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Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability...

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Lectur e 4: Contr ollability and obser v ability Lecture 4: Controllability and observability – p.1/9
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Page 1: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Lecture 4:

Controllability and observability

Lecture 4: Controllability and observability – p.1/9

Page 2: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Part 1:

Controllability

Lecture 4: Controllability and observability – p.2/9

Page 3: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Two inver ted pendula mounted on a char t. Length of the pendula:, respectivel y.

force

Defines a system with behavior

satisfies Newton’ s laws

Lecture 4: Controllability and observability – p.3/9

Page 4: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Two inver ted pendula mounted on a char t. Length of the pendula:, respectivel y.

force

Defines a system with behavior

satisfies Newton’ s lawsLecture 4: Controllability and observability – p.3/9

Page 5: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

By physical reasoning: if , then does notdepend on the external force : if for ,then also for , regar dless of the externalforce .

Hence: there is no with while at

the same time .

No trajector y with can be

’steered’ to a future trajector y with .

Lecture 4: Controllability and observability – p.4/9

Page 6: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

By physical reasoning: if , then does notdepend on the external force : if for ,then also for , regar dless of the externalforce .

Hence: there is no with while at

the same time .

No trajector y with can be

’steered’ to a future trajector y with .

Lecture 4: Controllability and observability – p.4/9

Page 7: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Assume now that the lengths of the pendula are unequal:

It turns out (more difficult to prove) that in that case it is possib le toconnect any past trajector y with any future trajector y:

Given , there exists and suc h that

Lecture 4: Controllability and observability – p.5/9

Page 8: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Assume now that the lengths of the pendula are unequal:

It turns out (more difficult to prove) that in that case it is possib le toconnect any past trajector y with any future trajector y:

Given , there exists and suc h that

Lecture 4: Controllability and observability – p.5/9

Page 9: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability

is called contr ollab le if for all there existsand suc h that

concatenatingtrajectory

time

Lecture 4: Controllability and observability – p.6/9

Page 10: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability

is called contr ollab le if for all there existsand suc h that

concatenatingtrajectory

time

� �

Lecture 4: Controllability and observability – p.6/9

Page 11: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability in terms of kernel representations

Suppose

is represented in kernel representation by

.

How to decide whether is contr ollab le?

Theorem: Let , and let be suc h that

is a kernel representation of . Then iscontr ollab le if and onl y if

for all

equiv alentl y, if and onl y if is the same for all .

Note: is the rank of as a matrix of pol ynomials.

Lecture 4: Controllability and observability – p.7/9

Page 12: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability in terms of kernel representations

Suppose

is represented in kernel representation by

.

How to decide whether is contr ollab le?

Theorem: Let

, and let�

be suc h that

is a kernel representation of . Then iscontr ollab le if and onl y if

for all

equiv alentl y, if and onl y if is the same for all .

Note: is the rank of as a matrix of pol ynomials.

Lecture 4: Controllability and observability – p.7/9

Page 13: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Examples

1. represented by ,

(single input/single output system). Here, , .is contr ollab le if and onl y if

for all

equiv alentl y, the pol ynomials are coprime .

2. represented by .Obviousl y, this is a kernel representation, with

.is contr ollab le if and onl y if

for all

(Hautus test).

Lecture 4: Controllability and observability – p.8/9

Page 14: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Examples

1. represented by ,

(single input/single output system). Here, , .is contr ollab le if and onl y if

for all

equiv alentl y, the pol ynomials are coprime .

2.

� �

represented by .Obviousl y, this is a kernel representation, with

.is contr ollab le if and onl y if

� for all

(Hautus test).

Lecture 4: Controllability and observability – p.8/9

Page 15: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability and image representations

Let

and let

. If

there exists suc h that

then we call an image representation of .

is then the image of the mapping

Question: Whic h ’s in have an image representation?

Theorem: Let . has an image representation if and onl yif is contr ollab le.

Note: Relation with the notion of flat system.

Lecture 4: Controllability and observability – p.9/9

Page 16: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability and image representations

Let

and let

. If

there exists suc h that

then we call an image representation of .

is then the image of the mapping

Question: Whic h ’s in have an image representation?

Theorem: Let . has an image representation if and onl yif is contr ollab le.

Note: Relation with the notion of flat system.

Lecture 4: Controllability and observability – p.9/9

Page 17: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability and image representations

Let

and let

. If

there exists suc h that

then we call an image representation of .

is then the image of the mapping

Question: Whic h ’s in�

have an image representation?

Theorem: Let . has an image representation if and onl yif is contr ollab le.

Note: Relation with the notion of flat system.

Lecture 4: Controllability and observability – p.9/9

Page 18: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Controllability and image representations

Let

and let

. If

there exists suc h that

then we call an image representation of .

is then the image of the mapping

Question: Whic h ’s in�

have an image representation?

Theorem: Let

. has an image representation if and onl yif is contr ollab le.

Note: Relation with the notion of flat system.

Lecture 4: Controllability and observability – p.9/9

Page 19: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Part 2

Observability

Lecture 4: Controllability and observability – p.10/9

Page 20: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Consider a point mass with position vector , moving under

influence of a force vector . This defines a system ,represented by

For a given , many ’s will satisfy the system equation: the actual

will of cour se depend on and .

In other words: does not determine uniquel y. This is expressedby saying that

in , is not obser vable from .

Lecture 4: Controllability and observability – p.11/9

Page 21: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Consider a point mass with position vector , moving under

influence of a force vector . This defines a system ,represented by

For a given , many ’s will satisfy the system equation: the actual

will of cour se depend on and .

In other words: does not determine uniquel y. This is expressedby saying that

in , is not obser vable from .

Lecture 4: Controllability and observability – p.11/9

Page 22: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Observability

Let

, and be a par tition of the manif estvariab le . We will say that

in , the component is obser vable from the component if

is uniquel y determined by , i.e., if

to-be-deduced

observed

Lecture 4: Controllability and observability – p.12/9

Page 23: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Let , .

1. Let be represented by ,

. Clearl y, in , is obser vable from : for

given , is given by .

2. Let be represented by ,

. This time , in , is not obser vable from :

determines onl y , so up to a constant .

Lecture 4: Controllability and observability – p.13/9

Page 24: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Let , .

1. Let be represented by ,

. Clearl y, in , is obser vable from : for

given , is given by .

2. Let be represented by ,

. This time , in , is not obser vable from :

determines onl y , so up to a constant .

Lecture 4: Controllability and observability – p.13/9

Page 25: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Observability in terms of kernel representations

Suppose

is represented in kernel representation by

, with

. Partition .

Accor dingl y, par tition , so that is represented by

.

How do we check whether , in , is obser vable from ?

Theorem: in , is obser vable from if and onl y if

for all

i.e., has full column rank for all .

In that case , there exists suc h that (i.e.a pol ynomial left inverse of ), and we have

Lecture 4: Controllability and observability – p.14/9

Page 26: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Observability in terms of kernel representations

Suppose

is represented in kernel representation by

, with

. Partition .

Accor dingl y, par tition , so that is represented by

.

How do we check whether , in , is obser vable from ?

Theorem: in , is obser vable from if and onl y if

for all

i.e., has full column rank for all .

In that case , there exists suc h that (i.e.a pol ynomial left inverse of ), and we have

Lecture 4: Controllability and observability – p.14/9

Page 27: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Observability in terms of kernel representations

Suppose

is represented in kernel representation by

, with

. Partition .

Accor dingl y, par tition , so that is represented by

.

How do we check whether , in , is obser vable from ?

Theorem: in , is obser vable from if and onl y if

for all

i.e., has full column rank for all .

In that case , there exists

� �

suc h that � � (i.e.a pol ynomial left inverse of ), and we have

Lecture 4: Controllability and observability – p.14/9

Page 28: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Consider the system , with , represented by

Under what conditions is obser vable from ?

Clearl y, the equations can be re-written as

Hence: obser vable from full column

rank for all . (Hautus test)

Lecture 4: Controllability and observability – p.15/9

Page 29: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Consider the system , with , represented by

Under what conditions is obser vable from ?Clearl y, the equations can be re-written as

Hence: obser vable from full column

rank for all . (Hautus test)

Lecture 4: Controllability and observability – p.15/9

Page 30: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Example

Consider the system , with , represented by

Under what conditions is obser vable from ?Clearl y, the equations can be re-written as

Hence: obser vable from full column

rank for all . (Hautus test)

Lecture 4: Controllability and observability – p.15/9

Page 31: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Part 3:

Stabilizability and detectability

Lecture 4: Controllability and observability – p.16/9

Page 32: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Stabilizability

is called stabilizab le if for all there exists

suc h that

for ,

.

time

Lecture 4: Controllability and observability – p.17/9

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Stabilizability

is called stabilizab le if for all there exists

suc h that

for ,

.

time

Lecture 4: Controllability and observability – p.17/9

Page 34: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Stabilizability in terms of kernel representations

Suppose

is represented in kernel representation by

.

How to decide whether is stabilizab le?

Theorem: Let , and let be suc h that

is a kernel representation of . Then isstabilizab le if and onl y if

for all

equiv alentl y, if and onl y if is the same for all

( ).

Lecture 4: Controllability and observability – p.18/9

Page 35: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Stabilizability in terms of kernel representations

Suppose

is represented in kernel representation by

.

How to decide whether is stabilizab le?

Theorem: Let

, and let

be suc h that

is a kernel representation of . Then isstabilizab le if and onl y if

for all

equiv alentl y, if and onl y if is the same for all

( ).

Lecture 4: Controllability and observability – p.18/9

Page 36: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Detectability

Let

, and be a par tition of the manif estvariab le . We will say that

in , the component is detectab le from the component if

If is detectab le from , then determinesasymptoticall y.

to-be-deduced

observed

Lecture 4: Controllability and observability – p.19/9

Page 37: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Detectability in terms of kernel representation

Suppose that

is represented in kernel representation by

, with

. Partition .

Accor dingl y, par tition , so that is represented by

.

How do we check whether , in , is detectab le from ?

Theorem: in , is detectab le from if and onl y if

for all

i.e., has full column rank for all .

Lecture 4: Controllability and observability – p.20/9

Page 38: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Detectability in terms of kernel representation

Suppose that

is represented in kernel representation by

, with

. Partition .

Accor dingl y, par tition , so that is represented by

.

How do we check whether , in , is detectab le from ?

Theorem: in , is detectab le from if and onl y if

for all

i.e., has full column rank for all .

Lecture 4: Controllability and observability – p.20/9

Page 39: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Summarizing

A system is contr ollab le if the past and the future of any twotrajectories in can be concatenated to obtain a trajector y in

.

Contr ollability is a proper ty of the system. Given a kernelrepresentation of the system, contr ollability can be effectivel ytested.

Given a system and a par tition , is calledobser vable from if the conditiondetermines uniquel y.

Obser vability is a proper ty of the system and a par tition of itsvariab les. Given a kernel representation of the system,obser vability can be effectivel y tested.

Lecture 4: Controllability and observability – p.21/9

Page 40: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Summarizing

A system is contr ollab le if the past and the future of any twotrajectories in can be concatenated to obtain a trajector y in

.

Contr ollability is a proper ty of the system. Given a kernelrepresentation of the system, contr ollability can be effectivel ytested.

Given a system and a par tition , is calledobser vable from if the conditiondetermines uniquel y.

Obser vability is a proper ty of the system and a par tition of itsvariab les. Given a kernel representation of the system,obser vability can be effectivel y tested.

Lecture 4: Controllability and observability – p.21/9

Page 41: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Summarizing

A system is contr ollab le if the past and the future of any twotrajectories in can be concatenated to obtain a trajector y in

.

Contr ollability is a proper ty of the system. Given a kernelrepresentation of the system, contr ollability can be effectivel ytested.

Given a system and a par tition , is calledobser vable from if the conditiondetermines uniquel y.

Obser vability is a proper ty of the system and a par tition of itsvariab les. Given a kernel representation of the system,obser vability can be effectivel y tested.

Lecture 4: Controllability and observability – p.21/9

Page 42: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

Summarizing

A system is contr ollab le if the past and the future of any twotrajectories in can be concatenated to obtain a trajector y in

.

Contr ollability is a proper ty of the system. Given a kernelrepresentation of the system, contr ollability can be effectivel ytested.

Given a system and a par tition , is calledobser vable from if the conditiondetermines uniquel y.

Obser vability is a proper ty of the system and a par tition of itsvariab les. Given a kernel representation of the system,obser vability can be effectivel y tested.

Lecture 4: Controllability and observability – p.21/9

Page 43: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

A system is stabilizab le if the past of any trajector y incan be concatenated with the future of a trajector y in thatconverges to zero, to obtain a trajector y in .

Given a system and a par tition , is calleddetectab le from if the conditiondetermines asymptoticall y as .

Lecture 4: Controllability and observability – p.22/9

Page 44: Lecture 4: Controllability and observability€¦ · Lecture 4: Controllability and observability – p.21/9. Summarizing A system is controllable if the past and the future of any

A system is stabilizab le if the past of any trajector y incan be concatenated with the future of a trajector y in thatconverges to zero, to obtain a trajector y in .

Given a system and a par tition , is calleddetectab le from if the conditiondetermines asymptoticall y as .

Lecture 4: Controllability and observability – p.22/9


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