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Closed-region PBH rank tests characterize continuous and discrete stabilizability and detectability

Statement

Let F∈{R,C} and let A∈Fn×n, B∈Fn×m and C∈Fp×n have the domains in Stabilizability and detectability for continuous and discrete linear systems. All rank tests below are over C, including for real matrices.

  • (A,B) is continuously stabilizable if and only if rank⁡C[λI−A  B]=n for every λ with Re⁡λ≥0.
  • (A,B) is discretely stabilizable if and only if that horizontal rank is n for every λ with ∣λ∣≥1.
  • (A,C) is continuously detectable if and only if rank⁡C[λI−AC]=n for every λ with Re⁡λ≥0.
  • (A,C) is discretely detectable if and only if that vertical rank is n for every λ with ∣λ∣≥1.

Whenever the converse direction constructs a feedback or injection, its entries lie in the original field F. The boundary Re⁡λ=0 or ∣λ∣=1 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.

[F1]

Stabilizability and detectability for continuous and discrete linear systems: stabilizability means existence of a same-field K with A−BK Hurwitz or Schur stable; detectability means existence of a same-field L with A−LC Hurwitz or Schur stable.

[F2]

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.

[F3]

Reachable block decomposition and same-field state-feedback pole placement: the horizontal rank test for all complex λ is equivalent to the uncontrollable block having no eigenvalue there, and a reachable block admits arbitrary same-field pole assignment.

[F4]

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.

[F5]

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

1.1F2

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.

1.2F1F3F4givenalgebra

Fix either forbidden closed region Ω={λ:Re⁡λ≥0} or Ω={λ:∣λ∣≥1}. Suppose the horizontal rank test holds for all λ∈Ω, and apply [F3] to (A,B) over the original field F. The uncontrollable block Au has no eigenvalue in Ω, so its eigenvalues lie in the open left half-plane or open unit disk, respectively. Assign the reachable block repeated pole −1 or 0 by [F3], obtaining Kr. With its decomposition matrix P, set K=[Kr 0]P−1; if r=0 take K=0, and if r=n omit the empty trailing block. Then P−1(A−BK)P=[Ar−BrKrD0Au]. By [F4] its eigenvalues are the assigned stable poles and those of Au, with multiplicity; hence A−BK is Hurwitz or Schur stable, and K∈Fm×n.

2.1F1F5step 1.2algebra∎

For every λ∈C, rank⁡C[λˉI−A∗  C∗]=rank⁡C[λI−AC] because these matrices are adjoints and [F5] applies. Each forbidden region is invariant under conjugation, so its vertical test for (A,C) is the horizontal test for (A∗,C∗). Step 1.2 supplies J∈Fp×n with A∗−C∗J Hurwitz or Schur stable. Its adjoint A−J∗C has conjugate eigenvalues with the same real parts and moduli, so L=J∗∈Fn×p is the required injection. This proves both detectability converses, including their boundary cases.

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