1

1.1

Controllability and Observability

Linear Time-Invariant (LTI) Systems

State-space:
x = Ax + Bu,
y = Cx + Du.

x(0) = x0,

Dimensions:
x Rn ,

u Rm ,

Notation

Transfer function:

A B
C D

y Rp .

H(s) = C(sI A)1B + D

Note that H(s) is always proper!
Similarity transformation:


 

T 1AT T 1B
A B

CT
D
C D

Similarity does not change transfer function

H(s) = CT (sI T 1AT )1T 1 B + D = C(sI A)1B + D
System response:
Y (s) = H(s)U (s) + C(sI A)1x(0)
|
{z
}
| {z }
Input
Initial conditions

MIMO comes for free!

MAE 280 B

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1.2

Concepts from MAE 280 A

Controllability Matrix:


C(A, B) = B AB An1B .

Controllability Gramian:

X(t) =

eA BB T eA d.

Observability Matrix:

Observability Gramian:

C
CA

O(A, C) = .. .
.
CAn1
Y (t) =

eA C T CeA d.

MAE 280 B

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1.3

Controllability

Problem: Given x(0) = 0 and any x, can one compute u(t) such that x(t) = x
for some t > 0?
Theorem: The following are equivalent
a) The pair (A, B) is controllable;
b) The Controllability Matrix C(A, B) has full-row rank;
c) There exists no z 6= 0 such that z A = z ,

z B = 0;

d) The Controllability Gramian X(t) is positive definite for some t 0.

1.4

Observability

Problem: Given y(t) over t [0, t] with t > 0 can one compute x(t) for all
t [0, t]?
Theorem: The following are equivalent
a) The pair (A, C) is observable;
b) The Observability Matrix O(A, C) has full-column rank;
c) There exists no x 6= 0 such that Ax = x,

Cx = 0;

d) The Observability Gramian Y = Y (t) is positive definite for some t 0.

1.5

Things you should already know

1. Why a) and b) are equivalent.

2. Why can we stop C(A, B) at An1B and O(A, C) at CAn1?
3. Kalman canonical forms. E.g. if (A, C) is not observable then



A o 0 Bo
A B
Aoo Ao Bo
C 0
Co 0
0
where Ao Rrr and (Ao , Co ) is observable.

MAE 280 B

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1.6

The Popov-Belevitch-Hautus Test

Theorem: The pair (A, C) is observable if and only if there exists no x 6= 0

such that
Ax = x, Cx = 0.
(1)
Proof:
Sufficiency: Assume there exists x 6= 0 such that (1) holds. Then
CAx = Cx = 0,
CA2x = CAx = 0,
..
.
CAn1x = CAn2x = 0
so that
O(A, C)x = 0,
which implies that the pair (A, C) is not observable.
Necessity: Assume that (A, C) is not observable. Then transform it into the
equivalent non observable realization where




A
0
o
A =
,
C = Co 0 .
Aoo Ao
Chose x 6= 0 such that

Aox = x.
Then


 
 
Ao 0
0
0
=
,
Aoo Ao x
x

MAE 280 B

 

 0
Co 0
= 0.
x

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1.7

Controllability Gramian

Problem: Given x(0) = 0 and any x, compute u(t) such that x(t) = x for
some t > 0.
Solution: We know that
x = x(t) =

eA(t ) Bu( )d.

If we limit our search to controls u of the form

T

u(t) = B T eA

(tt)

we have
x =

eA(t ) BB T eA

(t )

zd,

=
=

eA(t ) BB T eA

(t )

0
t

eA BB T eA d
0

= t

z,

z,

and
z =

eA BB T eA d

!1

x,
T

u(t) = B T eA

(tt)

eA BB T eA d
0

!1

The symmetric matrix

X(t) :=

eA BB T eA d
0

is the Controllability Gramian.

MAE 280 B

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1.8

Stabilizability

Problem: Given any x(0) = x can one compute u(t) such that x(t) = 0 for
some t > 0?
Theorem: The following are equivalent
a) The pair (A, B) is stabilizable;
b) There exists no z 6= 0 and such that z A = z ,
+ 0.
1.9

z B = 0 with

Detectability

Problem: Given y(t) over t [0, t] with t > 0 can one compute x(t)?
Theorem: The following are equivalent
a) The pair (A, C) is detectable;
b) There exists no x 6= 0 and such that Ax = x,
+ 0.

MAE 280 B

10

Cx = 0 with

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1.10

Example: satellite in circular orbit

u2
u1
m

1111
0000
0000
1111
0000
1111
0000
1111
0000
1111
0000
1111
0000
1111
e

Satellite of mass m with thrust in the radial direction u1 and in the

tangential direction u2. From Skelton, DSC, p. 101.
Newtons law

m~r = ~u1 + ~u2 + f~g ,

where f~g is the gravitational force

km ~r
f~g = 2 .
r r
Using cylindrical coordinates


cos
~e1 =
,
sin

~e2 =


sin
,
cos

we have
~r = r~e1 ,

MAE 280 B

~u1 = u1~e1 ,

~u2 = u2~e2 ,

11

km
f~g = 2 ~e1 .
r

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We need to compute
d2
d

~r = 2 (r~e1 ) = (r~
e1 + r~e1 ) = r~e1 + 2r~e 1 + r~e1 ,
dt
dt
where
~e 1
~e1
That is

sin

e2 ,
=
= ~
cos





sin

cos

2
e2 2~e1 .
=
+
= ~
cos
sin
e2,
~r = (
r r2)~e1 + (2r + r)~

so that Newtons law can be rewritten as

e2 = u1~e1 + u2~e2 km e~1 ,
m(
r r2)~e1 + m(2r + r)~
r2
or, equivalently, as the two scalar differential equations
km
m(
r r2) = u1 2 ,
r
= u2 .
m(2r + r)
In state space

r
r
0
0
x3
 
0


u1
0
x
4

x=
r , x = r = x1x24 k/x21 + 1/m
u2 .
0
2x3x4/x1
0 1/(mx1)

This is a nonlinear system and we look for equilibrium (

r = = 0) when
u1 = u2 = 0. This can be stated as
x1x24 k/x21 = 0,

2x3x4/x1 = 0.

The second condition implies x3 = r and/or x4 = must be zero. We

choose x3 = r = 0 which implies x1 = r = r constant and
s
r
k
k
=
x4 = =
=
k = r3
2.
3
3
x1
r
Note also that x2 = =
t.
MAE 280 B

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This nonlinear system is in the form

x = f (x, t) + g(x)u.
We will linearize f (x, t) and g(x)u around the equilibrium point (
x, u) to
obtain the linearized system
x = (fx)T [x(t) x(t)] + (gx)T [x(t) x(t)]
u + g(
x)u.
For this problem

r
0
0
x3

t
x4
0
, g(x) = 0
, u = 0, f (x, t) =
,
x(t) =
0
1/m
x1x24 k/x21

2x3x4/x1
0 1/(mx1)
and

0
(fx)T =
2 k/
r3 +
2
0

0
1
0
0

0
0
1 0
=
0
0
2 r
3
2
0 2
/
r 0
0

0
1
0
0
0
1
.
0
0
2 r

0 2
/
r 0

This produces the linearized system

0
0
0 0
1
0
 
0
0 0
u1

0
0
1

x +
x =
.
1/m
3
0 u2
2 0
0
2 r

0 1/(m
r)
0 0 2
/
r 0

If we looking at the satellite (from the earth) we can say that we can
observe r and (how?), that is


1 0 0 0
x.
y=
0 0 0 1
Questions:
1)
2)
3)
4)

Can we estimate the state of the satellite is by measuring only r?

Can we estimate the state of the satellite is by measuring only ?

Can we estimate the state of the satellite by measuring r and ?

Can the system be controlled to remain in circular orbit using radial
thrusting (u1) alone?
5) Can the system be controlled using tangential thrusting (u2) alone?
MAE 280 B

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Question: Can we estimate the state of the satellite by measuring only r?



Answer: Is the system observable when C = 1 0 0 0 ? Compute the
observability matrix

C
CA

O(A, C) =
CA2 ,
CA3

1 0 0
0
0 0 1
0

=
3
2 0 0 2
r

0 0
2 0

Physical interpretation: measuring r does not give any information on or !

Note that if we that know the satellite is in equilibrium and measure k then
r
k
=
=
.
r3
But we still do not know since
(t) = (0) + t,
and we do not know (0)!

MAE 280 B

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Question: Can we estimate the state of the satellite by observing only?



Answer: Is the system observable when C = 0 0 0 1 ? Compute the
observability matrix

C
CA

O(A, C) =
CA2 ,
CA3

0
0
0
1

0
0 2
/
r
0

=
6
3/
r 0
0
4
2
0 2
3/
r

Physical interpretation: again, if we try to reconstruct from we still need

to know at some t! From that point on
Z t
)d.
(
= (t) +
t

MAE 280 B

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Question: Can we estimate the state of the satellite by measuring r and ?


1 0 0 0
Answer: Is the system observable when C =
? Compute the
0 0 0 1
observability matrix

C
CA

O(A, C) =
CA2 ,
CA3

1
0
0
0

0
0
0
1

0
0
1
0

0
0 2
/
r
0

2
0
0
2
r

3

6
3/
r 0
0
4
2

0
0
2
0
0
0 2
3/
r
0

Physical interpretation: can we estimate at all?

MAE 280 B

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Question: Can the system be controlled to remain in circular orbit using

radial thrusting (u1) alone?

0
0

Answer: Is the system controllable when B =

1/m? Compute the
0
controllability matrix


O(A, C) = B AB A2B A3 B ,

1
0

2
0
1 0
0
2
/
r
0

=
0

2
0
m 1
0 2
/
r
0
2
3/
r
Note that

2
0 0

2
0 = 0
2
/
r
2
3/
r

which implies that the system is not controllable from u1 !

Physical interpretation: there must be a change in the angular velocity if
one changes the radius!

MAE 280 B

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Question: Can the system be controlled using tangential thrusting (u2)

alone?

0
0

Answer: Is the system controllable when B =

0 ? Compute the
1/(m
r)
controllability matrix


O(A, C) = B AB A2B A3 B ,

2
r

0
0 0
1
0 1
0
4
2

=
3

2
r

0
2
r

0
m
r
2
0
1 0 4
The above matrix has full rank, so the system is controllable from u2!
Physical interpretation: we can change the radius by changing the angular
velocity!

MAE 280 B

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1.11

More on Gramians

Theorem: The Controllability Gramian

Z t
T
X(t) =
eA BB T eA d,
0

is the solution to the differential equation

d
X(t) = AX(t) + X(t)AT + BB T .
dt
If X = limt X(t) exists then
AX + XAT + BB T = 0.
Theorem: The Observability Gramian
Z t
T
Y (t) =
eA C T CeA d,
0

is the solution to the differential equation

d
Y (t) = AT Y (t) + Y (t)A + C T C.
dt
If Y = limt X(t) exists then
AT Y + Y A + C T C = 0.

MAE 280 B

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Proof (Controllability): For the first part, compute

Z
Z t
d
d t A
d
T
T
X(t) =
e BB T eA d =
eA(t ) BB T eA (t ) d,
dt
dt
dt 0
Z t 0

d A(t )
T AT (t )
A(t )
T AT (t ) 
e
BB e
+e
BB e
=
 ,
=t
0 dt

Z t
T
eA(t ) BB T eA (t ) d
=A
0
Z t

T
+
eA(t ) BB T eA (t ) d AT + BB T ,
0

= AX(t) + X(t)AT + BB T .

For the second part, use the fact that X(t) is smooth and therefore
lim X(t) = X

MAE 280 B

20

d
X(t) = 0.
t dt
lim

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Lemma: Consider the Lyapunov Equation

AT X + XA + C T C = 0
where A Cnn and C Cmn .
1. A solution X Cnn exists and is unique if and only if j (A) + i (A) 6= 0
for all i, j = 1, . . . , n. Furthermore X is symmetric.
2. If A is Hurwitz then X is positive semidefinite.
3. If (A, C) is detectable and X is positive semidefinite then A is Hurwitz.
4. If (A, C) is observable and A is Hurwitz then X is positive definite.
Proof:
Item 1. The Lyapunov Equation is a linear equation and it has a unique solution
if and only if the homogeneous equation associated with the Lyapunov equation
6= 0 such
admits only the trivial solution. Assume it does not, that is, there X
that
+ XA
=0
AT X
Then, multiplication of the above on the right by xi 6= 0, the ith eigenvector of
A and on the right by xj 6= 0 yields
j.
j + xXAx
j = [j (A) + (A)] xXx
0 = xi AT Xx
i
i
i
j = 0 for all i, j.
Since i (A) + j (B) 6= 0 by hypothesis we must have xi Xx
= 0, establishing a contradiction.
One can show that this indeed implies X
That X is symmetric follows from uniqueness since
0 = (AT X + XA + C T C)T (AT X + XA + C T C)
= AT (X T X) + (X T X)A
so that X T X = 0.
Item 2. If A is Hurwitz then limt eAt = 0. But
Z
T
X=
eA t C T CeAt dt  0
0

and

A X + XA = lim

MAE 280 B


d AT t T At
AT t T
At 
e C Ce dt = e C Ce  = C T C.
dt
0
21

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Item 3. Assume (A, C) is detectable, X  0 and that A is not Hurwitz. Then

there exists and x 6= 0 such that Ax = x with + 0. But if X solves
the Lyapunov equation
xC T Cx = xAT Xx + xXAx = ( + ) xXx 0
which implies Cx = 0, hence (A, C) not detectable.
Item 4. Assume that (A, C) is observable and A is Hurwitz. From Item 2.
X  0. Assume X is not positive definite, that is, there exists x 6= 0 such that
X x = 0. It follows that
Z
Z
T
0 = xX x =
x eA t C T CeAt x dt =
y (t)y(t) dt
0

which implies that response y(t) = CeAt x = 0 to a non null initial condition
x(0) = x is null, which contradicts the hypothesis that (A, C) is observable.

MAE 280 B

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