8.

Stability, controllability and

observability
Stability
Controllability
Observability

8.1 Stability
For continuous-time system, the state space model is
d
X (t ) AX (t ) Bu (t )
dt
y CX (t )

The corresponding transfer function is

adj sI A
G ( s ) C( sI A) B C
B
det sI A
1

where det(sI-A) is a polynomial which forms the

denominator of the system transfer function.
That means the roots of det(sI-A)=0
(eigenvalues of A) are the poles of G(s).

8.1 Stability
For discrete-time system, the state space model is
X(k 1) X (k ) u (k )
y (k ) CX (k )

The corresponding transfer function is

G ( z ) C( zI ) 1
adj ( zI )
C

det( zI )

where det(zI-) is a polynomial which forms the

denominator of the system transfer function.
That means the roots of det(zI-)=0
(eigenvalues of ) are the poles of G(z).

8.1 Stability
Therefore, we can tell the stability of a system
by calculating the eigenvalues of A or .
We can easily tell the stability of a system by
inspecting its plant matrix A in
continuous-time system or in discretetime system if A or are in Diagonal or
Jordan canonical form.

8.1 Stability
Liapunov stability analysis plays an important role in
the stability analysis of control systems
described by state space equations. From the
classical theory of mechanics, we know that a
vibratory system is stable if its total energy is
continually decreasing until an equilibrium state
is reached. Liapunov stability is based on a
generalization of this fact.

8.1 Stability
Liapunov stability: If a system has an
asymptotically stable equilibrium state, then the
stored energy of the system displaced within a
domain of attraction decays with increasing time
until it finally assumes its minimum value at the
equilibrium state (Details for Liapunov
stability and theorems are given in section 5.6
on page 321- 336 in our textbook).

8.1 Stability
Liapunov theorem on stability: Suppose a system
is described by x=f(x,t) where f(0,t)=0 for all t.
If there exists a scalar function V(x,t) having
continuous first partial derivatives and satisfying
the conditions
1. V(x,t) is positive define (V(x,t)>0) .
2. V(x,t) is negative semi-definite (V(x,t)<0).
Then the equilibrium state at the origin is stable.

8.1 Stability
Liapunov stability of Linear system: Consider the
system described by x=Ax, where x is a state
vector and A is an nonsingular matrix. A
necessary and sufficient condition for the
equilibrium state x=0 to be asymptotically stable
is that, given any positive definite Hermitian (or
any positive defined real asymmetric) matrix Q,
there exists a positive definite Hermitian (or a
positive definite real asymmetric) matrix P such
that ATP+PA=-Q.

8.1 Stability
Liapunov stability of Linear system: Consider the
system described by x(k+1)=x(k), where x is a
state vector and is an nonsingular matrix. A
necessary and sufficient condition for the
equilibrium state x=0 to be asymptotically stable
is that, given any positive definite Hermitian (or
any positive defined real asymmetric) matrix Q,
there exists a positive definite Hermitian (or a
positive definite real asymmetric) matrix P such
that TP -P =-Q.

8.2 Controllability
Controllability: A control system is said to be completely
state controllable if it is possible to transfer the system
from any arbitrary initial state to any desired state in a
finite time period. That is, a control system is
controllable if every state variable can be controlled in a
finite time period by some unconstrained control signal.
If any state variable is independent of the control signal,
then it is impossible to control this state variable and
therefore the system is uncontrollable.

8.2.1 Controllability for a discrete-time

control system
Consider the discrete-time system defined by
X(k 1) X (k ) u (k )
y (k ) CX (k )

We assume that u(k) is a constant for the sampling

period (ZOH). If given the initial state X(0), can
we find a control signal to drive the system to a
desired state X(k)? In other words, is this system
controllable?
Using the definition just given, we shall now derive
the condition for complete state controllability.

8.2.1 Controllability for a discrete-time

control system
Since the solution of the above equation is
k 1

X (k ) (k ) X (0) (k j 1)u ( j )
j 0

k 1

k X (0) ( k j 1) u ( j )
j 0

k X (0) k 1u (0) k 2 u (1) u (k 1)

8.2.1 Controllability for a discrete-time

control system
That is
X (k ) k X (0) k 1u (0) k 2 u (1) u (k 1)
u (k 1) u (k 2) k 1u (0)
u (k 1)
u (k 2)

[ 2 k 1]

u (0)

8.2.1 Controllability for a discrete-time

control system
As is an k1 matrix, we find that each term of the
2
k 1
[

matrix
is an] k1 matrix or
column vector. That is the matrix
k 1
isan
[ 2
k]k matrix. If its determinant
is not zero, we can get the inverse of this matrix.
Then we have
u (k 1)
u ( k 2)

[ 2 k 1] 1 [ X (k ) k X (0)]

u
(
0
)

8.2.1 Controllability for a discrete-time

control system
That means that if we chose the input as the above,
we can transfer the system from any initial state
X(0) to any arbitrary state X(k) in at most k
sampling periods.
That is the system is completely controllable if and
only if the inverse of controllability matrix
k 1
WC [ 2

]
is available.
Or the rank of the
controllability matrix is k.

8.2.1 Controllability for a discrete-time

control system
Why do we concern about the controllability
of a system?
WC [ 2 k 1]

8.2.2 Examples for controllability

Example 1: Considering a system defined by
Y ( z)
z2
G( z)
2
U ( z ) z z 0.16

is this system controllable?

First, write the state equation for the above system
X(k 1) X (k ) u (k )
y (k ) CX (k )

8.2.2 Examples for controllability

That is

1 x1 (k ) 0
x1 (k 1)
0
x (k 1) 0.16 - 1 x (k ) 1 u (k )

2
2

x1 (k )
y (k ) (2 1)

x
(
k
)
2

Next, find the controllability matrix

[ 2 k 1] [ ]

8.2.2 Examples for controllability

0

0
1

[ ]
- 0.16 - 1

0 1 1


1 1 - 1

Finally, determine the rank of controllability matrix

0 1
0 1 1 0

1 -1

det[ ] det

The rank is 2. Therefore, the system is controllable.

8.2.2 Examples for controllability

Exercise 1: Given the following system
1 x1 (k ) 1
x1 (k 1) 1

x (k 1) 0.25 0 x (k ) 0.5 u (k )
2

2

x1 (k )
y (1 1)

x
(
k
)
2

is it controllable?

8.3 Observability
Observability: A control system is said to be observable if

every initial state X(0) can be determined from the

observation of Y(k) over a finite number of sampling
periods. The system, therefore, is completely observable
if every transition of the state eventually affects every
element of the output vector.
In the state feedback scheme, we require the feedback of all
state variables. In practical, however, some of the state
variables are not accessible for direct measurement.
Then it becomes necessary to estimate the unmeasurable variables in order to implement the state
variable feedback scheme.

8.3.1 Observability for a discrete-time control

system
Consider the discrete-time system defined by
X(k 1) X (k ) u (k )
y (k ) CX (k )
we assume that u(k) is a constant for the
sampling period (ZOH). If given the input
signal u(k) and the output y(k), can we
track back to the initial state X(0)? Or, is
this system observable?

8.3.1 Observability for a discrete-time control

system
Since the solution of the above equation is
k 1

X (k ) (k ) X (0) (k j 1)u ( j )
j 0

k 1

X (0) ( k j 1) u ( j )
k

j 0

And y(k) is
k 1

y (k ) CX (k ) C X (0) C ( k j 1) u ( j )
k

j 0

8.3.1 Observability for a discrete-time control

system
Let k=0, 1, 2n-1, we have
y (0) CX (0)
y (1) CX (1) CX (0) Cu (0)
y (2) CX (2) C 2 X (0) Cu (0) Cu (1)

n2

y (n 1) CX (n 1) C n -1 X (0) C ( n j 2 ) u ( j )
j 0

8.3.1 Observability for a discrete-time control

system
Rewrite all the above equations in matrix equation,
we have

C
C

y ( 0)
y (1)

y (n 1)

n 1

0 u (n 1)
C u (n 2)

X ( 0)

n -2
u
(
0
)
0 C C

0
0

0
0

8.3.1 Observability for a discrete-time control

system
As C is an 1n matrix, we find that each term of the
following matrix is an 1n matrix or row vector.
That is the matrix is an nn matrix. If its
determinant is not zero, we can get the inverse
of the observability matrix.
C

WO

n 1
C

8.3.1 Observability for a discrete-time control

system
Then we have

C
C

X ( 0)

C
C

n 1

n 1
C

X ( 0)

n 1

y (0)
y (1)

y (n 1)

C
C

n 1

0 u (n 1)
C u (n 2)

n -2
0 C C u (0)
0
0

0
0

8.3.1 Observability for a discrete-time control

system
This means that if we knew the input and the
output in n sampling periods, we can track
back to the system initial state.
That is the system is completely observable if
and only if the inverse of observability
matrix is available. Or the rank of the
observability matrix is n.

8.3.1 Observability for a discrete-time control

system
Why do we concern about the observability of
a system?
WO

C
C

n 1

8.3.2 Examples for observability

Example 2: Given the following system
- 0. 3
x1 (k 1) 1.1
x (k 1) 1
0
2

x1 (k )

y (k ) (1 - 0.5)
x 2 (k )

Determine its observability?

x1 (k ) 1

x (k ) 0.5 u (k )

8.3.2 Examples for observability

Build up the observability matrix

C
C

C 1 -0.5
1.1 -0.3
C 1 -0.5
(0.6 - 0.3)

1 0

C 1 -0.5
C 0.6 -0.3

Find the determinant of observability matrix

1 -0.5
detC C det
0

0.6 -0.3
T

n 1

8.3.2 Examples for observability

Exercise 2: Given the following system
1 x1 (k ) 1
x1 (k 1) 1

x (k 1) 0.25 0 x (k ) 0.5 u (k )
2

2

x1 (k )
y (1 1)

x
(
k
)
2

determine its observability?

8.4 Controllability and observability for

continuous system
For a continuous system
d
X (t ) AX (t ) Bu (t )
dt
y CX (t )
We can draw the similar conclusions as the discrete
system

8.4.1 Controllability of continuous system

A system is completely controllable if and
only if the inverse of controllability
n1
B]
matrix [ B AB A2 Bis Aavailable.
Or the
rank of the controllability matrix is n.

8.4.2 Observability of continuous system

A system is completely observable if and only
if the inverse of observability matrix is
available. Or the rank of the observability
matrix is n.

C
CA

CA

n 1

8.5 Effects of discretization on controllability

and observability
When a continuous-time system with complex poles
is discretized, the introduction of sampling may
impair the controllability and observability of
the resulting discretized system. That is, polezero cancellation may take place in passing from
the continuous-time case to the discrete-time
case. Thus, the discretized system may lose
controllability and observability.

8.5 Effects of discretization on controllability

and observability
Example 3: Consider the following continuous-time
system: d x (t ) 0 1 x (t ) 0
1
1
x (t ) - 1 0 x (t ) 1 u (t )
dt 2
2
x1 (t )

y (t ) (1 0)
x 2 (t )

Determine its controllability and observability. If the

system is discretized, is the discretized system
still controllable and observable?

8.5 Effects of discretization on controllability

and observability
This system is controllable and observable
since
and

0 1
det[ B AB] det
1 0

1 0
C
1 0
det
det
1 0

CA
0 1

8.5 Effects of discretization on controllability

and observability
The discrete-time system can be obtained by

(t ) e L ( sI A)
1

At

(t ) |t T e |t T e
At

e Bdq
At

AT

8.5 Effects of discretization on controllability

and observability
The discrete-time
discretization is
x1 (k 1) cosT
x (k 1) - sinT
2

x1 (k )

y (k ) (1 0)
x 2 (k )

system

obtained

by

sinT x1 (k ) 1 cos T

u (k )

cosT x2 (k ) sin T

8.5 Effects of discretization on controllability

and observability
The controllability matrix

cosT 1 - 2cos 2 T

sinT

- sinT 2cosTsinT

1 - cosT

The observability matrix

0
C 1
C cos T sinT

If T n , n 1,2,
,
the system will
controllability and observability.

lose

its

8.5 Effects of discretization on controllability

and observability
Exercise 3: Consider the system given by following
transfer function
z -1 (1 0.8 z 1 )
G( z)
1 1.3z -1 0.4z -2

Represent it as controllable canonical form and

observable canonical form in state equations, and
determine its controllability and observability.

Tutorials
Exercise 1& 2: Given the following system
1 x1 (k ) 1
x1 (k 1) 1

x (k 1) 0.25 0 x (k ) 0.5 u (k )
2

2

x1 (k )
y (1 1)

x
(
k
)
2

determine its controllability and observability?

Tutorials
Solution:
0.5
1
WC [ ]
0

0.5 - 0.25
k 1

WO

C
C

1
1
1 0.75 0

0.75 1

n 1

Tutorials
Exercise 3: Consider the system given by following
transfer function
z -1 (1 0.8 z 1 )
G( z)
1 1.3z -1 0.4z -2

Represent it as controllable canonical form and

observable canonical form in state equations, and
determine its controllability and observability.

Tutorials
Solution:

Y ( s ) b1 s n 1 b2 s n 2 bn
G ( s)

U (s)
s n a1 s n 1 a n
x1 (t )

x 2 (t )
d

dt
x n 1 (t )

x
(
t
)
n

- a n - a n -1

y (t ) b n

x1 (t )

1
x 2 (t )

0 1 x n 1 (t )

- a n -2 - a 1 x n (t )
x1 (t )

x 2 (t )

x n 1 (t )

x n (t )
0

b n -1 b1

u (t )

0
1

Tutorials
Controllability matrix & Observability matrix
WC [ 2 k 1] ?

WO

C
C

n 1

Tutorials
The apparent difference in the controllability and
observability of the same system is caused by the
fact that the original system has a pole-zero
cancellation in the transfer function. If a pole-zero
cancellation occurs in the transfer function, then
the controllability and the observability vary,
depending on how the state variables are chosen.