140 lines
3.5 KiB
Markdown
140 lines
3.5 KiB
Markdown
|
|
# Reachability and Observability
|
||
|
|
|
||
|
|
## Reachability
|
||
|
|
While in the non linear world, we can solve a `system`
|
||
|
|
***numerically***, through an `iterative-approach`:
|
||
|
|
$$
|
||
|
|
\begin{align*}
|
||
|
|
\dot{x}(t) &= f(x(t), u(t)) && t \in \R \\
|
||
|
|
x(k+1) &= f(x(k), u(k)) && t \in \N
|
||
|
|
\end{align*}
|
||
|
|
$$
|
||
|
|
|
||
|
|
In the linear world, we can do this ***analitically***:
|
||
|
|
> [!TIP]
|
||
|
|
> We usually consider $x(0) = 0$
|
||
|
|
$$
|
||
|
|
\begin{align*}
|
||
|
|
x(1) &= Ax(0) + Bu(0) \\
|
||
|
|
x(2) &= Ax(1) + Bu(1) &&= A^{2}x(0) + ABu(0) + Bu(1) \\
|
||
|
|
x(3) &= Ax(2) + Bu(2) &&= A^{3}x(0) + A^{2}Bu(0) + ABu(1) + Bu(2) \\
|
||
|
|
\dots \\
|
||
|
|
x(k) &= Ax(k-1) + Bu(k-1) &&=
|
||
|
|
\underbrace{A^{k}x(0)}_\text{Free Dynamic} +
|
||
|
|
\underbrace{A^{k-1}Bu(0) + \dots + ABu(k-2) + Bu(k-1) }
|
||
|
|
_\text{Forced Dynamic} \\[40pts]
|
||
|
|
|
||
|
|
x(k) &= \begin{bmatrix}
|
||
|
|
B & AB & \dots & A^{k-2}B & A^{k-1}B
|
||
|
|
\end{bmatrix}
|
||
|
|
|
||
|
|
\begin{bmatrix}
|
||
|
|
u(k-1) \\ u(k-2) \\ \dots \\ u(1) \\ u(0)
|
||
|
|
\end{bmatrix}
|
||
|
|
\end{align*}
|
||
|
|
$$
|
||
|
|
|
||
|
|
Now, there's a relation between the determinant and the matrix containing
|
||
|
|
$A$ and $B$:
|
||
|
|
|
||
|
|
$$
|
||
|
|
\begin{align*}
|
||
|
|
|
||
|
|
&p_c(s) = det(sI -A) =
|
||
|
|
s^n + a_{n-1} s^{n-1} + a_{n-2}s^{n - 2} + \dots + a_1s + a_0 = 0
|
||
|
|
\\[10pt]
|
||
|
|
|
||
|
|
&\text{Apply Caley-Hamilton theorem:} \\
|
||
|
|
&p_c(A) = A^{n} + a_{n-1}A^{n_1} + \dots + a_1A + a_0 = 0\\[10pt]
|
||
|
|
|
||
|
|
&\text{Remember $G(s)$ formula and multiply $p_c(A)$ for $B$:} \\
|
||
|
|
&p_c(A)B = A^{n}B + a_{n-1}A^{n_1}B + \dots + a_1AB + a_0B = 0 \rightarrow \\
|
||
|
|
|
||
|
|
&p_c(A)B = a_{n-1}A^{n_1}B + \dots + a_1AB + a_0B = -A^{n}B
|
||
|
|
\end{align*}
|
||
|
|
$$
|
||
|
|
|
||
|
|
All of these makes us conclude something about the Kallman
|
||
|
|
Controllability Matrix:
|
||
|
|
$$
|
||
|
|
K_c = \begin{bmatrix}
|
||
|
|
B & AB & \dots & A^{k-2}B & A^{k-1}B
|
||
|
|
\end{bmatrix}
|
||
|
|
$$
|
||
|
|
|
||
|
|
Moreover, $x(n) \in range(K_c)$ and $range(K_c)$ is said
|
||
|
|
`reachable space`.\
|
||
|
|
In particular if $rank(K_c) = n \rightarrow range(K_c) = \R^{n}$ this
|
||
|
|
is `fully reachable` or `controllable`
|
||
|
|
> [!TIP]
|
||
|
|
> Some others use `non-singularity` instead of the $range()$ definition
|
||
|
|
|
||
|
|
|
||
|
|
> [!NOTE]
|
||
|
|
> On the Franklin Powell there's another definition to $K_c$ that
|
||
|
|
> comes from the fact that we needed to find a way to transform
|
||
|
|
> ***any*** `realization` into the
|
||
|
|
> [`Control Canonical Form`](./CANONICAL-FORMS.md/#control-canonical-form)
|
||
|
|
>
|
||
|
|
|
||
|
|
## Observability
|
||
|
|
This is the capability of being able to deduce the `initial state` by just
|
||
|
|
observing the `output`.
|
||
|
|
|
||
|
|
Let's focus on the $y(t)$ part:
|
||
|
|
$$
|
||
|
|
y(t) =
|
||
|
|
\underbrace{Cx(t)}_\text{Free Output} +
|
||
|
|
\underbrace{Du(t)}_\text{Forced Output}
|
||
|
|
$$
|
||
|
|
|
||
|
|
Assume that $u(t) = 0$:
|
||
|
|
$$
|
||
|
|
\begin{align*}
|
||
|
|
& y(0) = Cx(0) && x(0) = x(0) \\
|
||
|
|
& y(1) = Cx(1) && x(1) = Ax(0) &&
|
||
|
|
\text{Since $u(t) = 0 \rightarrow Bu(t) = 0$} \\
|
||
|
|
& y(2) = Cx(2) && x(2) = A^2x(0) \\
|
||
|
|
& \vdots && \vdots \\
|
||
|
|
&y(n) = Cx(n) && x(n) = A^nx(0) \rightarrow \\
|
||
|
|
\rightarrow &y(n) = CA^nx(0)
|
||
|
|
\end{align*}
|
||
|
|
$$
|
||
|
|
|
||
|
|
Now we have that:
|
||
|
|
$$
|
||
|
|
\begin{align*}
|
||
|
|
\vec{y} = &\begin{bmatrix}
|
||
|
|
C \\
|
||
|
|
CA \\
|
||
|
|
\vdots \\
|
||
|
|
CA^{n}
|
||
|
|
\end{bmatrix} x(0) \rightarrow \\
|
||
|
|
|
||
|
|
\rightarrow x(0) = &\begin{bmatrix}
|
||
|
|
C \\
|
||
|
|
CA \\
|
||
|
|
\vdots \\
|
||
|
|
CA^{n}
|
||
|
|
\end{bmatrix}^{-1}\vec{y} \rightarrow \\
|
||
|
|
|
||
|
|
\rightarrow x(0) = & \frac{Adj(K_o)}{det(K_o)} \vec{y}
|
||
|
|
\end{align*}
|
||
|
|
$$
|
||
|
|
|
||
|
|
For the same reasons as before, we can use Caley-Hamilton here too, also, we can see that if $K_o$ is `singular`, there can't be an inverse.
|
||
|
|
|
||
|
|
As before, $K_o$ is such a matrix that allows us to see if there exists a
|
||
|
|
[`Canonical Observable Form`](CANONICAL-FORMS.md/#observable-canonical-form)
|
||
|
|
|
||
|
|
The `non-observable-space` is equal to:
|
||
|
|
$$
|
||
|
|
X_{no} = Kern(K_o) : \left\{ K_ox = 0 | x \in X\right\}
|
||
|
|
$$
|
||
|
|
|
||
|
|
## Decomposition of these spaces
|
||
|
|
The space of possible points is $X$ and is equal to
|
||
|
|
$X = X_r \bigoplus X_{r}^{\perp} = X_r \bigoplus X_{nr}$
|
||
|
|
|
||
|
|
Analogously we can do the same with the observable spaces
|
||
|
|
$X = X_no \bigoplus X_{no}^{\perp} = X_no \bigoplus X_{o}$
|