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Closed-region PBH rank tests characterize continuous and discrete stabilizability and detectability
Statement
Let and let , and have the domains in Stabilizability and detectability for continuous and discrete linear systems. All rank tests below are over , including for real matrices.
- is continuously stabilizable if and only if for every with .
- is discretely stabilizable if and only if that horizontal rank is for every with .
- is continuously detectable if and only if for every with .
- is discretely detectable if and only if that vertical rank is for every with .
Whenever the converse direction constructs a feedback or injection, its entries lie in the original field . The boundary or is included in each forbidden region. These are exact finite-dimensional tests; a small equation residual or approximate eigenvalue does not imply them.
Facts & Assumptions
Given: The finite matrices and the existential continuous/discrete stabilizability and detectability definitions of Stabilizability and detectability for continuous and discrete linear systems.
Stabilizability and detectability for continuous and discrete linear systems: stabilizability means existence of a same-field with Hurwitz or Schur stable; detectability means existence of a same-field with Hurwitz or Schur stable.
Stabilizability and detectability imply the closed-region PBH rank tests: each of the four existential stability hypotheses implies its horizontal or vertical rank test on the corresponding closed region.
Reachable block decomposition and same-field state-feedback pole placement: the horizontal rank test for all complex is equivalent to the uncontrollable block having no eigenvalue there, and a reachable block admits arbitrary same-field pole assignment.
The characteristic polynomial of a block upper- or lower-triangular matrix is the product of the characteristic polynomials of its diagonal blocks: the characteristic polynomial of a block-triangular matrix is the product of the diagonal-block characteristic polynomials.
Row rank equals column rank, and both equal the number of pivots: the rank of a finite complex matrix equals the rank of its adjoint, so vanishing of the left nullspace is equivalent to full row rank.
Proof
Necessity in all four assertions is exactly [F2]. This proves the forward implications from stabilizability or detectability to the stated rank tests, including every point on each closed boundary.
Fix either forbidden closed region or . Suppose the horizontal rank test holds for all , and apply [F3] to over the original field . The uncontrollable block has no eigenvalue in , so its eigenvalues lie in the open left half-plane or open unit disk, respectively. Assign the reachable block repeated pole or by [F3], obtaining . With its decomposition matrix , set ; if take , and if omit the empty trailing block. Then . By [F4] its eigenvalues are the assigned stable poles and those of , with multiplicity; hence is Hurwitz or Schur stable, and .
For every , because these matrices are adjoints and [F5] applies. Each forbidden region is invariant under conjugation, so its vertical test for is the horizontal test for . Step 1.2 supplies with Hurwitz or Schur stable. Its adjoint has conjugate eigenvalues with the same real parts and moduli, so is the required injection. This proves both detectability converses, including their boundary cases.
Depends on
- Stabilizability and detectability for continuous and discrete linear systems
- Stabilizability and detectability imply the closed-region PBH rank tests
- Reachable block decomposition and same-field state-feedback pole placement
- The characteristic polynomial of a block upper- or lower-triangular matrix is the product of the characteristic polynomials of its diagonal blocks
- Row rank equals column rank, and both equal the number of pivots
Used by
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Sources
- Karl J. Åström and Richard M. Murray, Feedback Systems: An Introduction for Scientists and Engineers (standard reference, not scraped)
- Federico Poloni, Lecture notes on Riccati-type matrix equations (standard reference, not scraped)