Multivariable Control Systemsariable Lec5

Multivariable Control
Systems
Ali Karimpour
p
Assistant Professor
Ferdowsi University of Mashhad
Chapter 5
Chapter 5
Controllability, Observability and Realization
Topics to be covered include:

Controllability and Observability of Linear Dynamical Equations
Output Controllability and Functional Controllability
Canonical Decomposition of Dynamical Equation
Realization of Proper Rational Transfer Function Matrices
Irreducible Realizations
Irreducible realization of proper rational transfer functions
Irreducible Realization of Proper Rational Transfer Function Vectors
Irreducible Realization of Proper Rational Matrices
2
Ali Karimpour June 2012
Chapter 5

3
Chapter 5

Definition 5-1
D fi iti 5-2
Definition
52
4
Chapter 5

Theorem 5-1
5
Chapter 5
S = b1 ... bm
Ab1 ... Abm
... An 1b1 ... An 1bm
6
Chapter 5

Theorem 5-2
7
Chapter 5

8
Chapter 5
Output Controllability
Definition 5-3 Output Controllability
9
Chapter 5
Functional Controllability
Definition 5-4 Functional controllability.
An m-input l-output system G(s) is functionally controllable if the
normal rank of G(s), denoted r, is equal to the number of outputs; that is,
if G(s) has full row rank. A plant is functionally uncontrollable if r < l.
Remark 1: The minimal requirement for functional controllability is
that we have at least many inputs as outputs,
outputs ii.e.
e ml
Remark 2: A plant is functionally uncontrollable if and only if
l (G ( j )) = 0 ,
Remark 3: For SISO plants just G(s)=0 is functionally uncontrollable.
Remark 4: A MIMO plant is functionally uncontrollable if the gain is
identically zero in some output direction at all frequencies.
10
Chapter 5
Consider following transfer function:
1
s +1
G(s) =
1
s +1
2
s + 3
1
s +1
It is Functionally controllable
Its state space representation is:

0 3 0 0
3
1 4 0 0
1
x(t ) +
x& (t ) =
0 0 0 1
1
0
0
1
2
1
0 1 0 0
y (t ) =
x(t )
0 0 0 1
2
2
u (t )
1
It is not state controllable
11
Chapter 5
Consider following state space form:
0 0 0
0 1
x& (t ) = 1 0 0 x(t ) + 1 0u (t )
0 1 0
0 0
0 1 0
y (t ) =
x(t )
0 0 1
It is state controllable and

output
p controllable
Its transfer function is:

1
s
G ( s) =
1
2
s
1
s2
1
3
s
It is not functionally controllable.
12
Chapter 5
O
An Example: dc-dc boost converter
2498s + 3.049 106

5
x1 s 2 + 609 s + 3.207
3
207
10
1 ,
x =
5
8
2 2.5 10 s + 1.217 10
s 2 + 609 s + 3.207 105
x1
x2
functionally uncontrollable
or new system design :
2498s + 3.049
3 049 106
x1 s 2 + 609 s + 3.207 105
x =
5
8
2 2.5 10 s + 1.217 10
s 2 + 609 s + 3.207
3 207 105
functionally controllable
12.55 s + 7440
12
s 2 + 609 s + 3.207 105 1

vin
6.25 105
s 2 + 6609
09s + 3.207
3 207 11005
13
Chapter 5
An m-input l-output system
G ( s ) = C ( sI A) 1 B is functionally uncontrollable if
1- The system is input deficient or
rank ( B ) < l
syste iss output deficient

de c e t or
o
2- Thee system
rank (C ) < l
3- The system has fewer states than outputs
rank ( sI A) < l
If the plant is not functionally controllable, i.e.
r < l then there are
l-r output directions, denoted yi which cannot be affected.
yiH ( j )G ( j ) = 0
i = 1,..., l r
From an SVD of G(j) the uncontrollable output directions yi(j) are

the last l-r columns of Y(j).
14
Chapter 5
Example 5-1
1
s +1
G (s) =
2
s + 2
2
s +1
4
s + 2
Thi is
This
i easily
il seen since
i
column
l
2 off G(s)
G( ) is
i two times
i
column
l
1
1.
The uncontrollable output directions at low and high frequencies are,
respectively,
i l
1
y 0 ( 0) =
2
1
1 ,

1 2
y0 ( ) =
1
5
15
Chapter 5

16
Chapter 5
Canonical Decomposition of a Linear Time-invariant

Dynamical Equation
x& = Ax + Bu
y = Cx
C + Eu
E
x& = PAP 1 x + PBu = A x + B u
x = Px
y = CP 1 x + Eu = C x + E u
Theorem 5-3 The controllability and observability of a linear time-invariant

d
dynamical
i l equation
i are invariant
i
i under
d any equivalence
i l
transformation.
f
i
Proof: Let we first consider controllability
S= B
AB
] [
A 2 B ..... A n 1 B = PB PAP 1 PB PA 2 P 1 PB ..... PA n 1 P 1 PB
=PB
AB
A 2 B ..... A n 1 B = PS
Similarly we can consider observability

17
Chapter 5

Dynamical Equation
Theorem 5-4
x& = Ax + Bu
Consider the n-dimensional linear time invariant dynamical
y
equation
q
y = Cx
C + Eu
E
If the controllability matrix of the dynamical equation has rank n1 (where n1<n ), then
there exists an equivalence transformation
x = Px
which transform the dynamical equation to
x&c Ac
& =
xc 0
A12 xc Bc
+ u
Ac xc 0
y = Cc
xc
Cc + Eu
xc
and the n1-dimensional sub-equation
x& c = Ac xc + Bc u
y = C c xc + Eu
18
is controllable and has the same transfer function matrix as the first system.
Chapter 5

Dynamical Equation
Theorem 5-4 (Continue)
Furthermore P=[q1 q2 qn1 qn]-11 where q1, q2, , qn1 be any n1 linearly
independent column of S (controllability matrix) and the last n-n1 column of P
are entirely arbitrary so long as the matrix [q1 q2 qn1 qn] is nonsingular.
Proof: See Linear system theory and design Chi-Tsong Chen
x& = Ax + Bu
x = Px
x&c = Ac xc + Bc u
y = Cx + Eu
y = Cc xc + Eu
n dimensional
n1 n dimensional
G(s)
Hence, we derive the reduced order controllable equation.
19
Chapter 5

Dynamical Equation
Theorem 5-5
x& = Ax + Bu
Consider the n-dimensional linear time invariant dynamical
y
equation
q
y = Cx
C + Eu
E
If the observability matrix of the dynamical equation has rank n2 (where n2<n ), then
there exists an equivalence transformation
x = Px
x&o A0
& =
xo A21
0 xo Bo
+ u
Ao xo Bo
y = C0
xo
0 + Eu
xo
and the n2-dimensional sub-equation
x& o = Ao xo + Bo u
y = C o xo + Eu
20
is observable and has the same transfer function matrix as the first system.Ali Karimpour June 2012
Chapter 5

Dynamical Equation
Theorem 5-5 (Continue)
Furthermore the first n2 row of P are any n2 linearly independent rows of V
(observability matrix) and the last and the last n-n2 row of P is entirely arbitrary
so long as the matrix P is nonsingular
nonsingular.
x& = Ax + Bu
y = Cx + Eu
n dimensional
x = Px
x&o = Ao xo + Bou
y = Co xo + Eu
n2 n dimensional
G(s)
Hence, we derive the reduced order observable equation.
21
Chapter 5

Dynamical Equation
x& = Ax + Bu
Theorem 5-6 (Canonical decomposition theorem)

Consider the n-dimensional linear time invariant
invariant dynamical equation
y = Cx
C + Eu
E
There exists an equivalence transformation
x = Px
x&co Aco
x& = 0
co
x&c 0
A12
Aco
0
A13 xco Bco
A23 xco + Bco u

Ac xc 0
y= 0
Cco
xco
Cc xco + Eu
E

xc
andd th
the reduced
d d dimensional
di
i l sub-equation
b
ti
x& co = Aco xco + Bco u

y = C co xco + Eu
is observable and controllable and has the same transfer function matrix
22
as the first system.
Chapter 5

Dynamical Equation
Definition 5-5
A linear time-invariant
time invariant dynamical equation is said to be reducible if and only if there
exist a linear time-invariant dynamical equation of lesser dimension that has the same
transfer function matrix. Otherwise, the equation
q
is irreducible.
Theorem 5-7
A linear time invariant dynamical equation is irreducible if and only if it is controllable
and observable.
Theorem 5-8
23
Chapter 5

24
Chapter 5

Dynamical equation
(state-space) description
This transformation
x& = Ax + Bu
is unique
y = Cx + Eu
The input-output description
(transfer function matrix)
1
G ( s ) = C ( sI A) B + E
The input-output description

((transfer function matrix))
G ( s ) = C ( sI A) 1 B + E
Realization
Dynamical equation
(state-space) description
This transformation
is not unique
x& = Ax
A + Bu
B
y = Cx + Eu
1. Is it possible at all to obtain the state-space description from the transfer function
1
matrix of a system?
2. If yyes,, how do we obtain the state space
p
description
p
from the transfer function matrix?
25
Chapter 5

Theorem 5-9
A transfer function matrix G(s) is realizable by a finite dimensional
linear time invariant dynamical
y
equation
q
if and only
y if G(s)
( ) is a pproper
p
rational matrix.
26
Chapter 5
Definition 5-6
Irreducible realizations
Theorem 5-10
27
Chapter 5
Irreducible realizations
Before considering the general case
(irreducible realization of proper rational matrices)
we start the following parts:
1. Irreducible realization of Proper Rational Transfer Functions

2 Irreducible
2.
I d ibl Realization
R li ti off Proper
P
Rational
R ti
l Transfer
T
f Function
F
ti Vectors
V t
3. Irreducible Realization of Proper Rational Matrices
28
Chapter 5

0 s n + 1 s n 1 + ...... + n
, 0 0
g (s) =
0 s n + 1 s n 1 + ...... + n
1 s n 1 + 2 s n 2 + ...... + n 0
g (s) =
+
0
s n + 1 s n 1 + ...... + n
1s n 1 + 2 s n 2 + ...... + n
0
0
y(s) =
u ( s ) + u ( s ) = y ( s ) + u ( s ) = g ( s )u ( s ) + eu ( s )
n
n 1
0
0
s + 1s + ...... + n
g ( s )
g ( s ) =
y ( s )
g ( s ) =
u ( s)
g (s) =
y(s)
u ( s)
y ( s )
u (s
( s)
x& = Ax + bu
y = cx + 0u
x& = Ax + bu
0
y = y + u = cx + eu
0
29
Chapter 5

1 s n 1 + 2 s n 2 + ...... + n 0
+
g (s) =
n
n 1
0
s + 1 s + ...... + n
y ( s ) 1s n 1 + 2 s n 2 + ...... + n
g ( s ) =
=
u (s)
s n + 1s n 1 + ...... + n
There are different forms of realization

Observable
Ob
bl canonical
i l form
f
realization
li ti
Controllable canonical form realization
Realization from the Hankel matrix
30
Chapter 5
Observable canonical form realization of proper rational transfer functions
1 s n 1 + 2 s n 2 + ...... + n 0
g (s) =
+
0
s n + 1 s n 1 + ...... + n
1s n 1 + 2 s n 2 + ...... + n
g ( s ) =
s n + 1s n 1 + ...... + n
)
)
)
y ( n ) + 1 y ( n 1) + ...... + n y = 1u ( n 1) + 2 u ( n 2 ) + ...... + n u
)
xn (t ) = y (t )
)
)
(1)
xn 1 (t ) = y (1) (t ) + 1 y (t ) 1u (t ) = xn (t ) + 1 xn (t ) 1u (t )
)
)
)
(1)
xn 2 (t ) = y ( 2 ) (t ) + 1 y (1) (t ) 1u (1) (t ) + 2 y (t ) 2u (t ) = xn 1 (t ) + 2 xn (t ) 2u (t )
.................................
)
)
)
x1 (t ) = y ( n 1) (t ) + 1 y ( n 2 ) (t ) 1u ( n 2 ) (t ) + ... + n 1 y (t ) n 1u (t )
= x2 (t ) + n 1 xn (t ) n 1u (t )
(1)
) (n)
) ( n 1)
) (1)
( n 1)
x1 (t ) = y (t ) + 1 y
(t ) 1u
(t ) + ... + n 1 y (t ) n 1u (1) (t )
)
= n y (t ) + n u (t ) = n xn (t ) + nu (t )
(1)
31
Chapter 5

)
x n (t ) = y (t )
)
)
(1)
x n 1 (t ) = y (1) (t ) + 1 y (t ) 1u (t ) = x n (t ) + 1 x n (t ) 1u (t )
)
)
)
(1)
x n 2 (t ) = y ( 2 ) (t ) + 1 y (1) (t ) 1u (1) (t ) + 2 y (t ) 2 u (t ) = x n 1 (t ) + 2 x n (t ) 2 u (t )
.................................
)
)
)
x1 (t ) = y ( n 1) (t ) + 1 y ( n 2) (t ) 1u ( n 2 ) (t ) + ... + n 1 y (t ) n 1u (t )
= x 2 (t ) + n 1 x n (t ) n 1u (t )
(1)
)
)
)
(1)
x1 (t ) = y ( n ) (t ) + 1 y ( n 1) (t ) 1u ( n 1) (t ) + ... + n 1 y (1) (t ) n 1u (1) (t )
)
= n y (t ) + nu (t ) = n xn (t ) + nu (t )
x&1 0
x& 1
2
x&3 = 0

. .
x&n 0
n x1 n
0 ... 0 n 1 x2 n 1
1 ... 0 n 2 x3 + n 2 u

. ... .
. . .
0 ... 1 1 xn 1
0 ... 0
x1
x
2
y = [0 0 ... 0 1] x3

.
xn
32
Chapter 5

1s n 1 + 2 s n 2 + ...... + n
g ( s ) =
s n + 1s n 1 + ...... + n
x&1 0
x& 1
2
x&3 = 0

. .
x& n 0
n x1 n
0 ... 0 n 1 x2 n 1
1 ... 0 n 2 x3 + n 2 u

. ... .
. . .
0 ... 1 1 xn 1
0 ... 0
x1
x
2
y = [0 0 ... 0 1] x3

.
xn
1s n 1 + 2 s n 2 + ...... + n 0
g (s) =
+
n
n 1
s + 1s + ...... + n
0
x&1 0
x& 1
2
x&3 = 0

. .
x& n 0
n x1 n
0 ... 0 n 1 x2 n 1
1 ... 0 n 2 x3 + n 2 u

. ... .
. . .
0 ... 1 1 xn 1
0 ... 0
x1
x
2
y = [0 0 ... 0 1] x3 + 0 u
0
.
xn33
Chapter 5
1s n 1 + 2 s n 2 + ...... + n 0
g (s) =
+
s n + 1s n 1 + ...... + n
0
x&1 0
x& 1
2
x&3 = 0

. .
x&n 0
n x1 n
0 ... 0 n 1 x2 n 1
1 ... 0 n 2 x3 + n 2 u

. ... .
. . .
0 ... 1 1 xn 1
0 ... 0
Th derived
The
d i d dynamical
d
i l equation
ti is
i observable.
b
bl
1s n 1 + 2 s n 2 + ...... + n
g ( s ) =
s n + 1s n 1 + ...... + n
x1
x
2
y = [0 0 ... 0 1] x3 + 0 u
0
.
xn
E
Exersise
i 1:
1 Why?
Wh ?
The derived dynamical equation controllable as well if numerator and

denominator of g(s) are coprime.
Exersise 2: Why?
34
Chapter 5
Controllable canonical form realization of proper rational transfer functions
1 s n 1 + 2 s n 2 + ...... + n 0
g (s) =
+
n
n 1
0
s + 1 s + ...... + n
Let us introduce a new variable
N ( s ) 1 s n 1 + 2 s n 2 + ...... + n
)
g (s) =
=
D( s)
s n + 1 s n 1 + ...... + n
D ( s )v ( s ) = u ( s )
)
y ( s ) = N ( s )v ( s )
We may define the state variable as:
Clearly
x1 (t ) v(t )
x (t ) v (1) (t )
x(t ) = .. = ..
..
..
( n 1) (t )
xn (t ) v
x&1 = x 2 , x& 2 = x3 , ..... , x& n 1 = x n

x& n = v ( n ) (t ) = u (t ) n v (t ) n 1v (1) (t ) ... 1v ( n 1) (t )
= u (t ) n x1 (t ) n 1 x2 (t ) ... 1 xn (t )
35
Chapter 5
g (s) =
1 s
+ 2 s + ...... + n 0
+ )
n
n 1
0
s + 1 s + ...... + n
n 1
n2
N ( s ) 1 s n 1 + 2 s n 2 + ...... + n
)
g (s) =
=
D( s)
s n + 1 s n 1 + ...... + n
x&1 = x 2 , x& 2 = x3 , ..... , x& n 1 = x n

x& n = v ( n ) (t ) = u (t ) n v (t ) n 1v (1) (t ) ... 1v ( n 1) (t )
= u (t ) n x1 (t ) n 1 x2 (t ) ... 1 xn (t )
x&1 0
x& 0
2
x&3 = .

. 0
x&n n
1
0
0
1
n 1
n2
0 x1 0
0 x2 0

...
. x3 + 0u

... 1 . .
... 1 xn 1
...
...
y = [ n
n 1 n 2
x1
x
2
... 1 ] x3

.
xn
36
Chapter 5

N ( s ) 1 s n 1 + 2 s n 2 + ...... + n
)
g (s) =
=
D( s)
s n + 1 s n 1 + ...... + n
x&1 0
x& 0
2
x&3 = .

. 0
x&n n
1
0
0
1
n 1
n2
0 x1 0
0 x2 0

...
. x3 + 0u

... 1 . .
... 1 xn 1
...
...
y = [ n
n 1 n 2
x1
x
2
... 1 ] x3

.
xn
1s n 1 + 2 s n 2 + ...... + n 0
g (s) =
+
n
n 1
s + 1s + ...... + n
0
x&1 0
x& 0
2
x&3 = .

. 0
x&n n
1
0
0
1
n 1
n2
0 x1 0
0 x2 0

...
. x3 + 0u

... 1 . .
... 1 xn 1
...
...
y = [ n
n 1 n 2
x1
x
2
... 1 ] x3 + 0 u
0
.
xn
37
Chapter 5
1s n 1 + 2 s n 2 + ...... + n 0
+
g (s) =
s n + 1s n 1 + ...... + n
0
x&1 0
x& 0
2
x&3 = .

. 0
x&n n
1
0
0
1
n 1
n2
0 x1 0
0 x2 0

...
. x3 + 0u

... 1 . .
... 1 xn 1
...
...
Th derived
The
d i d dynamical
d
i l equation
ti is
i controllable
t ll bl .
N ( s ) 1 s n 1 + 2 s n 2 + ...... + n
)
g (s) =
=
D( s)
s n + 1 s n 1 + ...... + n
y = [ n
n 1 n 2
x1
x
2
... 1 ] x3 + 0 u
0
.
xn
E
Exersise
i 3:
3 Why?
Wh ?
The derived dynamical equation observable as well if numerator and

denominator of g(s) are coprime.
Exersise 4: Why?
38
Chapter 5
Controllable and observable canonical form realization of

proper rational transfer functions
Example 5-2 Derive controllable and observable canonical realization for following system.
2 s 3 + 18s 2 + 48s + 32
g (s) =
s 3 + 6s 2 + 11s + 6
2s 3 + 18s 2 + 48s + 32
6s 2 + 26 s + 20
g (s) =
= 3
+2
3
2
2
s + 6s + 11s + 6
s + 6s + 11s + 6
Observable canonical form realization is:
x&1 0 0 6 x1 20
x& = 1 0 11 x + 26u
2
2
x& 3 0 1 6 x3 6
x1
y = [0 0 1] x 2 + 2u
x3
It is not controllable.
Why?
Controllable canonical form realization is:
1
0 x1 0
x&1 0
x& = 0
x + 0 u
0
1
2
2
x&3 6 11 6 x3 1
x1
y = [20 26 6] x2 + 2u
x3
It is not observable.
39
Why?
Chapter 5

Example 5-3 Derive irreducible realization for following transfer function.
2 s 3 + 18s 2 + 48s + 32
g (s) =
s 3 + 6s 2 + 11s + 6
6 s + 20
2s 3 + 18s 2 + 48s + 32
6s 2 + 26 s + 20
=
+2
g (s) =
=
+
2
2
3
2
3
2
s + 5s + 6
s + 6s + 11s + 6
s + 6s + 11s + 6
Observable canonical form realization is:
x&1 0 6 x1 20
x& = 1 5 x + 6 u
2
2
x1
y = [0 1] + 2u
x2
It is controllable too.
Why?
Controllable canonical form realization is:
1 x1 0
x&1 0
=
x& 6 5 x + 1 u
2
2
x1
y = [20
6] + 2u
x2
It is observable too.
Why?
40
Chapter 5

0 s n + 1s n 11 + ...... + n
g (s) = n
s + 1s n 1 + ...... + n
g ( s ) = h(0) + h(1) s 1 + h(2) s 2 + h(3) s 3 + ......
The coefficients h(i) will be called Markov parameters.
h(2)
h(3)
h(1)
h(2)
h(3)
h(4)
h(3)
h(4)
h(5)
H ( , ) =
.
.
.
.
.
.
h( ) h( + 1) h( + 2)
h( )
h( + 1)
h ( + 2)
...
.
...
.
... h( + 1)
...
...
...
41
Chapter 5

Theorem 5-11 Consider the proper transfer function g(s) as
0 s n + 1 s n 1 + 2 s n 2 + ...... + n
g ( s) =
s n + 1 s n 1 + ...... + n
then g(s) has degree m if and only if
( H ( m, m ) ) = ( H ( m + k , m + l ) )
for every k , l = 1, 2 , 3 , ....
42
Chapter 5

Now consider the dynamical equation
g ( s ) = c( sI A) 1 b + e = s 1c( I s 1 A) 1 b + e
x& = Ax + bu
y = cx + eu
= e + cbs 1 + cAbs 2 + cA2bs 3 + .....

h(i ) = cAi 1b
h(2)
h(1)
h(2)
.
.
H (n + 1, n) =
.
.
h( n)
h(n + 1)
h(n + 1) h(n + 2)
.....
.....
.....
.....
.....
.....
i = 1, 2 , 3 , ......
h( n)
h(n + 1)
h(2n 1)
h(2n)
Let the first rows be linearly independent and the (+1) th row of H(n+1,n) be
linearlyy dependent
p
on its pprevious rows. So
[a1
a2
..... a
1 0 ..... 0] H (n + 1, n) = 0
43
Chapter 5

[a1
a2
..... a
1 0 ..... 0] H (n + 1, n) = 0
We claim that the -dimensional

dimensional dynamical equation
1
0
0
0
0
1
0
0
0
x& = . .
.
.
.
.
.
0
0
0
a1 a2 a3
y = [1 0 0 ..... 0
.....
0
.....
0
.....
0
.....
.
.....
.
.....
0
..... a 1
0]x + h(0)u
0 h(1)
0 h(2)
0 h(3)

. x + . u
. .

1 h( 1)
a h( )
(I)
is a controllable and observable (irreducible realization).

Exercise 5: Show that (I) is a controllable and observable (irreducible realization) of
x& = Ax + bu
y = cx + eu
44
Chapter 5

Example 5-4 Derive irreducible realization for following transfer function.
2 s 3 + 18s 2 + 48s + 32
g (s) =
s 3 + 6s 2 + 11s + 6
g ( s ) = 2 + 6s 1 10s 2 + 14s 3 10s 4 34s 5 + 230s 6 + .....

10 14
6
10 14 10
H (4,3) =
14 10 34
10
34
230
We can show that the rank of H(4,3) is 2. So
[6
5 1 0]H (4,3) = 0
Hence an irreducible realization of g(s) is

1
0
6
&x =
x + 10u
6
5
y = [1 0]x + 2u
45
Chapter 5
Realization of Proper Rational Transfer Function Vectors

Consider the rational function vector
g1 ( s )
g ( s)
2
G (s) = .
g q ( s)
)
e1 g1 ( s )
e g) ( s )
2 2
G (s) = . + .

.
.

e q g q ( s )
e1
e
2
1
.
G ( s) =
+ n
s + 1 s n 1 + ..... + n
.
e q

11 s n 1 + 12 s n 2 + .... + 1n
n 1
n2
+
+
+
s
....
22
2n
21
s n 1 + s n 2 + .... +
q2
qn
q1
46
Chapter 5

e1
e
2
1
G(s) = . + n
s + 1 s n 1 + ..... + n
.
e q

0
0
.
x& =
.
0
...
0
.
.
1
.
.
...
...
...
n 1
n2
...
...
0 0
0 0
. .
x + u
. .
1 0

1 1
11 s n 1 + 12 s n 2 + .... + 1n
n 1
n2
+
+
+
s
....
22
2n
21
1
n
2
s + s + .... +
q2
qn
q1
y1 1n
y
2 2n
. = .

. .
yq qn

1( n 1)
2 ( n 1)
.
1( n 2 ) ... 11
2 ( n 2 ) ... 21
.
q ( n 1)
q ( n 2)
e1
e
2
... . x + . u

... . .
... q1 eq
This is a controllable form realization of G(s).

We see that the transfer function from
u to yi is equal to
i1 s n 1 + i 2 s n 2 + .... + in
ei +
47
n
n 1
s + 1 s + ..... + AlinKarimpour June 2012
Chapter 5

Example 5-5 Derive a realization for following transfer function vector.
s+3
G ( s ) = ( s + 1)( s + 2)
s+4
s+3
s+3
( s + 1)( s + 2) 0
( s + 3) 2
1
G ( s) =
= +
s
+
4
1 ( s + 1)( s + 2)( s + 3) ( s + 1)( s + 2)
s+3
s 2 + 6 s + 9
0
1
= + 3
2
2
1 s + 6s + 11s + 6 s + 3s + 2
H
Hence
a minimal
i i l dimensional
di
i l realization
li i off G(s)
G( ) is
i given
i
by
b
1
0 0
0
x& = 0
0
1 x + 0u
6 11 6 1
9 6 1 0
y=
x + u
2 3 1 1
48
Chapter 5
Realization of Proper Rational Matrices

There are many approaches to find irreducible realizations for proper
rational
i l matrices.
i
1. One approach
pp
is to first find a reducible realization and then apply
pp y
the reduction procedure to reduce it to an irreducible one.
Method I, Method II, Method III, Method IV and Method V
2.
In the second approach

pp
irreducible realization will yield
y
directly.
y
49
Chapter 5

Method I: Given a proper rational matrix G(s), if we first find
x&ij = Aij xij + bij u j
an irreducible realization for every element gij(s) of G(s) as
yij = cij xi j + eij u j
y1 = y11 + y12
y2 = y22 + y22
x&11 A11
x& 0
12 =
x& 21 0

x& 22 0
y1 c11
y = 0
2
0 x11 b11 0
A12 0
0 x12 0 b12 u1
+
b21 0 u 2
0 A21 0 x 21

0
0 A22 x 22 0 b22
x11
c12 0
0 x12 e11 e12 u1
+
0 c 21 c 22 x 21 e21 e22 u 2

x 22
0
Clearly this equation is generally not controllable and not observable.

To reduce this realization to irreducible one requires the application of the reduction
procedure twice (theorems 5-4 and 5-5).
50
Chapter 5

x&11 A11
x& 0
12 =
x& 21 0

x& 22 0
y1 c11
y = 0
2
Proof:
c11
0
c12
0
0
c 21
( sI
0
c 22
b11
0
0
0
b21
0
( sI A22 ) 1 0
0
b12 e11
+
0 e21
b22
c12 ( sI A12 ) 1 b12 + e12 g11 ( s ) g12 ( s )

= G ( s)
=
1
c 22 ( sI A22 ) b22 + e22 g 21 ( s ) g 22 ( s )
51
A11 ) 1
0
0
0
c11 ( sI A11 ) 1 b11 + e11

=
1
c 21 ( sI A21 ) b21 + e21
0 x11 b11 0
A12 0
0 x12 0 b12 u1
+
b21 0 u 2
0 A21 0 x 21

0
0 A22 x 22 0 b22
x11
c12 0
0 x12 e11 e12 u1
+
0 c 21 c 22 x 21 e21 e22 u 2

x 22
0
0
( sI A12 ) 1
0
0
0
0
( sI A21 ) 1
0
e12
e22
Chapter 5

Method II: Given a proper rational matrix G(s), if we find the controllable canonicalform realization for the ith column, Gi(s), of G(s) say,
x& i = Ai xi + bi u i
x&1 A1
x& 0
2=
.... .

x& p 0
y = C1
.
0
C2
Proof:
[C
0
A2
C2
0 x1 b1
0 x 2 0
+
.... . .. .

.... A p x p 0
....
....
] [
e2
A1 ) 1
0
.
0
0
( sI A2 ) 1
.
0
.... C p x + e1
( sI
.... C p
0 u1
0 u 2
. ... . .

0 ... b p u p
.... e p u
0
b2
...
...
This realization is always

controllable. It is however
generally not observable.
... 0
... 0
+ e1 e2 .... e p
... .
... b p
g11 ( s ) g12 ( s ) ... g1 p ( s )
g ( s) g ( s ) ... g ( s )
21
22
2p
= G(s)
=
.
.
...
.
52
g q1 ( s ) g q 2 ( s ) ... g qp ( s )
...
...
...
... ( sI
= C1 ( sI A1 ) 1 b1 + e1 .....C p ( sI A p ) 1 b p + e p
b1
0
0
0
.
.
A p ) 1 0
y i = C i x i + ei u i
0
b2
.
0
Chapter 5

Method III: Let a proper rational matrix G(s), where
)
G ( s ) = G ( s ) + G ( )
consider
the monic least common denominator of G(s) as ( s ) = s m + 1 s m 1 + 2 s m 2 + ... + m

Then we can write G(s) as
G(s) =
1
R1s m 1 + R2 s m 2 + ... + Rm + G ()
(s
(s)
Then the following dynamic equation is a realization of G(s).
Ip
0p
...
0p
0p
0 p
0
0
I
0
...
0
p
p
p
p
p
.
.
...
. x + .. u
x& = .

0
0
0
...
I
p
p
p
p
0 p
m I p m 1 I p m 2 I p ... 1 I p
I p

y = [Rm Rm 1 Rm 2 ... R1 ]x + G ()u
Exercise 6: Show that the above dynamical equation is a controllable realization53of G(s)
Chapter 5

Method IV: Gilbert diagonal representation.
S
Suppose
di
distinct
ti t reall eigenvalues.
i
l
Reminders
Gk = Ck Bk
Ck is p k Bk is k q
C = [C1 ... Cr ]
B1
B = M
Br
A = diag
di 1 I 1 , ... , r I r
54
Chapter 5

Gilbert diagonal representation.
1
s +1
G ( s) = 0
1
s +1
2
s +1
1
s+2
2( s + 3)
( s + 1)( s + 2)( s + 3)
1
s + 4
1
s + 4
1
0[1 2 0]

1
0
1 [0 1 0]

2
0
0[1 2 3]

0
1
1[0 0 1]

0
1 2 0
0 0 0
0 0 0
0 0 1
1
+ 1 0 1 0 + 1 0 0 0 + 1 0 0 1
G ( s) =
0
0
0
s+2
s+3
s+4
s +1
0 2 0
0 0 0
0 0 0
1 2 0
1
0
x& =
0
0
1
y = 0
1
0
2
0
0
0
1
2
0 1
0
0 0
x+
3 0 1

0 4 0
0 1
0 1 x
0 0
0
2 0
1 0
u
2 3
0 1
minimal realization
1
x& = 0
0
1
y = 0
1
0
2
0
1 2 0
x + 0 1 0 u

4 0 0 1
0
0
0 1
1 1 x
2 0
55
Chapter 5

1
s +1
G (s) =
1
(s + 1)(s + 2 )
2(s + 4 )
(s + 1)(s + 4)
1
s+2
1 2 1 0
1 0 0 1
0
1[1 1]

0
0[1 1]

1 1 2
1 0 0
1 0 0
G ((s ) =
+
+
s + 1 1 0 s + 2 1 1 s + 4 0 0
0
0 1
1 0
0 1 0
0
0
x +
x& =
0 0 2 0 1

0 4 1
0 0
1 2 0 0
y=
x
1
0
1
0
0
1
u
1
minimal realization
0 1 0
1 0
x& = 0 1 0 x + 0 1u
0 0 2 1 1
1 2 0
y=
x
1
0
1
56
Chapter 5

2
0
x& =
0
0
a
y = b
c
0 0
1
0 0
x+
2 1 0

0 2 1
k
l x
m
0
2
0
0
d
0 0
0 0
u
0 0
a
2 3 G ( s ) = b
a
1
1
[
]
1
2
3
G ( s) =
b
+
(s + 2)4
(s + 2)3
c
1
s + 2
k 0
l
m 0
d
e [1 2 3] + 1
2

(
s + 2)
f
1
(s + 2)2
1
s+2
0
0
1
(s + 2)3
1
(s + 2)2
1
s+2
0
1
(s + 2)4
1 0
(s + 2)3 0
1 0
(s + 2)2 1
1
s+2
0 0
0 0
0 0
2 3
g
k
h [1 2 3] + 1 l [1 2 3]

s+2
i
m
57
Chapter 5

Method IV: Gilbert diagonal representation.
R titi reall eigenvalues.
Repetitive
i
l
r1 Jordan block of order 3

r2 - r1 Jordan block of order 2
r3 r2 Jordan block of order 1
58
Chapter 5

Repetitive real eigenvalues.
2 Jordan block of order 2

0 Jordan
J d bl
block
k off order
d 1
59
Chapter 5

60
Chapter 5

C (:,1)
B (4, :)
C (:,2) C (:,5)
B (4, :))
61
B (7, :)
Chapter 5

C (:,3) C (:,5)
B (4, :)
0 0 1 1 1 2
M 3 = 0 0 0 1 0 1 B (7, :)
1 5 3 1 0 1
B (9, :))
C (:,8)
C ((:,4) C ((:,7)
B ( 4, :)
0 0 1 1 1 2
M 4 = 0 0 0 1 0 1
0 1 0 1 0 1
C (:,
( 9)
B (9, :))
B (7, :)
62
Chapter 5

63
Chapter 5

Method V: It is possible to obtain observable realization of a proper G(s). Let
G ( s ) = H (0) + H (1) s 1 + H (2) s 2 + ...........
Consider the monic least common denominator of G(s) as

( s ) = s m + 1 s m 1 + 2 s m 2 + ... + m
Then after deriving H(i) one can simply show

H (m + i ) = 1 H (m + i 1) 2 H (m + i 2) ... m H (i )
i 1
(I )
Exercise 7: Proof equation (I)

Let {A, B, C and E} be a realization of G(s) then we have
G ( s ) = E + C ( sII A) 1 B = E + CBs
CB 1 + CABs
CAB 2 + CA 2 Bs
B 3 + ...........
64
Chapter 5

Then {A, B, C and D} be a realization of G(s) if and only if
E = H ( 0)
and
d
H (i + 1) = CAi B
i = 0 , 1, 2 ,....
Now we claim that the following dynamical equation is a realization of G(s).

Iq
0q
0q
0
Iq
0q
q
.
.
x& = .
0q
0q
0q
m I q m 1 I q m 2 I q
y = I q 0 0 ... 0 x + H (0)u
0q
H (1)
H ( 2)
0 q
...
. x +
u
..
Iq
...
(
1
)
H
m
H (m)
... 1 I q
...
...
We can readily verify that

H (2)
H (3)
H (i + 1)
H (3)
H ( 4)
H (i + 2)
2
i
, ... , A B =
, A B=
AB =
...
...
...
H (m + 1)
H (m + 2)
H (m + i)
CA i B = H ((ii + 1)
E = H (0)65
Chapter 5

Now we shall discuss in the following a method which will yield directly irreducible
realizations. This method is based on the Hankel matrices.
q p
Let G(s) be
G ( s ) = H (0) + H (1) s 1 + H (2) s 2 + ...........
Consider the monic least common denominator of G(s) as

( s ) = s m + 1 s m 1 + 2 s m 2 + ... + m
Define
0 p
I
p
N = 0 p
.
0 p
0p
0p
Ip
.
0p
mI p
... 0 p
... 0 p m 1 I p
... ..0 p . m 2 I p
... ...
.
1 I p
... I p
0q
0
q
M = .
0q
m I q
Iq
0q
.
0q
Iq
.
0q
0q
m 1 I q
m2 I q
...
Iq
... 1 I q
...
...
...
0q
0q
.
66
Chapter 5
0 p
I
p
N = 0 p
0 p
0p
0p
Ip
.
0p
( s ) = s m + 1 s m 1 + 2 s m 2 + ... + m
Iq
0q
mI p
... 0 p
0
0q
... 0 p m 1 I p
q
.
M = .
... ..0 p . m 2 I p
...
...
...
Ip
.
1 I p
0q
m I q
0q
Iq
.
0q
0q
m 1 I q
m2 I q
Iq
...
... 1 I q
...
...
...
0q
0q
.
We also define the two following Hankel matrices

H (2)
H (1)
H (2)
H (3)
T =
.
.
H (m) H (m + 1)
H ( m)
H (m + 1)
H (2m 1)
H (3)
H (2)
H (4)
~ H (3)
T =
.
.
H (m + 1) H (m + 2)
H (m + 1)
H (m + 2)
H ( 2m)
It can be readily verified that

~
T = MT = TN
M i T = TN i
i = 0 , 1, 2 ,.....
67
Chapter 5

~
T = MT = TN
Let I k ,l
k l (l > k )
M i T = TN i
i = 0 , 1, 2 ,.....
be as the form
I k ,l = [I k
0]
Note that the left-upper-corner of M iT = TN i is H(i+1) so:
H (i + 1) = I q ,qm M i TI Tp , pm = I q ,qmTN i I Tp , pm
i = 0 , 1, 2 , ....
But we want Irreducible Realization of Proper Rational Matrices
68
Chapter 5
69
Chapter 5

Example 5-6 Derive an irreducible realization for the following proper rational function.
2 s 2 3s 2
2
(
1
)
s
+
G(s) =
4s + 5
s +1
Least common denominator of G(s), is
s
3s 5
s + 1
( s ) = s ( s + 1) 2
2 0 1 1 1 2 0 2 3 0 3 4 0 4 5 0 5 6 0 6
G(s) =
+ 1 2 s + 1 2 s + 1 2 s + 1 2 s + .1 2 s + 1 2 s .....
4
1 2 0
3
0
1
1 2 1 2
H (1) H (2) H (3)

2 0
3
0 4 0
T = H (2) H (3) H (4) =
1
2
1
1
2
H (3) H (4) H (5)

3
0 4 0
5
0
1 2
1 2 1 2
Non-zero singular
g
values of T
are 10.23, 5.79, 0.90 and 0.23.
So,, r = 4.
70
Chapter 5

- 0.3413 0.2545 - 0.8902 - 0.1621
- 0.2357 - 0.5238 - 0.0581 - 0.0071
0.5127
0 5127 - 00.2078
2078 - 0.1054
0 1054 - 0.8264
0 8264
Yr =
0.2357
05238
0
.
0581
0
.
0071
- 0.6738 0.2627 0.4316 0.5392
- 0.2357 - 0.5238 0.0581 0.0071
Y = Yr S 1 / 2
H
U = S 1 / 2U r
- 0.4003 - 0.0196 0.4905 - 0.6574

0.1049
0.5872
0.6022
0.5306
0.5496
0 5496 - 0
0.1057
1057 - 0.0978
0 0978 0.1026
0 1026
Ur =
0.1382
0.5432
0
.
3875
0.1888
- 0.6989 0.2311 - 0.2949 0.4522
0.5432
0.3875
0.1888
0.1382
- 1.0915 0.6121 - 0.8443 - 0.0770

- 0.7539 - 1.2598 - 0.0551 - 0.0034
1.6398 - 0.4999 - 0.1000 - 0.3923
0.7539 1.2598 0.0551 0.0034

- 2.1553 0.6317 0.4093 - 0.2560
- 0.7539 - 1.2598 - 0.0551 - 0.0034
- 1.2803 0.3355
- 0.0471 1.4124
=
0.4652 - 0.5711
- 0.3121 - 0.2519
1.7579 - 0.4421 - 2.2356

- 0.2543 - 1.3066 0.5557
- 0.0927 - 0.3675 - 0.2797
0.0487 - 0.0896 0.2147
0.4421
1.3066
0.3675
0.0896
71
Chapter 5

0 1067 - 0.0737
0 0737
- 0.1067
0.1058 - 0.2178
H
1
/
2
Y = S Yr =
- 0.9386 - 0.0613
- 0.3415 - 0.0149
- 0.1251
0.0328
0.1718
1 / 2
U = UrS
=
- 0.0432
- 0.2185
0.0432
0 1603 0.0737
0.1603
0 0737 - 0.2107
0 2107 - 0.0737
0 0737
- 0.0864 0.2178 0.1092 - 0.2178
- 0.1112 0.0613 0.4551 - 0.0613
- 1.7406 0.0149 - 1.1356 - 0.0149

- 0.0081 0.5171 - 1.3847
0.2441 - 0.6349 - 1.1176
- 0.0440 - 0.1031 0.2161
- 0.2259 - 0.4086 - 0.3976

0.0961 - 0.3109 0.9525
0.2259 0.4086 0.3976
- 1.2497 0.0369 0.2155 - 0.1904

0.1588 - 1.0139 - 0.1604 0.0772
~
A = Y TU =
- 0.2227 - 0.1800 - 0.2888 0.8076
0.1246 - 0.1181 0.1354 - 0.4476
- 1.0915 0.6121 - 0.8443 - 0.0770
C = I q ,qmY =
- 0.7539 - 1.2598 - 0.0551 - 0.0034
- 1.2803 0.3355
- 0.0471 1.4124
B = UI Tp , pm =
0.4652 - 0.5711
- 0.3121 - 0.2519
2 0
E = H ( 0) =
4 3
72
Chapter 5
Exercises
73

Multivariable Control Systemsariable Lec5

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Multivariable Control

Topics to be covered include:

Controllability, Observability and Realization

Controllability and Observability of Linear Dynamical Equations

Controllability and Observability of Linear Dynamical Equations

Controllability and Observability of Linear Dynamical Equations

Controllability and Observability of Linear Dynamical Equations

Ab1 ... Abm

... An 1b1 ... An 1bm

Controllability and Observability of Linear Dynamical Equations

Controllability, Observability and Realization

Controllability and Observability of Linear Dynamical Equations

Its state space representation is:

It is not state controllable

It is state controllable and

Its transfer function is:

It is not functionally controllable.

An Example: dc-dc boost converter

2498s + 3.049 106

s 2 + 609 s + 3.207 105 1

1- The system is input deficient or

syste iss output deficient

3- The system has fewer states than outputs

If the plant is not functionally controllable, i.e.

r < l then there are

l-r output directions, denoted yi which cannot be affected.

From an SVD of G(j) the uncontrollable output directions yi(j) are

Controllability, Observability and Realization

Controllability and Observability of Linear Dynamical Equations

Canonical Decomposition of a Linear Time-invariant

x& = PAP 1 x + PBu = A x + B u

Theorem 5-3 The controllability and observability of a linear time-invariant

A 2 B ..... A n 1 B = PB PAP 1 PB PA 2 P 1 PB ..... PA n 1 P 1 PB

Similarly we can consider observability

Canonical Decomposition of a Linear Time-invariant

and the n1-dimensional sub-equation

Canonical Decomposition of a Linear Time-invariant

Ali Karimpour June 2012

Canonical Decomposition of a Linear Time-invariant

and the n2-dimensional sub-equation

Canonical Decomposition of a Linear Time-invariant

Ali Karimpour June 2012

Canonical Decomposition of a Linear Time-invariant

Theorem 5-6 (Canonical decomposition theorem)

There exists an equivalence transformation

A13 xco Bco

A23 xco + Bco u

x& co = Aco xco + Bco u

Canonical Decomposition of a Linear Time-invariant

Controllability, Observability and Realization

Controllability and Observability of Linear Dynamical Equations

Realization of Proper Rational Transfer Function Matrices

The input-output description

Realization of Proper Rational Transfer Function Matrices

1. Irreducible realization of Proper Rational Transfer Functions

Irreducible realization of proper rational transfer functions

Irreducible realization of proper rational transfer functions

There are different forms of realization

Observable canonical form realization of proper rational transfer functions

Ali Karimpour June 2012

Observable canonical form realization of proper rational transfer functions

Observable canonical form realization of proper rational transfer functions

Ali Karimpour June 2012

Observable canonical form realization of proper rational transfer functions