MULTIVARIABLE POLE PLACEMENT AND OBSERVERS

For multiple inputs/outputs, controller and observer

design is complicated by several factors:
Feedback gain K is not unique (as it is for SISO)
Some modes controllable (observable) through
some inputs (outputs) but not others.
Controllability (observability) matrix non-square
Consider a plant with pinputs. We will define a
multi-input controllable canonical form and an n x n
similarity transformation.
CONTROLLABILITY INDICES:
P B AB A B
n
n pn

M M L M
1
controllability matrix:
If there are nlinearly indep. cols. among
the nx ptotal columns. Therefore, there will be many
ways to construct an n x n similarity transformation.
n P rank ) (
Let
B b b b
p

1 2
L
(separating B into its pcolumns).
Then
P b b Ab Ab A b A b
p p
n n
p

1 1
1
1
1
L M L M L M L
1 2 4 3 4 1 2 44 3 44 1 2 444 3 444
each block contains contributions from each input;
i.e., each column of B.
block 0 block 1 block n-1
P b b Ab Ab A b A b
p p
n n
p

1 1
1
1
1
L M L M L M L
1 2 4 3 4
1 2 44 3 44
1 2 444 3 444
block 0 block 1 block n-1
Starting from the left in this matrix, check each column, keeping
count of the number of linearly independent columns you encounter.
Of course, you may stop counting when you have reached
nlinearly independent columns.
Let the block in which you find the last (i.e., the n
th
) linearly
independent column be denoted the
st
block. Then the
first block in which there are no moreindependent columns
will be the
th
block.
( ) 1

is the controllability indexof the system.

Note that this implies that the controllability could
have been checked with the test:
[ ] B A AB B rank
1
L
Where . (m=n only for a controllable system)
n
Suppose m=n . Now we want to gather nlinearly
independent columns from this matrix in order to
generate a similarity transformation that will give us a
multi-input controllable canonical form.
There are two common ways to gather these columns:
From the matrix:
b b A b A b
p p 1
1
1
1
L M L M L

METHOD 1:
Gather columns from left to right, i.e., consider
b b b Ab Ab
p 1 2 1 2
, , , , , , K K
keeping only those columns that are linearly independent
of previously chosen columns.
When finished (ncolumns gathered), re-arrange
them as:
here,
#
i
{ }
p
, , ,
2 1
K (individual ) controllability
indices of (A, B)
Note that there is an index for each input.
[
1
]
1

p p p
n
b A Ab b
b A Ab b b A Ab b M
p
1
1
2 2 1
1
1 1
2 1
L L
L L L
of linearly independent columns associated
with the ith input.
Also note that:
{ }
n
p
p
+ + +

K
K
2 1
2 1
and , , , max
THEOREM: The set of controllability indices is
invariant under any equivalence transformation,
and any ordering of the columns of B.
METHOD 2:
Consider only one input (i.e., one column of B)
at a time. That is, search in the order:
b Ab A b
1 1
1
1
1
, , , K

until is lin. dep. on
1
1
b A

{ }
1
1
1 1
1
, , , b A Ab b

K
Then continue with
2
1
2 2
2
, , , b A Ab b

K
etc., until all nlin. indep. columns are found.
If then the entire system can be
controlled from the first input alone.

1
n
SUMMARIZING:
method 1: Left to right, then re-arrange.
Resulting nonsingular transformation is:
M b A b b A b
p p
p
1 1
1
1
1
1

L M L M L

method 2: One input at a time.
[ ]
p p
b A b b A b M
p
1
1
1
1 2
1


L M L M L
We will use METHOD 1 to find a matrix to use as
a similarity transformation (recall the similarity
transformation used to get the SISO controllable
canonical form). Now we will get a
[ ] L L L L
p
b Ab Ab b b
2 1 2 1
Method 1
Method 2
multivariable canonical form
MULTIVARIABLE STATE FEEDBACK:
Du Cx y
Bu Ax x
+
+ &
p n B
n n A

:
:
To simplify the notation, we will use a specific example:
Let
Use METHOD 1 to get
[ ]
3
3
3
2
3 3 2 2 1
2
1 1
b A b A Ab b Ab b b A Ab b M
4 4 4 4 3 4 4 4 4 2 1
4 2 3 3 9
3 2 1
p n
controllability indices
Compute
1
1
1
1
1
1
1
1
1
1
1
1
]
1

34
33
32
31
22
21
13
12
11
1
m
m
m
m
m
m
m
m
m
M
e
1
1

e
2
2

e
3
3

Now because
,
1
I M M

3 , 2 , 1 , 0 for 0
1 , 0 for 0
1
1 , 0 for 0
3 13
2 13
1
2
13
1 13

k b A m
k b A m
b A m
k b A m
k
k
k
Use to form the square matrix: 3 , 2 , 1

i e
i
i
1
1
1
1
1
1
1
1
1
1
1
1
]
1

3
34
2
34
34
34
22
22
2
13
13
13
A m
A m
A m
m
A m
m
A m
A m
m
T
Use this matrix as the similarity
transformation.
The result will be

1
TAT A
1
1
1
1
1
1
1
1
1
1
1
1
]
1

1
1
1
1
1
1
1
1
1
1
1
1
]
1

1 0 0
0 0 0
0 0 0
0 0 0
0 1 0
0 0 0
0 1
0 0 0
0 0 0
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 0 1 0
1 0 0
0 1 0
TB B A
where denotes an arbitrary number, and
blank spaces denote zero blocks.

In the matrix, if , the 3 nonzero rows

of would be
If , they would be
For this example, we have ,
so the 3 nonzero rows are
Induce a pattern from this.
B
B
3 2 1
> >
1
1
1
]
1

1 0 0
1 0
1
3 2 1

1
1
1
]
1

1 0 0
0 1 0
0 0 1
4 , 2 , 3
3 2 1

1
1
1
]
1

1 0 0
0 1 0
0 1
Now because the 3 nonzero rows of are lin.
indep., and all other rows are all zero, the three
rows containing x
s
can be arbitrarily assigned, and
all of the other rows will be unaffected.
B
For example, we might choose such that
K
1
1
1
1
1
1
1
1
1
1
1
1
]
1

4 3 2 1
2 1
3 2 1
0 0 0 0 0
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 0 0 0 0
1 0
0 0 0 0 0 0
1 0 0
0 1 0
c c c c
b b
a a a
K B A
This is clearly a set of three distinct controllable
canonical forms, just like the single-variable case.
Or, we could have chosen such that K
1
1
1
1
1
1
1
1
1
1
1
1
]
1

9 8 7 6 5 4 3 2 1
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1 0 0 0 0 0
1 0
0 0 0 0 0 1 0 0 0
1 0 0
0 1 0
d d d d d d d d d
K B A
...which simply a singlecontrollable form.
(We could also have formed two canonical blocks
(in two different ways!))
In the previous system, the matrix would be
px n; i.e., 3 x 9. Let
K
1
1
1
]
1

39 32 31
29 22 21
19 12 11
k k k
k k k
k k k
K
L
Then we will have a 9 x 9 matrix
1
1
1
]
1

1
1
1
1
1
1
1
1
1
1
1
1
]
1

39 32 31
29 22 21
19 12 11
1 0 0
0 0 0
0 0 0
0 0 0
0 1 0
0 0 0
0 1
0 0 0
0 0 0
k k k
k k k
k k k
x
K B
L
1
1
1
1
1
1
1
1
1
1
1
1
]
1

+ + +

39 32 31
29 22 21
29 19 22 12 21 11
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
k k k
k k k
xk k xk k xk k
K B
L
L
L
L
L
L
L
L
L
It is clear from the form of this matrix that any value
in the third, fifth, or ninth row of the A-matrix can
be arbitrarily chosen.
Choose the 2nd and 3rd rows of to produce
the desired fifth and ninth rows of .
From the desired third row of and the second row
of as chosen above, select the first row of .
K
A
Procedure:
K
A
K
(If the nonzero rows of were ,
choose the third, second, then first rows of .) K
B
1
1
1
]
1

1 0 0
1 0
1
See example 10.2.1.1
u x x
1
1
1
1
]
1

+
1
1
1
1
]
1

7 1
11 1
6 1
4 1
36 11 16 3
51 14 25 4
33 11 13 3
31 12 11 2
&
1
1
1
1
]
1

202 24 68 14 23 6 7 1
331 36 111 20 37 8 11 1
175 24 59 14 20 6 6 1
73 16 27 12 11 6 4 1
P
(linearly independent)
We wish to have closed-loop poles at } 3 3 , 5 , 5 { j t
1
1
1
1
]
1

3
2
3
1
6
11
2
1
3
1
3
19
3
4
1
0 1
3 0 4 1
1
3 1
M
So the first four columns of P become the matrix
M. Then
1
1
1
1
]
1

1
1
1
1
]
1

3
4
3
1
3
4
3
1
3
2
3
1
6
17
6
11
6
1
6
1
6
11
2
1
3
1
22
22
12
12
0 1
1
A m
m
A m
m
T
and
1
1
1
1
]
1

1
1
1
1
]
1

1 0
0 0
0 1
0 0
5 2
1 0 0 0
0 0 1 0
3
14
3
2
6
7
3
8
3
7
3
4
1
TB B TAT A
From this, the transformed system is:
1
]
1

24 23 22 21
14 13 12 11
k k k k
k k k k
K
Let the state feedback matrix be denoted
Directly applying this feedback,
1
1
1
1
]
1

+ + + +
+ + + +

1
]
1

1
1
1
1
]
1

+
1
1
1
1
]
1

+
24
3
14
23 22
3
2
21
14
6
7
13
3
8
12
3
7
11
3
4
24 23 22 21
14 13 12 11
3
14
3
2
6
7
3
8
3
7
3
4
5 2
1 0 0 0
0 0 1 0
1 0
0 0
0 1
0 0
5 2
1 0 0 0
0 0 1 0
k k k k
k k k k
k k k k
k k k k
K B A
1
1
1
1
]
1

1
1
1
1
]
1

3 2 1 0 1 0
1 0
1 0 0 0
0 1 0 0
0 0 1 0
or
0 0
1 0 0 0
0 0
0 0 1 0
We have two choices the for final form of our
transformed system:

'

+ + + + + + +
+ + + + + +

0 1
2 2
0 1
2 2
18 6 ) 3 3 )( 3 3 (
and
25 10 ) 5 )( 5 (
s s s s j s j s
s s s s s s
We can accomplish both of these, with either
or
0 1
2
2
3
3
4
2 3 4
450 330 103 16 ) 3 3 )( 3 3 )( 5 )( 5 (
+ + + +
+ + + + + + + + +
s s s s
s s s s j s j s s s
1
1
1
1
]
1

+
6 18 0 0
1 0 0 0
0 0 10 25
0 0 1 0
K B A
Computing the first of these,
giving
1
]
1

3
4
3
2
6
7
3
8
3
2
3
2
1
13 2
7 23
K
And the second choice (a single block)
1
1
1
1
]
1

+
16 103 330 450
1 0 0 0
0 1 0 0
0 0 1 0
2
K B A
or
1
]
1

3
34
3
1
6
1
3
8
3
7
3
4
2
98 329 448
K
(then dont forget to transform back to whatever
the original basis was!!)
These examples considered only the placement
of poles in a controller. By using the same
principles of duality as we used in the design of
observer gain for single-output systems, we can
now find observer gains for multiple-output
systems.
This will require observability indices, observer
canonical forms, etc.