Linear Control Systems

Lecture # 9
Decomposition of
Noncontrollable
&
Nonobservable Systems

p. 1/2

Decomposition of Noncontrollable Systems

Theorem: Consider the system
x = Ax + Bu

where A is n n and B is n m
Let

C = [B, AB, . . . , An1 B]

If rank C = q < n, then there is a nonsingular n n matrix

P such that
#
#
"
"
12
11 A
1
A
B
1
1
=P B=
= P AP =
,
B
A
22
0 A
0
11 is q q , B
1 is q m, and the pair (A
11 , B
1 ) is
where A
controllable

p. 2/2

Proof: Let

P =

X Y

where X is an n q matrix whose columns are linearly

independent columns of C (or any q columns that form a
basis of R(C)) and Y is an n (n q) matrix whose
columns are chosen such that P is nonsingular; i.e., all the
columns of P are linearly independent
R(X) = R(C)
p R(C) Ap R(C) R(AX) R(C)
#
"
M
1
1
Partition P
as P
=
, where M is q n and N
N
is (n q) n

p. 3/2

P 1 P = In
"
#
"
#
"
#
h
i
0
M
MX MY
Iq
=
X Y =
0 Inq
N
NX NY
N X = 0 R(C) N (N )
N B = 0 and N AX = 0
#
"
#
"
h
i
M
M AX M AY
1

A X Y =
A = P AP =
N
N AX N AY
#
"
#
"
M
MB
1

B=P B=
B=
N
NB

p. 4/2

=
A

"

12
11 A
A
22
0 A

=
B

"

1
B
0

= P 1 C
A
B,
..., A
n1 B]
C = [B,
rank C = rank C = q
C =

"

11 B
1
1 A
B
0
0

q1 B
1
A
11
0

n1 B
1
A
11
0

By Cayley-Hamilton theorem
i
h
11 B
1 A
1 = q
q1 B
1 A
rank C = rank B
11
11 , B
1 ) is controllable
(A

p. 5/2

The change of variables

x = Pz = P

"

z1
z2

transforms the system into the form

11 z1 + A
12 z2 + B
1 u
z 1 = A
22 z2
z 2 = A
Clearly the state z2 is not controllable
11 z1 + B
1u
z2 (0) = 0 z2 (t) 0 z 1 = A
11 , B
1 ) is
The state z1 is controllable because the pair (A
controllable

p. 6/2

In the z -coordinates we can only steer states of the form

#
"
z1
z=
0
In the x-coordinates
x = Pz =

X Y

"

z1
0

= Xz1

We can only steer states that belong to R(C). Hence, R(C)

is called the controllable subspace

p. 7/2

=P
A

AP =

"

12
11 A
A
22
0 A

are the same. Because A

is
The eigenvalues of A and A
block triangular, the eigenvalues of A are given by the
11 and A
22
eigenvalues of A
11 are called the controllable
The eigenvalues of A
22 are the called the
eigenvalues and those of A
uncontrollable eigenvalues

p. 8/2

Example:

A=

1
1
2 1 1
1
1 2
0 1

, B =
1
1 1
0
2
1
1
1 1 3

C=

1
3 5
5
1 4
5 4

1
0
1 2
1
0 1
2

rank C = 3 (A, B) is not controllable

p. 9/2

rank

1
3 5
1 4
5
1
0
1
1
0 1

=3

The first three columns of C are linearly independent

1
3 5 0
1 4
5 0

P =
, rank P = 4
1
0
1 0
1
0 1 1

p. 10/2

= P 1 AP =
A

0
1
0
0

0 1 1.5
0 3
5
1 3 3.5
0
0 1

0 0 1

A11 = 1 0 3 ,
0 1 3

1
1, A
1] =
1, A
11 B
2 B
C1 = [ B
0
11
0

1
B

0
1
0

, B

1
0
0
0

1

= 0
0

0 , rank C1 = 3
1

p. 11/2

Matlab Calculation

p. 12/2

Decomposition of Nonobservable Systems

Theorem: Consider the system
x = Ax,

y = Cx

where A is n n and C is p n

Let

O=

C
CA
..
.

CAn1

If rank O = q < n, then there is a nonsingular n n

matrix P such that

p. 13/2

 = P 1 AP =
A

"

11 0
A
21 A
22
A

= CP =
C

1 0
C

11 is q q , C
1 is p q , and the pair (A
11 , C
1 ) is
where A
observable
#
"
Proof: Let
M
1
P
=
N

where M is a q n matrix whose rows are linearly

independent rows of O and N is an (n q) n matrix
whose rows are chosen such that P 1 is nonsingular; i.e.,
all the rows of P 1 are linearly independent

p. 14/2

N (M ) = N (O)
p N (O) Ap N (O) M Ap = 0, p N (O)
h
i
1 1
Partition P = P
as P = X Y , where X is
n q and Y is n (n q)

P 1 P = In
"
#
"
"
#
#
h
i
0
MX MY
Iq
M
=
X Y =
0 Inq
NX NY
N
M Y = 0 R(Y ) = N (O)
The columns of Y form a basis of N (O)

p. 15/2

 CY = 0 and M AY = 0
#
"
#
"
h
i
M
M AX M AY
1

A X Y =
A = P AP =
N
N AX N AY
h
i
= CP = C X Y = [CX, CY ]
C
=
A

=
O

"

C
A

C
..
.

11 0
A
21 A
22
A

A
n1
C

=
C

1 0
C

= OP, rank O
= rank O = q

p. 16/2

1
C
1 A
11
C
..
.

0
0
..
.

O = q1
C1 A11
0

..
..

.
.

1 A
n1 0
C
11

C1 A11

= rank
, rank O
..

q1

C
A
1 11

=q

11 , C
1 ) is observable
(A
h
i
Remark: We can also choose P = X Y , where the
(n q) columns of Y form a basis of N (O) and the q
columns of X are chosen such that P is nonsingular

p. 17/2

The change of variables

x = Pz = P

"

z1
z2

transforms the system into the form

11 z1
z 1 = A
21 z1 + A
22 z2
z 2 = A
1 z1
y = C
Clearly the state z2 is not observable, while z1 is
11 , C
1 ) is observable
observable because the pair (A
z1 (0) = 0 z1 (t) 0

p. 18/2

In the z -coordinates, the state

"
z=

0
z2

0
z2

is unobservable
In the x-coordinates
x = Pz =

X Y

"

= Y z2 N (O)

Any state in N (O) is unobservable. Hence, N (O) is called

the unobservable subspace

p. 19/2

=P
A

AP =

"

11 0
A
22
21 A
A

11 are called the observable

The eigenvalues of A
22 are the called the
eigenvalues and those of A
unobservable eigenvalues

p. 20/2

Kalman Decomposition Theorem: Consider the system

x = Ax + Bu
y = Cx

where A is n n, B is n m, and C is p n. Let

qc = rank C (dim(R(C)) = qc )
qo = rank O (dim(N (O)) = n qo )
qco = dim(R(C) N (O)) (qco min{qc , n qo })

Then there is a nonsingular n n matrix P such that

= P 1 AP , B
= P 1 B , and C
= CP are given by
A

p. 21/2

=
A

11 0
A
21 A
22
A
0
0
0
0

=
C

13 0
A
23 A
24
A
33 0
A
43 A
44
A

1 0 C
3 0
C

=
, B

1
B
2
B
0
0

ii is qi qi , for i = 1, 2, 3, 4, n = q1 + q2 + q3 + q4
A
"
# "
#!
11 0
1
A
B
,
is controllable

B2
A21 A22
"
!
#
i
h
11 A
13
A
1 C
3
is
observable
,
C
33
0 A

p. 22/2

q2 = qco
q1 = qc qco
q4 = n qo qco
11 are controllable and observable
The eigenvalues of A
22 are controllable and unobservable
The eigenvalues of A
33 are uncontrollable and observable
The eigenvalues of A
44 are uncontrollable and unobservable
The eigenvalues of A
If qi = 0 for i = 1, 2, 3, or 4, the corresponding part of the
decomposition disappears

p. 23/2

Proof: Read the textbook

The matrix P is taken as
i
h
P = P1 P2 P3 P4

where Pi has qi columns, for i = 1, 2, 3, 4

h
i
The columns of P1 P2 form a basis of R(C)

The columns of P
h 2 form a ibasis of R(C) N (O)
The columns of P2 P4 form a basis of N (O)

The columns of P3 are chosen such that P is nonsingular

p. 24/2