrix (Hint: Recall that the solution to the linear equation ẋ = Ax + Bu is

1. The Transition Matrix (Hint: Recall that the solution to the linear equation ẋ = Ax + Bu is ECE 55, Fall 2007 Problem Set #4 Solution The Transition Matrix (Hint: Recall that the solution to the linear equation ẋ Ax + Bu is x(t) e A(t ) x( ) + e A(t τ) Bu(τ)dτ () This formula is extremely important

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science : Dynamic Systems Spring 2011

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science : Dynamic Systems Spring 2011 MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science 6.4: Dynamic Systems Spring Homework Solutions Exercise 3. a) We are given the single input LTI system: [

More information

Controllability, Observability, Full State Feedback, Observer Based Control

Controllability, Observability, Full State Feedback, Observer Based Control Multivariable Control Lecture 4 Controllability, Observability, Full State Feedback, Observer Based Control John T. Wen September 13, 24 Ref: 3.2-3.4 of Text Controllability ẋ = Ax + Bu; x() = x. At time

More information

6.241 Dynamic Systems and Control

6.241 Dynamic Systems and Control 6.241 Dynamic Systems and Control Lecture 7: State-space Models Readings: DDV, Chapters 7,8 Emilio Frazzoli Aeronautics and Astronautics Massachusetts Institute of Technology February 25, 2011 E. Frazzoli

More information

The goal of this chapter is to study linear systems of ordinary differential equations: dt,..., dx ) T

The goal of this chapter is to study linear systems of ordinary differential equations: dt,..., dx ) T 1 1 Linear Systems The goal of this chapter is to study linear systems of ordinary differential equations: ẋ = Ax, x(0) = x 0, (1) where x R n, A is an n n matrix and ẋ = dx ( dt = dx1 dt,..., dx ) T n.

More information

Control Systems Design, SC4026. SC4026 Fall 2009, dr. A. Abate, DCSC, TU Delft

Control Systems Design, SC4026. SC4026 Fall 2009, dr. A. Abate, DCSC, TU Delft Control Systems Design, SC4026 SC4026 Fall 2009, dr. A. Abate, DCSC, TU Delft Lecture 4 Controllability (a.k.a. Reachability) vs Observability Algebraic Tests (Kalman rank condition & Hautus test) A few

More information

Some solutions of the written exam of January 27th, 2014

Some solutions of the written exam of January 27th, 2014 TEORIA DEI SISTEMI Systems Theory) Prof. C. Manes, Prof. A. Germani Some solutions of the written exam of January 7th, 0 Problem. Consider a feedback control system with unit feedback gain, with the following

More information

Observability. It was the property in Lyapunov stability which allowed us to resolve that

Observability. It was the property in Lyapunov stability which allowed us to resolve that Observability We have seen observability twice already It was the property which permitted us to retrieve the initial state from the initial data {u(0),y(0),u(1),y(1),...,u(n 1),y(n 1)} It was the property

More information

Control Systems Design, SC4026. SC4026 Fall 2010, dr. A. Abate, DCSC, TU Delft

Control Systems Design, SC4026. SC4026 Fall 2010, dr. A. Abate, DCSC, TU Delft Control Systems Design, SC4026 SC4026 Fall 2010, dr. A. Abate, DCSC, TU Delft Lecture 4 Controllability (a.k.a. Reachability) and Observability Algebraic Tests (Kalman rank condition & Hautus test) A few

More information

Control Systems. Frequency domain analysis. L. Lanari

Control Systems. Frequency domain analysis. L. Lanari Control Systems m i l e r p r a in r e v y n is o Frequency domain analysis L. Lanari outline introduce the Laplace unilateral transform define its properties show its advantages in turning ODEs to algebraic

More information

1. Find the solution of the following uncontrolled linear system. 2 α 1 1

1. Find the solution of the following uncontrolled linear system. 2 α 1 1 Appendix B Revision Problems 1. Find the solution of the following uncontrolled linear system 0 1 1 ẋ = x, x(0) =. 2 3 1 Class test, August 1998 2. Given the linear system described by 2 α 1 1 ẋ = x +

More information

SYSTEMTEORI - ÖVNING 5: FEEDBACK, POLE ASSIGNMENT AND OBSERVER

SYSTEMTEORI - ÖVNING 5: FEEDBACK, POLE ASSIGNMENT AND OBSERVER SYSTEMTEORI - ÖVNING 5: FEEDBACK, POLE ASSIGNMENT AND OBSERVER Exercise 54 Consider the system: ẍ aẋ bx u where u is the input and x the output signal (a): Determine a state space realization (b): Is the

More information

Discrete and continuous dynamic systems

Discrete and continuous dynamic systems Discrete and continuous dynamic systems Bounded input bounded output (BIBO) and asymptotic stability Continuous and discrete time linear time-invariant systems Katalin Hangos University of Pannonia Faculty

More information

SYSTEMTEORI - KALMAN FILTER VS LQ CONTROL

SYSTEMTEORI - KALMAN FILTER VS LQ CONTROL SYSTEMTEORI - KALMAN FILTER VS LQ CONTROL 1. Optimal regulator with noisy measurement Consider the following system: ẋ = Ax + Bu + w, x(0) = x 0 where w(t) is white noise with Ew(t) = 0, and x 0 is a stochastic

More information

3 Gramians and Balanced Realizations

3 Gramians and Balanced Realizations 3 Gramians and Balanced Realizations In this lecture, we use an optimization approach to find suitable realizations for truncation and singular perturbation of G. It turns out that the recommended realizations

More information

Lyapunov Stability Analysis: Open Loop

Lyapunov Stability Analysis: Open Loop Copyright F.L. Lewis 008 All rights reserved Updated: hursday, August 8, 008 Lyapunov Stability Analysis: Open Loop We know that the stability of linear time-invariant (LI) dynamical systems can be determined

More information

4F3 - Predictive Control

4F3 - Predictive Control 4F3 Predictive Control - Discrete-time systems p. 1/30 4F3 - Predictive Control Discrete-time State Space Control Theory For reference only Jan Maciejowski jmm@eng.cam.ac.uk 4F3 Predictive Control - Discrete-time

More information

LINEAR ALGEBRA BOOT CAMP WEEK 1: THE BASICS

LINEAR ALGEBRA BOOT CAMP WEEK 1: THE BASICS LINEAR ALGEBRA BOOT CAMP WEEK 1: THE BASICS Unless otherwise stated, all vector spaces in this worksheet are finite dimensional and the scalar field F has characteristic zero. The following are facts (in

More information

Math 1060 Linear Algebra Homework Exercises 1 1. Find the complete solutions (if any!) to each of the following systems of simultaneous equations:

Math 1060 Linear Algebra Homework Exercises 1 1. Find the complete solutions (if any!) to each of the following systems of simultaneous equations: Homework Exercises 1 1 Find the complete solutions (if any!) to each of the following systems of simultaneous equations: (i) x 4y + 3z = 2 3x 11y + 13z = 3 2x 9y + 2z = 7 x 2y + 6z = 2 (ii) x 4y + 3z =

More information

Study Guide for Linear Algebra Exam 2

Study Guide for Linear Algebra Exam 2 Study Guide for Linear Algebra Exam 2 Term Vector Space Definition A Vector Space is a nonempty set V of objects, on which are defined two operations, called addition and multiplication by scalars (real

More information

Linear Algebra Practice Problems

Linear Algebra Practice Problems Math 7, Professor Ramras Linear Algebra Practice Problems () Consider the following system of linear equations in the variables x, y, and z, in which the constants a and b are real numbers. x y + z = a

More information

Family Feud Review. Linear Algebra. October 22, 2013

Family Feud Review. Linear Algebra. October 22, 2013 Review Linear Algebra October 22, 2013 Question 1 Let A and B be matrices. If AB is a 4 7 matrix, then determine the dimensions of A and B if A has 19 columns. Answer 1 Answer A is a 4 19 matrix, while

More information

CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems

CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems CDS 101 1. For each of the following linear systems, determine whether the origin is asymptotically stable and, if so, plot the step response and frequency response for the system. If there are multiple

More information

Algebraic Systems Theory. Eva Zerz Lehrstuhl D für Mathematik RWTH Aachen

Algebraic Systems Theory. Eva Zerz Lehrstuhl D für Mathematik RWTH Aachen Algebraic Systems Theory Eva Zerz Lehrstuhl D für Mathematik RWTH Aachen Februar 2006 Contents 1 Introduction 5 2 Abstract linear systems theory 9 2.1 Galois correspondences........................ 10

More information

Analog Signals and Systems and their properties

Analog Signals and Systems and their properties Analog Signals and Systems and their properties Main Course Objective: Recall course objectives Understand the fundamentals of systems/signals interaction (know how systems can transform or filter signals)

More information

On feedback stabilizability of time-delay systems in Banach spaces

On feedback stabilizability of time-delay systems in Banach spaces On feedback stabilizability of time-delay systems in Banach spaces S. Hadd and Q.-C. Zhong q.zhong@liv.ac.uk Dept. of Electrical Eng. & Electronics The University of Liverpool United Kingdom Outline Background

More information

sc Control Systems Design Q.1, Sem.1, Ac. Yr. 2010/11

sc Control Systems Design Q.1, Sem.1, Ac. Yr. 2010/11 sc46 - Control Systems Design Q Sem Ac Yr / Mock Exam originally given November 5 9 Notes: Please be reminded that only an A4 paper with formulas may be used during the exam no other material is to be

More information

Lecture 4 and 5 Controllability and Observability: Kalman decompositions

Lecture 4 and 5 Controllability and Observability: Kalman decompositions 1 Lecture 4 and 5 Controllability and Observability: Kalman decompositions Spring 2013 - EE 194, Advanced Control (Prof. Khan) January 30 (Wed.) and Feb. 04 (Mon.), 2013 I. OBSERVABILITY OF DT LTI SYSTEMS

More information

Solving Dynamic Equations: The State Transition Matrix

Solving Dynamic Equations: The State Transition Matrix Overview Solving Dynamic Equations: The State Transition Matrix EGR 326 February 24, 2017 Solutions to coupled dynamic equations Solutions to dynamic circuits from EGR 220 The state transition matrix Discrete

More information

EE16B Designing Information Devices and Systems II

EE16B Designing Information Devices and Systems II EE16B Designing Information Devices and Systems II Lecture 6B Controllability Administration Lecture slides (Miki Lustig): Alpha version will be posted a few days before Beta version will be posted same

More information

ECE2262 Electric Circuit

ECE2262 Electric Circuit ECE2262 Electric Circuit Chapter 7: FIRST AND SECOND-ORDER RL AND RC CIRCUITS Response to First-Order RL and RC Circuits Response to Second-Order RL and RC Circuits 1 2 7.1. Introduction 3 4 In dc steady

More information

Module 09 From s-domain to time-domain From ODEs, TFs to State-Space Modern Control

Module 09 From s-domain to time-domain From ODEs, TFs to State-Space Modern Control Module 09 From s-domain to time-domain From ODEs, TFs to State-Space Modern Control Ahmad F. Taha EE 3413: Analysis and Desgin of Control Systems Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/

More information

0 t < 0 1 t 1. u(t) =

0 t < 0 1 t 1. u(t) = A. M. Niknejad University of California, Berkeley EE 100 / 42 Lecture 13 p. 22/33 Step Response A unit step function is described by u(t) = ( 0 t < 0 1 t 1 While the waveform has an artificial jump (difficult

More information

The equations of the ideal latches

The equations of the ideal latches The equations of the ideal latches arxiv:0804.0879v1 [cs.gl] 5 Apr 2008 Serban E. Vlad The computers department, Oradea City Hall, Oradea, Romania web: www.geocities.com/serban e vlad Abstract. The latches

More information

Discrete Time Systems:

Discrete Time Systems: Discrete Time Systems: Finding the control sequence {u(k): k =, 1, n} that will drive a discrete time system from some initial condition x() to some terminal condition x(k). Given the discrete time system

More information

Controllability. Chapter Reachable States. This chapter develops the fundamental results about controllability and pole assignment.

Controllability. Chapter Reachable States. This chapter develops the fundamental results about controllability and pole assignment. Chapter Controllability This chapter develops the fundamental results about controllability and pole assignment Reachable States We study the linear system ẋ = Ax + Bu, t, where x(t) R n and u(t) R m Thus

More information

Minimum Fuel Optimal Control Example For A Scalar System

Minimum Fuel Optimal Control Example For A Scalar System Minimum Fuel Optimal Control Example For A Scalar System A. Problem Statement This example illustrates the minimum fuel optimal control problem for a particular first-order (scalar) system. The derivation

More information

EE292: Fundamentals of ECE

EE292: Fundamentals of ECE EE292: Fundamentals of ECE Fall 2012 TTh 10:00-11:15 SEB 1242 Lecture 14 121011 http://www.ee.unlv.edu/~b1morris/ee292/ 2 Outline Review Steady-State Analysis RC Circuits RL Circuits 3 DC Steady-State

More information

Discrete Riccati equations and block Toeplitz matrices

Discrete Riccati equations and block Toeplitz matrices Discrete Riccati equations and block Toeplitz matrices André Ran Vrije Universiteit Amsterdam Leonid Lerer Technion-Israel Institute of Technology Haifa André Ran and Leonid Lerer 1 Discrete algebraic

More information

06/12/ rws/jMc- modif SuFY10 (MPF) - Textbook Section IX 1

06/12/ rws/jMc- modif SuFY10 (MPF) - Textbook Section IX 1 IV. Continuous-Time Signals & LTI Systems [p. 3] Analog signal definition [p. 4] Periodic signal [p. 5] One-sided signal [p. 6] Finite length signal [p. 7] Impulse function [p. 9] Sampling property [p.11]

More information

5.) For each of the given sets of vectors, determine whether or not the set spans R 3. Give reasons for your answers.

5.) For each of the given sets of vectors, determine whether or not the set spans R 3. Give reasons for your answers. Linear Algebra - Test File - Spring Test # For problems - consider the following system of equations. x + y - z = x + y + 4z = x + y + 6z =.) Solve the system without using your calculator..) Find the

More information

CME 345: MODEL REDUCTION

CME 345: MODEL REDUCTION CME 345: MODEL REDUCTION Balanced Truncation Charbel Farhat & David Amsallem Stanford University cfarhat@stanford.edu These slides are based on the recommended textbook: A.C. Antoulas, Approximation of

More information

Control Systems. Dynamic response in the time domain. L. Lanari

Control Systems. Dynamic response in the time domain. L. Lanari Control Systems Dynamic response in the time domain L. Lanari outline A diagonalizable - real eigenvalues (aperiodic natural modes) - complex conjugate eigenvalues (pseudoperiodic natural modes) - phase

More information

6.241 Dynamic Systems and Control

6.241 Dynamic Systems and Control 6.241 Dynamic Systems and Control Lecture 24: H2 Synthesis Emilio Frazzoli Aeronautics and Astronautics Massachusetts Institute of Technology May 4, 2011 E. Frazzoli (MIT) Lecture 24: H 2 Synthesis May

More information

Chap 4. State-Space Solutions and

Chap 4. State-Space Solutions and Chap 4. State-Space Solutions and Realizations Outlines 1. Introduction 2. Solution of LTI State Equation 3. Equivalent State Equations 4. Realizations 5. Solution of Linear Time-Varying (LTV) Equations

More information

MATH JORDAN FORM

MATH JORDAN FORM MATH 53 JORDAN FORM Let A,, A k be square matrices of size n,, n k, respectively with entries in a field F We define the matrix A A k of size n = n + + n k as the block matrix A 0 0 0 0 A 0 0 0 0 A k It

More information

Chapter 4 Transients. Chapter 4 Transients

Chapter 4 Transients. Chapter 4 Transients Chapter 4 Transients Chapter 4 Transients 1. Solve first-order RC or RL circuits. 2. Understand the concepts of transient response and steady-state response. 1 3. Relate the transient response of first-order

More information

Examples include: (a) the Lorenz system for climate and weather modeling (b) the Hodgkin-Huxley system for neuron modeling

Examples include: (a) the Lorenz system for climate and weather modeling (b) the Hodgkin-Huxley system for neuron modeling 1 Introduction Many natural processes can be viewed as dynamical systems, where the system is represented by a set of state variables and its evolution governed by a set of differential equations. Examples

More information

Stabilization and Passivity-Based Control

Stabilization and Passivity-Based Control DISC Systems and Control Theory of Nonlinear Systems, 2010 1 Stabilization and Passivity-Based Control Lecture 8 Nonlinear Dynamical Control Systems, Chapter 10, plus handout from R. Sepulchre, Constructive

More information

Solving a RLC Circuit using Convolution with DERIVE for Windows

Solving a RLC Circuit using Convolution with DERIVE for Windows Solving a RLC Circuit using Convolution with DERIVE for Windows Michel Beaudin École de technologie supérieure, rue Notre-Dame Ouest Montréal (Québec) Canada, H3C K3 mbeaudin@seg.etsmtl.ca - Introduction

More information

Linear Quadratic Zero-Sum Two-Person Differential Games Pierre Bernhard June 15, 2013

Linear Quadratic Zero-Sum Two-Person Differential Games Pierre Bernhard June 15, 2013 Linear Quadratic Zero-Sum Two-Person Differential Games Pierre Bernhard June 15, 2013 Abstract As in optimal control theory, linear quadratic (LQ) differential games (DG) can be solved, even in high dimension,

More information

Linear Systems. Manfred Morari Melanie Zeilinger. Institut für Automatik, ETH Zürich Institute for Dynamic Systems and Control, ETH Zürich

Linear Systems. Manfred Morari Melanie Zeilinger. Institut für Automatik, ETH Zürich Institute for Dynamic Systems and Control, ETH Zürich Linear Systems Manfred Morari Melanie Zeilinger Institut für Automatik, ETH Zürich Institute for Dynamic Systems and Control, ETH Zürich Spring Semester 2016 Linear Systems M. Morari, M. Zeilinger - Spring

More information

Chapter III. Stability of Linear Systems

Chapter III. Stability of Linear Systems 1 Chapter III Stability of Linear Systems 1. Stability and state transition matrix 2. Time-varying (non-autonomous) systems 3. Time-invariant systems 1 STABILITY AND STATE TRANSITION MATRIX 2 In this chapter,

More information

Designing Information Devices and Systems II Spring 2018 J. Roychowdhury and M. Maharbiz Discussion 6B

Designing Information Devices and Systems II Spring 2018 J. Roychowdhury and M. Maharbiz Discussion 6B EECS 16B Designing Information Devices and Systems II Spring 2018 J. Roychowdhury and M. Maharbiz Discussion 6B 1 Stability 1.1 Discrete time systems A discrete time system is of the form: xt + 1 A xt

More information

10 Transfer Matrix Models

10 Transfer Matrix Models MIT EECS 6.241 (FALL 26) LECTURE NOTES BY A. MEGRETSKI 1 Transfer Matrix Models So far, transfer matrices were introduced for finite order state space LTI models, in which case they serve as an important

More information

Note 11: Alternating Current (AC) Circuits

Note 11: Alternating Current (AC) Circuits Note 11: Alternating Current (AC) Circuits V R No phase difference between the voltage difference and the current and max For alternating voltage Vmax sin t, the resistor current is ir sin t. the instantaneous

More information

1 (30 pts) Dominant Pole

1 (30 pts) Dominant Pole EECS C8/ME C34 Fall Problem Set 9 Solutions (3 pts) Dominant Pole For the following transfer function: Y (s) U(s) = (s + )(s + ) a) Give state space description of the system in parallel form (ẋ = Ax +

More information

16. Local theory of regular singular points and applications

16. Local theory of regular singular points and applications 16. Local theory of regular singular points and applications 265 16. Local theory of regular singular points and applications In this section we consider linear systems defined by the germs of meromorphic

More information

Noise - irrelevant data; variability in a quantity that has no meaning or significance. In most cases this is modeled as a random variable.

Noise - irrelevant data; variability in a quantity that has no meaning or significance. In most cases this is modeled as a random variable. 1.1 Signals and Systems Signals convey information. Systems respond to (or process) information. Engineers desire mathematical models for signals and systems in order to solve design problems efficiently

More information

ECE504: Lecture 8. D. Richard Brown III. Worcester Polytechnic Institute. 28-Oct-2008

ECE504: Lecture 8. D. Richard Brown III. Worcester Polytechnic Institute. 28-Oct-2008 ECE504: Lecture 8 D. Richard Brown III Worcester Polytechnic Institute 28-Oct-2008 Worcester Polytechnic Institute D. Richard Brown III 28-Oct-2008 1 / 30 Lecture 8 Major Topics ECE504: Lecture 8 We are

More information

Problem Set 4 for MAE280A Linear Systems Theory, Fall 2017: due Tuesday November 28, 2017, in class

Problem Set 4 for MAE280A Linear Systems Theory, Fall 2017: due Tuesday November 28, 2017, in class Problem Set 4 for MAE8A Linear Systems Theory, Fall 7: due Tuesday November 8, 7, in class Problem Controllability and reachability Consider the C-circuit depicted in class on Slide 3 of the Controllability

More information

Formula Sheet for Optimal Control

Formula Sheet for Optimal Control Formula Sheet for Optimal Control Division of Optimization and Systems Theory Royal Institute of Technology 144 Stockholm, Sweden 23 December 1, 29 1 Dynamic Programming 11 Discrete Dynamic Programming

More information

Math 331 Homework Assignment Chapter 7 Page 1 of 9

Math 331 Homework Assignment Chapter 7 Page 1 of 9 Math Homework Assignment Chapter 7 Page of 9 Instructions: Please make sure to demonstrate every step in your calculations. Return your answers including this homework sheet back to the instructor as a

More information

Riccati Equations in Optimal Control Theory

Riccati Equations in Optimal Control Theory Georgia State University ScholarWorks @ Georgia State University Mathematics Theses Department of Mathematics and Statistics 4-21-2008 Riccati Equations in Optimal Control Theory James Bellon Follow this

More information

Chapter 1 Fundamental Concepts

Chapter 1 Fundamental Concepts Chapter 1 Fundamental Concepts Signals A signal is a pattern of variation of a physical quantity as a function of time, space, distance, position, temperature, pressure, etc. These quantities are usually

More information

QUALITATIVE CONTROLLABILITY AND UNCONTROLLABILITY BY A SINGLE ENTRY

QUALITATIVE CONTROLLABILITY AND UNCONTROLLABILITY BY A SINGLE ENTRY QUALITATIVE CONTROLLABILITY AND UNCONTROLLABILITY BY A SINGLE ENTRY D.D. Olesky 1 Department of Computer Science University of Victoria Victoria, B.C. V8W 3P6 Michael Tsatsomeros Department of Mathematics

More information

LQR and H 2 control problems

LQR and H 2 control problems LQR and H 2 control problems Domenico Prattichizzo DII, University of Siena, Italy MTNS - July 5-9, 2010 D. Prattichizzo (Siena, Italy) MTNS - July 5-9, 2010 1 / 23 Geometric Control Theory for Linear

More information

1 Continuous-time Systems

1 Continuous-time Systems Observability Completely controllable systems can be restructured by means of state feedback to have many desirable properties. But what if the state is not available for feedback? What if only the output

More information

Math 308 Discussion Problems #4 Chapter 4 (after 4.3)

Math 308 Discussion Problems #4 Chapter 4 (after 4.3) Math 38 Discussion Problems #4 Chapter 4 (after 4.3) () (after 4.) Let S be a plane in R 3 passing through the origin, so that S is a two-dimensional subspace of R 3. Say that a linear transformation T

More information

Full State Feedback for State Space Approach

Full State Feedback for State Space Approach Full State Feedback for State Space Approach State Space Equations Using Cramer s rule it can be shown that the characteristic equation of the system is : det[ si A] 0 Roots (for s) of the resulting polynomial

More information

Chap. 3. Controlled Systems, Controllability

Chap. 3. Controlled Systems, Controllability Chap. 3. Controlled Systems, Controllability 1. Controllability of Linear Systems 1.1. Kalman s Criterion Consider the linear system ẋ = Ax + Bu where x R n : state vector and u R m : input vector. A :

More information

Linear System Theory

Linear System Theory Linear System Theory Wonhee Kim Lecture 3 Mar. 21, 2017 1 / 38 Overview Recap Nonlinear systems: existence and uniqueness of a solution of differential equations Preliminaries Fields and Vector Spaces

More information

Linear Algebra 2 Final Exam, December 7, 2015 SOLUTIONS. a + 2b = x a + 3b = y. This solves to a = 3x 2y, b = y x. Thus

Linear Algebra 2 Final Exam, December 7, 2015 SOLUTIONS. a + 2b = x a + 3b = y. This solves to a = 3x 2y, b = y x. Thus Linear Algebra 2 Final Exam, December 7, 2015 SOLUTIONS 1. (5.5 points) Let T : R 2 R 4 be a linear mapping satisfying T (1, 1) = ( 1, 0, 2, 3), T (2, 3) = (2, 3, 0, 0). Determine T (x, y) for (x, y) R

More information

6.241 Dynamic Systems and Control

6.241 Dynamic Systems and Control 6.241 Dynamic Systems and Control Lecture 8: Solutions of State-space Models Readings: DDV, Chapters 10, 11, 12 (skip the parts on transform methods) Emilio Frazzoli Aeronautics and Astronautics Massachusetts

More information

Control, Stabilization and Numerics for Partial Differential Equations

Control, Stabilization and Numerics for Partial Differential Equations Paris-Sud, Orsay, December 06 Control, Stabilization and Numerics for Partial Differential Equations Enrique Zuazua Universidad Autónoma 28049 Madrid, Spain enrique.zuazua@uam.es http://www.uam.es/enrique.zuazua

More information

Stability, Pole Placement, Observers and Stabilization

Stability, Pole Placement, Observers and Stabilization Stability, Pole Placement, Observers and Stabilization 1 1, The Netherlands DISC Course Mathematical Models of Systems Outline 1 Stability of autonomous systems 2 The pole placement problem 3 Stabilization

More information

Honors Algebra 4, MATH 371 Winter 2010 Assignment 4 Due Wednesday, February 17 at 08:35

Honors Algebra 4, MATH 371 Winter 2010 Assignment 4 Due Wednesday, February 17 at 08:35 Honors Algebra 4, MATH 371 Winter 2010 Assignment 4 Due Wednesday, February 17 at 08:35 1. Let R be a commutative ring with 1 0. (a) Prove that the nilradical of R is equal to the intersection of the prime

More information

General Response of Second Order System

General Response of Second Order System General Response of Second Order System Slide 1 Learning Objectives Learn to analyze a general second order system and to obtain the general solution Identify the over-damped, under-damped, and critically

More information