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Observability




Formally, a system is said to be ''observable'' if, for any possible sequence of state and control vectors, the current state can be determined in finite time using only the outputs (this definition is slanted towards the and, consequently, that it will be unable to fulfil the control specifications referred to these outputs.

For Time-invariant Linear System s in the State Space representation, there is a convenient test to check if a system is observable. For a system with n states (see State Space for details about MIMO systems), if the Rank of the following ''observability matrix''

:\begin{bmatrix} C \ CA \ CA^2 \ dots \ CA^{n-1} \end{bmatrix}

is equal to n, then the system is observable. The rationale for this test is that if n rows are linearly independent, then each of the n states is viewable through linear combinations of the output variables y(k).

A module designed to estimate the state of a system from measurements of the outputs is called a State Observer or simply an observer for that system.


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