Chapter 1

State-space model
1.1

Introduction

A state-space model is just a structured form or representation of the

differential equations for a system.
State-space models are useful in many situations:
Linearization of non-linear models
Calculation of time-responses both analytically and
numerically
Using simulation tools: MATLAB, LabVIEW, Octave, and Scilab
have simulation functions that assumes state-space models.
Analysis of dynamic systems, e.g. stability analysis
Analysis and design of advanced controllers and estimators:
Controllability and observability analysis; Design of LQ optimal
controllers, Model-based predictive control, and Feedback
linearization control; Design of state estimators (Kalman filters).

1.2

A general state-space model

In general, an nth order state-space model consists of n first order

differential equations characterized by having the time-derivatives alone on
1

CHAPTER 1. STATE-SPACE MODEL

the left side. A general nth order state-space model is

x 1 = f1 ()
..
.
x n = fn ()

(1.1)
(1.2)

where f1 (), . . . , fn () are functions (given by the model equations, of

course). The variables which have their time-derivatives in the state-space
model are the state-variables of the model.1 Thus, in the model above the
x-variables are state-variables. x is a common name for state-variable, but
you can use any name. The initial state (at t = 0) are defined by the
values x1 (0), . . . , xn (0).
Some times you want to define the output variables of a state-space model.
y is a common name for output variable. A model with m output variables
can be written
y1 = g1 ()
..
.
ym = gm ()

(1.3)
(1.4)

where g1 (), . . . , gm () are functions. We can use the name state-space

model for (1.1) (1.2) and for (1.1) (1.4).
The following example shows an example of a state-space model. A second
order differential equation (which here is the model of a
mass-spring-damper-system) will be written as a second order state-space
model. We do this by defining a variable for each of the variables which
have their time-derivative in the differential equation. These new variables
becomes the state-variables of the state-space model. The same principle is
used also for developing state-space models from higher order differential
equations.
Example 1.1 Mass-spring-damper-model written as a state-space
model
Figure 1.1 shows a mass-spring-damper-system.z is position. F is applied
force. D is damping constant. K is spring constant. It is assumed that the
damping force Fd is proportional to the velocity, and that the spring force
1

The name state-space model is because the values of the state-variables x1 (t), . . . , xn (t)
defines the state of the at any instant of time. These values can be regarded as points in
the state-space.

CHAPTER 1. STATE-SPACE MODEL

K [N/m]
F [N]
m
D [N/(m/s)]
0

z [m]

Figure 1.1: Mass-spring-damper

Fs is proportional to the position of the mass. The spring force is assumed
to be zero when y is zero. Force balance (Newtons 2. Law) yields
m
y(t) = F (t) Fd (t) Fs (t)
= F (t) Dy(t)
Ky(t)

(1.5)

which is a second order differential equation.

We define the following new variables: x1 for position z, x2 for speed z and
u for force F . Then the model (1.5) can be written as the following
equivalent set of two first order differential equations:
x 1 = x2
mx 2 = Dx2 Kf x1 + u

(1.6)
(1.7)

which can be written on the standard form (1.1), (1.2):

x 1 =

(1.8)

x2


f1

x 2

1
=
(Dx2 Kf x1 + u)



m

(1.9)

f2

Let us regard the position x1 as the output variable y:

y = x1



(1.10)

The initial position, x1 (0), and the initial speed, x2 (0), define the initial
state of the system.
(1.8) and (1.9) and (1.10) constitute a second order state-space model
which is equivalent to the original second order differential equation (??).
[End of Example 1.1]

CHAPTER 1. STATE-SPACE MODEL

(1.1) (1.2) can be written on a matrix-vector model form:
x = f ()

(1.11)

where x = [x 1 , x 2 , . . . , x n ]T and f = [f1 , f2 , . . . , fn ]T . Similarly, (1.3)

(1.4) can be written
y = g()
(1.12)
These compact model forms are convenient when deriving formulas for
numerical calculation of time responses (i.e. devloping simulation
algorithms) and linearization of differential equation models.

1.3

Linear state-space models

Linear state-space models are a special case of the general state-space

model (1.1) (1.2). Many methods for analysis of differential equation
models, as stability analysis, response calculation and model
transformations) are based on linear state-space models. Let us study a
general second order linear state-space model to see how linear state-space
models are defined. The model has two state-variables, x1 and x2 , and two
input variables, u1 and u2 :
x 1 = a11 x1 + a12 x2 + b11 u1 + b12 u2
x 2 = a21 x1 + a22 x2 + b21 u1 + b22 u2

(1.13)
(1.14)

where the as and bs are parameters (constants).

(1.13), (1.14) can written on matrix-vector form as follows:





a11
a12 
b11
b12 
x 1
x
u
1
1

=
+
x 2
x2
u
a21
a22
 
b21
b22
2 

 



 x



 u
x
A

(1.15)

or, more compact:

x = Ax + Bu

(1.16)

where x is the state vector and u is the input vector. A is called the
system-matrix, and is square in all cases.
Let us assume that the system has two output variables, which generally
can be functions of both the state variables and the input variables. The
output function can then be written on the form
y1 = c11 x1 + c12 x2 + d11 u1 + d12 u2
y2 = c21 x1 + c22 x2 + d21 u1 + d22 u2

(1.17)
(1.18)

CHAPTER 1. STATE-SPACE MODEL

which can be written on matrix-vector form as follows:





c11
c12 
d11
d12 
y1
x1 +
u1
=
y2
x
u
c21
c22
2 
d21
d22
2 

 





 x

 u
y
C

(1.19)

or, more compact:

y = Cx + Du

(1.20)

Example 1.2 Mass-spring-damper model written on state-space

form
The state-space model (1.8), (1.9), (1.10) is linear. We get




0
1
0
x 1
x
1

u
=
+
x 2
x
2
Kf
1
D
m
m

 

 
m






 x
x



 x1
 
y= 1
0
+ 0 u

 

  x2

 
C
D


[End of Example 1.2]

(1.21)

(1.22)