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_
C
CA
.
.
.
CA
n1
_
_
. .
O
= n .
The matrix O in the above equation is called the observability matrix for the pair (A, C), and so we
can state the following result.
The eigenvalues of ALC can be placed arbitrarily if and only if the rank of the observability
matrix
O =
_
_
C
CA
.
.
.
CA
n1
_
_
is n. In this case, the pair (A, C) is said to be observable.
Example. Is the system x =
_
1 1
0 2
_
x +
_
1
1
_
u, y =
_
1 0
x observable?
Solution.
3
Example. Is the system x =
_
_
1 0 1
0 1 1
0 0 2
_
_
x +
_
_
1
0
2
_
_
u, y =
_
1 1 0
0 0 1
_
x observable?
Solution.
Notes:
1. It is easy to show that observability is not aected by performing a similarity transformation on a
system (the proof is directly analogous to the proof for controllability).
2. One can also show that if a realization is not observable, then the system is not minimal (i.e., the
transfer function will have a pole/zero cancellation). A realization is minimal if and only if it is both
controllable and observable.
3. While we introduced the observability matrix as a dual to controllability, we can actually obtain it
directly by asking the question: Can we determine the state x(T
1
) at some time T
1
by viewing the
output y(t) for some period of time T
1
t T
2
? The answer is yes if and only if the observability
matrix has rank n. This can be readily proved for discrete-time systems in a manner similar to what
we did for the controllability proof.
1.2 Locations of Observer Eigenvalues
Once the eigenvalues of ALC are placed at desired locations in the OLHP, the estimation error e(t)
will asymptotically go to zero, and thus the estimated state z(t) will asymptotically approach x(t):
4
The speed at which the estimated state catches up to the actual state is given by the eigenvalues of
ALC: the further into the left half plane these eigenvalues are, the faster the estimate will catch up to
the actual state. This can be seen from the expression for the error E(s) we calculated earlier: the poles
of the transfer functions governing the dynamics of e(t) are given by the eigenvalues of ALC, and we
have seen from the rst part of the course that poles that are further in the OLHP cause the transients
to die out faster. How far depends on where we want the state feedback poles to lie, because the faster
the estimation error goes to zero, the better the estimate of x that we are using in our feedback, and the
better our controller works. A general rule of thumb is as follows:
The eigenvalues of ALC should be placed about ve times further in the OLHP than the
eigenvalues of ABK.
Once the observer is constructed, the observer feedback input to the system is given by
u = Kz +r ,
where K is the same gain matrix that we would use if we had access to the actual system state (i.e., if we
were using state feedback u = Kx +r).
Note: There are multiple ways to nd L to place the eigenvalues of ALC. One way is to consider this as
a controllability problem, and nd L
T
to place the eigenvalues of A
T
C
T
L
T
by using the controllability
techniques from the last section. Another way is to directly work with the given matrices and their
eigenvalues, as we will see in the following example.
Example. Consider the system x =
_
1 1
0 2
_
x +
_
1
1
_
u, y =
_
1 0