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Q 18SE

Expert-verified
Linear Algebra and its Applications
Found in: Page 191
Linear Algebra and its Applications

Linear Algebra and its Applications

Book edition 5th
Author(s) David C. Lay, Steven R. Lay and Judi J. McDonald
Pages 483 pages
ISBN 978-03219822384

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Short Answer

Question 18: Suppose A is a \(4 \times 4\) matrix and B is a \(4 \times 2\) matrix, and let \({{\mathop{\rm u}\nolimits} _0},...,{{\mathop{\rm u}\nolimits} _3}\) represent a sequence of input vectors in \({\mathbb{R}^2}\).

  1. Set \({{\mathop{\rm x}\nolimits} _0} = 0\), compute \({{\mathop{\rm x}\nolimits} _1},...,{{\mathop{\rm x}\nolimits} _4}\) from equation (1), and write a formula for \({{\mathop{\rm x}\nolimits} _4}\) involving the controllability matrix \(M\) appearing in equation (2). (Note: The matrix \(M\) is constructed as a partitioned matrix. Its overall size here is \(4 \times 8\).)
  2. Suppose \(\left( {A,B} \right)\) is controllable and v is any vector in \({\mathbb{R}^4}\). Explain why there exists a control sequence \({{\mathop{\rm u}\nolimits} _0},...,{{\mathop{\rm u}\nolimits} _3}\) in \({\mathbb{R}^2}\) such that \({{\mathop{\rm x}\nolimits} _4} = {\mathop{\rm v}\nolimits} \).

a. The formula for \({{\mathop{\rm x}\nolimits} _4}\) is \({{\mathop{\rm x}\nolimits} _4} = M{\mathop{\rm u}\nolimits} \).

b. The control sequence \({{\mathop{\rm u}\nolimits} _0},...,{{\mathop{\rm u}\nolimits} _3}\) makes \({{\mathop{\rm x}\nolimits} _4} = M{\mathop{\rm u}\nolimits} \).

See the step by step solution

Step by Step Solution

Step 1: State the difference equation in exercise 17

A state-space model of a control system includes a difference equation of the form

\({{\mathop{\rm x}\nolimits} _{k + 1}} = A{{\mathop{\rm x}\nolimits} _k} + B{{\mathop{\rm u}\nolimits} _k}\) for \(k = 0,1,...\) …(1)

The pair \(\left( {A,B} \right)\) is said to be controllable if rank\(\left[ {\begin{array}{*{20}{c}}B&{AB}&{{A^2}B}& \cdots &{{A^{n - 1}}B}\end{array}} \right] = n\).

Step 2: Write the formula for \({{\mathop{\rm x}\nolimits} _4}\) involving the controllability matrix

a)

Consider \(A\) as a \(m \times n\) matrix with rank\(r\) and \({{\mathop{\rm u}\nolimits} _0},...,{{\mathop{\rm u}\nolimits} _3}\) as a sequence of input vectors in \({\mathbb{R}^2}\).

Use the equation \({{\mathop{\rm x}\nolimits} _{k + 1}} = A{{\mathop{\rm x}\nolimits} _k} + B{{\mathop{\rm u}\nolimits} _k}\) for \(k = 0,1,...\) with \({{\mathop{\rm x}\nolimits} _0} = 0\) as shown below:

\(\begin{array}{c}{{\mathop{\rm x}\nolimits} _1} = A{{\mathop{\rm x}\nolimits} _0} + B{{\mathop{\rm u}\nolimits} _0}\\ = B{{\mathop{\rm u}\nolimits} _0}\\{{\mathop{\rm x}\nolimits} _2} = A{{\mathop{\rm x}\nolimits} _1} + B{{\mathop{\rm u}\nolimits} _1}\\ = AB{{\mathop{\rm u}\nolimits} _0} + B{{\mathop{\rm u}\nolimits} _1}\end{array}\)

\(\begin{array}{c}{{\mathop{\rm x}\nolimits} _3} = A{{\mathop{\rm x}\nolimits} _2} + B{{\mathop{\rm u}\nolimits} _2}\\ = A\left( {AB{{\mathop{\rm u}\nolimits} _0} + B{{\mathop{\rm u}\nolimits} _1}} \right) + B{{\mathop{\rm u}\nolimits} _2}\\ = {A^2}B{{\mathop{\rm u}\nolimits} _0} + AB{{\mathop{\rm u}\nolimits} _1} + B{{\mathop{\rm u}\nolimits} _2}\end{array}\)

\(\begin{array}{c}{{\mathop{\rm x}\nolimits} _4} = A{{\mathop{\rm x}\nolimits} _3} + B{{\mathop{\rm u}\nolimits} _3}\\ = A\left( {{A^2}B{{\mathop{\rm u}\nolimits} _0} + AB{{\mathop{\rm u}\nolimits} _1} + B{{\mathop{\rm u}\nolimits} _2}} \right) + B{{\mathop{\rm u}\nolimits} _3}\\ = {A^3}B{{\mathop{\rm u}\nolimits} _0} + {A^2}B{{\mathop{\rm u}\nolimits} _1} + AB{{\mathop{\rm u}\nolimits} _2} + B{{\mathop{\rm u}\nolimits} _3}\\ = \left( {\begin{array}{*{20}{c}}B&{AB}&{{A^2}B}&{{A^3}B}\end{array}} \right)\left( {\begin{array}{*{20}{c}}{{{\mathop{\rm u}\nolimits} _3}}\\{{{\mathop{\rm u}\nolimits} _2}}\\{{{\mathop{\rm u}\nolimits} _1}}\\{{{\mathop{\rm u}\nolimits} _0}}\end{array}} \right)\\ = M{\mathop{\rm u}\nolimits} \end{array}\)

Matrix \(M\) has four rows since \(B\) does, and \(M\) has eight columns since \(B\) and each of the matrices \({A^k}B\) has two columns. Vector \({\mathop{\rm u}\nolimits} \) in the final equation is in \({\mathbb{R}^8}\) since each \({{\mathop{\rm u}\nolimits} _k}\) is in \({\mathbb{R}^2}\).

Step 3: Explain why there exists a control sequence \({{\mathop{\rm u}\nolimits} _0},...,{{\mathop{\rm u}\nolimits} _3}\) in \({\mathbb{R}^2}\) 

b)

If the matrix pair \(\left( {A,B} \right)\) is controllable, then the controllability matrix has rank 4, with a pivot in every row, and the columns of \(M\) span \({\mathbb{R}^4}\). Therefore, for any vector \({\mathop{\rm v}\nolimits} \) in \({\mathbb{R}^4}\), there exists a vector u in \({\mathbb{R}^8}\) such that \({\mathop{\rm v}\nolimits} = M{\mathop{\rm u}\nolimits} \).

According to part (a), \({{\mathop{\rm x}\nolimits} _4} = M{\mathop{\rm u}\nolimits} \) when \({\mathop{\rm u}\nolimits} \) is partitioned into a control sequence \({{\mathop{\rm u}\nolimits} _0},...,{{\mathop{\rm u}\nolimits} _3}\).

Thus, the control sequence \({{\mathop{\rm u}\nolimits} _0},...,{{\mathop{\rm u}\nolimits} _3}\) makes \({{\mathop{\rm x}\nolimits} _4} = M{\mathop{\rm u}\nolimits} \).

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