On the Concepts of Controllability and Observability

of Linear Systems

Summary-The objectives of this paper are to give a self-con-
tained presentation of the subject of controllability and observa-
bility (concepts due to Kalman) developed in a simple yet general
and rigorous way; to introduce these conceptsin terms of the output
as well as in terms of the state; and to point out and illustrate some
of the subtleties whichexist in the time-varying case.
INTRODI-CTION
H E CONCEPTS of controllabilit!. andob-
T h e exposition of the subject and the derivation of
criteria and proofs are different from those i n [1]-[4],
and simpler in the sense that abstract linear algebra is
avoided; only elementary matrix manipulations, theno-
tions of a linear space, linear subspace, and linear inde-
pendence are essential. The differencesi n the definitions
(commented on in footnotes) are differences i n approach
rather than content; they are motivated by the inten-

T servabilit)-,introduced in recent years by

man [l]-[S], play a central role
Kal-
in modern con-
trol theory; they appear as necessary and sometimes as
tion to simplify the presentation and to extend the con-
cepts of controllability and observability. I n particular,
thedefinitions of completestate-controllabilityand
sufficientconditionsfortheexistence of a solution to complete observability are equivalent to the correspond-
mostcontrolproblems.Essentially, a plant(thecon- ing ones in [11-[4.
trolled system) is completely controllable if ever!- de-
sired transition of the plants state can be effected in DEFIXITIOS
OF CONTKOT.LABILITT

finitetime b-J- someunconstrainedcontrolinputs. A Considel a n 1-z-dimensionallinear time-varying plant

~

plant is completely observable if every transition of the

plants state eventually affects some of the plants out-
x ( t ) = A(t)x(t) + B(tju(t) (1)
puts. l~Iathematicall>~, these concepts are a matter of y ( f )= C ( f ) x ( t ) 4- D(f).(t) (2)
linearindependenceofcertainscalarorvectortime- Ivhere the s f a f e x is an 71. vector? the control u is a n r
functions. The significance of these concepts is further vector. the o u f p u t y is a n m vector ( m Sz),and A(fj,
discussed in the concluding section. Bit), C ( f j and D ( t ) arepiecewisecontinuousmatrices
Controllability, as defined in [1]-[4] in terms of the of compatible order. The state x and outputy are viewed
state, is neither necessary nor sufficient for the existence as points in n- and wz-dimensional spaces S and I-! the
of a solution of the problem of controlling the outputs state and output spaces, respectively.
of the plant. This motivates the definition of the con- The solution of (1) is given by
cept in terms of the outputs as well [ 6 ] ? [;]. Output-
controllability also allows the consideration
with time delays and with direct transmissions which
of plants

are excluded in [1]-[5]. Certain differences between the

x(t) = @(t,
to)x(to) 4-
Loi
@ ( f ,T ) B ( ~ ) u ( T ) ~ T (3)

state- and output-controllability concepts whicharise where a(/, T j is the transition matrix. This equation

in the time-varping case are discussed. can be written in the more compact form
The concept of observability could be quickly dis-
missed, as is done in [1]- [3], by defining i t as the dual x(t) = xo((t) + JtotHr(f,T)U(T)dT (4
(in an abstract algebraic sense) of state-controllability.
All the results obtained for controllability then carry where xo(fj =a(!.f,,)x(fO)representsthehomogeneous
over to observability by a dualizing procedure. Here solution (the effect of the initial state x(/,,)).The output
an independent approach is taken and a counterpart to y is, from (2) and (~3j. given by
output-controllability is introduced.

Manuscript received August 15, 1963: revised Januar!- 21, 1964.

This work was supported in part bv the Flight Control Laboratorv
Y ( t ) = yo(/> + lof~g(f,
+
7 ) U ( 7 ~ 7 D(t>u(t) (5)
of theAeronautica1 SystemsDivision under Contrac-LSo. .4F33(65iT-
9185, and by the -Air Force Office of Scientific Research under Grant where H , ( f ,7)= C ( t j @ ( t , TjB(7j and yo((tj= C(t)xO(t).
KO.~lF-~4FOSR-284-63,
E. Kreindler is with the Research Department, Grumman Aircraft l h e transition matrix has the following properties: it is a non-
Engineering Corp., Bethpage.N. Y.P. E. Sarachik is with the Depart- singular matrixfor each t and T , 6 ( t . t ) = I (unit matrix),@ ( t z , tl)@(tl,
ment of ElectricalEngineering,ColumbiaUniversity,Kew York, to)= 6 ( f ?t o,) , and hence *-(t, ~ j * =( T , t j . For fixed plants, 6 ( t ,
N. Y . T)=@(t-T, O)G@(t-T).
129
 130
If the plant contains pure time delays, or when the
order of the plant is much greater than the number
output variables, it is desirable touse (5) as the starting
point rather than (1) and ( 2 ) . The elements h L j ( t .7 ) of
thematrix H Y ( t , T ) canbeinterpretedastheplants
impulseresponsesfor t > ~ , obtainedexperimentally
perhaps, and are assumed to be piecewise continuous in
t and T . Eq. (5) is more general than (4) in the sense
that it includes (4) as a special case by putting C(t) = I
and D ( t ) = O ; thus results obtained fory carry over tox.
The characterization of the plant in terms of the state
is, however, more complete. I n fact, H,(t, T ) character-
izes onlythecontrollableandobservablepart of the
plant [SI.
Dqfinition 1: plant is saidtobrcompletelystate-
controllable on [ t o . t i ] <f f o r g i v e n to a n d ti eachinitial
state x ( t o ) in X c a n be transferred to any .final state x ( t r ) ,
ztsing some control u orer the closed inferaal [ t o , tr].?
The phrase some control u indicates that no con-
straints (e.g., in amplitude or energy) are placed on u.
For the purposes of this paper, the control variables are
assumed to be piecewise continuous functions of time.
The word completely emphasizes that the choice of
the initial and final states in X is arbitrary. The de-
pendenceon a particularinterval [ t o , t j ] canbeelim-
inated by introducing the following definition :
Dqiinition 2 : -4 plant i s saidto be completelystate-
controllable if f o r a n y to eachinitialstate x ( t 0 ) can be
transferred to any jin.al state x(tr) in a .finite t i m e t f2 t o .
E x a m p l e 1: The simplest example of a plant which is
<>:
not completely controllable is shown in Fig. 1 where the
state x can be controlled onl\- along (or parallel to) the
line x1=x2, rather than in the \\-hole two-dimensional
U v
:i X>
Fig. l--I plant which is not completely state-controllable,
discussed in Example 1.
state space. However this may not matter if one is in-
terested only in the control of y. This motivates the
definition of output-controllabilit\-.! (Of course,the
modifiers state and output! can be dropped u-hen
the t>-peof controllabilitJ- is clear from the contest.)
Dejinition 3: -4plant i s said to be conlplrtcly o~tpllt-
controllable on [to, ti] .iffor given to and t f a n y f i n a l 02~tp11f
y ( t r ) can. be attained starting with arbitrary izitial colzdi-
tions i n the plant at t = t o .
In [1]-[4] rontplefe contmllabilit\. at to rather than on [t,t f ]
is defined. I t follows, holyever, that if a plant is notcompletely
controllable a t some time to*, then it is not completely controllable
at a n y to>to*.
In his work on optimal control [ 8 ] one of the authors
of found it useful to introduce total controllability: A
plant is said to be totally (state- 07 output-) controllable if
it is completely co~ztrollable on every interaal [to, ti]. IVhile
complete controllability is generally a necessary condi-
tion for the existence of a solution to a control problem
where t f is undefined,thestrongerproperty of total
controllability is neededwhenthecontrolprocess is
confined to fixed finite intervals. Total controllability
wasfoundtobeanecessaryandsufficientcondition
for theuniqueness of the solution tocertainoptimal
controlproblems [SI. Forthesamereason(toensure
the uniqueness of solution in certain cases) it was also
found meaningful in the case of multi-input plants to
distinguish between strong and weak controllabil-
ity. -4 plant is said to bestronglycontrollable (in the
ortotal,11state or outplttsense) if i t i s
controllablebyeachcontrolvariableseparatelywhileall
others are zero; otherwise it is weakly controllable.
C K I T E R IFOR
. ~ COXTROLL;\BILITT:
PI-RELY Dyx;a>rrc PLXSTS
First, purely d\-namic plants [those with D(t) EO in
(2) and ( S i ] w i l l be considered. Let
Eq. (5) then becomes
and the problem of moving t o y ( t f ) fromsolneinitial
conditions a t t = t o is converted to that of moving t o
yd(ti) from zero initial conditions. Clearly, the plant is
completely output-controllable on [to,ti] if and only if
every point yd((ti)in the output space I can be reached
from the origin, or in other words, if the region R ( t o , ti)
of all the points yd(t,) in ( 5 ) which can be reached from
theorigincoincideswiththewholespace I. Since
, is convex,3 in order to show that R ( t O ,t f )= Y,
R ( f Otr)
one has only to show that X ( t o . t.,) is not bounded in
an>- direction in 1, namel>-, that the scalar product of
yd(ti) with every fixed-length nonzero vector 2 (point-
ing in every direction in k-) can be made as large as de-
siredb\.somechoice of u [lo]. T o shou-this,scalar
multipl\- ( 5 ) by 3, to obtain
3 set is convex if all the points of the line-segment joining every
pair of points in the set arealso in the set.R(to,tf.! is con-ex becauseif
the points y , ( f f )and y.(tf) i n R(f0,t f i are reached by the respective
controlsand uuI g (defined on [t,, tfl!, then any pointys(ff! on the line-
segmentjoininsthesepoints, n.hich is gi\.en by y 3 ( t j ) = a y l ( t f )
+ ! l - a ~ y ( t , ! . O ~ a l l , i s reached bl- ut=auli(l--a!u,.?hus,yJ(tf)
is 111 R(t,. t,).
1964 Sarachik:
Controllability
Kreindler
and
Obsemability
and 131

If U(T)= kH,(t/, 7)h. where k is positive and H, is the By writing (S) in the form
transpose of H,, then (sj becomes
?b.yt,-) = K
Jot![H&, +.I. [H,(f/,+.Id% (9)

where h, is t h e j t h column of Hu,and setting all control

X sufficient condition for complete output-controllabil-
it\.; on [ t o ! t i ] is t h a t variables, except t h e j t h , t o zero, one sees that a neces-
sary and sufficient condition for complete output-con-
H,(tJ7T)?. + 0 on t o 5 7 5 ti for each 3. # 0 in I (10) trollabilitpon [to, t,-] usingonlythe j t h controlvari-
becausethentheintegralin (9) is positiveforevery able is
3.20, and h.yd(t,j can be made as large as desired b y
increasing k. Thecondition (10) is alsonecessarybe-
cause if i t is violated by some ?.=X*, then no matter T h u s a plant is strongly completely olttplrt-controllable on
how u ( t ) is chosenin (S), h* . y d ( t j )= 0 and no point [to.ti] if and only ( 1 2 ) I z o I d s f o r e a c h j = l , 2, . . , r .
yd((t;)in the direction of >.*
can be reached (see Fig. 2). Since the elements of H,(t, 7) are arbitrary piecewise
continuousfunctions of f and T , thescalarfunctions
?..h,(t, 7).j = 1, 2, . . . , m , may vanish in arbitrary
\11

k
regions of the ( t , T ) plane. Observing t h a t f f , the end of
the interval [to, t j ] , appears as a parameter in conditions
i /- (10) and(12),one sees t h a t if a plant is completely
output-controllable on some [to, t l ] i t may not be com-
pletely output-controllable on a lofzger interval [ t o . tz],
t2>tl. Further, a plant is totally output-controllable if,
for every >.#O, H,(t? ~)j. does not vanish in the strip
I t - 7 ; < E for some E > O , because one cannot find then
an interval [to, t f ] of T where H,(tj, 7)?.=0 (see Example
I 2 below).
If H,(t, 7)3,#0 (for each 3.#0) on any region of the
Fig. 2-Illustration of the subspace I - J t p , t i ) controllable on [to, t,].
If 3.* x-iolates condition ( l O j , then only the points in the control- ( t , T ) plane, the plant is said to be (following LsSalle
lable subspace l . c ( t ~t,l, can be reached on [tt, tr]. [ l o ] ) oxtpzlf-proper, and if thesame is trueforeach
3,.hj(t,7 ) , j = 1, 2. . . . , r , the plant is :aid to be output-
The condition ( 1 0 ) expresses the linear independence of T h u s o u t p u t - p r o p e r a n dL i ~ u t p ~ t - n ~ r m a 1 7
therows of H,(tf. T j on [ t o , t i ] , and a necessaryand are stronger properties than total output-controllability
sufficient criterion for this is that the Gramian matrix and strong total output-controllability, respectively.
(see for instance [9]j E x a m p l e -7:Consider the plant shown in Fig. 3. One
finds t h a t
P(to, tf) A JtotfHU(fj7 T ) ~ i ( t f T, ) d T (11)

be nonsingular. In summary, the following criterion has

beep proved :
Theoyem I : -4 purely dyl-lamic plant is completely oztt-
put-confrollable on [ t o , t i ] <f a n d only i f f h e rows of H , ( f f ,7)
are linearly indepetrdent o n [to, t f ]; that is, if ami only if
(10) holds, or equicalently, if and only i f tkeGranzian
m a t r i x P ( f o , ti) is nonsingular. For complete output-con-
trollability the aboLle m u s t be true f o r ezlerlery t o a d sorne
finite ti, t f > t o (which m a y depend on t o ) . For total output-
controllability. the above m u s t be true f o r ezlery t o and eaery
t/ > t o .
If a plant is notcompletelJ-controllableon
thenon]>-thosepoints (i.e., 1-ectors) in I- 11-hich are
orthogonal to the vectors 3, violating condition (10) can
bereachedfromtheorigin. A these points form the
U
linearsubspace 17c!f,l,t i ) , controllableon [ t o , t j ] , as
shown in Fig. 2. -1point y(ti) can be attained if and
only if y ( f i )defined
, in (6), is in I - c ( f o , ti).
Uith the time variation of the coefficients as shown in
Fig. 3(b), it is seen t h a t for ?.=+ k [ l , - 1 1 . k > O (and
only for this 1) is h.h,(t, 7)E O on the shaded region in
Fig. 3ic). The plantis, therefore, not output-normal, yet
i t is totally output-controllable because 3,.hg(ti? T ) # O
on every interval [ t o , t i ] of T ([one such interval is shown
as a heav!. segment in Fig. 3(c) 3.
T h e hierarch!. of the types of output-controllability
for time-varying plants is summarized in Fig. 4,where
[to! ti], the arrow shows the direction of implication.
For fixed linearplantscharacterizedby a finite-
dimensionalstatespace,thesesubtletiesdisappear.
l h e r e is. of course, no dependence on f o . and as is shown
In [lo! the terms normal and proper are defined i n terms of
the state rather than the output.
192 IEEE T R A N S A C T I O N S ON A U T O I V AT I C COATROL April

cause, for some nonzero ?.= X*,

H,(tf, ~)1*
= B(~)@(tf,
~)l*0
on t o 5 T 5 tl , < ti. (13)
The plant is completely controllable on [to, t i ] because
H,(ti, T ) ~ . # O onthewholeinterval [to, ti]. However,
using the relation @(ti, 7)= @ ( t f , t l ) @ ( t l , T ) , ~one can
write (13) as
B(T)@(tl, T)@(t,, tl)k* = 0 on t o 5 T 5 tI.
Since the vector X**=@(tj, tl)h* is nonzero(because
1 % #O and @(ti, t l ) is nonsingular), (13) is equivalent to

B(T)@(tl, T)a** = O on t o 5 T 5 t1 (13a)

which shows that the plant is not completely control-

lable on [to, t l ] . This implies t h a t a plant is totally state-
controllable (totally strongly state-coztrollable) only .if it is
state-proper (sfate-no~.nzal).This is in contrast with out-
put-controllabilit?- where a plant may be totally output-
controllablewithoutbeing necessarilsr output-proper.
Lsing arguments similar to those above, one can show
that if a plant is completely state-controllable on [to,tl]
it is completely state-controllable on ever)- longer inter-
val [to, t l ] , f t > t l , u-hich again is in contrast with output-
controllability.
Finally, using @ ( t , 7 ) = @(t, to)@(to,7) and the reason-
ingwhich led from (13) to (13a), one may write (10)
and (11) with H , replaced by H z in the equivalent forms
- t = T
B(T)@(~
T )oX,# O on fo<T</j for each I f 0 in X (loa)
(C)
Fig. 3--A totally output-controllable plant, discussed in Example 9. and
(a! Block diagram cf plant. (b) Time-variation of paranleters.
( c ) X.h(l, 7)-0 on the shaded region.
W(to,ti) A Jiot@(to, T ) B ( T ) B ( T ) @ 7)dT.
(~o, (Ila)

strongly totzllv stzcnsly cwpletely

- +
output-normal

+ Hence, a plant is completelystate-controllable on [ t o , t i ]

-c
output-controllable- curpilt-controllzbls

xeaklytctallv 4
xezklr cmpietely
output-proper output-contrcilable -autprt-cor.trollable
Fig. 4--4 hierarchy of degrees of output-controllability for
time-varying plants.
in the proof to Theorem I11 below, if the conditions (10)
or (12) hold for some t f > t o , the?; hold for every t j > t o .
Thus <f a -fixedfinite-dimensional h e a r plant i s conz-
pletely outpz~t-controlla.bleon some .interval, it is also com-
pletely output-controllable, totally outpllt-controllable, and
ozttpz4t-proper (or output-normal, if it i s strongly outpllt-
controllable). This conclusion is not correct it the fixed
plantisnotfinite-dimensional.Forexample.a fixed
finite-memory plant (H,(t) E O t > T ) . has a state space
which is not finite-dimensional. I t is evidently not out-
put-normal but may be totally output-controllable.
Theorem I is clearly valid for state-controllability as
well, simply by replacingH,(t, 7 ) with H z ( [ 7, ) . There is,
however,animportant differencebetweenstate-and
output-controllabilit?-. Supposeaplant is completel?-
state-controllable on [to, ti] but is not state-proper be-
i f and only if (loa) holds, or equivalently. if a n d only if the
G r a m i a n m a t r i x W(to,ti) is n o m f n g d a r . 5
Substituting H,(t, 7)= C ( t ) H , ( t , 7 ) into (lo), one
sees that completestate-controllabilit? o n [ t o , t f ] i m p l i e s
conrplete ozltp~lt-controllabilityon [to. ti] if a n d o n l y if
C ( t f ) l # 0 for each a # 0 in 1; (14)
that is, if and only if the 111 rows of C(t,) are linearly in-
dependent, which may or may not hold for some or all
tj. In summarl;, complete or even total state-controllability
is neither necessary (see Example1 ) nor szlficientfor com-
pleteoutpzlt-controllability on. a n y in.tertIa1. This conclu-
sion is not altered for fixed plants. nor by the additional
stipulation of complete or total observability because
the criteria for complete or total observability do not
imply (14).
5 In [2! it is proved (in a different n-ay) that a plant is completely
controllable if and only if W ( t 0 , t i ) is positive dehnite for all t o and
some t,>t~. However, sincea Gramianmatrix is allvays positive
semidefinite, nonsingulnrity of W(f,,f!) is equix-alent to its positive
definiteness.
196$ Kreindler a n d Sarachik: Controllability and Obsenfability 133

PLANTS
KITH D I R E C T T R A K S M I S S I O N Premultiplying (19) by B andpostmultiplying by
T h e existence of directtransmissionfrominputto eAlCL, (19) becomes
output, i e . , D ( t ) $0 in (2), does not, of course, affect B[AfReAIC clAn-leAC +
.. +
cneArC]3.= 0. (20) +
state-controllability ; however, it always aids output-
controllability. For such plants Theorem is I to be modi- Since (dkjdtk)eA= AlkeA,and @(f) = eA*, (20) is seen
fied as follows: to be
T h e o r e m1 1 :T h ep l a n t (5) is completelyoutput-con-
trollable on [to, tf ] i,f and only if, f o r each 3,#0 dn dn-1
-HH,(f)3. 61 -H,(t)3.
dtn dtn-l
+ +
. * * c,Hv(t)3, = 0. (21) +
H,(t,, T ) X f 0 on t o I :7 5 ti a n d l o r D(tf)>.# O (15)
For the condition H,(t)h$O to hold on any interval, it
or eqz~ivalently, i f and only i f , t h e G r a m i a a m a t r i x is necessary and sufficient that at least oneof the initial
P(to, ti) + D(tj)o(li) (16) conditions for the differential (21) he nonzero, that is
where P(t0, ti) as defined in ( l l ) , is nonsingular. For com-
plete
(total) olttput-colzt~ollability, condition (15), or
eqz~ivalently(16), must hold f o r ez!ery t o and some (every) k = 0, 1, 2, . , It = 1. (22)
finite ti> to.
Proof: As in Theorem I , anecessaryandsuficient Sincethis is independent of the choice of ti, (15) is
condition for complete output-controllability on [to, t j ] equivalent to the requirement that for each 3.#0 in E,
is t h a t h . y ( t j ) in a t least one of the vectors
BAkCh ( k = 0, 1, . . , ?Z - l), DL

1Br
>..y(tj) =
s, X . H , ( f f ,T ) U ( T ) ~ T+ 3,. D ( t f ) u ( t f )
be nonzero. This condition can be put in the composite
matrix form
be unbounded, and it is easy to show (as in proof of
Theorem I) that for this (15) is necessary and sufficient. BC
Condition (15) can be written in the equivalent form

[H,(t,,
Jot T)).] . [Hyl(tj, 7 ) L ] d #
~ 0 and/or 3. # 0 for each 3. # 0 in I
B An- 1 C
[D(ti>LI. D(ti1L.3 # 0
which in turn is equivalent to which holds if and only if the m columns of this matrix
3..P(to, i,)L # 0 and/or 3..D(tf)D(ti)L # 0. (17) arelinearlyindependent,thatis, if andonly if (18)
is of rank m . Q.E.D.
XowI as is known, the Gramian matrices P(t0, t i ) and For complete state-controllability, the matrix in (18),
D(ti)D(t,) in (If) are positive semidefinite: hence, (17) with C = I (unit matrix) and D=O, must be of rank n.
is equivalent to Forfurtherdiscussion of the special case where A is
2.. [P(to, ti) + D(tf)D(tf)]>.f.0. assumed to have real and distinct characteristic values,
see[11].
Since this must hold for eachL#O the matrix (16) must
-4 ~ I E A S U R EOF COKTROLLABIL~TP
be
positive
definite, or equivalently5 nonsingular.
Q.E.D. Thematrix P(t0, t f ) definedin ( l l ) , anditsdeter-
Fortime-invariantplants,awell-knowncriterion minant, have the following interpretation. If the control
(e.g., [1]-[3] or [lo]) for complete state-controllability variables are constrained by
in terms of the fixed matrices A and B of (1) and (2) can
he generalized to include the matrices C and D.
Theorem 111: T h e plant (1) and ( 2 ) w i t h constant matri-
ces is completely outpzlt-controllable if and o n l y if the c o w - thenthe region R(to. ti) in Y of all thepoints yd((ti)
+
posite m x ( n l )7 m a t r i x which can be reached starting from the origin at t=fo
i
[CB CAB j C A ~ B
j ... j ~ ~ n i D]
- 1 ~ (18) can he shown [8] to he a hyperellipsoid described by

i s of rank nz. (24)5 1.

Y . P ( t o , tf)y
Proof: For a fixed plantlet to=0. BytheCayley- The square of the n-dimensional volume of this hyper-
Hamilton theorem, the matrix A satisfies its character- ellipsoid is proportional to det P(to, ti). If d e t P(to, ti)
istic equation = 0, the hyperellipsoid is degenerate (i.e., exists only in
A + clAln--l + . . . + c,I = 0 (zero matrix). (19) a linear subspace of Y ) and the plant is not completely
134 IEEE T R A N S A C T I O N S O N A U T O M A T I C C O N T R O L April

controllable on [ t o , ti]. Thus det P(t0, t f ) can serve a s a In summary, the following criterion has been proved:
measure of tke controllability of the plant o n [ t o , ti]. Some Theorem IT,: -4 plant is
completelyobsercable on
other measures were proposed in [ 3 ] . [ t o , ti] if a n d only i f (25) holds, or equiaalenfly, if and
only if t h e G r a m i a n m a t r i x (30) is nonsingular. For com-
DEFINITION ASD CRITERIA FOR OBSERX-*ABILITY plrfe (total) obserra.bility, the above must hold for every t o
Thesolution of the unforced plantequations, i.e., and some (every) .finite t,>to.
u(t)=O in (1) and (2), in terms of the state x and out- The set of all 2,s whichviolate (27) fornls a linear
p u t y , is given b y subspace in X ? denoted b?; X u o ( t otvj ) . The existence of
X U 0 ( t 0 ti)
, implies therefore that y ( t ) SO on [ t o , t f ] for
xto)x(fo)
( t ) = @(t, ( 2 5 ) all x ( t o ) in X u o ( f O
ti),, that is, the plant is not completely
y ( f )= C ( t ) x ( t ) = C ( f ) @ ( f ,o ) x ( t o ) . ( 2 6) observable on [to. tj].
Every x ( t o ) canbeuniquelydecomposedintotwo
The initial state x ( t o ) might have been caused by con- vector-components
trol inputs or disturbances prior to to.
DeJinition 4: A n unforced plant is said to be completely
observable o n [to, t,] i f f o r g i v e n t o a n d t, eaery state x(t0) such that x,,(to) is in X,,(to, tr) and x,b(tO) is orthogonal
in X c a n bedeterminedfromtheknowledge of y ( t ) on t o X,(to. t,) (see Fig. 5 ) . The vector-component xob(tO)
[to, ti]. I f theabove i s true for every to and some $finite of x ( t o ) can be determined from y ( t ) on [ t o , t r ] by replac-
tf>to, then the plant i s said simply to becompletelyob- ing M-1 in (29) with the generalized inverse M i (see Ap-
servable. If the above is true for every to and every tf>to, pendix). X plant which is not completely observable can
the plant is said to be totally observable. be termed unobservablein the sense that the truex(t0)
From (26) it is evident that a necessarycondition can never be determined bJ- knon-ing the output y(t),
for complete observability on [ t o , f,] is that the columns f > _ t o ; onlythecomponent xob(tO)canbedetermined.
of C ( t ) @ ( t . t o ) be linearly independent on [ t u , f,]; other- Even if x(to) = xob(tO),i.e.. x , , ( f o ) =0, there is no way of
wise, thereexists a state x(t0) suchthat y ( f )G O on knou-ing this from the output alone and x ( f o )cannot be
[ t o , t,]. This condition of linear independence, expressed considered observable.
mathematically by
C ( t ) @ ( t , t o ) A$ 0 on to 5 t 5 f f for each h # 0 in X r(27)
(26) b y @ ( f ,t o ) C(t)
is also a sufficient one. Premultiplying i
and integrating on [to, t i ] gives

= [ JOtmf(t, t o ) C ( f ) C ( t ) @ ( t , t o ) d t ] x ( t o > (28)

.

Hence
x(fd = M-(to, tr)n(fo,t i ) ( 2 9) Fig. 5-Illustration of the subspace unobservable on [to, tfl and the
decomposition of ~ ( 1 0 ) . If h* violates condition ( 2 i ) , then only
the vector component &*(to) of x(t,) affects y ( t ) o n [to,t,].
where

, b JOtaf(f,
M ( f o ti) t o ) C ( f ) C ( f ) @ ( f f, o ) d t (30) In light of the foregoing, it is noted that Definition 4
is equivalent to the following definition:
and De-jinition 4a: d n unforced plant is completely obserua-
ble on [to, t,] i j f o r given t o and t, there i s no initial state
t,) = @(/, to)C(t)y(t)dt. i l z X a t t i m e t = t o s u c h t h a t y ( t )=O on [ t o , t f ] . T h eplant
n(f0,
* Jot (3 1) is completely observable i f f o r a n yt o there i s n o initial state
s u c h t h a t y ( t ) E O for all t>to. The plant i s totally ob-
The matrix M ( t o , t f ) , defined in ( 3 0 ) ?isrecognized as seroable if there is no initial state at any time szich that
the Gramian matrix of the columns of C ( t ) @ ( t , t o ) and y ( t ) = O o n a (nonzero) time-inferzal.
is nonsingular if and only if these columns are linearly For plants with fixed matrices in (1) and (2), t o can
independentontheinterval [to,t,]. Thereforewhen be chosen zero and condition ( 5 ) becomes
M ( t o , t i ) is nonsingular, ever?- x(t0) can be determined
from y ( t ) using (29). c@(f)h0 on 0 5 t 4 tf for each 2. # 0 in X
I966 Kreindler and Sarach.ik: Controllability a n d Obsemability
andsimilarlytothe proof in Theorem I11 itcanbe
shown that this is equivalent to the condition that the
composite n X n m matrix
[C \ AC j ...
Ab-1)C I (33)
is of rank n. Since (33) is independent of ti. i t follows
t h a t i f a plafzt with $xed matrices in (1) an.d ( 2 ) i s C O W
pletely observablc on some interval .it i s totally observable;
a necessary and szlficient condition f o r this is that (33)
holds.
RELATIOWBETKEENOBSERVXBILITI.
AND CONTROLLABILITY
The relation between observability and state-control-
lability is formalized by the statement: a p l a n t i s c o m -
pletely (totally) obserzlable if and only if the adjoint plant
i s co.mpletely (totally) state-con.trol1able. T h e t r u t h of this
statement is seen by simply writing out the criteria(27)
or (30) for observability in terms of the corresponding
matrices A*(t) = - A ( t ) , B*(t)= C(t), C*(t)=B(t),
and @ * ( t , 7)=@(T, t ) of the plant adjoint to (1) and
(2), and observing that those criteria become the cor-
responding state-controllability criteria (loa) or (1l a ) ,
respectively, given previously.6
There is no meaningful dual of the concept of output-
controllability; however, there is a meaningful counter-
part. The concepts of controllability and observability
in terms of the state are essential for the consideration
of the regulator problem where one is concerned with
forcing the state from some initial value to the origin.
However, many control problems can be formulated in
terms of the ouput y rather than the state x , in which
case it is essential to have output-controllability, rather
than state-controllability, and to be able to determine
the homogeneous solution y ( t ) = C ( t ) @ ( fto)x(to), for all
t > f o , rather than x(t0) itself.
For conciseness, an unforced plant will be called here
oz~tpz4f-predictableon [to,t i ] if y ( t ) = C ( t ) @ ( t ,t O ) x ( t Od)u e
to any x(t0) canbedeterminedfor all t>ti fromthe
knowledge of y ( f )on [to, ti]. Clearly, complete observa-
bility on [ t o . t,] is sufficient for output-predictability on
[to, t i ] ; however, it is not necessary. If the unobservable
part x,,(to) of x ( t o ) , which does not affect y ( t ) on [ t o , t,],
continues to be unobservable for all t>t,. then y ( t ) for
t>tf canbedeterminedfromtheobservablepart
x,b(tO) of x(to) alone. From (26) and (33)
f O ) X o b ( f O ) + C(r>@(t,tO)xuo(tO).
y(f) = c(f)@(t, (34)
I t is observed that y ( t ) is given by xob(tO)alone if and
only if the second term in the right side of (34) is iden-
tically zero for all t > t i and all possible x,,(to). Thus a
I n [I]-[3] observability and controllability are defined in such
a way that the relation between them is via the dual plant which
differs only slightly from the adjoint plantin that the reversed time-
axis t*=2to-t is used. For thedualplant A*(t*)=A(t), B*(f*)
=C(f), C*(l*)=B(t), and W ( t * , T * ) = @ ( T , t ) .
135
plant is output-predictable on [fo, t i ] if and only if
C ( t ) @ ( t ,to)). = 0
for all t > to, for all A # 0 in Xuo(to,ti). (35)
In particular, since for a fixed plant Xuo(to,ti) is inde-
pendent of t o and ti, it follows that afixed p l a n t i salways
output-predictable o n every interval.i
In summary, given y ( t ) on [ t o , if] and provided (35)
holds, y ( t ) for all t>_io is given by
y(t) = C(t)@(f,to)M+(to,
tr)n(to, ti), t 2 io (36)
where Mi(to.ti) is the generalized inverse of I M ( t 0 , ti) in
(30) (see Xppendix), and n(t0, t,) is derived from y ( t ) on
[to, ti] b y (31).
CONCLUSION
The concepts of controllability and observability dis-
cussed in this paper are of both theoretical and practical
significance.
T h e linear independence conditions for controllability
and observability are of fundamental importance in a
multivariable analysis and keep arising in the modern
control literature, particularly as necessary conditions
for the existence of a solution. This justifies the creation
of new terms for ease of reference. A thorough under-
standing of the mathematical ramificationsof these con-
ceptsenablesonetoformulate a theoreticalcontrol
problenl meaningfully and to make the needed assump-
tions attheoutset of theanalysis.Moreover,the
physicalinterpretation of theselinearindependence
requirements certainly enhances the insight into control
problems and thus by itself contributes to the develop-
ment of theory. -4 theoretical investigation of a multi-
variablecontrolproblemwhichignorescontrollability
and observability is likely to result in errors (see [j]and
[ 1 1] for examples).
This is not to say that the conceptsof controllability
andobservabilityare of academicinterestonly. Al-
though i t mightbearguedsuccessfullythatmost, if
not all, physical systems are controllable and observa-
ble,thelinearizedmathematicalmodelmay,inadver-
tently, not be so andthedesignermayhavetrouble
with his analysis and simulation. To simulate a multi-
variableplant,givenbyitsimpulseresponsematrix
H,(t, 7 ) or its transfer function matrix with the minimal
number of integrators,thesimulationsetupmustbe
completely state-controllable and completely observable
[5], [ l l ] . Checking for controllability and observability
helps one to choose the right inputs to manipulate and
outputs to measure so as to control the plant properly.
If an unobservable plant is enclosed in a feedback loop,
then instability in the unobservable subspace will not
be detected in the output; or if the plant is not com-
These conclusions follow also from Kalmans canonical decom-
position [4], [j].
13F TRA
I ES ES E
ACTIONS ON AUTO
CMO A XT 7I CT R O L

pletely controllable, then unless the unstable solutions y ( f )= C ( f ) * ( f ,fo)x(to) = c(f)@(f, h)Xob(fO), fo 5 t 5 (39)
are confined to the controllable subspace. they cannot u-hich leads to (38). AIoreover, x o b ( f O ) is unique because
be affected by the control. In either case the feedback the assumption of the existence of x , b l ( t O ) and X & ) ( & ) ,
loop will notstabilizethesystem(whichv-illfailby both satisfying (39), leads to
blowing up or burning out). If the plant is not stnte-
controllable, then initial states induced by disturbances 0 = c(f)*(f, tO)[xob(fO) - Xob2(fO)] (40)
not in the controllable subspace cannot be controlled which is a contradiction because X o b ( f 0 ) - x X , b 2 ( f o ) is not
and may thus have long-term transients. I n short, u n - in X , , , ( f o , tr). In fact. it is orthogonal to Xuo(fO,t,). T h u s
less the plant is state-controllable and observable it is X , b ( t O ) is unique and it is the shortest solution of (35)
not really entirel?; inside the feedback loop. Of course, because any other solution x ( f , ) = x o b ( t O ) +x,,(to) is nec-
as pointed out in the paper, it may not aln-ays matter. essarily longer (see Fig. 5), thus it is given by (3i).
particularly if the designer is well aware of the implica-
tions. REFEKESCES
APPEXDIS [ l ] R. E. Kalman. On thegeneraltheory of controlsystems,
Proc. 1 s t IntPrnafl.Congress on Aulomntic Control, Butternrorths
T h e generalized inverse M t due to Penrose [ 1 1 ] , [13], Scientific Publications,London,England, vol. 1, pp. 481492;
1961.
which exists uniquely for any matrix M , has the prop- 121 R. E. Iialman, Contributions to the theoryof optimal control,
erty (among others) that if a solution to the equation Bo!. Sac. _lfaat. Jfex., pp. 102-119; 1960.
131 R. E. Iialman, Y. C. Ho and,,K. S. Sarendra, Controllability
M x = n esists,then xu= M t n givesthesolution 11-ith
leastlength (x I
and if thesolution is unique,
xZ2)l!?,
of linear dynamicalsystems,
YOI. 1, pp. 189-213; 1962.
[1]R. E. Kalnlan,Canonicalstructure
Contrib.Differential E q u a h n s ,
of lineardynamical sys-
then M t = M-I. tems,l Proc. L\7ntl ilcad. Sci. 1:. S., vol. 48, pp. 596-600; April,
1962.
The folloxing is a heuristic justification of the state- [51 R. E. Kalman. Mathematical description of linear dynamical
ment that systems, J . SI-411 Control, vol. 1, pp. 152-192; 1963.
[6] P. E.Sarachikand G. 31. IGanc, On OptimalControl of
Systems with IIulti-Sorm Constraints, Proc. 2nd IFXC Con-
Xob(fo) = Mt(ta, f l ) n ( f o ,f j ) (37) gress, Butterworths, London, England, t o be published.
I;] J . E. Bertram and P. E. Sarachik, On optimal computer con-
is the general solution to the equation [see (2F), (30), trol, Proc. Is1 l n t e r m t l . Congress on Autonmfic Control, Butter-
worth Scientific Publications,London,England, vol. 1, pp.
(31) and (X)] 419-422; 1961.
[8] E. Kreindler,Contributionstothetheory of time-optimal
M(fo, f,)x(to) = n(fo, f ! ) . (38) control. 1.Franklin Inst., vol. 275. p. 314; April, 1963.
191 F. R. Gantmacher, The Theory of Matrices. Chelsea Publish-
If the plant is completely observable on [ f o , t i ] , then ing Co., Xew k-ork, X. Y . , vol. 1, ch. 9 ; 1959.
[lo] J. P. LaSalle, The time-optimal control problem, in Co~ztribu-
M-(to, t j ) exists and X , b ( f O ) = x ( f o ) . If the plant is not tions to LTonlinear Oscillations, PrincetonUniversityPress,
completelyobservableon [ f o , t i ] , then a solutionstill Princeton, X. J., x-01. 5, p. 1 ; 1960.
[I 11 E. G. Gilbert, Controllability and observability in multivari-
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1121 R. Penrose, -4 generalized inverse for matrices, Proc. Cam-
x l ( t 0 ) is a solution of (38), then x l ( i o ) + x w ( f o ) n-ith any bridge Phil. Soc., x-01. 51, pp. 406-413; 1955.
x,,(to) in X u o ( t o 3 t,) is also a solution. Sow x , b ( f O ) satisfies [13] R. Penrose. On best approximatesolutions of linearmatrix
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