scientific article; zbMATH DE number 1269563

Authors K. Narasimha Murthy, Putcha V. S. Anand

Publication date 29 November 1999

controllability fundamental matrix solutions matrix Lyapunov system observability time-varying system

Controllability (93B05) Observability (93B07)

The aim of this paper is to study the controllability and observability of the continuous time-varying system associated with the matrix Lyapunov system: \[ \begin{aligned} \dot X(t) & = A(t)X(t)+ X(t) B(t)+ K(t)U(t),\quad X(t_0)= X_0,\tag{1}\\ Y(t) & = C(t)X(t),\tag{2}\end{aligned} \] where \(A(t)\), \(B(t)\), \(K(t)\), \(C(t)\), the control \(U(t)\) and the output \(Y(t)\) are matrices of orders \(s\times s\), \(s\times s\), \(s\times m\), \(r\times s\), \(m\times s\) and \(r\times s\) respectively whose components are real or complex functions defined on \(\mathbb{R}\) and \(X(t)\in \mathbb{R}^{s\times s}\) (or \(\mathbb{C}^{s\times s}\)). The authors develop a theory, similar to the well-known theory concerning the controllability and observability of usual finite-dimensional linear systems. \(\Psi(t,t_0)\), \(\Psi_1(t,t_0)\) and \(\Psi_2(t,t_0)\) denote the fundamental matrix solutions to the matrix systems \(\dot X(t)= A_1(t)X(t)\), \(\dot X(t)= A(t)X(t)\) and \(\dot X(t)= B^*(t)X(t)\). First, the authors characterize the controllability and observability of the system \[ \begin{aligned} \dot X(t) &= A_1(t) X(t)+ B_1(t) U_1(t),\quad X(t_0)= X_0,\\ Y(t) & = C_1(t)X(t)\end{aligned} \] in terms of nonsingularity of the matrices \[ U_1(t_0, t_1)= \int^{t_1}_{t_0} \Psi(t_0,\tau) B_1(\tau) B^T_1(\tau) \Psi^T(t_0, \tau)d\tau \] and \[ V_1(t_0, t_1)= \int^{t_1}_{t_0} \Psi^T(\tau, t_0) C^T_1(\tau) C_1(\tau) \Psi(\tau, t_0)d\tau, \] respectively. By extension they characterize the controllability and observability of the system (1)--(2), as follows. The system (1)--(2) is completely controllable if and only if the symmetric controllability matrix \[ U(t_0,t_1)= \int^{t_1}_{t_0} \Psi_1(t_0,\tau) K(\tau) K^*(\tau) \Psi^*_2(t_0,\tau) \Psi_2(t_0, \tau) K(\tau) K^*(\tau) \Psi^*_1(t_0,\tau) d\tau, \] is nonsingular. Similarly, the system (1)--(2) is completely observable if and only if the symmetric observability matrix \[ V(t_0, t_1)= \int^{t_1}_{t_0} \Psi^*_1(\tau, t_0) C^*(\tau) C(\tau) \Psi_2(\tau, t_0) \Psi^*_2(\tau, t_0) C^*(\tau) C(z) \Psi_1(\tau, t_0)d\tau \] is nonsingular. The authors discuss the duality of the system (1)--(2). For the entire collection see [Zbl 0905.00028].

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