CONTROLLABILITY AND REACHABILITY OF LINEAR DIDCRETE-CONTINUOUS SYSTEMS

Prof. Grigory Agranovich

Ariel University Center of Sa aria! De"t# of Ele$tri$al an% Ele$troni$ En&ineerin&! Ariel! Israel

ABSTRACT# The linear discrete-continuous systems, are studied in this work, contain the two coupled subsystems: subsystem with continuous-time dynamics and subsystem with discrete-time dynamics. Continuous dynamics is described by ordinary linear differential equations, and a discrete one is described by difference equations for system's state jumps in prescribed time moments. For this class of models with time- aryin!, periodical and constant parameters the reachability and the controllability properties are in esti!ated. "s well controls are found for such systems state#s transition. Those solutions were applied for dynamical systems control desi!n. INTRODUCTION $iscrete-continuous systems %$C&' are those that combine both discrete and continuous dynamics. (any e)amples of $C& can be found in manufacturin! systems, intelli!ent ehicle systems, robots etc. "ll computer-controlled systems are included in this wide class of dynamics. (odern comple) en!ineerin! and other automatic control systems ha e hierarchical architecture. Common practice is to use di!ital stabili*in! local controllers also at the lower le els. Therefore, the controlled system for an upper le el control has discrete-continuous nature. "t the same time hybrid systems constitute a wider class in which a controller has essentially nonlinear control lo!ic. +ecause of !reat practical importance of hybrid, and specifically discrete-continuous, systems they ha e been the subject of intensi e research for many years. "n important characteristic of these systems from a control point of iew is that they are simultaneously dri en at each time instant by a continuous-time control si!nal plus by a discrete-time control si!nal at each precedin! samplin! time instants. The continuous-time control and the discrete-time control ha e not only a different physical nature, but they ha e also a different dynamical meanin!. ,ndeed a continuous-time control e)cites the system#s state time ariations by means of elocity chan!e, howe er, a discrete-time control results in an instantaneous system#s state chan!es %-jumps.'. ,n this way, there are two different control si!nals actin! on the plant at the same time and the two kinds of a subsystem dynamics. The mathematical models of such systems are well known in literature /01, /21, /31, /41, /051, /001 etc. 6reat effort was concentrated on optimal control and filterin! problems' solution, such as 786 /01, /21, /91, /051 H 2 and H /21, /91, /051. :arious stabili*ation techniques were de eloped for hybrid systems /;1, /051, /001 etc. "t the same time, problems of reachability and controllability analysis of linear discrete-continuous systems %7$&C', which are well-known for continuoustime and for discrete-time models and are effecti e desi!n tools of a practical en!ineer, still remain unsol ed in full. This paper is de oted to comparati e analysis of reachability and controllability properties of time- ariable 7$&C, time-periodical 7$&C, and time-constant 7$&C. The reachability property of the system means an e)istence of a control si!nal, which transposes the system from *ero initial state to <-43

any desi!ned final state. The controllability of the system means an e)istence of a control si!nal, which transposes the system from any initial state to final *ero state. For continuous-time nonsin!ular linear systems these properties are coincidin!. +ut for both discrete-time and discrete-continuous linear systems, which transition matri) is sin!ular as a rule, this is not the case. ,n this work for such systems the =alman-like reachability and controllability criteria are de eloped. STATE MODEL AND TRANSITION MATRI' OF LDCS Consider the set of prescribed discrete time instants

= { t1 , t2 , t3 , : tk + 1 tk h > 0} ,
and time functions k ( t ), { t} , defined on this set as

%0'

k ( t ) = max{ k : tk Q , tk t ,

{ t} = t t k ( t ) } ,

%2'

which specify the operatin! time of a discrete-time subsystem. ,f in equation %0' the inter al h between successi e time instants is constant, then the equation %0' and functions %2' can be represented as:

= { t k = kh : k } , k ( t ) = t h , { t} = t t h h .

%9'

>quations %2' are useful for describin! an interaction between continuous-time and discrete-time subsystems of discrete-continuous system. Consider linear model of $C& in the form of a system with jumps %/01, /21, /91, /31, /?1, /41, /051'.
' denotes a space of real- alued bounded functions, $>F,@,T,A@ 0. The C % continuous on time se!ments t k , t k +1 ) , and ri!ht-continuous in t k .

>quations of a state ector e olution of the linear discrete-continuous system %7$C&' are
( t ) = A # ( t ) + " ! ( t ), # c c c tk t < tk +1 : tk , # ( tk ) = A$ # ( tk o ) + "$ !$ ( tk ),

%B'

where - # %t ' C n %' is the state ectorC - ! c %t ' C C %' , and ! $ %t k ' % $ are continuous-time and discrete-time control e)citationsC - Ac , "c , A$ , and "$ are the coefficient matrices of compatible dimensions, '. elements of continuous-time subsystem matrices Ac , "c belon! to C % De shall consider 7$C& of the followin! three de!rees of !enerality, dependin! on the structure of the discrete-time instants set and time-dependence of model %B' coefficient matrices:
m m

$>F,@,T,A@ 2. %Time- ariable, time-periodical and time-in ariant 7$C&' 2.0. " system %B' is said to be ti e-varyin& LDCS %7T:$C& or in brief 7$C&' if at least on of the assertions holds: %i' its discrete-time instants set is defined by %0', <-4?

at least one element of its continuous-time part coefficient matrices Ac , "c ' , and the rest are constants, is a time- aryin! function of class C % %iii' at least one element of its discrete-time part coefficient matrices A$ , "$ is a time- aryin! function, and the rest are constants. 2.2. " system is said to be h-"erio%i$al LDCS %7TE$C&' if the followin! assertions hold %i' its discrete-time instants set is defined by %9', %ii' at least one element of its continuous-time part coefficient matrices Ac , "c ' , and the rest are constants, is h-periodical function of class C % %iii' all elements of its discrete-time part coefficient matrices A$ , "$ are constants . 2.9. " system is said to be ti e-invariant LDCS %7T,$C&' if the followin! assertions are hold %i' its discrete-time instants set is defined by %9', %ii' all elements of its coefficient matrices are constants. %ii' The state ector of 7$C& %B' can be represented as follows %/01, /21, /31, /?1, /051':
# %t ' = %t , t 5 ' # 5 + %t , ' "c % '! c % ' $ +
t5 t

& =k % t5 ' + 0

%t , t

k %t '

&

' "$ %t & '! $ %t & '

%3' where %t , ', t is the transition matri) of 7$C&, which satisfies the followin! equations
%t , ' = c %t , t k % t ' '
& =k % ' +0

k %t '

%t & 'c %t & , t & 0 ' c %t k % ' , ', t .

%?'
c %t , ' in %?' is a transition matri) of the continuous-time part of 7$C& %B'. The

direct corollary of %?' is the semi!roup property

( t f ,t0 ) =( t f ,t ) ( t ,t0 ), t0 t t f

%<' of the 7$C&. The followin! e)pression is an equi alent representation of the e)pression %?'
%t , ' = c %t , t k % t '+0 ' %t
c k %t '

& =k % ' +0

& +0

, t & ' A$ %t & ' c %t k % '+0 , ', t .

%4' ,t should be remind that for continuous-time system c ( t , ) = c1 ( ,t ) , but this identity is not alid for 7$C& with sin!ular discrete-time part coefficient matri) A$ %t k ' . For h-periodic 7TE$C& a transition matri) representations %?', %4' take the followin! two equi alent forms

<-4<

 ( t , ) = c ( t , t k ( t ) ) $c ( h )k ( t )k ( ) c1 ( , t k ( ) ), t $c %h' = A$ c %h,5' ,
%;' and ( t , ) = c1 ( t k ( t )+1 , t ) c$ ( h )k ( t )k ( ) c ( t k ( )+1 , ), t , c$ %h' = c %h,5' A$ . %05' For 7T,$C& a transition matri) of the continuous-time part can be e)pressed by the At matri) e)ponent c %t ' = ' c , and therefore

%t , ' = ' Ac Gt F $c %h' k % t ' k % ' ' Ac G F , t ,

%00' and

$c % h' = A$ ' Ac h , c$ %h' = ' Ac h A$ .

%t , ' = ' Ac %Gt Fh ' c$ %h' k % t 'k % ' ' Ac % hG F' , t ,

%02'

,t is essential that the transition matri) of 7T,$C&, equations %00' and %02', be a function of two ar!uments, t and , as lon! as the system %B' with constant coefficients remains to be periodic by its nature %i.e. time- ariant'. k ( t )k ( ) k % t ' k % ' The main part, $c %or c$ ' of the transition matrices representations %;' H %02' of 7TE$C& and 7T,$C& is the function of the difference k ( t ) k ( ) , the rest multipliers are the h-periodic nonsin!ular matrices. This is crucial property of the 7TE$C& %7T,$C&' transition matri), which, for e)ample, yields immediately the followin! necessary and sufficient condition of system stability. CI,T>I,A@ 0. %&tability of a 7TE$C&' " 7TE$C& 'B' is e)ponentially stable if and only if the modules of all ei!en alues of its $c component %or, equi alently, c$ ', are less than one. ,t makes sense to define ei!en alues of $c as spectrum of the operator described by equation %B'. ,t should also be recalled that matri) c$ %00' is similar to matri) $c %05' and therefore has the same ei!en alues. The sin!ularity %or nonsin!ularity' of a linear system's transition matri) is of primary importance for its analysis. ,t follows from %;', %05' that the transition matri) of 7TE$C& is sin!ular if and only if discrete-time subsystem dynamical matri) A$ is sin!ular. ,t should be noted that, as a rule, the transition matri) of a 7TE$C& controlled by a built-in computer is sin!ular. This is due to a data-processin! time delay that occurs as a time shift between the input and output si!nals of the discrete-time subsystem. This time delay coincides with *ero ei!en alue of matri) A$ , which implies sin!ularity of $c . REACHABILITY AND CONTROLLABILITY OF LDCS The majority of definitions of the notions reachability %and controllability' can be di ided on the two followin! types. The first type determines reachability as property of a system in preset instant of time t f , the second - determines reachability as property of a system on preset time inter al t0 , t f ( . The reachability of a system in <-44

time instant is important condition for solution of the control, the optimi*ation problems. The second type of definitions is more con enient for deri ation of reachability and controllability criteria. ,n the case of time-in ariant continuous-time systems the technique for those two approaches are coincide. &ince 7$C&, e en with constant coefficients, do not keep properties of time-in ariant continuous-time system, we will consider the both types of the definitions. $>F,@,T,A@ 9. %Ieachability and Controllability on a time inter al' 9.0. " 7$C& %B' is said to be rea$(a)le on t(e ti e interval t0 , t f ( if state # ( t f ) = # f e)ists admissible control ! c , ! $ on time inter al t0 , t f con erts *ero initial state # ( t0 ) = 0 to the state # f . 9.2. " 7$C& is said to be $ontrolla)le on t(e ti e interval t0 , t f ( if state # ( t0 ) = # 0 e)ists admissible control !c , !$ on time inter al t0 , t f con erts *ero initial state # 0 to the *ero final state # ( t f ) = 0 . for any ( which for any ( which

$>F,@,T,A@ B. %Ieachability and Controllability at a time moment' B.0. " 7$C& %B' is said to be rea$(a)le at ti e t f if for any state # ( t f ) = # f e)ists time instant t0 ( < t0 t f ) and admissible control !c , !$ on time inter al t0 , t f ( which con erts *ero initial state # ( t0 ) = 0 to the state # f . B.2. " 7$C& is said to be $ontrolla)le at ti e t0 if for any initial state # ( t0 ) = # 0 e)ists time instant t f ( t0 t f < ) and admissible control ! c , ! $ on time inter al t0 , t f ( which con erts the initial state # 0 to the *ero final state #( t f ) =0 . $>F,@,T,A@ 3. %Complete Ieachability and Controllability' 3.0. " 7$C& %B' is said to be $o "letely rea$(a)le if it is reachable at any time, includin! limitin! time instants t k 0 , t k . 3.2. " 7$C& is said to be $o "letely $ontrolla)le if it is reachable at any time, includin! limitin! time instants t k 0 , t k . From %9' it follows, that the space of states of the 7$C&, reachable on represented by
( t0 , t f ) = ( t , )"c ( )!c ( )$ +
t0 tf k( t f ) & =k ( t0 )+1

t0 , t f ( is

( t ,t

&

)"$ ( t & )! $ ( t & ) .

%09' where !c , !$ - admissible continuous and discrete controls. Then for reachability of 7$C& on t0 , t f ( it is necessary and sufficient that ( t0 , t f ) = % n . ,t can be pro en that , t f ) $im ( t0 , t f ) for all t0 $im ( t0 t0 %0B' and $im ( t0 , t ( t0 , t f ) for kh t f t f < kh + h . %03' f ) $im +y analo!y with continuous-time systems /091 it is shown in /<1, /001 that ( t0 , t f ) and ran!e space of the symmetric positi ely reachability space semidefinite reachability matri) <-4;

%( t0 , t f ) = ( t , )"c ( )"c) "c ( ) ) ( t , )$

t0

tf

k( t f )

%0?'
&

& = k ( t0 )+ 1

( t ,t

)"$ ( t & )" ( t & ) ( t , t & )

) $ )

are coincide. Therefore 7T,,& is reachable on the se!ment t0 , t f ( if and only if reachability matri) %0?' is nonsin!ular. ,t follows from state ector 7$C& representation %3' and %09' that system#s reachability on t0 , t f ( imply its controllability on this time se!ment. +ut the in erse proposition is no always the true. ,t is true for nonsin!ular transition matri) ( t f , t0 ) . REACHABILITY CRITERIA OF LDCS CI,T>I,A@ 2. %Ieachability on a time inter al'. " 7T$C& %B' is reachable on the time inter al t0 , t f ( if and only if the reachability matri) %( t0 , t f ) %0?' is nonsin!ular. The followin! corollaries are useful for erification of system#s reachability in a prescribed time moment. CAIA77"IJ 2.0. ,f 7$C& is reachable on the time inter al t0 , t f ( , ,t f ( , where t0 t0 . then it is reachable on any time inter al t0 CAIA77"IJ 2.2. ,f 7$C& is reachable in the time moment t f and for t f t f the transition matri) ( t f , t f ) is nonsin!ular, then the system remains in the time moment t ,f t f belon!s to continuity inter al f . t k t f < t k +1 , then the system is reachable in any time moment t f , which belon! to the time se!ment t f t f < tk +1 . reachable For h-periodical 7TE$C&, which ha e the followin! additional properties
( t , ) = ( t + h , + h ), %( t f , t0 ) = %( t f + h , t0 + h )

%0<'

the standard time inter al for reachability test is defined by the ne)t criterion. CI,T>I,A@ 9. %Ieachability of h-periodical 7$C& in a time moment'. " 7TE$C& is reachable in time moment t f if and only if it is reachable on the time inter al t f nh , t f ( # For h-periodical and, as a special case, for 7T,$C& the followin! assertion is alid. "&&>IT,A@ 0. " 7TE$C& %7T,$C&' is completely reachable, if and only if it is reachable in arbitrary time moment tk . ,f in addition, the matri) A$ is nonsin!ular, then for complete reachability it is necessary and sufficient the system reachability in arbitrary time moment t . Ksin! this assertion, the followin! =alman - like criterion is obtained. CI,T>I,A@ B. %Complete reachability of 7T,$C&' " 7T,$C& is completely reachable completely reachable if and only if one of the two followin! equi alent assertions is fulfilled:

<-;5

0' %04' where

) ) %$c = ( $c ( h ))* "$c "$c ( $c ( h ))* * =0

n 1

"$c = A$ "c
%0;' is nonsin!ularC 2' Iank of the matri)

A$ Ac "c

A$ Ac2 "c

A$ Acn 1 "c

"$

2 n 1 %$c = "$c $c ( h )"$c $c ( h )"$c $c ( h ) "$c

%25' is equal to

n.

CONTROLLABILITY CRITERIA OF LDCS +y analo!y to reachability, controllability properties of 7$C& can be in esti!ate of base of linear subspace C ( t0 , t f ) of of system#s states # ( t0 ) , controllable on a n time inter al t0 , t f ( . This subspace is C ( t0 , t f ) of a 7$C& state space % defined as the solution of the linear set-theoretical equation
( t f , t0 )C ( t0 , t f ) = ( t0 , t f ) rang'( t f , t0 ) .

%20' Ksin! %20', the followin! criterion is pro ed. CI,T>I,A@ 3. %Controllability on a time inter al'. " 7T$C& %B' is controllable on the time inter al t0 , t f ( if and only if one of these equi alent statements is alid
rank ( t f ,t0 ) %( t0 ,t f )( = rank %( t0 ,t f )

%22'
rank ( t f ,t0 ) ) ( t f ,t0 ) %( t0 ,t f )( = rank %( t0 ,t f )

%29' The followin! corollaries are useful for erification of 7$C& controllability in the time moment and its complete controllability. CAIA77"IJ 3.0. ,f a 7$C& is controllable on the time inter al t0 , t f ( , then it is ,t controllable on any includin! time inter al t0 f (, where t0 t0 , t f t f . CAIA77"IJ 3.2. ,f a 7$C& is controllable in the time moment t0 , then it is t0 . controllable in any time moment t0 " h-periodical 7$C& has the followin! additional properties. CAIA77"IJ 3.9. " 7TE$C& is controllable in time moment t if and only if it is controllable on time inter al t ,t + n h ( . CAIA77"IJ 3.B. " 7TE$C& is completely controllable, if and only if it is controllable in arbitrary time moment t . +y analo!y to reachability criterion B it was obtained the followin! the =alman - like al!ebraic criterion of complete controllability of 7T,$C&. <-;0

CRITERION *# %Complete controllability of 7T,$C&' " 7T,$C& %B' is completely controllable if and only if if one of the two followin! equi alent assertions is fulfilled: n rank $c ( h ) %$c ( = rank %$c , 0' %2B' n rank $c ( h ) %$c ( = rank %$c . 2' %23' CONCLUSIONS This paper has been de oted to the deri ation of =alman - like reachability and controllability criteria for 7$C& time- aryin!, time-periodical and time-in ariant dynamical systems. The analo!ous problems of obser ability and constructibility are sol ed by means of the duality principle. From these results known =alman - like criteria for 7T, continuous-time and discrete-time systems follow as a special cases /B1, /021, /091, /0B1. These solutions !i e mathematical foundation for applications of optimal control and other methods for discrete-continuous systems desi!n. REFERENCES
1.

2. 9.

B. 3. ?. <. 4. ;. 05. 00. 02. 09.

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<-;2

0B. >. $. &onta!, -(athematical Control Theory: $imensional &ystems., 2nd >d., &prin!er, 0;;4.

deterministic

Finite

<-;9