Skip to main content

Observability of Linear Differential-Algebraic Systems: A Survey

  • Chapter
  • First Online:

Part of the book series: Differential-Algebraic Equations Forum ((DAEF))

Abstract

We investigate different concepts related to observability of linear constant coefficient differential-algebraic equations. Regularity, which, loosely speaking, guarantees existence and uniqueness of solutions for any inhomogeneity, is not required in this article. Concepts like impulse observability, observability at infinity, behavioral observability, strong and complete observability are described and defined in the time-domain. Special emphasis is placed on a normal form under output injection, state space and output space transformation. This normal form together with duality is exploited to derive Hautus-type criteria for observability. We also discuss geometric criteria, Kalman decompositions and detectability. Some new results on stabilization by output injection are proved.

This is a preview of subscription content, log in via an institution.

Buying options

eBook
USD   19.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   29.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Notes

  1. 1.

    For singular DAEs it is however not true that all \(x(0^{-}) \in \mathbb{R}^{n}\) are feasible for an ITP. For example, the overdetermined DAE \(\dot{x} = 0\), 0 = x has no ITP solution with x(0) ≠ 0, because then x(0+) = 0 and \(0 =\dot{ x}[0] = (x(0^{+}) - x(0^{-}))\delta _{0}\) are conflicting.

References

  1. Aplevich, J.D.: Minimal representations of implicit linear systems. Automatica 21 (3), 259–269 (1985). http://dx.doi.org/10.1016/0005-1098(85)90059-7

    Article  MathSciNet  MATH  Google Scholar 

  2. Aplevich, J.D.: Implicit Linear Systems, vol. 152. Lecture Notes in Control and Information Sciences. Springer, Berlin (1991). http://dx.doi.org/10.1007/BFb0044363

    Book  MATH  Google Scholar 

  3. Armentano, V.A.: The pencil (sEA) and controllability-observability for generalized linear systems: a geometric approach. SIAM J. Control Optim. 24, 616–638 (1986). http://dx.doi.org/10.1137/0324037

    Article  MathSciNet  MATH  Google Scholar 

  4. Aubin, J.P., Cellina, A.: Differential Inclusions: Set-Valued Maps and Viability Theory, vol. 264. Grundlehren der mathematischen Wissenschaften. Springer, Berlin (1984). http://dx.doi.org/10.1007/978-3-642-69512-4

    MATH  Google Scholar 

  5. Aubin, J.P., Frankowska, H.: Set Valued Analysis. Birkhäuser, Boston (1990). http://dx.doi.org/10.1007/978-0-8176-4848-0

    MATH  Google Scholar 

  6. Banaszuk, A., Kociȩcki, M., Przyłuski, K.M.: Implicit linear discrete-time systems. Math. Control Signals Syst. 3 (3), 271–297 (1990). http://dx.doi.org/10.1007/BF02551372

    Article  MathSciNet  MATH  Google Scholar 

  7. Banaszuk, A., Kociȩcki, M., Przyłuski, K.M.: Remarks on observability of implicit linear discrete-time systems. Automatica 26 (2), 421–423 (1990). http://dx.doi.org/10.1016/0005-1098(90)90140-D

    Article  MathSciNet  MATH  Google Scholar 

  8. Banaszuk, A., Kociȩcki, M., Lewis, F.L.: Kalman decomposition for implicit linear systems. IEEE Trans. Autom. Control 37 (10), 1509–1514 (1992). http://dx.doi.org/10.1109/9.256370

    Article  MathSciNet  MATH  Google Scholar 

  9. Banaszuk, A., Kociȩcki, M., Przyłuski, K.M.: On duality between observation and control for implicit linear discrete-time systems. IMA J. Math. Control Inf. 13, 41–61 (1996). http://dx.doi.org/10.1093/imamci/13.1.41

    Article  MathSciNet  MATH  Google Scholar 

  10. Baser, U., Özçaldiran, K.: On observability of singular systems. Circuits Systems Signal Process. 11 (3), 421–430 (1992). http://dx.doi.org/10.1007/BF01190985

    Article  MathSciNet  MATH  Google Scholar 

  11. Basile, G., Marro, G.: Controlled and Conditioned Invariants in Linear System Theory. Prentice-Hall, Englewood Cliffs, NJ (1992)

    MATH  Google Scholar 

  12. Belevitch, V.: Classical Network Theory. Holden-Day, San Francisco (1968)

    MATH  Google Scholar 

  13. Bender, D.J., Laub, A.J.: Controllability and observability at infinity of multivariable linear second-order models. IEEE Trans. Autom. Control AC-30, 1234–1237 (1985). http://dx.doi.org/10.1109/TAC.1985.1103869

    Article  MathSciNet  MATH  Google Scholar 

  14. Berger, T.: On differential-algebraic control systems. Ph.D. thesis, Institut für Mathematik, Technische Universität Ilmenau, Universitätsverlag Ilmenau, Ilmenau, Germany (2014). http://www.db-thueringen.de/servlets/DocumentServlet?id=22652

  15. Berger, T., Reis, T.: Controllability of linear differential-algebraic systems - a survey. In: Ilchmann, A., Reis, T. (eds.) Surveys in Differential-Algebraic Equations I, Differential-Algebraic Equations Forum, pp. 1–61. Springer, Berlin (2013). http://dx.doi.org/10.1007/978-3-642-34928-7_1

    Chapter  Google Scholar 

  16. Berger, T., Reis, T.: Regularization of linear time-invariant differential-algebraic systems. Syst. Control Lett. 78, 40–46 (2015). http://dx.doi.org/10.1016/j.sysconle.2015.01.013

    Article  MathSciNet  MATH  Google Scholar 

  17. Berger, T., Trenn, S.: The quasi-Kronecker form for matrix pencils. SIAM J. Matrix Anal. Appl. 33 (2), 336–368 (2012). http://dx.doi.org/10.1137/110826278

    Article  MathSciNet  MATH  Google Scholar 

  18. Berger, T., Trenn, S.: Addition to “The quasi-Kronecker form for matrix pencils”. SIAM J. Matrix Anal. Appl. 34 (1), 94–101 (2013). http://dx.doi.org/10.1137/120883244

    Article  MathSciNet  MATH  Google Scholar 

  19. Berger, T., Trenn, S.: Kalman controllability decompositions for differential-algebraic systems. Syst. Control Lett. 71, 54–61 (2014). http://dx.doi.org/10.1016/j.sysconle.2014.06.004

    Article  MathSciNet  MATH  Google Scholar 

  20. Berger, T., Ilchmann, A., Trenn, S.: The quasi-Weierstraß form for regular matrix pencils. Linear Alg. Appl. 436 (10), 4052–4069 (2012). http://dx.doi.org/10.1016/j.laa.2009.12.036

    Article  MATH  Google Scholar 

  21. Bernhard, P.: On singular implicit linear dynamical systems. SIAM J. Control Optim. 20 (5), 612–633 (1982). http://dx.doi.org/10.1137/0320046

    Article  MathSciNet  MATH  Google Scholar 

  22. Birkhoff, G., MacLane, S.: A Survey of Modern Algebra, 4th edn. Macmillan Publishing Co, New York (1977)

    MATH  Google Scholar 

  23. Bonilla, E.M., Malabre, M.: On the control of linear systems having internal variations. Automatica 39, 1989–1996 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  24. Bunse-Gerstner, A., Mehrmann, V., Nichols, N.K.: Regularization of descriptor systems by output feedback. IEEE Trans. Autom. Control 39 (8), 1742–1748 (1994). http://dx.doi.org/10.1109/9.310065

    Article  MathSciNet  MATH  Google Scholar 

  25. Bunse-Gerstner, A., Byers, R., Mehrmann, V., Nichols, N.K.: Feedback design for regularizing descriptor systems. Linear Algebra Appl. 299, 119–151 (1999). http://dx.doi.org/10.1016/S0024-3795(99)00167-6

  26. Byers, R., Geerts, A.H.W.T., Mehrmann, V.: Descriptor systems without controllability at infinity. SIAM J. Control Optim. 35, 462–479 (1997). http://dx.doi.org/10.1137/S0363012994269818

    Article  MathSciNet  MATH  Google Scholar 

  27. Campbell, S.L., Nichols, N.K., Terrell, W.J.: Duality, observability, and controllability for linear time-varying descriptor systems. Circuits Syst. Signal Process. 10 (4), 455–470 (1991). http://dx.doi.org/10.1007/BF01194883

    Article  MathSciNet  MATH  Google Scholar 

  28. Campbell, S.L., Kunkel, P., Mehrmann, V.: Regularization of linear and nonlinear descriptor systems. In: Biegler, L.T., Campbell, S.L., Mehrmann, V. (eds.) Control and Optimization with Differential-Algebraic Constraints. Advances in Design and Control, vol. 23, pp. 17–36. SIAM, Philadelphia (2012)

    Chapter  Google Scholar 

  29. Christodoulou, M.A., Paraskevopoulos, P.N.: Solvability, controllability, and observability of singular systems. J. Optim. Theorem Appl. 45, 53–72 (1985). http://dx.doi.org/10.1007/BF00940813

    Article  MathSciNet  MATH  Google Scholar 

  30. Cobb, J.D.: On the solution of linear differential equations with singular coefficients. J. Diff. Equ. 46, 310–323 (1982). http://dx.doi.org/10.1016/0022-0396(82)90097-3

  31. Cobb, J.D.: Controllability, observability and duality in singular systems. IEEE Trans. Autom. Control AC-29, 1076–1082 (1984). http://dx.doi.org/10.1109/TAC.1984.1103451

    Article  MathSciNet  Google Scholar 

  32. Dai, L.: Singular Control Systems, vol. 118. Lecture Notes in Control and Information Sciences. Springer, Berlin (1989). http://dx.doi.org/10.1007/BFb0002475

    Book  MATH  Google Scholar 

  33. Darouach, M., Boutayeb, M., Zasadzinski, M.: Kalman filtering for continuous descriptor systems. In: Proceedings of American Control Conference 1997, pp. 2108–2112. Albuquerque, NM (1997). http://dx.doi.org/10.1109/ACC.1997.611062

  34. Dieudonné, J.: Sur la réduction canonique des couples des matrices. Bull. de la Societé Mathématique de France 74, 130–146 (1946). http://eudml.org/doc/86796

    Article  MathSciNet  MATH  Google Scholar 

  35. Frankowska, H.: On controllability and observability of implicit systems. Syst. Control Lett. 14, 219–225 (1990). http://dx.doi.org/10.1016/0167-6911(90)90016-N

    Article  MathSciNet  MATH  Google Scholar 

  36. Gantmacher, F.R.: The Theory of Matrices, vols. I & II. Chelsea, New York (1959)

    MATH  Google Scholar 

  37. Geerts, A.H.W.T.: Solvability conditions, consistency and weak consistency for linear differential-algebraic equations and time-invariant linear systems: the general case. Linear Alg. Appl. 181, 111–130 (1993). http://dx.doi.org/10.1016/0024-3795(93)90027-L

    Article  MATH  Google Scholar 

  38. Geerts, A.H.W.T., Mehrmann, V.: Linear differential equations with constant coefficients: a distributional approach. Technical Report SFB 343 90-073, Bielefeld University, Germany (1990)

    Google Scholar 

  39. Hautus, M.L.J.: Controllability and observability condition for linear autonomous systems. Ned. Akademie. Wetenschappen, Proc. Ser. A 72, 443–448 (1969)

    Google Scholar 

  40. Hou, M., Müller, P.C.: Causal observability of descriptor systems. IEEE Trans. Autom. Control 44 (1), 158–163 (1999). http://dx.doi.org/10.1109/9.739111

    Article  MathSciNet  MATH  Google Scholar 

  41. Hou, M., Patton, R.: Input observability and input reconstruction. Automatica 34 (6), 789–794 (1988). http://dx.doi.org/10.1016/S0005-1098(98)00021-1

  42. Ilchmann, A., Mehrmann, V.: A behavioural approach to time-varying linear systems, Part 1: general theory. SIAM J. Control Optim. 44 (5), 1725–1747 (2005). http://dx.doi.org/10.1137/S0363012904442239

    Article  MathSciNet  MATH  Google Scholar 

  43. Ishihara, J.Y., Terra, M.H.: Impulse controllability and observability of rectangular descriptor systems. IEEE Trans. Autom. Control 46 (6), 991–994 (2001). http://dx.doi.org/10.1109/9.928613

    Article  MathSciNet  MATH  Google Scholar 

  44. Kalman, R.E.: On the general theory of control systems. In: Proceedings of the First International Congress on Automatic Control, Moscow 1960, pp. 481–493. Butterworth’s, London (1961)

    Google Scholar 

  45. Kalman, R.E.: Canonical structure of linear dynamical systems. Proc. Nat. Acad. Sci. USA 48 (4), 596–600 (1962). http://www.ncbi.nlm.nih.gov/pmc/articles/PMC220821

    Article  MathSciNet  MATH  Google Scholar 

  46. Kalman, R.E.: Mathematical description of linear dynamical systems. SIAM J. Control Optim. 1, 152–192 (1963). http://dx.doi.org/10.1137/0301010

    MathSciNet  MATH  Google Scholar 

  47. Karcanias, N.: Regular state-space realizations of singular system control problems. In: Proceedings of 26th IEEE Conference Decision Control, pp. 1144–1146. Los Angeles, CA (1987). http://dx.doi.org/10.1109/CDC.1987.272588

  48. Knobloch, H.W., Kwakernaak, H.: Lineare Kontrolltheorie. Springer, Berlin (1985)

    Book  MATH  Google Scholar 

  49. Koumboulis, F.N., Mertzios, B.G.: On Kalman’s controllability and observability criteria for singular systems. Circuits Syst. Signal Process. 18 (3), 269–290 (1999). http://dx.doi.org/10.1007/BF01225698

    Article  MathSciNet  MATH  Google Scholar 

  50. Kronecker, L.: Algebraische Reduction der Schaaren bilinearer Formen. Sitzungsberichte der Königlich Preußischen Akademie der Wissenschaften zu, Berlin, pp. 1225–1237 (1890)

    Google Scholar 

  51. Kuijper, M.: First-Order Representations of Linear Systems. Birkhäuser, Boston (1994). http://dx.doi.org/10.1007/978-1-4612-0259-2

    Book  MATH  Google Scholar 

  52. Kunkel, P., Mehrmann, V.: Differential-algebraic equations. analysis and numerical solution. EMS Publishing House, Zürich, Switzerland (2006). http://dx.doi.org/10.4171/017

  53. Lewis, F.L.: A survey of linear singular systems. IEEE Proc. Circuits, Syst. Signal Process. 5 (1), 3–36 (1986). http://dx.doi.org/10.1007/BF01600184

  54. Lewis, F.L.: A tutorial on the geometric analysis of linear time-invariant implicit systems. Automatica 28 (1), 119–137 (1992). http://dx.doi.org/10.1016/0005-1098(92)90012-5

  55. Loiseau, J.J., Lebret, G.: A new canonical form for descriptor systems with outputs. In: Bensoussan, A., Lions, J.L. (eds.) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol. 144, pp. 371–380. Springer, Berlin (1990). http://dx.doi.org/10.1007/BFb0120060

    Google Scholar 

  56. Loiseau, J.J., Özçaldiran, K., Malabre, M., Karcanias, N.: Feedback canonical forms of singular systems. Kybernetika 27 (4), 289–305 (1991). http://dml.cz/dmlcz/124568

    MathSciNet  MATH  Google Scholar 

  57. Lomadze, V.: Duality in the behavioral systems theory. Automatica 49 (5), 1510–1514 (2013). http://dx.doi.org/10.1016/j.automatica.2013.02.007

    Article  MathSciNet  MATH  Google Scholar 

  58. Luenberger, D.G.: Observing a state of a linear system. IEEE Trans. Mil. Electron. MIL-8, 74–80 (1964). http://dx.doi.org/10.1109/TME.1964.4323124

    Article  Google Scholar 

  59. Luenberger, D.G.: Observers for multivariable systems. IEEE Trans. Autom. Control AC-11 (2), 190–197 (1966). http://dx.doi.org/10.1109/TAC.1966.1098323

    Article  MathSciNet  Google Scholar 

  60. Luenberger, D.G.: An introduction to observers. IEEE Trans. Autom. Control 16 (6), 596–602 (1971). http://dx.doi.org/10.1109/TAC.1971.1099826

    Article  MathSciNet  Google Scholar 

  61. Malabre, M.: More geometry about singular systems. IEEE Press, New York (1987). http://dx.doi.org/10.1109/CDC.1987.272585

    Book  MATH  Google Scholar 

  62. Malabre, M.: Generalized linear systems: geometric and structural approaches. Linear Algebra Appl. 122,123,124, 591–621 (1989). http://dx.doi.org/10.1016/0024-3795(89)90668-X

  63. Mertzios, B.G., Christodoulou, M.A., Syrmos, B.L., Lewis, F.L.: Direct controllability and observability time domain conditions of singular systems. IEEE Trans. Autom. Control 33 (8), 788–791 (1988). http://dx.doi.org/10.1109/9.1302

    Article  MathSciNet  MATH  Google Scholar 

  64. Morse, A.S.: Structural invariants of linear multivariable systems. SIAM J. Control Optim. 11, 446–465 (1973). http://dx.doi.org/10.1137/0311037

    Article  MathSciNet  MATH  Google Scholar 

  65. Özçaldiran, K.: A geometric characterization of the reachable and controllable subspaces of descriptor systems. IEEE Proc. Circuits Syst. Signal Process. 5, 37–48 (1986). http://dx.doi.org/10.1007/BF01600185

    Article  MathSciNet  MATH  Google Scholar 

  66. Özçaldiran, K., Haliločlu, L.: Structural properties of singular systems. Kybernetika 29 (6), 518–546 (1993). http://dml.cz/dmlcz/125040

    MathSciNet  MATH  Google Scholar 

  67. Özçaldiran, K., Lewis, F.L.: Generalized reachability subspaces for singular systems. SIAM J. Control Optim. 27, 495–510 (1989). http://dx.doi.org/10.1137/0327026

    Article  MathSciNet  MATH  Google Scholar 

  68. Özçaldiran, K., Fountain, D.W., Lewis, F.L.: Some generalized notions of observability. IEEE Trans. Autom. Control 37 (6), 856–860 (1992). http://dx.doi.org/10.1109/9.256347

    Article  MathSciNet  MATH  Google Scholar 

  69. Petreczky, M., Tanwani, A., Trenn, S.: Observability of switched linear systems. In: Djemai, M., Defoort, M. (eds.) Hybrid Dynamical Systems, Lecture Notes in Control and Information Sciences, vol. 457, pp. 205–240. Springer, Berlin (2015). http://dx.doi.org/10.1007/978-3-319-10795-0_8

    Google Scholar 

  70. Polderman, J.W., Willems, J.C.: Introduction to Mathematical Systems Theory. A Behavioral Approach. Springer, New York (1998). http://dx.doi.org/10.1007/978-1-4757-2953-5

    Book  MATH  Google Scholar 

  71. Popov, V.M.: Hyperstability of Control Systems. Springer, Berlin (1973). Translation based on a revised text prepared shortly after the publication of the Romanian ed. 1966

    Google Scholar 

  72. Rabier, P.J., Rheinboldt, W.C.: Classical and generalized solutions of time-dependent linear differential-algebraic equations. Linear Algebra Appl. 245, 259–293 (1996). http://dx.doi.org/10.1016/0024-3795(94)00243-6

  73. Rosenbrock, H.H.: Structural properties of linear dynamical systems. Int. J. Control 20, 191–202 (1974). http://dx.doi.org/10.1080/00207177408932729

    Article  MathSciNet  MATH  Google Scholar 

  74. Rudin, W.: Functional Analysis. McGraw-Hill, New York (1973)

    MATH  Google Scholar 

  75. Schwartz, L.: Théorie des Distributions I,II. No. IX,X in Publications de l’institut de mathématique de l’Universite de Strasbourg. Hermann, Paris (1950, 1951)

    Google Scholar 

  76. Trenn, S.: Distributional differential algebraic equations. Ph.D. thesis, Institut für Mathematik, Technische Universität Ilmenau, Universitätsverlag Ilmenau, Ilmenau, Germany (2009). http://www.db-thueringen.de/servlets/DocumentServlet?id=13581

  77. Trenn, S.: Regularity of distributional differential algebraic equations. Math. Control Signals Syst. 21 (3), 229–264 (2009). http://dx.doi.org/10.1007/s00498-009-0045-4

    Article  MathSciNet  MATH  Google Scholar 

  78. Trenn, S.: Solution concepts for linear DAEs: a survey. In: Ilchmann, A., Reis, T. (eds.) Surveys in Differential-Algebraic Equations I, Differential-Algebraic Equations Forum, pp. 137–172. Springer, Berlin (2013). http://dx.doi.org/10.1007/978-3-642-34928-7_4

    Chapter  Google Scholar 

  79. Trentelman, H.L., Stoorvogel, A.A., Hautus, M.L.J.: Control Theory for Linear Systems. Communications and Control Engineering. Springer, London (2001). http://dx.doi.org/10.1007/978-1-4471-0339-4

    Book  MATH  Google Scholar 

  80. van der Schaft, A.J., Schumacher, J.M.H.: The complementary-slackness class of hybrid systems. Math. Control Signals Syst. 9, 266–301 (1996). http://dx.doi.org/10.1007/BF02551330

    Article  MathSciNet  MATH  Google Scholar 

  81. Verghese, G.C.: Further notes on singular systems. In: Proceedings of Joint American Control Conference (1981). Paper TA-4B

    Google Scholar 

  82. Verghese, G.C., Levy, B.C., Kailath, T.: A generalized state-space for singular systems. IEEE Trans. Autom. Control AC-26 (4), 811–831 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  83. Weierstrass, K.: Zur Theorie der bilinearen und quadratischen Formen. Berl. Monatsb. pp. 310–338 (1868)

    Google Scholar 

  84. Willems, J.C.: Paradigms and puzzles in the theory of dynamical systems. IEEE Trans. Autom. Control AC-36 (3), 259–294 (1991). http://dx.doi.org/10.1109/9.73561

    Article  MathSciNet  MATH  Google Scholar 

  85. Willems, J.C.: The behavioral approach to open and interconnected systems. IEEE Control Systems Magazine 27 (6), 46–99 (2007). http://dx.doi.org/10.1109/MCS.2007.906923

    Article  MathSciNet  Google Scholar 

  86. Wong, K.T.: The eigenvalue problem λ T x + Sx. J. Diff. Equ. 16, 270–280 (1974). http://dx.doi.org/10.1016/0022-0396(74)90014-X

  87. Wonham, W.M.: Linear Multivariable Control: A Geometric Approach, 3rd edn. Springer, New York (1985)

    Book  MATH  Google Scholar 

  88. Yip, E.L., Sincovec, R.F.: Solvability, controllability and observability of continuous descriptor systems. IEEE Trans. Autom. Control AC-26, 702–707 (1981). http://dx.doi.org/10.1109/TAC.1981.1102699

    Article  MathSciNet  MATH  Google Scholar 

  89. Zhou, Z., Shayman, M.A., Tarn, T.J.: Singular systems: a new approach in the time domain. IEEE Trans. Autom. Control 32 (1), 42–50 (1987). http://dx.doi.org/10.1109/TAC.1987.1104430

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

We thank the referees of this article for their valuable comments which very much helped to improve the manuscript.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Thomas Berger .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Cite this chapter

Berger, T., Reis, T., Trenn, S. (2017). Observability of Linear Differential-Algebraic Systems: A Survey. In: Ilchmann, A., Reis, T. (eds) Surveys in Differential-Algebraic Equations IV. Differential-Algebraic Equations Forum. Springer, Cham. https://doi.org/10.1007/978-3-319-46618-7_4

Download citation

Publish with us

Policies and ethics