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Curs06-07- Stability, Observability, Controllability (1)

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2014 -2015

Adrian Burlacu,

Associate Professor at Dept. of Automatic Control and

Applied Informatics, Technical University of Iasi, Romania

Part I System Analysis

State-space representation of continuous- and discretetime systems. Transformations of system models

Linearization of nonlinear mathematical models

Solving continuous- and

equations. Transfer matrix

discrete-time

state-space

Lyapunov stability analysis of continuous- and discretetime systems. Stability of a discrete-time system

obtained by discretizing a continuous-time system

Controllability and observability of linear dynamical

systems. Effects of the discretization

Stability of linear time-invariant systems

The total response of a linear system is the sum of the natural response and the

forced response. Natural response describes the way the system dissipates or acquires

energy. The form or nature of this response is dependent only on the system, not the input.

On the other hand, the form or nature of the forced response is dependent on the input.

For a control system to be useful, the natural response must (1) eventually approach zero,

thus leaving only the forced response, or (2) oscillate. In some systems, however, the

natural response grows without bound rather than diminish to zero or oscillate.

Eventually, the natural response is so much greater than the forced response that the

system is no longer controlled. This condition, called instability, could lead to selfdestruction of the physical device if limit stops are not part of the design.

Stability of linear time-invariant systems

Using the natural response:

A linear, time-invariant system is stable if the natural response approaches zero as time

approaches infinity.

A linear, time-invariant system is unstable if the natural response grows without bound as

time approaches infinity.

A linear, time-invariant system is marginally stable if the natural response neither decays

nor grows but remains constant or oscillates as time approaches infinity.

Using the total response (BIBO):

A system is unstable if any bounded input yields an unbounded output

Stability of linear time-invariant systems

The poles of a transfer function are

- the values of the Laplace transform variable, s, that cause the transfer function to

become infinite

or

- any roots of the denominator of the transfer function that are common to roots of the

numerator.

The zeros of a transfer function are

-the values of the Laplace transform variable, s, that cause the transfer function to become

zero,

or

- any roots of the numerator of the transfer function that are common to roots of the

denominator.

Stability of linear time-invariant systems

Poles in the left half-plane generate either pure exponential decay or damped sinusoidal

natural responses. These natural responses decay to zero as time approaches infinity. Thus,

if the closed-loop system poles are in the left half of the plane and hence have a negative

real part, the system is stable. That is, stable systems have closed-loop transfer functions

with poles only in the left half-plane.

Poles in the right half-plane yield either pure exponentially increasing or exponentially

increasing sinusoidal natural responses. These natural responses approach infinity as time

approaches infinity. Thus, if the closed-loop system poles are in the right half of the s-plane

and hence have a positive real part, the system is unstable.

Stability of linear time-invariant systems

10

Liapunov Stability Analysis

11

Liapunov Stability Analysis

12

Liapunov Stability Analysis

13

Liapunov Stability Analysis

14

Liapunov Stability Analysis

15

Liapunov Stability Analysis

16

17

18

19

20

21

22

23

Lyapunov stability analysis of continuous- and discretetime systems. Stability of a discrete-time system

obtained by discretizing a continuous-time system

Controllability and observability of linear dynamical

systems. Effects of the discretization

24

The concepts of controllability and observability were introduced by Kalman. They play

an important role in the design of control systems in state space. In fact, the conditions

of controllability and observability may govern the existence of a complete solution to

the control system design problem. The solution to this problem may not exist if the

system considered is not controllable.

Although most physical systems are controllable and observable, corresponding

mathematical models may not possess the property of controllability and observability.

Then it is necessary to know the conditions under which a system is controllable and

observable

If an input to a system can be found that takes every state variable from a desired initial

state to a desired final state, the system is said to be controllable; otherwise, the system

is uncontrollable.

25

Controllability

If an input to a system can be found that takes every state variable from a desired initial

state to a desired final state, the system is said to be controllable; otherwise, the system

is uncontrollable.

Complete State Controllability of Continuous-Time Systems

unconstrained control signal that will transfer an initial state to any final state in a

finite time interval.

If every state is controllable, then the system is said to be completely state

controllable.

26

Controllability

27

Controllability

If the system is completely state controllable,

then, given any initial state x(0)

is n

The result just obtained can be extended to the case where the control vector u is

r-dimensional. If the system is described by

,, the matrix

is commonly called the controllability matrix.

28

Example

29

Controllability

Condition for Complete State Controllability in the s Plane

The condition for complete state controllability can be stated in terms of transfer

functions or transfer matrices. It can be proved that a necessary and sufficient

condition for complete state controllability is that no cancellation occur in the transfer

function or transfer matrix. If cancellation occurs, the system cannot be controlled in

the direction of the canceled mode.

30

Controllability

Output Controllability

In the practical design of a control system, we may want to control the output rather

than the state of the system. Complete state controllability is neither necessary nor

sufficient for controlling the output of the system. For this reason, it is desirable to

define separately complete output controllability.

The system is said to be completely output controllable if it is possible

to construct an unconstrained control vector u(t) that will transfer any

given initial output y(t0) to any final output y(t1) in a finite time

interval t0 < t < t1 .

is completely output controllable if and only if the mx (n+1)r matrix is of rank m

31

Example

32

Example

33

Observability

The ability to control all of the state variables is a requirement for the design of a

controller. State-variable feedback gains cannot be designed if any state variable is

uncontrollable. Uncontrollability can be viewed best with diagonalized systems. The

signal-flow graph showed clearly that the uncontrollable state variable was not

connected to the control signal of the system.

A similar concept governs our ability to create a design for an observer. Specifically, we

are using the output of a system to deduce the state variables. If any state variable has

no effect upon the output, then we cannot evaluate this state variable by observing the

output.

34

Observability

The system is said to be completely observable if every state x(t0) can be determined from

the observation of y(t) over a finite time interval, The system is, therefore, completely

observable if every transition of the state eventually affects every element of the output

vector.

The concept of observability is useful in solving the problem of reconstructing

unmeasurable state variables from measurable variables in the minimum possible length

of time.

For linear, time-invariant systems, without loss of generality, we can assume that t0=0.

35

Observability

also known, the last two terms on the right-hand side of

this last equation are known quantities. Therefore, they

may be subtracted from the observed value of y(t). Hence,

for investigating a necessary and sufficient condition for

complete observability, it suffices to consider the system

described by

36

Observability

is n

37

Observability

Example

C

= 1 0

1 1

CA

38

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