Define 定义
Controllability:可控性,控制量对状态变量的控制能力。
Observability:可观测性,输出量对状态变量的反应能力
stability:为了系统可预测
Observability: Discrete Systems 离散系统可观测性
LTI 系统:
LTI 系统中:
x k + 1 = A x k + B u k x_{k+1}=A x_k +B u_k xk+1=Axk+Buk
y k = C x k y_k=C x_k yk=Cxk
x为输入,y为输出。k为当前step。
讨论简单点的情况,当 x k + 1 = A x k x_{k+1}=A x_k xk+1=Axk,可推导出:
y 0 = C x 0 y_0=C x_0 y0=Cx0
y 1 = C x 1 = C A x 0 y_1=C x_1=C A x_0 y1=Cx1=CAx0
y 2 = C x 2 = C A x 1 = C A 2 x 0 y_2=C x_2=C A x_1=C A^2 x_0 y2=Cx2=CAx1=CA2x0
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................................ ................................
y n − 1 = C A n − 1 x 0 y_{n-1}=C A^{n-1} x_0 yn−1=CAn−1x0
Observability Matrix H 矩阵H:
已知:
y
n
−
1
=
C
A
n
−
1
x
0
y_{n-1}=C A^{n-1} x_0
yn−1=CAn−1x0
矩阵形式
y
n
−
1
=
H
x
0
y_{n-1}=H x_0
yn−1=Hx0
H矩阵
H
=
[
C
C
A
C
A
2
.
.
.
C
A
n
−
1
]
T
H=\begin{bmatrix} C &CA &CA^2& ...& CA^{n-1}\end{bmatrix}^T
H=[CCACA2...CAn−1]T
这个C和A的矩阵就是Observability用的H矩阵。如果H矩阵是方阵,那么他必须是non- singular(
d
e
t
H
≠
0
detH \ne 0
detH=0)
Example例题:
Controllability: Discrete Systems 可控制性:离散系统
Definition定义:
【通过输入u把系统x ,从初始状态 x ( 0 ) = x 0 x(0)=x_0 x(0)=x0变成我们的目标 x ( T ) = x T x(T)=x_T x(T)=xT】Controllability is the ability to transfer our system from any initial state x(0) = x0 to any desired final state x(T) = xT in a finite time (i.e., T < ∞) by applying a sequence of controls u0, u1, …, uT−1.
LTI 系统:
LTI 系统中:
x k + 1 = A x k + B u k x_{k+1}=A x_k +B u_k xk+1=Axk+Buk
y k = C x k y_k=C x_k yk=Cxk
x为输入,y为输出。k为当前step。
在一系列u的影响下,可推导出:
x 1 = A x 0 + B u 0 x1 = Ax_0 + Bu_0 x1=Ax0+Bu0
x 2 = A x 1 + B u 1 = A 2 x 0 + A B u 0 + B u 1 x2 = Ax_1 + Bu_1=A^2 x_0 + ABu_0+ Bu_1 x2=Ax1+Bu1=A2x0+ABu0+Bu1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ................................ ................................
x n = A n x 0 + A n − 1 B u 0 + . . . + A B u n − 2 + B u n − 1 x_{n}=A^n x_0+A^{n-1}B u_0+ ...+ABu_{n-2} +Bu_{n-1} xn=Anx0+An−1Bu0+...+ABun−2+Bun−1
Controllability Matrix G 矩阵G:
已知:
x
n
=
A
n
x
0
+
A
n
−
1
B
u
0
+
.
.
.
+
A
B
u
n
−
2
+
B
u
n
−
1
x_{n}=A^n x_0+A^{n-1}B u_0+ ...+ABu_{n-2} +Bu_{n-1}
xn=Anx0+An−1Bu0+...+ABun−2+Bun−1
移项并代换U和G矩阵:
x
n
−
A
n
x
0
=
G
U
x_{n}-A^n x_0=G U
xn−Anx0=GU
矩阵公式
U
=
G
−
1
(
x
n
−
A
n
x
0
)
U = G^{−1}(x_n − A^nx_0)
U=G−1(xn−Anx0)
G矩阵
H
=
[
B
A
B
A
2
B
.
.
.
A
n
−
1
B
]
T
H=\begin{bmatrix} B &AB &A^2B& ...& A^{n-1}B\end{bmatrix}^T
H=[BABA2B...An−1B]T
G must be non-singular(
d
e
t
G
≠
0
det G \ne 0
detG=0)
Continuous Systems 连续系统:
EXAMPLE:
G矩阵(可控性)和H矩阵(可观测性): ![在这里插入图片描述](https://i-blog.csdnimg.cn/blog_migrate/e32cbe2e896f6480fb3b1cf5406b1f88.png)
Stability: Discrete Systems稳定性(离散系统)
Definition:
If the zero-input response x ( t ) x(t) x(t), subject to finite initial state x 0 x_0 x0, returns to the equilibrium state x ( t ) = 0 x(t) = 0 x(t)=0 as t → ∞ t → ∞ t→∞, the system is said to be (asymptotically) stable. Otherwise, it is unstable.【某系统开局 x ( 0 ) = 0 x(0)=0 x(0)=0,当时间t趋于无穷大时 x ( t ) = 0 x(t)=0 x(t)=0。】
Stability of Discrete Systems:
如果是Stability稳定的则
d
e
t
(
A
−
λ
I
)
=
0.
det(A − λI) = 0.
det(A−λI)=0.
Signal Flow Graphs 信号流图
例子: