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4. investigate the observability of the system \\\\begin{aligned} \\mat…

Question

  1. investigate the observability of the system

\\\

$$\begin{aligned} \\mathbf{x} &= \\mathbf{a}\\mathbf{x} + \\mathbf{b}\\mathbf{u} \\\\ \\mathbf{y} &= \\mathbf{c}\\mathbf{x} \\end{aligned}$$

\\
where
(a) \\(\mathbf{a} = \

$$\begin{bmatrix} -1 & 2 \\\\ 3 & -4 \\end{bmatrix}$$

\\), \\(\mathbf{c} = \

$$\begin{bmatrix} 1 & 1 \\end{bmatrix}$$

\\);
(b) \\(\mathbf{a} = \

$$\begin{bmatrix} 0 & 1 & 0 \\\\ 0 & 0 & 1 \\\\ -6 & -11 & -6 \\end{bmatrix}$$

\\), \\(\mathbf{c} = \

$$\begin{bmatrix} 1 & 0 & 0 \\end{bmatrix}$$

\\).

Explanation:

🆕 New Concept Discovered: Observability Matrix
Determining if internal states can be reconstructed from outputs.

Step 1: Understand Observability

A linear time-invariant system described by:

$$ \dot{\mathbf{x}} = \mathbf{A}\mathbf{x} + \mathbf{B}\mathbf{u} $$
$$ \mathbf{y} = \mathbf{C}\mathbf{x} $$

is completely observable if and only if the observability matrix \(\mathcal{O}\) has full rank. For an \(n \times n\) state matrix \(\mathbf{A}\), the observability matrix is defined as:

$$ \mathcal{O} = LATEXBLOCK0 $$

The system is observable if \(\text{rank}(\mathcal{O}) = n\).

---

Step 2: Investigate System (a)

For system (a), we have:

$$ \mathbf{A} = LATEXBLOCK1 , \quad \mathbf{C} = LATEXBLOCK2 $$

Here, the dimension of the state vector is \(n = 2\). Therefore, the observability matrix is:

$$ \mathcal{O} = LATEXBLOCK3 $$

First, calculate \(\mathbf{C}\mathbf{A}\):

$$ \mathbf{C}\mathbf{A} = LATEXBLOCK4 LATEXBLOCK5 = LATEXBLOCK6 = LATEXBLOCK7 $$

Construct the observability matrix \(\mathcal{O}\):

$$ \mathcal{O} = LATEXBLOCK8 $$

Calculate the determinant of \(\mathcal{O}\) to check its rank:

$$ \det(\mathcal{O}) = (1)(-2) - (1)(2) = -2 - 2 = -4 $$

Since \(\det(\mathcal{O})
eq 0\), the matrix \(\mathcal{O}\) has full rank (\(\text{rank}(\mathcal{O}) = 2 = n\)). Thus, system (a) is completely observable.

---

Step 3: Investigate System (b)

For system (b), we have:

$$ \mathbf{A} = LATEXBLOCK9 , \quad \mathbf{C} = LATEXBLOCK10 $$

Here, the dimension of the state vector is \(n = 3\). Therefore, the observability matrix is:

$$ \mathcal{O} = LATEXBLOCK11 $$

First, calculate \(\mathbf{C}\mathbf{A}\):

$$ \mathbf{C}\mathbf{A} = LATEXBLOCK12 LATEXBLOCK13 = LATEXBLOCK14 $$

Next, calculate \(\mathbf{C}\mathbf{A}^2\):

$$ \mathbf{C}\mathbf{A}^2 = (\mathbf{C}\mathbf{A})\mathbf{A} = LATEXBLOCK15 LATEXBLOCK16 = LATEXBLOCK17 $$

Construct the observability matrix \(\mathcal{O}\):

$$ \mathcal{O} = LATEXBLOCK18 $$

This is the \(3 \times 3\) identity matrix \(\mathbf{I}_3\). Its determinant is:

$$ \det(\mathcal{O}) = 1 $$

Since \(\det(\mathcal{O})
eq 0\), the matrix \(\mathcal{O}\) has full rank (\(\text{rank}(\mathcal{O}) = 3 = n\)). Thus, system (b) is completely observable.

Answer:

  • System (a): Completely observable (the observability matrix \(\mathcal{O}\) has full rank of 2).
  • System (b): Completely observable (the observability matrix \(\mathcal{O}\) has full rank of 3).