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DynamicSystems

  

Grammians

  

compute the controllability and observability grammians

 

Calling Sequence

Parameters

Options

Description

Examples

Calling Sequence

Grammians( sys, opts )

Parameters

sys

-

System(ss); state-space System object

opts

-

(optional) equation(s) of the form option = value; specify options for the Grammians command

Options

• 

checkstability = truefalse

  

True means check whether the system is stable; if it is not stable, an error occurs. False means skip the check. The default is true.

• 

output = C or O or list of these names

  

Specifies the returned values. If equal to C, then the controllability grammian is returned. If equal to O, then the observability grammian is returned. If a list of these names, then the output is a list/sequence (see returnlist) with each C replaced with the controllability grammian and each O replaced with the observability grammian. The default is [C,O].

• 

returnlist = truefalse

  

True means return a list; false means return an expression sequence. The default is false.

Description

• 

The Grammians command computes the grammians of sys, a state-space system.

• 

Depending on the value of the output option, either the controllability grammian, the observability grammian, or both, is computed.

• 

For a grammian to exist, the system must be stable. For a continuous-time system, all eigenvalues, λ, of A must lie in the open left-half plane: λ<0. For a discrete-time system, all eigenvalues, λ, of A must lie in the open unit-circle: λ<1. If sys is not stable, an error occurs, unless the option checkstability is false.

• 

A grammian is the positive-definite matrix X that solves the appropriate Lyapunov equation.

Controllability Grammian

• 

For a continuous system, the Lyapunov equation is A&period;X&plus;X&period;AT&equals;B&period;BT.

• 

For a discrete system, the Lyapunov equation is A&period;X&period;ATX&equals;B&period;BT.

Observability Grammian

• 

For a continuous system, the Lyapunov equation is AT&period;X&plus;X&period;A&equals;CT&period;C.

• 

For a discrete system, the Lyapunov equation is AT&period;X&period;AX&equals;CT&period;C.

Examples

withDynamicSystems&colon;

Assign a state-space system.

aSysStateSpace5&comma;3&verbar;3&comma;4&comma;2&comma;3&comma;1&comma;0&verbar;0&comma;1&comma;0&comma;0&colon;

Compute its controllability grammian.

CgGrammiansaSys&comma;output&equals;C

Cg:=1.681818181818182.136363636363642.136363636363642.72727272727273

(1)

Verify that Cg meets the Lyapunov equation (b^+ is the transpose of b, see LinearAlgebra[Transpose]).

useaSysina&period;Cg&plus;Cg&period;a&equals;b&period;b%Tend use

4.000000000000006.000000000000006.000000000000009.00000000000001&equals;4669

(2)

See Also

DynamicSystems

DynamicSystems[ControllabilityMatrix]

DynamicSystems[ObservabilityMatrix]

DynamicSystems[Observable]

DynamicSystems[SSTransformation]

LinearAlgebra

LinearAlgebra[Eigenvalues]

LinearAlgebra[Rank]

 


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