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Example
Linear Systems η θ
Torkel Glad
ξ
Reglerteknik, ISY, Linköpings Universitet
u1 : turning speed of front wheels, u2 : forward speed
θ̇ = u1 , φ̇ = u2 sin θ
ξ̇ = u2 cos(θ + φ), η̇ = u2 sin(θ + φ)
Start at x = xo .
Move along f1 (x), then f2 (x), then −f1 (x), then −f2 (x)
In vector form Move for h units of time along each direction.
θ
1
0
The resulting movement is h2 [f1 , f2 ](xo ) + O(h3 )
d • [f1 , f2 ] = f2,x f1 − f1,x f2 is the Lie bracket.
φ = u1 0 + u2 sin θ
dt ξ
0 cos(θ + φ) By doing nested movements one can generate [f3 , [f1 , f2 ]],
η 0 sin(θ + φ) [[f1 , f2 ], [f3 , f4 ]], ........
If the set of all possible Lie brackets spans the space, then
How can you span a 4-dimensional space with 2 vectors?
intuitively one should have full controllability.
Problem: for systems of the form
ẋ = f (x) + u1 g1 (x) + · · · + um gm (x) it is only possible to move
along f (x) in the positive direction.
[Ax, bi ] = −Abi , where bi is a column of B The control then has the form
[B, AB, . . . , An−1 B] full rank ⇒ controllability rank condition u(t) = −BT (t)ΦT (t0 , t)W (t0 , t1 )−1 z, z = x0 − Φ(t0 , t1 )xf
satisfied.
The linear structure permits much stronger conclusions. where W is the controllability Gramian
Z t1
W ( t0 , t1 ) = Φ(t0 , t)B(t)BT (t)ΦT (t0 , t) dt
t0
1 T
J= z W ( t0 , t1 ) − 1 z
2
R(t0 ,t1 )U = z
where R(t0 ,t1 ) attains maximum rank after at most n time steps
(Cayley-Hamilton). The controllability properties are thus given by
U = [uT (t1 −1) . . . uT (t0 )]T
C = B AB · · · An−1 B = R(t0 ,t0 +n)
z = x(t1 ) − A(t1 −1) · · · A(t0 )x(t0 )
R(t0 ,t1 ) = [B(t1 −1) A(t1 −1)B(t1 −2) . . . Controllability theory for time invariant systems is thus the same in
... A(t1 −1) · · · A(t0 +1)B(t0 )] continuous and discrete time (ẋ replaced by x(t + 1)).
Controllability is thus preserved under this similarity transformation. Theorem A, B controllable if and only if
Theorem Let the rank of C be r. Then T can be chosen so that
rank sI − A B = n
Ā11 Ā12 B̄11
Ā = , B̄ =
0 Ā22 0 for all complex s.