Lecture 2 and 3: Controllability of DT-LTI systems
|
|
- Howard Hodge
- 5 years ago
- Views:
Transcription
1 1 Lecture 2 and 3: Controllability of DT-LTI systems Spring EE 194, Advanced Control (Prof Khan) January 23 (Wed) and 28 (Mon), 2013 I LTI SYSTEMS Recall that continuous-time LTI systems can be represented by constant-coefficient, linear differential equations A simple example in the series RLC circuit where we get two differential equations, one each for the voltage across the capacitor, v c (t), and the current through the inductor, i L (t) The equations have the following form: v c (t) = a 11 v c (t) + a 12 i L (t) + b 1 v s (t), (1) i L (t) = a 21 v c (t) + a 22 i L (t) + b 2 v s (t), (2) where v s (t) is the input (source voltage) to the series RLC circuit and the coefficients, a ij and b i, depend on the circuit parameters, R, L, C Note that ẋ(t) = d x(t) (3) dt The above set of equations can be compactly written in the matrix form as follows: v c (t) a 11 a 12 v c (t) b 1 = + v s (t), (4) i L (t) a 21 a 22 i L (t) b 2 ẋ(t) = Ax(t) + Bu(t) (5) The fact that the above equation represents continuous-time dynamics is easily identified by the dot above x(t) and the (t) s are often ignored Note that any number of differential equations can be compactly written in the matrix form first-order, linear, matrix differential equation Furthermore, if continuous-time dynamics are given by an nth order differential equation, eg: ẋ (n) = a n 1 ẋ (n 1) + a n 2 ẋ (n 2) + a 1 ẋ + a 0 x + bu, (6) where ẋ (n) = dn x(t); (7) d n t The lecture material is largely based on: Fundamentals of Linear State Space Systems, John S Bay, McGraw-Hill Series in Electrical Engineering, 1998
2 2 then the matrix representation can be verified to be x (n 1) a n 1 a n 2 a 0 x (n 2) = 1 0 x 1 0 x (n 1) x (n 2) x + b 0 0 u, (8) which is again in the form of Eq (5) The discrete-time dynamics can now be obtained from Eq (5) by only specifying a sampling time, T s In particular, the discrete-time dynamics (sampled) are given by x k+1 = e ATs x k + A 1 (e ATs I)Bu k (9) It is not uncommon to use the first-order approximation of the matrix exponential, e( ), to get the following approximation of the discrete-time dynamics: x k+1 = (I + T s A)x k + T s Bu k (10) The above approximation can be equivalently realized from Eq (5) by using the Euler approximation of the derivative the approximations are valid for small enough T s The above discretizes continuous-time dynamics to obtain an equivalent discrete-time representation (A-D conversion); however, there do exist LTI systems that are by nature discrete-time Examples are: Linear prediction in speech processing Time-series modeling for stocks Remark 1 The matrix exponential, e A, is defined as: e A = I + A + A2 2! + A3 3! + = It can be shown that when A = V DV 1 where D is a diagonal matrix, then m=0 A m m! (11) e A = V e D V 1 (12) Remark 2 The matrix differential equation: ẋ = Ax + Bu is a compact representation of an nth order continuous-time LTI system The measurements of this system are often represented by y = Cx Remark 3 The solution to ẋ = Ax + Bu is given by x(t) = e A(t t 0) x(t 0 ) + t t 0 e A(t τ) Bu(τ)dτ (13)
3 3 Remark 4 The matrix difference equation: x k+1 = Ax k + Bu k is a compact representation of an nth order discrete-time LTI system The measurements of this system are often represented by y k = Cx k Remark 5 The solution to x k+1 = Ax k + Bu k is given by k x k+1 = A k+1 x 0 + A m Bu k m (14) m=0 II DISCRETE-TIME LTI DYNAMICS For a large part of this course, we will deal with DT LTI systems The results are very similar to the CT LTI systems, if not exactly the same; however, the analysis is more involved in the CT case and requires a functional knowledge of functional calculus In the (almost) most general form, the matrix representation of DT LTI dynamics are x k+1 = Ax k + Bu k + v k, (15) y k = Cx k + Du k + r k (16) Since u k is a known sequence of inputs, it is not uncommon to assume D = 0 we will use this assumption The list of the variables involved are defined as follows: State vector: x k R n, k 0 Initial condition: x 0 System matrix: A R n n Input vector: u k R m Input matrix: B R n m System/process noise: v k N(0, Q) Observation/measurement/output vector: y k R p Observation/measurement/output matrix: C R p n Observation/measurement/output noise: r k N(0, R) A Optimal control problem Find a sequence of control inputs, u 0, u 1, u 2, of the form State-feedback control: u k = K k x k, (17) such that x N = 0, while minimizing the following cost: Finite horizon LQR (ignore the process noise): N ( ) J = x T τ Qx τ + u T τ Ru τ, (18) τ=0 where Q 0, R 0 are given and they are symmetric
4 4 Infinite horizon LQR (ignore the process noise): J = N= τ=0 ( x T τ Qx τ + u T τ Ru τ ), (19) where Q 0, R 0 are given and they are symmetric LQG: The noise covariances, Q and R, are used in the cost N ( ) J = E x T τ Qx τ + u T τ Ru τ (20) τ=0 Remark 6 The symbol represents positive-definiteness A positive-definite matrix, A, is such that z T Az > 0 for all z 0 For positive-semidefinite matrices, we use the symbol and z T Az 0 Remark 7 It can be shown that a matrix is positive-definite if and only if all of its eigenvalues are > 0 Positive-semidefiniteness requires eigenvalues to be non-negative B Optimal estimation problem Let x k m to be the estimate of the state vector, x k, from the observations given up to time m, m k The optimal estimation problem is to find x k k of the form: x k k = L k y 0:k, (21) from all of the observations up to time k, such that the following estimation cost, is minimized It is also known as LQE J = E (xk x k k ) T ( xk x k k ), (22)
5 5 III CONTROLLABILITY OF DT-LTI SYSTEMS The DT-LTI system is given by the following n-dimensional state-space: where: x k+1 = Ax k + Bu k, (23) The state vector, x k, lies in R n, ie, there are n state variables; The input vector, u k, lies in R m, ie, there are m inputs; The above naturally lead to A R n n and B R n m ; The matrix A is called the system matrix and the matrix B is called the input matrix Definition 1 (Controllability) A DT-LTI system is said to be controllable in n time-steps when there exists a sequence of inputs, u 0, u 1,, u n 1, such that x n = 0 regardless of the initial condition, x 0, where 0 is a vector with n zeros In other words, using the control inputs, u 0, u 1,, u n 1, we can force an arbitrary initial condition, x 0, to go to 0 in n time-steps In the following, let us assume the extreme case when there is only 1 control input: u k R (an italic represents a scalar) Naturally this forces the input matrix, B, to lie in R n 1 A Controllability in n time-steps The n-dimensional DT-LTI state-space is given by: x k+1 = Ax k + Bu k, k = A k+1 x 0 + A m Bu k m (24) We are interested in studying the controllability in n time-steps, ie, we would like x n = 0, where 0 is a vector with n zeros From Eq (24), we have 0 = x n = A n x 0 + A n x 0 = n 1 m=0 m=0 n 1 m=0 A m Bu n 1 m A m Bu n 1 m,
6 6 Subsequently, A n x 0 = n 1 m=0 A m Bu n 1 m, = Bu n 1 + ABu n 2 + A 2 Bu n A n 2 Bu 1 + A n 1 Bu 0, u n 1 u n 2 u = B AB A 2 B A n 2 B A n 1 B n 3, (25) }{{} C n u 0, }{{} u 0,,n 1 = C n u 0,,n 1 (26) Let us consider the controllability matrix, C n The first element B is n 1, the second element AB is also n 1, and the last (nth) element is also n 1 Hence, controllability matrix, C, is n n Similarly, the sequence of n control inputs, u 0, u 1,, u n 1, is compactly written as the vector, u 0,,n 1 is n 1 From the linear system of equations, it is clear that the following system of equations A n x 0 = C n u 0,,n 1, (27) has a solution when C n is invertible However, it is easy to verify that for an arbitrary input matrix, B R n m, ie, with m control inputs, the controllability matrix, C n has the dimensions n mn; being a square matrix only when m = 1 So the necessary condition for Eq (27) to have a solution is rank(c n ) = n (28) This is because an n mn matrix cannot have a rank greater than n The above exposition can be summarized as the following Conclusion: For any DT-LTI system with one control input, there exists some sequence of n control inputs, u 0, u 1,, u n 1, such that an arbitrary initial condition, x 0, can be forced to 0 in n time-steps; when ( ) rank(c n ) = rank B AB A n 1 B = n (29) Such a system is said to be controllable by Def 1 u 1
7 7 B Controllability in less than n time-steps For a DT-LTI system with one control input, recall from the previous section (Eq (25)) that u n 1 u n 2 u A n x 0 = B AB A 2 B A n 2 B A n 1 B n 3 u 1 u 0, If we want the system to be controllable in n 1 time steps, then the above equation leads to A n 1 x 0 = u n 2 u n 3 B AB A 2 B A n 2 B }{{} u C 1 n 1 u 0, }{{} u 0,,n 2 The new matrix, C n 1, has n rows but only n 1 columns So this system of linear equations does not have a solution since the rank cannot exceed that minimum of the number of rows and columns, ie, rank(c n 1 ) min(n, n 1) = n 1 n (30) Conclusion: Any DT-LTI system is not controllable with one control input in (strictly) less than n time-steps
8 8 C Controllability in more than n time-steps For a DT-LTI system with one control input, recall from the previous section (Eq (25)) that u n 1 u n 2 u A n x 0 = B AB A 2 B A n 2 B A n 1 B n 3 u 1 u 0, If we want the system to be controllable in n + 1 time steps, then the above equation leads to A n+1 x 0 = B AB A 2 B A n 2 B A n 1 B A n B }{{} C n+1 u n u n 2 u n 3 } u 0, {{ } u 0,,n Controllability in n + 1 time-steps is only desirable if the system is not controllable in n timesteps When a system is not controllable in n time-steps, we must have ( ) rank(c n ) = rank B AB A n 1 B < n In other words, in the hope of improving the rank of C n, we are appending an additional column, A n B, to C n ie, C n+1 = C n A n B We now claim that (See Section IV) In fact, the following is true rank(c n ) = rank(c n+1 ) rank(c n ) = rank(c n+1 ) = rank(c n+2 ) = Before justifying this claim, let us understand the consequence of the above statement In words, it is saying that adding additional columns of the form A n B, A n+1 B, A n+2 B,, to the matrix, C n, does not improve its rank Recall that adding additional such columns is equivalent to using more control inputs, u n, u n+1, u n+2, In short, if a system (with one control input) is not controllable in n time-steps, then it is not controllable in any number of time-steps greater than n Combining this with the previous section, we conclude that If an n-dimensional DT-LTI system with one control input is controllable, then any x 0 can be forced to 0 in exactly n time-steps, not less u 1
9 9 IV CAYLEY HAMILTON THEOREM The well-known Cayley Hamilton theorem states that 1 Every real-valued square matrix, A, satisfies its own characteristic polynomial The characteristic polynomial of a matrix, A R n n is defined as χ(λ) det(λi A), for some a i s From the theorem, we have or, = λ n + a n 1 λ n 1 + a n 2 λ n a 1 λ + a 0, χ(a) = 0 A n + a n 1 A n 1 + a n 2 A n a 1 A + a 0 I = 0 n n, (31) A n = a n 1 A n 1 a n 2 A n 2 a 1 A a 0 I, (32) ie, A n is linear combination of A 0, A 1,, A n 1 Multiplying both sides by A, we get A n+1 = a n 1 A n a n 2 A n 1 a 1 A 2 a 0 A, = a n 1 ( a n 1 A n 1 a n 2 A n 2 a 1 A a 0 I) a n 2 A n 1 a 1 A 2 a 0 A, ie, A n+1 is also linear combination of A 0, A 1,, A n 1, and so on for any integer power of A strictly greater than n 1 Since A n, A n+1, are each linear combinations of A 0, A 1,, A n 1, we can easily conclude that rank(c n ) = rank(c n+1 ) = rank(c n+2 ) = 1 The statement is more general but the following suffices
10 10 Example 1 (Cayley Hamilton Mechanics) Let a 3 3 square matrix be given by A = Verify that From CH theorem, we must have χ(λ) = det(λi A) = λ 3 8λ λ 6 A 3 8A A 6I = 0 3 3, A 3 = 8A 2 13A + 6I This can be verified in Matlab A = eig(a) ans = poly(6 1 1) ans = Aˆ3 ans = *Aˆ2-13*A + 6*eye(3) ans =
11 11 V STATE FEEDBACK CONTROL Let us consider single input systems and use the state-feedback control law, ie, With the state-feedback control, the system evolution is u k = Kx k (33) x k+1 = Ax k + Bu k = Ax k BKx k = (A BK)x k = (A BK) k+1 x 0 If a system is controllable then any arbitrary initial condition, x 0, can be forced to zero in n time steps Recall that x n = A n x 0 + C n u 0,,n 1, u n 1 u n 2 u = A n x 0 + C n n 3 = A n x 0 C n u 1 u 0, K(A BK) n 1 K(A BK) n 2 K(A BK) 0 = x n = A n x 0 C n n 3 x 0, K(A BK) K, K(A BK) n 1 K(A BK) n 2 K(A BK) A n x 0 = C n n 3 x 0, K(A BK) K, K(A BK) n 1 K(A BK) n 2 K(A BK) n 3 C 1 n A n x 0 = K(A BK) K, x 0 K(A BK) n 1 K(A BK) n 2 K(A BK) n 3 K(A BK) K, x 0,
12 12 Clearly, the above is only true when C n is invertible Since the above has to be true for all x 0, we have K = Cn 1 A n, (34) where there are n 1 zeros in the above Conclusion: For a single input controllable system, ie, C n is invertible, Eq (34) takes any initial condition, x 0, to 0 in n time-steps
Lecture 7 and 8. Fall EE 105, Feedback Control Systems (Prof. Khan) September 30 and October 05, 2015
1 Lecture 7 and 8 Fall 2015 - EE 105, Feedback Control Systems (Prof Khan) September 30 and October 05, 2015 I CONTROLLABILITY OF AN DT-LTI SYSTEM IN k TIME-STEPS The DT-LTI system is given by the following
More informationLecture 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 informationModule 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 informationSYSTEMTEORI - 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 informationControl Systems I. Lecture 4: Diagonalization, Modal Analysis, Intro to Feedback. Readings: Emilio Frazzoli
Control Systems I Lecture 4: Diagonalization, Modal Analysis, Intro to Feedback Readings: Emilio Frazzoli Institute for Dynamic Systems and Control D-MAVT ETH Zürich October 13, 2017 E. Frazzoli (ETH)
More information6.241 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 informationEL 625 Lecture 10. Pole Placement and Observer Design. ẋ = Ax (1)
EL 625 Lecture 0 EL 625 Lecture 0 Pole Placement and Observer Design Pole Placement Consider the system ẋ Ax () The solution to this system is x(t) e At x(0) (2) If the eigenvalues of A all lie in the
More informationEE363 homework 2 solutions
EE363 Prof. S. Boyd EE363 homework 2 solutions. Derivative of matrix inverse. Suppose that X : R R n n, and that X(t is invertible. Show that ( d d dt X(t = X(t dt X(t X(t. Hint: differentiate X(tX(t =
More informationEEE582 Homework Problems
EEE582 Homework Problems HW. Write a state-space realization of the linearized model for the cruise control system around speeds v = 4 (Section.3, http://tsakalis.faculty.asu.edu/notes/models.pdf). Use
More informationQuadratic Stability of Dynamical Systems. Raktim Bhattacharya Aerospace Engineering, Texas A&M University
.. Quadratic Stability of Dynamical Systems Raktim Bhattacharya Aerospace Engineering, Texas A&M University Quadratic Lyapunov Functions Quadratic Stability Dynamical system is quadratically stable if
More informationECEN 605 LINEAR SYSTEMS. Lecture 7 Solution of State Equations 1/77
1/77 ECEN 605 LINEAR SYSTEMS Lecture 7 Solution of State Equations Solution of State Space Equations Recall from the previous Lecture note, for a system: ẋ(t) = A x(t) + B u(t) y(t) = C x(t) + D u(t),
More informationEE221A Linear System Theory Final Exam
EE221A Linear System Theory Final Exam Professor C. Tomlin Department of Electrical Engineering and Computer Sciences, UC Berkeley Fall 2016 12/16/16, 8-11am Your answers must be supported by analysis,
More informationPerspective. ECE 3640 Lecture 11 State-Space Analysis. To learn about state-space analysis for continuous and discrete-time. Objective: systems
ECE 3640 Lecture State-Space Analysis Objective: systems To learn about state-space analysis for continuous and discrete-time Perspective Transfer functions provide only an input/output perspective of
More informationDiscrete 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 informationLinear 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 informationEE451/551: Digital Control. Chapter 8: Properties of State Space Models
EE451/551: Digital Control Chapter 8: Properties of State Space Models Equilibrium State Definition 8.1: An equilibrium point or state is an initial state from which the system nevers departs unless perturbed
More informationACM/CMS 107 Linear Analysis & Applications Fall 2016 Assignment 4: Linear ODEs and Control Theory Due: 5th December 2016
ACM/CMS 17 Linear Analysis & Applications Fall 216 Assignment 4: Linear ODEs and Control Theory Due: 5th December 216 Introduction Systems of ordinary differential equations (ODEs) can be used to describe
More information1. 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 informationANALYTICAL MATHEMATICS FOR APPLICATIONS 2018 LECTURE NOTES 3
ANALYTICAL MATHEMATICS FOR APPLICATIONS 2018 LECTURE NOTES 3 ISSUED 24 FEBRUARY 2018 1 Gaussian elimination Let A be an (m n)-matrix Consider the following row operations on A (1) Swap the positions any
More informationModule 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 informationEigenvalues, Eigenvectors. Eigenvalues and eigenvector will be fundamentally related to the nature of the solutions of state space systems.
Chapter 3 Linear Algebra In this Chapter we provide a review of some basic concepts from Linear Algebra which will be required in order to compute solutions of LTI systems in state space form, discuss
More informationMASSACHUSETTS 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 informationLecture 4 Continuous time linear quadratic regulator
EE363 Winter 2008-09 Lecture 4 Continuous time linear quadratic regulator continuous-time LQR problem dynamic programming solution Hamiltonian system and two point boundary value problem infinite horizon
More information11.2 Basic First-order System Methods
112 Basic First-order System Methods 797 112 Basic First-order System Methods Solving 2 2 Systems It is shown here that any constant linear system u a b = A u, A = c d can be solved by one of the following
More informationProblem 1 Cost of an Infinite Horizon LQR
THE UNIVERSITY OF TEXAS AT SAN ANTONIO EE 5243 INTRODUCTION TO CYBER-PHYSICAL SYSTEMS H O M E W O R K # 5 Ahmad F. Taha October 12, 215 Homework Instructions: 1. Type your solutions in the LATEX homework
More information1 st Tutorial on EG4321/EG7040 Nonlinear Control
1 st Tutorial on EG4321/EG7040 Nonlinear Control Introduction to State-Space Concepts Dr Angeliki Lekka 1 1 Control Systems Research Group Department of Engineering, University of Leicester February 9,
More informationAnalog 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 informationChap. 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 information16.31 Fall 2005 Lecture Presentation Mon 31-Oct-05 ver 1.1
16.31 Fall 2005 Lecture Presentation Mon 31-Oct-05 ver 1.1 Charles P. Coleman October 31, 2005 1 / 40 : Controllability Tests Observability Tests LEARNING OUTCOMES: Perform controllability tests Perform
More informationPOLE PLACEMENT. Sadegh Bolouki. Lecture slides for ECE 515. University of Illinois, Urbana-Champaign. Fall S. Bolouki (UIUC) 1 / 19
POLE PLACEMENT Sadegh Bolouki Lecture slides for ECE 515 University of Illinois, Urbana-Champaign Fall 2016 S. Bolouki (UIUC) 1 / 19 Outline 1 State Feedback 2 Observer 3 Observer Feedback 4 Reduced Order
More informationLec 6: State Feedback, Controllability, Integral Action
Lec 6: State Feedback, Controllability, Integral Action November 22, 2017 Lund University, Department of Automatic Control Controllability and Observability Example of Kalman decomposition 1 s 1 x 10 x
More informationEE363 Review Session 1: LQR, Controllability and Observability
EE363 Review Session : LQR, Controllability and Observability In this review session we ll work through a variation on LQR in which we add an input smoothness cost, in addition to the usual penalties on
More informationChapter Two Elements of Linear Algebra
Chapter Two Elements of Linear Algebra Previously, in chapter one, we have considered single first order differential equations involving a single unknown function. In the next chapter we will begin to
More informationHamilton-Jacobi-Bellman Equation Feb 25, 2008
Hamilton-Jacobi-Bellman Equation Feb 25, 2008 What is it? The Hamilton-Jacobi-Bellman (HJB) equation is the continuous-time analog to the discrete deterministic dynamic programming algorithm Discrete VS
More informationOPTIMAL CONTROL. Sadegh Bolouki. Lecture slides for ECE 515. University of Illinois, Urbana-Champaign. Fall S. Bolouki (UIUC) 1 / 28
OPTIMAL CONTROL Sadegh Bolouki Lecture slides for ECE 515 University of Illinois, Urbana-Champaign Fall 2016 S. Bolouki (UIUC) 1 / 28 (Example from Optimal Control Theory, Kirk) Objective: To get from
More informationModule 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 informationLinear 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 informationLinear dynamical systems with inputs & outputs
EE263 Autumn 215 S. Boyd and S. Lall Linear dynamical systems with inputs & outputs inputs & outputs: interpretations transfer function impulse and step responses examples 1 Inputs & outputs recall continuous-time
More informationLinear-Quadratic-Gaussian (LQG) Controllers and Kalman Filters
Linear-Quadratic-Gaussian (LQG) Controllers and Kalman Filters Emo Todorov Applied Mathematics and Computer Science & Engineering University of Washington Winter 204 Emo Todorov (UW) AMATH/CSE 579, Winter
More informationMassachusetts Institute of Technology. Department of Electrical Engineering and Computer Science : MULTIVARIABLE CONTROL SYSTEMS by A.
Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.245: MULTIVARIABLE CONTROL SYSTEMS by A. Megretski Q-Parameterization 1 This lecture introduces the so-called
More informationSYSTEMTEORI - 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 informationCayley-Hamilton Theorem
Cayley-Hamilton Theorem Massoud Malek In all that follows, the n n identity matrix is denoted by I n, the n n zero matrix by Z n, and the zero vector by θ n Let A be an n n matrix Although det (λ I n A
More informationECEN 420 LINEAR CONTROL SYSTEMS. Lecture 6 Mathematical Representation of Physical Systems II 1/67
1/67 ECEN 420 LINEAR CONTROL SYSTEMS Lecture 6 Mathematical Representation of Physical Systems II State Variable Models for Dynamic Systems u 1 u 2 u ṙ. Internal Variables x 1, x 2 x n y 1 y 2. y m Figure
More informationTopic # /31 Feedback Control Systems
Topic #7 16.30/31 Feedback Control Systems State-Space Systems What are the basic properties of a state-space model, and how do we analyze these? Time Domain Interpretations System Modes Fall 2010 16.30/31
More informationLinear 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 informationESC794: Special Topics: Model Predictive Control
ESC794: Special Topics: Model Predictive Control Discrete-Time Systems Hanz Richter, Professor Mechanical Engineering Department Cleveland State University Discrete-Time vs. Sampled-Data Systems A continuous-time
More informationAdvanced Engineering Mathematics Prof. Pratima Panigrahi Department of Mathematics Indian Institute of Technology, Kharagpur
Advanced Engineering Mathematics Prof. Pratima Panigrahi Department of Mathematics Indian Institute of Technology, Kharagpur Lecture No. #07 Jordan Canonical Form Cayley Hamilton Theorem (Refer Slide Time:
More information4F3 - Predictive Control
4F3 Predictive Control - Lecture 2 p 1/23 4F3 - Predictive Control Lecture 2 - Unconstrained Predictive Control Jan Maciejowski jmm@engcamacuk 4F3 Predictive Control - Lecture 2 p 2/23 References Predictive
More informationLecture 1: Systems of linear equations and their solutions
Lecture 1: Systems of linear equations and their solutions Course overview Topics to be covered this semester: Systems of linear equations and Gaussian elimination: Solving linear equations and applications
More informationAutonomous system = system without inputs
Autonomous system = system without inputs State space representation B(A,C) = {y there is x, such that σx = Ax, y = Cx } x is the state, n := dim(x) is the state dimension, y is the output Polynomial representation
More informationReview: control, feedback, etc. Today s topic: state-space models of systems; linearization
Plan of the Lecture Review: control, feedback, etc Today s topic: state-space models of systems; linearization Goal: a general framework that encompasses all examples of interest Once we have mastered
More informationIntroduction to Modern Control MT 2016
CDT Autonomous and Intelligent Machines & Systems Introduction to Modern Control MT 2016 Alessandro Abate Lecture 2 First-order ordinary differential equations (ODE) Solution of a linear ODE Hints to nonlinear
More informationChap 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 informationMTH 5102 Linear Algebra Practice Final Exam April 26, 2016
Name (Last name, First name): MTH 5 Linear Algebra Practice Final Exam April 6, 6 Exam Instructions: You have hours to complete the exam. There are a total of 9 problems. You must show your work and write
More informationLQR, Kalman Filter, and LQG. Postgraduate Course, M.Sc. Electrical Engineering Department College of Engineering University of Salahaddin
LQR, Kalman Filter, and LQG Postgraduate Course, M.Sc. Electrical Engineering Department College of Engineering University of Salahaddin May 2015 Linear Quadratic Regulator (LQR) Consider a linear system
More informationChap 3. Linear Algebra
Chap 3. Linear Algebra Outlines 1. Introduction 2. Basis, Representation, and Orthonormalization 3. Linear Algebraic Equations 4. Similarity Transformation 5. Diagonal Form and Jordan Form 6. Functions
More informationECS130 Scientific Computing. Lecture 1: Introduction. Monday, January 7, 10:00 10:50 am
ECS130 Scientific Computing Lecture 1: Introduction Monday, January 7, 10:00 10:50 am About Course: ECS130 Scientific Computing Professor: Zhaojun Bai Webpage: http://web.cs.ucdavis.edu/~bai/ecs130/ Today
More informationDesigning 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 information6 OUTPUT FEEDBACK DESIGN
6 OUTPUT FEEDBACK DESIGN When the whole sate vector is not available for feedback, i.e, we can measure only y = Cx. 6.1 Review of observer design Recall from the first class in linear systems that a simple
More informationIntroduction to Matrices
214 Analysis and Design of Feedback Control Systems Introduction to Matrices Derek Rowell October 2002 Modern system dynamics is based upon a matrix representation of the dynamic equations governing the
More informationI System variables: states, inputs, outputs, & measurements. I Linear independence. I State space representation
EE C28 / ME C34 Feedback Control Systems Lecture Chapter 3 Modeling in the Time Domain Lecture abstract Alexandre Bayen Department of Electrical Engineering & Computer Science University of California
More informationState Regulator. Advanced Control. design of controllers using pole placement and LQ design rules
Advanced Control State Regulator Scope design of controllers using pole placement and LQ design rules Keywords pole placement, optimal control, LQ regulator, weighting matrixes Prerequisites Contact state
More informationCourse Outline. Higher Order Poles: Example. Higher Order Poles. Amme 3500 : System Dynamics & Control. State Space Design. 1 G(s) = s(s + 2)(s +10)
Amme 35 : System Dynamics Control State Space Design Course Outline Week Date Content Assignment Notes 1 1 Mar Introduction 2 8 Mar Frequency Domain Modelling 3 15 Mar Transient Performance and the s-plane
More informationC&O367: Nonlinear Optimization (Winter 2013) Assignment 4 H. Wolkowicz
C&O367: Nonlinear Optimization (Winter 013) Assignment 4 H. Wolkowicz Posted Mon, Feb. 8 Due: Thursday, Feb. 8 10:00AM (before class), 1 Matrices 1.1 Positive Definite Matrices 1. Let A S n, i.e., let
More information2.3. VECTOR SPACES 25
2.3. VECTOR SPACES 25 2.3 Vector Spaces MATH 294 FALL 982 PRELIM # 3a 2.3. Let C[, ] denote the space of continuous functions defined on the interval [,] (i.e. f(x) is a member of C[, ] if f(x) is continuous
More informationLecture 10 Linear Quadratic Stochastic Control with Partial State Observation
EE363 Winter 2008-09 Lecture 10 Linear Quadratic Stochastic Control with Partial State Observation partially observed linear-quadratic stochastic control problem estimation-control separation principle
More informationModule 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 informationSuppose that we have a specific single stage dynamic system governed by the following equation:
Dynamic Optimisation Discrete Dynamic Systems A single stage example Suppose that we have a specific single stage dynamic system governed by the following equation: x 1 = ax 0 + bu 0, x 0 = x i (1) where
More informationMa 227 Review for Systems of DEs
Ma 7 Review for Systems of DEs Matrices Basic Properties Addition and subtraction: Let A a ij mn and B b ij mn.then A B a ij b ij mn 3 A 6 B 6 4 7 6 A B 6 4 3 7 6 6 7 3 Scaler Multiplication: Let k be
More informationChapter 3. State Feedback - Pole Placement. Motivation
Chapter 3 State Feedback - Pole Placement Motivation Whereas classical control theory is based on output feedback, this course mainly deals with control system design by state feedback. This model-based
More informationControl 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 informationSolution 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 informationMatrices A brief introduction
Matrices A brief introduction Basilio Bona DAUIN Politecnico di Torino Semester 1, 2014-15 B. Bona (DAUIN) Matrices Semester 1, 2014-15 1 / 44 Definitions Definition A matrix is a set of N real or complex
More informationEE C128 / ME C134 Final Exam Fall 2014
EE C128 / ME C134 Final Exam Fall 2014 December 19, 2014 Your PRINTED FULL NAME Your STUDENT ID NUMBER Number of additional sheets 1. No computers, no tablets, no connected device (phone etc.) 2. Pocket
More informationRobotics. Control Theory. Marc Toussaint U Stuttgart
Robotics Control Theory Topics in control theory, optimal control, HJB equation, infinite horizon case, Linear-Quadratic optimal control, Riccati equations (differential, algebraic, discrete-time), controllability,
More informationUniversity of Toronto Department of Electrical and Computer Engineering ECE410F Control Systems Problem Set #3 Solutions = Q o = CA.
University of Toronto Department of Electrical and Computer Engineering ECE41F Control Systems Problem Set #3 Solutions 1. The observability matrix is Q o C CA 5 6 3 34. Since det(q o ), the matrix is
More information1 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 information18.06 Problem Set 3 - Solutions Due Wednesday, 26 September 2007 at 4 pm in
8.6 Problem Set 3 - s Due Wednesday, 26 September 27 at 4 pm in 2-6. Problem : (=2+2+2+2+2) A vector space is by definition a nonempty set V (whose elements are called vectors) together with rules of addition
More information(Refer Slide Time: 00:01:30 min)
Control Engineering Prof. M. Gopal Department of Electrical Engineering Indian Institute of Technology, Delhi Lecture - 3 Introduction to Control Problem (Contd.) Well friends, I have been giving you various
More informationLinear Algebra Massoud Malek
CSUEB Linear Algebra Massoud Malek Inner Product and Normed Space In all that follows, the n n identity matrix is denoted by I n, the n n zero matrix by Z n, and the zero vector by θ n An inner product
More informationModule 02 CPS Background: Linear Systems Preliminaries
Module 02 CPS Background: Linear Systems Preliminaries Ahmad F. Taha EE 5243: Introduction to Cyber-Physical Systems Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/ taha/index.html August
More informationLecture 5 Linear Quadratic Stochastic Control
EE363 Winter 2008-09 Lecture 5 Linear Quadratic Stochastic Control linear-quadratic stochastic control problem solution via dynamic programming 5 1 Linear stochastic system linear dynamical system, over
More informationExam. 135 minutes, 15 minutes reading time
Exam August 6, 208 Control Systems II (5-0590-00) Dr. Jacopo Tani Exam Exam Duration: 35 minutes, 5 minutes reading time Number of Problems: 35 Number of Points: 47 Permitted aids: 0 pages (5 sheets) A4.
More informationA matrix is a rectangular array of. objects arranged in rows and columns. The objects are called the entries. is called the size of the matrix, and
Section 5.5. Matrices and Vectors A matrix is a rectangular array of objects arranged in rows and columns. The objects are called the entries. A matrix with m rows and n columns is called an m n matrix.
More informationControl 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 informationElementary Matrices. MATH 322, Linear Algebra I. J. Robert Buchanan. Spring Department of Mathematics
Elementary Matrices MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Outline Today s discussion will focus on: elementary matrices and their properties, using elementary
More informationEE363 homework 8 solutions
EE363 Prof. S. Boyd EE363 homework 8 solutions 1. Lyapunov condition for passivity. The system described by ẋ = f(x, u), y = g(x), x() =, with u(t), y(t) R m, is said to be passive if t u(τ) T y(τ) dτ
More informationDifferential Equations and Modeling
Differential Equations and Modeling Preliminary Lecture Notes Adolfo J. Rumbos c Draft date: March 22, 2018 March 22, 2018 2 Contents 1 Preface 5 2 Introduction to Modeling 7 2.1 Constructing Models.........................
More informationA matrix is a rectangular array of. objects arranged in rows and columns. The objects are called the entries. is called the size of the matrix, and
Section 5.5. Matrices and Vectors A matrix is a rectangular array of objects arranged in rows and columns. The objects are called the entries. A matrix with m rows and n columns is called an m n matrix.
More informationReachability and Controllability
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 ) :
More informationIdentification Methods for Structural Systems
Prof. Dr. Eleni Chatzi System Stability Fundamentals Overview System Stability Assume given a dynamic system with input u(t) and output x(t). The stability property of a dynamic system can be defined from
More informationTopic # /31 Feedback Control Systems. Analysis of Nonlinear Systems Lyapunov Stability Analysis
Topic # 16.30/31 Feedback Control Systems Analysis of Nonlinear Systems Lyapunov Stability Analysis Fall 010 16.30/31 Lyapunov Stability Analysis Very general method to prove (or disprove) stability of
More informationSolution of Linear State-space Systems
Solution of Linear State-space Systems Homogeneous (u=0) LTV systems first Theorem (Peano-Baker series) The unique solution to x(t) = (t, )x 0 where The matrix function is given by is called the state
More information0.1 Rational Canonical Forms
We have already seen that it is useful and simpler to study linear systems using matrices. But matrices are themselves cumbersome, as they are stuffed with many entries, and it turns out that it s best
More information1. Let m 1 and n 1 be two natural numbers such that m > n. Which of the following is/are true?
. Let m and n be two natural numbers such that m > n. Which of the following is/are true? (i) A linear system of m equations in n variables is always consistent. (ii) A linear system of n equations in
More informationNonlinear Observers. Jaime A. Moreno. Eléctrica y Computación Instituto de Ingeniería Universidad Nacional Autónoma de México
Nonlinear Observers Jaime A. Moreno JMorenoP@ii.unam.mx Eléctrica y Computación Instituto de Ingeniería Universidad Nacional Autónoma de México XVI Congreso Latinoamericano de Control Automático October
More informationELE/MCE 503 Linear Algebra Facts Fall 2018
ELE/MCE 503 Linear Algebra Facts Fall 2018 Fact N.1 A set of vectors is linearly independent if and only if none of the vectors in the set can be written as a linear combination of the others. Fact N.2
More informationLecture 20: Linear Dynamics and LQG
CSE599i: Online and Adaptive Machine Learning Winter 2018 Lecturer: Kevin Jamieson Lecture 20: Linear Dynamics and LQG Scribes: Atinuke Ademola-Idowu, Yuanyuan Shi Disclaimer: These notes have not been
More informationME Fall 2001, Fall 2002, Spring I/O Stability. Preliminaries: Vector and function norms
I/O Stability Preliminaries: Vector and function norms 1. Sup norms are used for vectors for simplicity: x = max i x i. Other norms are also okay 2. Induced matrix norms: let A R n n, (i stands for induced)
More informationControl 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