电子社现代控制理论基础（英文版）（第2版）mooc课件4-1.pptx

L4 Controllability and Observability OutlineL4.1 Preliminary: Cayley-Hamilton Theorem and LemmasL4.2 Controllability and Observability of LTI System Controllability and its Rank criterion Observability and its Rank criterion Principle of DualityL 4.3 Controllability, Observability and Transfer FunctionL4.4 Structural Decomposition of LTI System（Canonical Decomposition ）Suppose is an matrix. If the characteristic polynomial for the matrix is written asL4.1 Preliminary: Cayley-Hamilton Theorem Then we have the following equation:Every square matrix satisfies its own characteristic equation.Multiply on both sides .So .Let is noted as the adjoint matrix ofLet L4.1 Preliminary: Cayley-Hamilton Theorem Proof:L4.1 Preliminary: Cayley-Hamilton Theorem To Left side：Right side：L4.1 Preliminary: Cayley-Hamilton Theorem multiply ………Sum：So we have：L4.1 Preliminary: Cayley-Hamilton Theorem Lemma 1:The k-th power of matrix A can be written as a polynomial of degree n-1 of A.Lemma 2:The matrix exponential function of A can be written asThen the power of A also can be done in the same way.L4.1 Preliminary: Cayley-Hamilton Theorem Lemma 1:The k-th power of matrix A can be written as a polynomial of degree n-1 of A.Proof:According to the Cayley-Hamilton theorem,Then the n+1 power of A is written by the following equation.Since the is written as a power series of A, we can use the Lemma 1 to prove this Lemma 2.L4.1 Preliminary: Cayley-Hamilton Theorem The matrix exponential function of A can be written asLemma 2:Proof:This Lemma will be used to deduce the Rank criterion of the controllability and observabiliy.Compute withThe characteristic polynomial of is According to the Cayley-Hamilton theorem, matrix satisfies its own characteristic polynomial, such thatL4.1 Preliminary: Cayley-Hamilton Theorem Example:Then we can obtain , and compute So we