本文介绍了时变线性系统（LTV系统）的概念，包括状态方程和输出方程，并定义了可观测性Gramian和统一完全可观测性。可观测性Gramian是评估系统能否通过输出数据确定其状态的矩阵，而统一完全可观测性则要求系统在所有时间点都具有良好的观测性。这些定义对于理解和分析动态系统的控制性能至关重要。
文章目录
LTV system
http://www.dem.ist.utl.pt/poliveira/Invest/IFACWC_17.pdf
Consider the LTV system given by
{
x
˙
(
t
)
=
A
(
t
)
x
(
t
)
+
B
(
t
)
u
(
t
)
y
(
t
)
=
C
(
t
)
x
(
t
)
\left\{\begin{array}{l} \dot{\mathbf{x}}(t)=\mathbf{A}(t) \mathbf{x}(t)+\mathbf{B}(t) \mathbf{u}(t) \\ \mathbf{y}(t)=\mathbf{C}(t) \mathbf{x}(t) \end{array}\right.
{x˙(t)=A(t)x(t)+B(t)u(t)y(t)=C(t)x(t)
where
x
(
t
)
∈
R
n
,
u
(
t
)
∈
R
m
\mathbf{x}(t) \in \mathbb{R}^{n}, \mathbf{u}(t) \in \mathbb{R}^{m}
x(t)∈Rn,u(t)∈Rm, and
y
(
t
)
∈
R
p
\mathbf{y}(t) \in \mathbb{R}^{p}
y(t)∈Rp are the system state, input, and output, respectively, and
A
(
t
)
∈
R
n
×
n
\mathbf{A}(t) \in \mathbb{R}^{n \times n}
A(t)∈Rn×n,
B
(
t
)
∈
R
n
×
m
\mathbf{B}(t) \in \mathbb{R}^{n \times m}
B(t)∈Rn×m, and
C
(
t
)
∈
R
p
×
n
\mathbf{C}(t) \in \mathbb{R}^{p \times n}
C(t)∈Rp×n are bounded continuous functions of time.
Concepts of observability Gramian and uniform complete observability
The following definitions introduce the concepts of observability Gramian and uniform complete observability for systems with bounded realizations Kalman (1960), Silverman and Anderson (1968), Jazwinski (1970), Silverman and Meadows (1967).
Definition 1
Definition 1. (Observability Gramian). The observability Gramian associated with the pair
(
A
(
t
)
,
C
(
t
)
)
(\mathbf{A}(t), \mathbf{C}(t))
(A(t),C(t)) on
[
t
0
,
t
f
]
\left[t_{0}, t_{f}\right]
[t0,tf] is defined as
W
o
(
t
0
,
t
f
)
:
=
∫
t
0
t
f
ϕ
T
(
t
,
t
0
)
C
T
(
t
)
C
(
t
)
ϕ
(
t
,
t
0
)
d
t
\mathcal{W}_{o}\left(t_{0}, t_{f}\right):=\int_{t_{0}}^{t_{f}} \phi^{T}\left(t, t_{0}\right) \mathbf{C}^{T}(t) \mathbf{C}(t) \boldsymbol{\phi}\left(t, t_{0}\right) d t
Wo(t0,tf):=∫t0tfϕT(t,t0)CT(t)C(t)ϕ(t,t0)dt
where
ϕ
(
t
,
t
0
)
\phi\left(t, t_{0}\right)
ϕ(t,t0) is the state transition matrix associated with
A
(
t
)
\mathbf{A}(t)
A(t) from
t
0
t_{0}
t0 to
t
t
t.
Definition 2
Definition 2. (Uniform complete observability). The pair
(
A
(
t
)
,
C
(
t
)
)
(\mathbf{A}(t), \mathbf{C}(t))
(A(t),C(t)) is uniformly completely observable (UCO) if there exist positive constants
α
>
0
\alpha>0
α>0 and
δ
>
0
\delta>0
δ>0 such that, for all
t
≥
t
0
t \geq t_{0}
t≥t0,
W
o
(
t
,
t
+
δ
)
⪰
α
I
\mathcal{W}_{o}(t, t+\delta) \succeq \alpha \mathbf{I}
Wo(t,t+δ)⪰αI
Definition 3
Likewise, the dual definitions for control are as follows. Definition 3. (Controllability Gramian). The controllability Gramian associated with the pair
(
A
(
t
)
,
C
(
t
)
)
(\mathbf{A}(t), \mathbf{C}(t))
(A(t),C(t)) on
[
t
0
,
t
f
]
\left[t_{0}, t_{f}\right]
[t0,tf] is defined as
W
c
(
t
0
,
t
f
)
:
=
∫
t
0
t
f
ϕ
(
t
,
t
0
)
B
(
t
)
B
T
(
t
)
ϕ
T
(
t
,
t
0
)
d
t
\mathcal{W}_{c}\left(t_{0}, t_{f}\right):=\int_{t_{0}}^{t_{f}} \boldsymbol{\phi}\left(t, t_{0}\right) \mathbf{B}(t) \mathbf{B}^{T}(t) \phi^{T}\left(t, t_{0}\right) d t
Wc(t0,tf):=∫t0tfϕ(t,t0)B(t)BT(t)ϕT(t,t0)dt
where
ϕ
(
t
,
t
0
)
\phi\left(t, t_{0}\right)
ϕ(t,t0) is the state transition matrix associated with
A
(
t
)
\mathbf{A}(t)
A(t) from
t
0
t_{0}
t0 to
t
t
t.
Definition 4
Definition 4. (Uniform complete controllability). The pair
(
A
(
t
)
,
B
(
t
)
)
(\mathbf{A}(t), \mathbf{B}(t))
(A(t),B(t)) is uniformly completely controllable (UCC) if there exist positive constants
α
>
0
\alpha>0
α>0 and
δ
>
0
\delta>0
δ>0 such that, for all
t
≥
t
0
t \geq t_{0}
t≥t0,
W
c
(
t
,
t
+
δ
)
⪰
α
I
\mathcal{W}_{c}(t, t+\delta) \succeq \alpha \mathbf{I}
Wc(t,t+δ)⪰αI
Finally, a vector norm inequality is introduced next. Let
x
∈
R
n
\mathbf{x} \in \mathbb{R}^{n}
x∈Rn. Then,
∥
x
∥
∞
≤
∥
x
∥
≤
n
∥
x
∥
∞
,
\|\mathbf{x}\|_{\infty} \leq\|\mathbf{x}\| \leq \sqrt{n}\|\mathbf{x}\|_{\infty},
∥x∥∞≤∥x∥≤n∥x∥∞,
where
∥
x
∥
\|\mathbf{x}\|
∥x∥ and
∥
x
∥
∞
\|\mathbf{x}\|_{\infty}
∥x∥∞ are the Euclidean and infinity norms of
x
\mathbf{x}
x, respectively.
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