EE580, Fall 2021

Homework five
Due on December 1, 2023, 11:00PM. Upload your solution to Canvas.
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Problem 1: (15 points) Consider the circuit in Figure 1, where Vs is the input and V1 , V2 are the states.
(P1) Develop the state-space equation for the system.
(P2) Show that the system is not controllable.
(P3) Explain why this system is not controllable in terms of the currents and voltages of the circuit.
(P4) Draw an equivalent circuit of the system that is controllable.

Fig. 1. Figure of Problem 1

Solution: (P1) (5 points) I = Vs −VR1 −V2 = C dV dV2

dt = C dt . So the state-space equation is given by
1

   1 1    1 
V̇1 (t) − RC − RC V1 (t)
= 1
1
1
1
+ RC 1
1
Vs (t)
V̇2 (t) − RC 2
− RC 2
V 2 (t) RC 2

1 1
 
(P2) (5 points) [B AB] = 1 −( RC 1
+ RC 2
) B and its rank is 1. So the system is not controllable.
(P3) (3 points) We can only control Vs , which in turn controls the amount of current flowing through the circuit.
Since this current is equal through both capacitors and current directly affects the voltage across a capacitor, there
is no way to individually control the voltages across the capacitors.
C1 C2
(P4) (2 points) We can control V3 in this circuit where C3 = .
C1 + C2

Fig. 2. Figure of Problem 7

Problem 2: (15 points) Is the following system controllable? Observable? Justify your results.
   
0 0 1
ẋ(t) = x(t) + u(t), y(t) = [0 e−t ]x(t).
0 −1 e−t
 
0 0
Solution: (8 points) Consider ẋ(t) = x(t). Since x1 (t) = x1 (t0 ) and x2 (t) = e−(t−t0 ) x2 (t0 ), the state
 0 −1

1 0
transition matrix is Φ(t, t0 ) = . We have
0 e−(t−t0 )
Z t1
e−t1 (t1 − t0 )
 
T T t1 − t0
Wc (t0 , t1 ) = Φ(t1 , τ )B(τ )B(τ ) Φ(t1 , τ ) dτ = .
t0 e−t1 (t1 − t0 ) e−2t1 (t1 − t0 )
The determinant of Wc (t0 , t1 ) is zero for all t0 and all t1 ≥ t0 . So the system is uncontrollable at any t.
(7 points) We use Theorem 6.O12 to verify observability. Let
N0 (t) = C(t) = [0 e−t ]
d
N1 (t) = N0 (t)A(t) + N0 (t)
 dt 
0 0
= [0 e−t ] + [0 − e−t ] = [0 − 2e−t ].
0 −1
 
N0 (t)
The determinant of is 0 for any finite t. Thus the system is unobservable at any t.
N1 (t)

Problem 3: (15 points) Reduce the system

   
−1 4 1
ẋ(t) = x(t) + u(t), y(t) = [1 1]x(t)
4 −1 1
into a controllable one. Is the reduced system
 observable?
  
1 3 −1 1 0
Solution: The controllability matrix C = has rank 1. So we choose P = and thus P =
  1 3 1 1
1 0
. Hence, we have
−1 1
   
−1 3 4 1
Ā = P AP = , B̄ = P B = , C̄ = CP −1 = [2 1].
0 −5 0
Thus, x̄ = P x transforms the system into
   
˙ 3 4 1
x̄(t) = x̄(t) + u(t), y(t) = [2 1]x̄(t),
0 −5 0
and the following subsystem is controllable:
x̄˙ 1 = 3x̄1 + u, y = 2x̄1 .
This subsystem is also observable since its observability matrix is 2 6= 0.

Problem 4: (15 points) Consider the process depicted schematically in Figure 3. A reaction tank of volume
V = 5, 000 gallons accepts a feed of reactant that contains a substance A in concentration CA,0 . The feed enters
at a rate of F gallons per hour and at a temperature T0 . In the tank, some of reactant A is returned into the
desired product B . The output product is removed from the tank at the same rate that the feed enters the tank.
The maximum in the tank has a uniform concentration of A, CA and a uniform temperature T . The temperature
of the water in the jacket is assumed uniform at TJ . The temperature of the water flowing into the jacket is TJ,0 .
The system is controlled by measuring the temperature T in the tank and controlling the flow of the water in the
jacket FJ by activating a valve.
 The equation describing the evolution of CA , T and TJ are given by:
F F k2
ĊA = CA,0 − T − k1 CA e− T
V V
F F k2
Ṫ = T0 − T − k3 k1 CA e− T − k4 (T − TJ )
V V
FJ FJ
ṪJ = TJ,0 − TJ + k5 (T − TJ ),
VJ VJ
where CA,0 = 0.5, T0 = 70F , TJ,0 = 70F and k1 to k5 are appropriate constants.
A linearized state-space model ẋ = Ax + Bu and y = Cx around the equilibrium point C̄A = 0.245, T̄ = 140
and T̄J = 93.3 is given by:
−1.7 −2.13 ∗ 10−4
   
0 0
A =  696 2.9 2.4  , B =  0  , C = [0 1 0],
0 6.5 −19.5 −0.16
where x1 = δCA , x2 = δT , x3 = δTJ and u = δFJ . Is the system controllable? Is the system observable?

Fig. 3. Figure of Problem 4

Solution: Notice that the controllability matrix of the system is

 
0 0 0.0001
C = B AB A2 B = 
 
0 −0.3840 6.3744 
−0.1600 3.1200 −63.3360
and the observability matrix of the system is
   
C 0 1 0
O =  CA  =  696 2.9 2.4  .
CA 2 835.2 23.8618 −39.84
Both C and O have full rank 3. Thus, the system is both controllable and observable.

Problem 5: (20 points) Consider the LTI system ẋ(t) = Ax(t) + Bu(t). The reachable on [0, tf ] subspace R[0, tf ]
includes all the states xf for which there exists an input which transfers the state from x(0) = 0 to x(tf ) = xf . The
controllable on [0, tf ] subspace C[0, tf ] includes all the states x0 for which there exists an input which transfers
the state from x(0) = x0 to x(tf ) = 0.
The state-space model of the electrical network in Figure 4 is given by

− R11C1
   1 
0
ẋ(t) = x(t) + R11C1 u(t)
0 − R21C2 R2 C2
.
(P1) Consider the subsystem ẋ1 (t) = − R11C1 x1 (t) + R11C1 u(t). Is the subsystem controllable?
(P2) Consider the subsystem ẋ2 (t) = − R21C2 x2 (t) + R21C2 u(t). Is the subsystem controllable?
(P3) Let R1 = R2 = R and C1 = C2 = C . Is the above second-order system controllable.
(P4)  R2 = R and C1 = C2 = C . Show that, for any t1 > 0, R[0, t1 ] of the above system is given by
LetR1 =
1
{α , α ∈ R}.
1
 R2 = R and C1 = C2 = C . Show that, for any t1 > 0, C[0, t1 ] of the above system is given by
(P5) LetR1 =
1
{α , α ∈ R}.
1

Fig. 4. Figure of Problem 5

Solution: (P1) The controllability matrix is R11C1 6= 0 and has full rank. Thus, the subsystem is controllable.
(P2) The controllability matrix is R21C2 6= 0 and has
 full rank. Thus, the subsystem is controllable.
1 1
− 2 2
(P3) The controllability matrix is RC 1
R C
1 and has rank 1. The system is not controllable.
RC − R2 C 2
1
(P4) Let w = RC . The solution to the system is given by:
Z t Z t
x1 (t) = e−wt x1 (0) + we−w(t−τ ) u(τ )dτ, x2 (t) = e−wt x2 (0) + we−w(t−τ ) u(τ )dτ.
0 0
Since x(0) = 0, we have    
−wt 1 1
x(t) = e x(0) + α(t) = α(t)
1 1
R t −w(t−τ )
 α(t)
where  =w 0e u(τ )dτ . We cannot transfer the system from 0 to state x̄ with x̄1 6= x̄2 . Thus, R[0, t1 ] =
1
{α , α ∈ R}.
1
(P5) Now we want to transfer the system from x(0) to the origin. Then we need
 
−wt 1
0=e x(0) + α(t) .
1
   
1 1
This is only possible only when x(0) is aligned with . Thus, C[0, t1 ] = {α , α ∈ R}.
1 1

Problem 6: (20 points) Consider a LTV system Σ: ẋ(t) = A(t)x(t) + B(t)u(t). Let z(t) = P (t)x(t) where P (t)
is a continuously differentiable and nonsingular matrix and denote z -system by Σ0 . Show that Σ is controllable at
t0 if and only if Σ0 is controllable at t0 .
Solution: Note that
d
ż(t) = (P (t)x(t)) = Ṗ (t)x(t) + P (t)ẋ(t)
dt
= A0 (t)z(t) + B 0 (t)u(t),
where A0 (t) , [Ṗ (t) + P (t)A(t)]P (t)−1 and B 0 (t) , P (t)B(t).
Let XΣ (t) be a fundamental matrix of system Σ. Then XΣ (t0 ) is non-singular and ẊΣ (t) = A(t)XΣ (t). We
now proceed to show XΣ0 (t) = P (t)XΣ (t) is a fundamental matrix of system Σ0 . Since XΣ (t0 ) and P (t0 ) are
non-singular, so is XΣ0 (t0 ). In addition, we have
d
ẊΣ0 (t) = (P (t)XΣ (t)) = Ṗ (t)XΣ (t) + P (t)ẊΣ (t)
dt
= Ṗ (t)XΣ (t) + P (t)A(t)XΣ (t) = A0 (t)XΣ0 (t).
So, XΣ0 (t) = P (t)XΣ (t) is a fundamental matrix of system Σ0 .
Notice that
ΦΣ0 (t, t0 ) = XΣ0 (t)XΣ0 (t0 )−1 = (P (t)XΣ (t))(P (t0 )XΣ (t0 ))−1
= P (t)XΣ (t)XΣ (t0 )−1 P (t0 )−1 = P (t)ΦΣ (t, t0 )P (t0 )−1 .
Now let WΣ (t0 , t1 ) and WΣ0 (t0 , t1 ) be the controllability grammians for systems Σ and Σ0 . Then we have
Z t1
WΣ0 (t0 , t1 ) = ΦΣ0 (t1 , τ )B 0 (τ )B 0 (τ )T ΦΣ0 (t1 , τ )T dτ
t
Z 0t1
= (P (t1 )ΦΣ (t1 , τ )P (τ )−1 )P (τ )B(τ )B(τ )T P (τ )T (P (t1 )ΦΣ (t1 , τ )P (τ )−1 )T dτ
t
Z 0t1
= P (t1 )ΦΣ (t1 , τ )B(τ )B(τ )T ΦΣ (t1 , τ )T P (t1 )T dτ = P (t1 )WΣ (t0 , t1 )P (t1 )T .
t0

Since P (t1 ) is non-singular, WΣ0 (t0 , t1 ) is non-singular if and only if WΣ (t0 , t1 ) is non-singular. By the control-
lability theorem, system Σ is controllable at t0 if and only if system Σ0 is controllable at t0 .