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Kalman Theorem

The document defines controllability for linear systems using the state-space representation x ̇ = Ax + bu. It presents Kalman, Ho and Narendra's theorem that a linear system (A,b) is completely controllable if and only if its controllability matrix C(A,b) has full rank. The proof shows the controllability matrix being full rank is equivalent to the controllability gramian P(t) being positive definite for all t>0. Finally, it demonstrates how to construct an input u(t) that steers the state from x1 to x2, proving the system is controllable when C(A,b) is full rank.

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379 views2 pages

Kalman Theorem

The document defines controllability for linear systems using the state-space representation x ̇ = Ax + bu. It presents Kalman, Ho and Narendra's theorem that a linear system (A,b) is completely controllable if and only if its controllability matrix C(A,b) has full rank. The proof shows the controllability matrix being full rank is equivalent to the controllability gramian P(t) being positive definite for all t>0. Finally, it demonstrates how to construct an input u(t) that steers the state from x1 to x2, proving the system is controllable when C(A,b) is full rank.

Uploaded by

anoopeluvathingal100
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Linear controllability

November 10, 2014


Controllability notion refers to state transfer in the state-space. In a linear system, this
property assures arbitrary pole-placement using linear state-feedback control law. We begin
this brief write-up with the definition of controllability for a linear system.

Definition 0.1 Let


x = Ax + bu

(1)

be a SISO system, where x IRn . The pair (A, b) is completely controllable if and only if for
each x1 , x2 IRn and for each T 0, there exists an admissible input u : [0, T ] IR with
the property that if x(t) is the solution of (1) with x(0) = x1 , then x(T ) = x2 .
We next present the result by Kalman, Ho and Narendra (1963) that provides a method to
verify the linear controllability property for a given pair (A, b).
Theorem 0.1 The continuous-time system (1) is completely controllable if and only if the
controllability matrix

C(A, b) = [b Ab An1 b]
has rank n.
Proof: For t > 0 define P (t) =

Rt
0

eA bb eA d , P (t) is termed the controllability gram-

mian. We first show that C(A, b) is invertible P (t) is positive definite for all t > 0. Since
Rt
Rt

P (t) is positive semi-definite (x P (t)x = 0 x eA bb eA xd = 0 (x eA b)(x eA b) d =


R t A 2
|x e b| d 0) we show that C(A, b) is invertible P (t) is invertible for all t > 0.
0

Let C(A, b) be not invertible. Then there exists a non-zero vector v IRn such that
v C(A, b) = 0 = v [b Ab An1 b] = 0. Now by Cayley-Hamilton theorem
An = 1 I + 2 A + + n An1
1

Note that the notion of controllability is not tied to the nature of the system (linear/nonlinear).

where, the i s are not identically equal to zero. On pre and post multiplying the above by
v and b respectively, we have

v An b = 1 v b + 2 v Ab + + n v An1 b

or v Ak b = 0 k 0 which can be rewritten as z(t) = v eAt b = 0 t 0. Thus


Rt

v eAt bb eA t v = 0 t [0, T ] or 0 v (eA bb eA )vd = 0, thereby proving P (t) is not

invertible.

Conversely, let P (t) be not invertible. Then there exists a non-zero vector p IRn such
that
p eAt b = 0, t [0, T ].

(2)

Differentiating (2) with respect to time t, (n 1) times and then evaluating at t = 0, we


get p Ab = 0, p A2 b = 0, . . . , p An1 b = 0. Rearranging, we have p [b Ab An1 b] = 0.
Hence the claim that C(A, b) is not invertible. It now follows that C(A, b) is invertible if
and only if P (t) is invertible.
The controllability property is exhibited by constructing an u which steers x1 to x2 . One
such control is
u(t) = b eA

(T t)

P (T )1 (eAT x1 x2 )

that results in the solution of (1) satisfying x(T ) = x2 .


Finally, suppose that C(A, b) is not invertible, which implies that P (t) is not invertible.
Thus there exists a non-zero vector q IRn such that q eAt b = 0 for t [0, T ]. Let

x1 = eAT q, then
Z

x1 +
eA(T ) bu( )d
0
Z T
q x(T ) = q q
q eA(T ) bu )d.
AT

x(T ) = e

Since the second term in the above is zero, we have q (x(T ) q) = 0 which further implies
that x(t) cannot be steered to the origin in time T .
2

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