Linear Time Invariant Control System

Definition (Linear time invariant control system)

We define a linear time invariant control system to be one of the form {x˙(t)=Ax(t)+Bu(t)x(t0)=x0\begin{cases} \dot{x}(t)=Ax(t)+Bu(t) \\ x(t_{0})=x_{0} \end{cases}where AMn(R), BMn×m(R)A\in M_{n}(\mathbb{R}),\ B\in M_{n\times m}(\mathbb{R}) are constant matrices.

Controllability & Observability

Theorem (Rank condition for controllability)

Let AMn(R),BMn×m(R)A\in M_{n}(\mathbb{R}),B\in M_{n\times m}(\mathbb{R}). Then, Image(W(t0,t1))=Image(WT)=Image(CA,B)\text{Image}(W(t_{0},t_{1}))=\text{Image}(W_{T})=\text{Image}(\mathcal{C}_{A,B})where CA,B=[B,AB,A2B,,An1B]\mathcal{C}_{A,B}=[B,AB,A^{2}B, \dots,A^{n-1}B] is called the Controllability Matrix for the pair (A,B)(A,B). We then say an LTIC system with the pair (A,B)(A,B) is controllable for any pair (t0,t1)(t_{0},t_{1}) if and only if rank(CA,B)=n \text{rank}(\mathcal{C}_{A,B})=nor equivalently: Image(CA,B)=Rn\text{Image}(\mathcal{C}_{A,B})=\mathbb{R}^{n}

Theorem (Rank Condition for Observability)

Consider an LTIC system system: {x˙(t)=Ax(t)+Bu(t)y(t)=Cx(t)+Du(t)\begin{cases} \dot{x}(t)=Ax(t)+Bu(t) \\ y(t)=Cx(t)+Du(t) \end{cases}then we have that Image(M(t0,t1))=Image(MT)Ker(M(t0,t1))=Ker(MT)\begin{align*} \text{Image}(M(t_{0},t_{1}))=\text{Image}(M_{T})\\ \text{Ker}(M(t_{0},t_{1}))=\text{Ker}(M_{T}) \end{align*} where MT=[CCACAn1][CCACAn1]M_{T}=\begin{bmatrix}C \\ CA \\ \ddots \\ CA^{n-1} \end{bmatrix}^{\top} \begin{bmatrix}C \\ CA \\ \ddots \\ CA^{n-1} \end{bmatrix}Therefore Image(M(t0,t1))\text{Image}(M(t_{0},t_{1})) and Ker(M(t0,t1))\text{Ker}(M(t_{0},t_{1})) are independent of t0t_{0} and t1t_{1}. Moreover, Image(M(t0,t1))=Image(MT)=Image(OCA)\text{Image}(M(t_{0},t_{1}))=\text{Image}(M_{T})=\text{Image}(\mathcal{O}_{CA}^{\top})where OCA=[CCACAn1]\mathcal{O}^{\top}_{CA}=\begin{bmatrix}C \\ CA \\ \ddots \\ CA^{n-1} \end{bmatrix} is the Observability Matrix. Finally We say the pair (C,A)(C,A) is Observable if and only if rank(OCA)=n\text{rank}(\mathcal{O}_{CA}^{\top})=n

Realization

Theorem (Minimial realization of LTIC system)

Suppose that (A,B,C,D)(A,B,C,D) with AMn(R)A\in M_{n}(\mathbb{R}) is a Realization of some Weighting Pattern. Then (A,B,C,D)(A,B,C,D) is Minimal if and only if (A,B)(A,B) is Controllable and (C,A)(C,A) is Observable.

Lemma (Non Uniqueness of Realization for LTIC)

Suppose (A,B,C)(A,B,C) is a LTIC system Realization of T:J×JMp×n(R)T:J\times J\to M_{p\times n}(\mathbb{R}). Then (A~,B~,C~)(\tilde{A},\tilde{B},\tilde{C}) with A~=PAP1B~=PBC~=CP1\begin{align*} \tilde{A}&=PAP^{-1}\\ \tilde{B}&=PB\\ \tilde{C}&=CP^{-1} \end{align*}where PMn×n(R)P\in M_{n\times n}(\mathbb{R}) is non singular is also a Realization.

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