Institute for Systems Theory and Automatic Control

Prof. Dr.-Ing. F. Allgwer

Robust Control
http://www.ist.uni-stuttgart.de/education/courses/robust/
Uni Stuttgart
30.04.2009
ssc
Properties of MIMO LTI Systems
(Handout 2)
This handout deals with poles and zeros of multivariable systems. We will dene dierent poles and
zeros which contain dierent information of a dynamical system. Dynamical systems can be divided
into two classes. The rst class describes only the I/O behavior of a system. The second class contains
additional information of internal dynamics (e.g. from rst principle modelling).
1 Poles
Denition 1 The eigenvalues of the n n matrix A are the solutions of det(I A) = 0, denoted
by
i
(A), i = 1, ..., n.
Denition 2 The eigenvalues of the matrix A are said to be the system poles of the LTI system
{A, B, C, D} or of the matrix A.
Denition 3 If {A, B, C, D} is a minimal realization, then the eigenvalues of the matrix A are said
to be the transmission poles of the LTI system {A, B, C, D} or of the matrix A.
Denition 4 The union of the roots of the denominator polynomials of the SISO elements of a
transfer matrix G(s) are called the element poles of G(s).
It holds that transmission poles system poles and transmission poles element poles.
Modes
The eigenvalue problem is dened as
Av
i
=
i
v
i
w
T
i
A =
i
w
T
i
,
where the scalars
i
are called eigenvalues of A, i.e. solutions of det(I A) = 0. v
i
are called right
eigenvectors with V = [v
1
v
2
... v
n
] and w
i
left eigenvectors with W = [w
1
w
2
... w
n
]. It is useful to
choose a normalization of eigenvectors such that W
T
= V
1
.
Then the solution of the autonomous system
x(t) = Ax(t), x(0) = x
0
, A R
nn
is
x(t) =
n

i=1
(v
i
e

i
t
. .
mode
w
T
i
x
0
. .
scalar factor
). (1)
1
Stability
Denition 5 The LTI system {A, B, C, D} or x = Ax is said to be stable if all eigenvalues of A
are contained in the open left half-plane (LHP) , i.e. if Re(
i
(A)) < 0 i. A matrix A with such a
property is called stable or Hurwitz.
Denition 6 The matrix G(s) whose elements are rational functions of s is said to be stable if
(i) it is proper, and
(ii) it has only poles in the open LHP.
The following relation between the two denitions holds:
Suppose G(s) =
_
A B
C D
_
. If A is stable, then G(s) is stable. Conversely, if G(s) is stable and (A, B)
is stabilizable and (A, C) is detectable, then A is stable.
Meaning of poles
Poles determine modal behavior of system.
Poles inuence I/O behavior.
Stability only depends on poles.
Poles can be shifted by feedback.
Resonance: output |y(t)| can be very large if resonance frequencies are excited. E.g. if s = j
is pair of poles, excite with u(t) = sin(t)h(t).
2 Controllability and Observability
Denition 7 The LTI system {A, B, C, D} or the pair (A, B) is said to be controllable if, for any
initial state x(0) = x
0
, t
1
> 0, and nal state x
1
, there exists a piecewise continuous input u() such
that the solution of {A, B, C, D} satises x(t
1
) = x
1
(= can drive system state from any x
0
to any x
1
in any time).
Denition 8 The LTI system {A, B, C, D} or the pair (A, C) is said to be observable if, for any
t
1
> 0, the initial state x(0) = x
0
can be determined from the input u(t) and the output y(t) in the
interval [0, t
1
] (= can reconstruct system state from past measurements and inputs at any time).
The already known tests on the controllability/observability matrix to check these properties just tell
if the system as a whole is ctrb./obsb.
Observability rg(C
T
, A
T
C
T
, . . . A
(n1)
T
C
T
) = n
Controllability rg(B, AB, . . . A
n1
B) = n
We will now introduce methods to check this for each mode. We will consider equation (1). If a mode
cannot be seen at the output of a system it holds for the output y = Cx
Cv
i
e

i
t
= 0,
by division with e

i
t
= 0 we receive
Cv
i
= 0.
This equation together with the eigenvalue equation (
i
I A)v
i
= 0 gives the following condition for
observability
_

i
I A
C
_
v
i
=
_
0
0
_
(
k
, v
i
) is mode
mode is not observable.
This is the so called Hautus test for observability and we can formulate the following theorem
2
Theorem 1 Suppose A R
nn
, C R
pn
. The following are equivalent:
(i) (A, C) is observable
(ii) rank
_
_
_
_
_
_
_

_
C
CA
.
.
.
CA
n1
_

_
_
_
_
_
_
_
= n
(iii) rank
__
I A
C
__
= n C
(iv) The eigenvalues of A+LC can be freely assigned (real or conjugate complex) by an appropriate
choice of L R
np

Values of that do not satisfy (iii) indicate the non-observable modes.

Remark 1 For Theorem 1 it holds
Test in item (iii) is called Hautus test or Popov-Belevitch-Hautus test or PBH test
Need to check (iii) only for eigenvalues of A, not for all C
Similar to the Hautus test for observability one can derive an Hautus test for controllability.
Theorem 2 Suppose A R
nn
, B R
nq
. The following are equivalent:
(i) (A, B) is controllable
(ii) rank([B AB A
n1
B]) = n
(iii) rank([I A B]) = n C
(iv) The eigenvalues of A+BF can be freely assigned (real or conjugate complex) by an appropriate
choice of F R
qn

Values of that do not satisfy (iii) indicate the non-controllable modes and the same remarks as for
observability apply.
Example 2.1
x =
_
1 0
0 2
_
x +
_
1 1
0 0
_
u
y =
_
1 0
1 0
_
x
Since A is of diagonal form, it is easy to see that the system is neither controllable nor observable.
The Hautus-test gives the following result
rg[I A | B] = rg
_
+ 1 0 1 1
0 + 2 0 0
_
=
_
1 for = 2
2 else.
(2)
The mode [0 1]
T
e
2t
is not controllable. With the Hautus-Test it can also be checked that the
mode which belongs to the pole s = 2 is not observable.
3
Kalman Canonical Decomposition
With the Kalman canonical decomposition, we are able to divide the system {A, B, C, D} into its
(non-) controllable and its (non-) observable parts.
Theorem 3 Consider an LTI system {A, B, C, D}. There exists a non-singular transformation x =
T x such that
_

x
co

x
c o

x
co

x
c o
_

_
=
_

A
co
0

A
13
0

A
21

A
c o

A
23

A
24
0 0

A
co
0
0 0

A
43

A
c o
_

_
_

_
x
co
x
c o
x
co
x
c o
_

_
. .
x
+
_

B
co

B
c o
0
0
_

_
u
y =
_

C
co
0

C
co
0
_
x +Du
where x
co
ctrb. / obsv., x
c o
ctrb. / not obsv., x
co
not ctrb. / obsv., x
c o
not ctrb. / not obsv.
Moreover, the transfer matrix from u to y is given by G(s) =
_

A
co

B
co

C
co
D
_
.
Minimal Realization
Denition 9 A state-space realization {A, B, C, D} of G(s) is said to be a minimal realization of
G(s) if A has the smallest possible dimension.
Theorem 4 A state-space realization {A, B, C, D} of G(s) is minimal if and only if (A, B) is control-
lable and (A, C) is observable.
Stabilizability and Detectability
It is only possible to nd a stabilizing controller for a system, if the non controllable part is stable.
Non-observable poles which are unstable cannot be stabilized by control. This leads to the following
denitions.
Denition 10 The LTI system {A, B, C, D} or the pair (A, B) is said to be stabilizable if there exists
a feedback u = Fx such that the closed-loop system is stable, i.e. A + BF is stable for some F (=
can stabilize the system by linear static state-feedback).
Denition 11 The LTI system {A, B, C, D} or the pair (A, C) is said to be detectable if A + LC is
stable for some L (= can construct a full-order linear Luenberger observer with stable error dynam-
ics).
Non-controllable / non-observable unstable modes will destroy the system.
Theorem 5 Suppose A R
nn
, B R
nq
. The following are equivalent:
(i) (A, B) is stabilizable
(ii) Every non-controllable mode of {A, B, C, D} is stable
(iii) rank([I A B]) = n Re() 0
Theorem 6 Suppose A R
nn
, C R
pn
. The following are equivalent:
(i) (A, C) is detectable
(ii) Every non-observable mode of {A, B, C, D} is stable
(iii) rank
__
I A
C
__
= n Re() 0
Same remarks as for controllability/observability theorems apply
4
3 Zeros
There is a relation between loss of observability/controllability and the position of poles and zeros.
First recall the meaning of zeros for SISO systems:
3.1 SISO Zeros
For SISO systems zeros are the roots of the numerator polynomial.
G(s) =
s + 1
s(s + 2)
=
_

_
0 1 0
0 2 1
1 1 0
_

_ has zero z = 1
Excitation with u(t) = 5e
t
and initial condition x(0) = 0 leads to output y() 0. But same input u
and initial condition x(0) = [5 5]
T
leads to y(t) = 0 for all t. This phenomenon is called principle
of anti-resonance.
G(s) = C(sI A)
1
B +D
x(0) =
k
y(t) 0t > 0
Y (s) = 0
u(t) = u
k
e
z
k
t
h(t)
U(s) =
u
k
sz
k
Figure 1: Principle of antiresonance.
Next we want to dene zeros for MIMO systems. Since roots of numerator polynomial are not easily
generalizable to the MIMO case we use the idea to characterize zeros via the principle of anti-resonance.
3.2 MIMO Zeros
Zeros in Minimal Realizations
Denition 12 Consider the minimal realization {A, B, C, D} of an LTI system. z
k
is called a trans-
mission zero (TZ) if there exist initial conditions x(0) =
k
and a vector u
k
with
_

k
u
k
_
= 0 such
that
x(t) = Ax(t) +Bu
k
e
z
k
t
, x(0) =
k
y(t) = Cx(t) +Du
k
e
z
k
t
= 0 t 0.
The zeros z
k
can be computed from
_
z
k
I A B
C D
_ _

k
u
k
_
=
_
0
0
_
.
This is a generalized eigenvalue problem Ms
k
=
k
Ns
k
with
M =
_
A B
C D
_
, N =
_
I 0
0 0
_
,
k
= z
k
, s
k
=
_

k
u
k
_
.
5
Special cases:
If the system is square (p = q), then one can compute the zeros z
k
as solutions of
det
__
z
k
I A B
C D
__
= 0.
If the system is square (p = q) and no pole is equal to a zero, then one can compute the zeros
z
k
as solutions of det(G(z
k
)) = 0.
If p = q the one can compute the zero from the condition
rank
_
z
k
I A B
C D
_
< normalrank
_
sI A B
C D
_
.
Therein normalrank M(s) := max
s
rank M(s) (the maximal rank for some s).
Denition 13 The union of the roots of the numerator polynomials of the SISO elements of a transfer
matrix G(s) are called the element zeros of G(s).
It does not hold that transmission zeros element zeros.
Pole/ zero cancellations
So much about zeros of transfer matrices or of corresponding minimal realizations. We will now
turn to (possibly non-minimal) state-space realizations. There are connections between the pole/zero
locations of non-minimal realizations and controllability/observability. SISO examples show that a
pole/zero cancellation indicates a loss of controllability or observability. This can be generalized to
the MIMO case.
Denition 14 If the LTI system {A, B, C, D} has a pole
k
with right eigenvector v
k
, and a zero z
k
with generalized right eigenvector s
k
=
_

k
u
k
_
such that
k
= z
k
and
k
= v
k
for some R, then
the system is said to have an output pole/zero cancellation.
Theorem 7 Loss of observability output pole/zero cancellation.
Denition 15 The complex frequencies z
k
that satisfy rank
__
z
k
I A
C
__
< n are called output
decoupling zeros (ODZ).
I.e. ODZs are those solutions (z
k
,
k
, u
k
) of the generalized eigenvalue problem for which there are
system poles with
k
= z
k
and
k
= v
k
. Zero frequency z
k
and zero direction
k
have to match with
eigenvalue
k
and eigenvector direction v
k
! Similarly for loss of controllability.
Denition 16 If the LTI system {A, B, C, D} has a pole
k
with left eigenvector w
T
k
, and a zero z
k
with generalized left eigenvector t
T
k
=
_

T
k

T
k
_
such that
k
= z
k
and
T
k
= w
T
k
for some R,
then the system is said to have an input pole/zero cancellation.
Theorem 8 Loss of controllability input pole/zero cancellation.
Denition 17 The complex frequencies z
k
that satisfy rank
__
z
k
I A B
__
< n are called input
decoupling zeros (IDZ).
6
I.e. IDZs are those solutions (z
k
,
T
k
,
T
k
) of the generalized eigenvalue problem for which there are
system poles with
k
= z
k
and
T
k
= w
T
k
.
Similarly for loss of both controllability and observability.
Theorem 9 Loss of controllability and observability input and output pole/zero cancella-
tion.
Denition 18 The complex frequencies that satisfy
rank
__
z
k
I A B
__
< n and rank
__
z
k
I A
C
__
< n
are called input/output decoupling zeros (IODZ).
I.e. IODZs are those solutions (z
k
,
k
, u
k
,
T
k
,
T
k
) of the generalized eigenvalue problem for which there
are system poles with
k
= z
k
,
k
= v
k
, and
T
k
= w
T
k
.
Denition 19 Consider the LTI system {A, B, C, D}. z
k
is called an invariant zero (IZ) if
rank
_
z
k
I A B
C D
_
< normalrank
_
sI A B
C D
_
.
Alternatively, nd solutions z
i
,
i
= 0, u
i
= 0 of generalized eigenvalue problem
_
z
i
I A B
C D
_ _

i
u
i
_
=
_
0
0
_
.
For non-quadratic systems, the following can be stated:
If p > q, there may be IDZs that are not IZs.
If p < q, there may be ODZs that are not IZs.
From SISO systems we know, that zeros cannot be shifted by state feedback. The same property holds
for invariant zeros:
Theorem 10 Invariant zeros cannot be shifted by static state-feedback u = Kx, K R
qn
or by
static output-feedback u = Ky, K R
qp
.
Denition 20 If all zeros of an LTI system {A, B, C, D} are located in the open LHP, it is called a
minimum-phase system.
Meaning of zeros
Zeros inuence the I/O behavior
Zeros describe coupling of modes to systems environment
Stability of controlled system may depend on zeros
Invariant zeros cannot be shifted by static feedback
Principle of anti-resonance: there exists an input with the frequency of the zero and initial
conditions such that the output is identically zero (also called output zeroing problem.
7
4 Duality
Duality connects controllability properties of an original system to observability properties of its dual
system and vice versa.
Denition 21 The system

x = A
T
x +C
T
u
y = B
T
x +D
T
u
is called the dual system of
x = Ax +Bu
y = Cx +Du.
Theorem 11 For dual systems it holds
{A, B, C, D} controllable {A
T
, C
T
, B
T
, D
T
} observable
{A, B, C, D} observable {A
T
, C
T
, B
T
, D
T
} controllable
{A, B, C, D} stabilizable {A
T
, C
T
, B
T
, D
T
} detectable
{A, B, C, D} detectable {A
T
, C
T
, B
T
, D
T
} stabilizable
{A, B, C, D} stable {A
T
, C
T
, B
T
, D
T
} stable

Further applications of duality:

Hautus test for controllability of {A, B, C, D} = Hautus test for observability of {A
T
, C
T
, B
T
, D
T
}
IDZs of {A, B, C, D} = ODZs of {A
T
, C
T
, B
T
, D
T
}
Observer design via pole placement (e.g. in Matlab)
...
5 Some Useful MATLAB Commands
System descriptions: tf, ss, zpk, tfdata, ssdata, tf2ss ss2tf, minreal, c2d, d2d,
d2c
System operations: , +, -, *, inv, zeros, ones, eye, diag, lft, place
System properties: size, length, eig, pole, zero, tzero, dcgain, sigma, bode,
ctrb, obsv, bandwidth
System responses: step, impulse, lsim
Polynomials: roots, poly, conv
Vectors and matrices: abs, inv, sum, max, min, det, svd, norm
Functions: sin, cos, sqrt, exp, log
Graphics: plot, semilogx, semilogy, loglog, plot3d
General: help, helpwin, helpdesk, whos, what, clear
8