Canonical Decomposition of Linear Time-Invariant System
Consider the linear time-invariant dynamical equation
:
x Ax Bu
y Cx Du
(*)
where A, B, C and D are n × n, n × p, q × n, and q × p
constant matrices.
What can we say if the system is uncontrollable and/or
unobservable?
Equivalence Transformation
Let
x Px ,
where P is any n × n nonsingular matrix.
The substitution of
x Px into (*) yields
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x Ax Bu
(**)
y C x Du
where
A PAP 1
B PB
C CP -1
DD
Controllability of the Transformed System
U B
PB
PB
PB
A B ... A n 1 B
PAP -1 PB ... PA n 1 P 1 PB
PAB ... PA n 1 B
AB ... An 1 B PU
(U ) ( PU ) (U )
Σ is controllable iff
is controllable
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Theorem
The controllability and observability of a LTI dynamical
equation are invariant under any equivalence transformation.
Representation of Noncontrollable Realizations
Let {A, B, C, D} be such that
Rank U(A,B) = r < n
Than we shall show that a transformation matrix P can always
be found such that the realization
{ A PAP 1
B PB
C CP -1
D D}
has the form
Ac
A
0
Acc r
Ac n r
C Cc
Cc
Bc
B
0
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Any realization in this form the following properties:
1.
The r × r subsystem { Ac , Bc , Cc ,
D } is
controllable.
2.
C ( sI A ) 1 B Cc ( sI Ac ) 1 Bc
The controllable subsystem has the same T.F. of the
original system.
To show the second statement
xx
( sI Ac ) 1
Bc
C ( sI A ) B C
1
0
0
(
sI
A
)
c
( sI Ac ) 1 Bc
Cc Cc
0
Cc ( sI Ac ) 1 Bc
1
xx ( sI Ac ) 1 Acc ( sI Ac ) 1
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Note that
Bc
U ( A, B )
0
Ac Bc
0
... Acn 1 Bc
...
0
How do we find P?
Let P-1 = Q
QU ( A , B ) U ( A, B)
or
Q1
U ( Ac , Bc ) xx
Q2
B
0
0
AB ... A r 1 B
xx
From which
Q1 B
AB
...
Ar 1 BU 1 ( Ac , Bc )
If
U 1 ( Ac , Bc ) I
Then
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Q1 B
AB
...
Ar 1 B
and
Q2 = [
]
Any linearly independent columns which makes Q nonsingular
If the state variables
x
are correspondingly partitioned as
xc
x
xc
then
xc
xc
is said to be controllable
is said to be uncontrollable
The realization { A, B , C } can be decomposed as
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Representation of Unobervable Realizations
It should be clear that similar statements could be made about
unobservable realization
Thus if
Rank O(A,C) = r < n
Than we can find a nonsingular transformation matrix P such
that the realization
{ A PAP 1
B PB
C CP -1
D D}
has the form
A
A o
Aoo
0 r
Ao n r
B
B o
Bo
C Co 0
and {Co , Ao } is observable
and
T ( s) C ( sI A) 1 B Co ( sI Ao ) 1 Bo
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The separation into observable and unobservable parts can be
represented by
General Decomposition Theorem
We can always find a nonsingular transformation that will
allow us to rewrite the state equation
x Ax Bu
y Cx
in the form
x Ax Bu
y Cx
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where
xcTo
Aco
A
A 21
0
0
0
A13
Aco
A23
0
Ac o
0
A43
0
A24
0
Ac o
0
Cc o
0
C Cco
xcTo
xcTo
T
x T xco
Bco
B
c
o
B
0
0
where
1. The system
Aco , Bco , Cco
is controllable and observable and
T ( s) C ( sI A ) 1 B Cco ( sI Aco ) 1 Bco
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2.
Aco
A21
0
,
Aco
Bco
,
Bco
Cco
0
Cco
Cc o
is controllable.
3.
Aco
0
A13
,
Ac o
Bco
0 ,
is observable
4.
The system
Aco ,
0, 0
is neither controllable nor observable.
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