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X(s)
Inv(sI-A) B U(s)
Y(s)
(C inv(sI-A) B + D) U(s)
G(s)
C inv(sI-A) B + D
Natural response
Inv(sI-A) x0
Forced response
Inv(sI-A) B U(s)
Find eigenvalues
Det(lamb I - A) = 0
Find eigenvectors
(Lamb I - A) x = 0
Find characteristic polynomial
Det(lamb I - A)
Big X invertible
Unique eigenvalues, or repeated eigenvalues have enough linearly independent eigenvectors
If eigenvectors are linearly independent
Big lamb = big X A inv big X
Generalized eigenvector
(Lamb I - A) xk = -x k-1
A [eigenvectors | generalized eigenvectors]
[eigenvectors | generalized eigenvectors] Jordan blocks
eAt: A diagonal
e aii t on diagonal
eAt: A diagonalizable
Big X e big lamb t inv big X
eAt: not enough LI eigenvectors
[eigenvectors with generalized] eJt inv [eigenvectors with generalized]
e Jit
e lambi t t e lambi t t²/2 e lambi t etc (diagonal down)
Cayley Hamilton definition
Matrix A satisfies its own characteristic polynomial subbing in for lambda
Cayley Hamilton implication
Any power of A can be written as sum of previous powers multiplied by constants
eAt taylor
I + At + A²t²/2! + etc…
Zero order hold
Maintains value through sampler time
y(k-1)
Delta y(k)
A^k: A diagonalizable
Big X (big lamb)^k inv big X
A^k: Cayley Hamilton
an-1(k) A^n-1 + … + a1(k) A + a0(k) I
z^-1
x(k) → x(k-1)
G dt (z): Euler difference
G ct ((1-z^-1)/Ts)
G dt (z): tustin
(1-z^-1)/(1+z^-1) 2/Ts
Continuous time stability
Real part of poles negative
Discrete time stability
Real and imaginary parts of pole inside unit circle
Controllability check
[B AB A²B …] rank = n
Controllable subspace
Image of [B AB A²B …]
Observability check
[C ; CA; CA²; …] rank = n
Observable subspace
Image of [C ; CA; CA²; …]
Controllability meaning
Can reach any other state in n steps
Observability meaning
Can distinguish and initial state with observed inputs and outputs for n steps
Canonical decomposition for Observability
T2 spans unobservable space, T full rank
Canonical decomposition for controllability
T1 Spence unobservable space, T full rank
Control law
u = -Kx + v
A CL
A - BK
K
[kn kn-1 … k1]
Desired characteristic polynomial
Get from desired eigenvalues
Controller canonical form
Used to find K for pole placement
PAP^-1
Ones above diagonal, -ai in reverse order on bottom
P^-1 B
Zeros, 1 on bottom
K hat
ai hat - ai in reverse order
K hat for z to K for x
K = K hat P^-1
Requirement for pole placement
System is controllable
Minimal representation
State representation that is both observable and controllable