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State transition matrix: eAt
eAt is an nxn matrix eAt =ℒ-1((sI-A)-1), or ℒ (eAt)=(sI-A)-1 eAt= AeAt= eAtA eAt is invertible: (eAt)-1= e(-A)t eA0=I eAt1 eAt2= eA(t1+t2)
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I/O model to state space
Controller canonical form is not unique This is also controller canonical form
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Solution of state space model
Recall: sX(s)-x(0)=AX(s)+BU(s) (sI-A)X(s)=BU(s)+x(0) X(s)=(sI-A)-1BU(s)+(sI-A)-1x(0) x(t)=(ℒ-1(sI-A)-1))*Bu(t)+ ℒ-1(sI-A)-1) x(0) x(t)= eA(t-τ)Bu(τ)d τ+eAtx(0) y(t)= CeA(t-τ)Bu(τ)d τ+CeAtx(0)+Du(t)
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Eigenvalues, eigenvectors
Given a nxn square matrix A, nonzero vector p is called an eigenvector of A if Ap∝p i.e. λ s.t. Ap= λp λ is an eigenvalue of A First solve: det(λI-A)=0 for λ Then solve: (λI-A)p=0 for p. If λ1 ≠λ2 ≠λ3⋯ Let P=[p1⋮p2 ⋮ ⋯pn] P-1AP= D =diag(λ1, λ2, ⋯) In Matlab: >> [P,D]=eig(A) Or better: >>[P,J]=jordan(A)
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More Matlab Examples >> s=sym('s'); >> A=[0 1;-2 -3];
>> det(s*eye(2)-A) ans = s^2+3*s+2 >> factor(ans) (s+2)*(s+1)
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>> [P,D]=eig(A) P = D = >> [P,D]=jordan(A)
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≠ A = 0 1 -2 -3 >> exp(A) ans = 1.0000 2.7183 0.1353 0.0498
>> exp(A) ans = >> expm(A) >> t=sym('t') >> expm(A*t) [ -exp(-2*t)+2*exp(-t), exp(-t)-exp(-2*t)] [ -2*exp(-t)+2*exp(-2*t), 2*exp(-2*t)-exp(-t)] ≠
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√ √
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Similarity transformation
same system as(#)
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Example diagonalized decoupled
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Invariance:
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Controllability:
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Example:
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In Matlab: >> S=ctrb(A,B) >> r=rank(S) If S is square (when B is nx1) >> det(S)
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Observability
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Example:
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Or if single output (ie V is square), can use >> det(V)
In Matlab: >> V=obsv(C,A) >> r=rank(V) rank must = n Or if single output (ie V is square), can use >> det(V) det must be nonzero Lookfor controllability Lookfor observability
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Theorem A state space model with A, B, C, D matrices is both controllable and observable if and only if: no pole/zero cancellation in D+C(sI-A)-1B If there is pole/zero canvellation Either controllability is lost Or observability is lost Or both lost
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(A, B) in controller canonical form, cntr
(C, A) in observer canonical form, obsv But if we change C to [ ] H(s) = (s+1)/(s^3+3s^2+3s+1) = 1/(s+1)^2 Pole/zero cancellation. But (A, B) still in contr canonical form, cntr (C, A) no longer in obsv canonical form Must have lost observability Can check obs. Matrix to verify.
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Controllability is invariant under similar transf.
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Observability is invariant under similar transf.
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State Feedback D r + u + 1 s x + y B C + - + A K
feedback from state x to control u
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③Select any n eigenvalues(must be in complex conjugate pairs)
In Matlab: Given A,B,C,D ①Compute QC=ctrb(A,B) ②Check rank(QC) If it is n, then ③Select any n eigenvalues(must be in complex conjugate pairs) ev=[λ1; λ2; λ3;…; λn] ④Compute: K=place(A,B,ev) A+Bk will have eigenvalues at
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Thm: Controllability is unchanged after state feedback.
But observability may change!
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