Linear System Theory, Fall 2011
Examples Paper 6
Hilbert Spaces, Discrete-time systems, Controller design
(due date: December 22nd)
Exercise 1. (Properties
of Inner Products, 30%)
Let H, F, h·, ·i be a Hilbert space. Recall that a nonempty set C ⊆ H is called convex
if and only if for every λ ∈ [0, 1] and x1 , x2 ∈ C one has (1 − λ)x1 + λx2 ∈ C. Assume
the following:
Projection Theorem. Let C ⊆ H be a nonempty, closed & convex set.
Then for every x ∈ H there exists a unique PC (x) ∈ C such that
kx − PC (x)k = inf kx − yk .
y∈C
Use the Projection Theorem to show that if C ⊆ H is a nonempty, closed and convex set,
then:
1. For every z ∈ C we have <e hx − PC (x), z − PC (x)i ≤ 0. Provide an interpretation
of this fact for the case F = R.
2. For all x1 , x2 ∈ H we have kPC (x1 ) − PC (x2 )k ≤ kx1 − x2 k.
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2
Exercise 2. (Discrete-time systems, 30%)
Consider a linear, time-invariant, discrete-time system:
xt+1 = Axt + But
yt = Cxt + Dut
where t ∈ N, xt ∈ Rn , ut ∈ Rm , yt ∈ Rp , and A, B, C, D are matrices of appropriate
dimensions.
(1) Let x0 = x̄. Show that, given an input signal {ut }+∞
t=0 , the corresponding state and
output trajectories are given by
t−1
X
t
xt = A x̄ + At−1−i Bui
i=0
t−1
X
t
yt = CA x̄ + CAt−1−i Bui + Dut
i=0
(2) Suppose now that the matrix A is semi-simple and ut = 0 for all t (Zero input
response). The system is said to be asymptotically stable if for all ε > 0 there
exists δ > 0 such that if kx̄k < δ, then kxt k < ε for all t ≥ 0 (stability) and
moreover, for all initial conditions x̄, the corresponding state trajectory xt → 0 as
t → +∞ (convergence). Show that the system is asymptotically stable if and only
if |λ| < 1 for all the eigenvalues λ of A.
(3) The system is said to be reachable if for any terminal state x̄ ∈ Rn there exists
an input sequence u0 , u1 , · · · , un , · · · such that, starting from the initial condition
x0 = 0, it holds xn = x̄. (Here, n is precisely the dimension of the state space.)
Show that if the matrix
B AB · · · An−1 B
has full rank, then the system is reachable.
(4) The system is said to be controllable to zero if, for any initial state x̄ ∈ Rn , there
exists an input sequence u0 , u1 , · · · , un , · · · such that, starting from the initial
condition x0 = x̄, it holds xn = 0. Show that if the system is reachable, then it
is also controllable to zero. Show that the converse is not in general true, that is,
provide an example of a system which is controllable but not reachable.
(5) Optional: Show that, if the system is controllable to zero and A is invertible, then
the system is also reachable.
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Exercise 3. (Stabilization of the inverted pendulum on a cart, 40%)
ϕ L
mg
u M
The figure depicts an inverted pendulum standing over a cart.
The arm of the pendulum consists of a rod of length 2L, with mass m and uniform linear
density, and is free to rotate around a pivot fixed to the cart. The center of mass of the
2
rod is at distance L from the pivot, and the moment of inertia of the rod is J = mL 3
. The
cart has mass M , and is free to move on a horizontal track. A horizontal force u applied
to the cart acts as an input. Suppose that friction is negligible, and that M >> m, so
that the reactive force of the rod against the cart is also negligible.
(1) Provide a 2-dimensional state-space model for the motion of the rod, choosing as
coordinates the angle ϕ(t) of the arm with respect to the vertical position, and
the angular velocity ϕ̇(t). Let the output be y(t) = ϕ(t).
Hint: The model is supposed to describe the motion of the sole rod. The motion of
the cart is described by an equation like M ẍ(t) = −h(t) + u(t), where −h(t) is the
reactive force of the rod over the cart, hence, normally, we should care about the
cart position and velocity as well. But since we are not interested in the cart, and
since we consider the reactive force negligible, we can approximate the equation
as M ẍ(t) = u(t) and substitute in the equations of the motions of the rod, i.e.
the dynamics of the cart itself should not appear in the model, only the input u(t)
should.
(2) Show that ϕ = 0, that is the vertical position, is an equilibrium of the system.
(3) Linearize the system around this equilibrium. Show that the equilibrium is unsta-
ble. What do you guess about the stability properties of the vertical equilibrium
of the nonlinear system?
(4) Show that the linearized system is controllable. Design a feedback controller of
the form u(t) = Kx(t) to stabilize the linear system placing all the eigenvalues of
the closed-loop system at a certain negative number −α.
(5) Now recall that only the angle of the pendulum is observed. Show that the lin-
earized system is observable. Design an asymptotic observer to provide an estimate
x̂(t) of the entire state, in such a way that all the modes of the estimation error
decay exponentially as e−βt , where β = 10α.
(6) Fix L = 10cm, m = 10g, M = 1kg, and α = 2. Simulate the system in Matlab,
applying to the nonlinear system the feedback u(t) = K x̂(t). Verify that, from
small (but non-vertical) initial positions, your controller steers the rod back to the
vertical position. Do some experiment with different values of α and β.
