We define a linear time invariant control system to be one of the form {xĖ(t)=Ax(t)+Bu(t)x(t0ā)=x0āāwhere AāMnā(R),Ā BāMnĆmā(R) are constant matrices.
Controllability & Observability
Let AāMnā(R),BāMnĆmā(R). Then, Image(W(t0ā,t1ā))=Image(WTā)=Image(CA,Bā)where CA,Bā=[B,AB,A2B,ā¦,Anā1B] is called the Controllability Matrix for the pair (A,B). We then say an LTIC system with the pair (A,B) is controllable for any pair (t0ā,t1ā)if and only ifrank(CA,Bā)=nor equivalently: Image(CA,Bā)=Rn
Consider an LTIC system system: {xĖ(t)=Ax(t)+Bu(t)y(t)=Cx(t)+Du(t)āthen we have that Image(M(t0ā,t1ā))=Image(MTā)Ker(M(t0ā,t1ā))=Ker(MTā)ā where MTā=āCCAā±CAnā1āāā¤āCCAā±CAnā1āāTherefore Image(M(t0ā,t1ā)) and Ker(M(t0ā,t1ā)) are independent of t0ā and t1ā. Moreover, Image(M(t0ā,t1ā))=Image(MTā)=Image(OCAā¤ā)where OCAā¤ā=āCCAā±CAnā1āā is the Observability Matrix. Finally We say the pair (C,A) is Observable if and only if rank(OCAā¤ā)=n
Suppose (A,B,C) is a LTIC systemRealization of T:JĆJāMpĆnā(R). Then (A~,B~,C~) with A~B~C~ā=PAPā1=PB=CPā1āwhere PāMnĆnā(R) is non singular is also a Realization.