Chapter 3

State Variable Models

The State Variables of a Dynamic System

The State Differential Equation
Signal-Flow Graph State Variables
The Transfer Function from the State Equation

Introduction

In the previous chapter, we used Laplace transform to obtain the

transfer function models representing linear, time-invariant, physical
systems utilizing block diagrams to interconnect systems.

In Chapter 3, we turn to an alternative method of system modeling

using time-domain methods.

In Chapter 3, we will consider physical systems described by an

nth-order ordinary differential equations.

Utilizing a set of variables known as state variables, we can obtain

a set of first-order differential equations.

The time-domain state variable model lends itself easily to computer

solution and analysis.
2

Time-Varying Control System

With the ready availability of digital computers, it is convenient to

consider the time-domain formulation of the equations representing
control systems.

The time-domain is the mathematical domain that incorporates the

response and description of a system in terms of time t.

The time-domain techniques can be utilized for nonlinear, timevarying, and multivariable systems (a system with several input and
output signals).

A time-varying control system is a system for which one or more of

the parameters of the system may vary as a function of time.

For example, the mass of a missile varies as a function of time as

the fuel is expended during flight
3

Terms

State: The state of a dynamic system is the smallest set of variables

(called state variables) so that the knowledge of these variables at t
= t0, together with the knowledge of the input for t t0, determines
the behavior of the system for any time t t0.
State Variables: The state variables of a dynamic system are the
variables making up the smallest set of variables that determine the
state of the dynamic system.
State Vector: If n state variables are needed to describe the
behavior of a given system, then the n state variables can be
considered the n components of a vector x. Such vector is called a
state vector.
State Space: The n-dimensional space whose coordinates axes
consist of the x1 axis, x2 axis, .., xn axis, where x1, x2, .., xn are state
variables, is called a state space.
State-Space Equations: In state-space analysis, we are concerned
with three types of variables that are involved in the modeling of
dynamic system: input variables, output variables, and state
variables.
4

The State Variables of a Dynamic System

The state of a system is a set of variables such that the knowledge

of these variables and the input functions will, with the equations
describing the dynamics, provide the future state and output of the
system.
For a dynamic system, the state of a system is described in terms of
a set of state variables.

y1(t)

u1(t)
System
u2(t)
Input Signals

y2(t)
Output Signals

State Variables of a Dynamic System

x(0) initial condition
y(t) Output

u(t) Input
Dynamic System
State x(t)

The state variables describe the future response of a system,

given the present state, the excitation inputs,
and the equations describing the dynamics

The State Differential Equation

The state of a system is described by the set of first-order differential
equations written in terms of the state variables (x1, x2, .., xn)
.

x1 = a11 x1 + a12 x2 + ... + a1n xn + b11u1 + ... + b1m u m

.

x 2 = a 21 x1 + a 22 x2 + ... + a 2 n xn + b21u1 + ... + b2 m u m

.

x n = a n1 x1 + a n 2 x2 + ... + a nn xn + bn1u1 + ... + bnm u m

dx
x& =
dt

x1 a11 a12 a1n

d x2 a 21 a 22 a 2 n
=
.

. .
dt .

xn a n1 a n 2 a nn

x1
b11....b1m u1
x2 + ............ .

.
bn1....bnm u m
xn

A : State matrix; B : input matrix

C : Output matrix; D : direct transmission matrix

x = Ax + Bu (State differential equation)

y = Cx + Du (Output equation - output signals)
7

Block Diagram of the Linear, Continuous Time Control System

D(t)
+

u(t)

B(t)

x (t )
+

dt

x(t)

C(t)

y(t)
+

A(t)

x (t ) = A(t )x(t) + B(t ) u (t )

y (t ) = C(t ) x (t ) + D(t ) u (t )
8

Mass Grounded, M (kg)

Mechanical system described by the first-order differential equation

Appied torque Ta (t ) (N - m)
Linear velocity v(t ) (m/sec)
Linear position x(t ) (m)
d 2 x(t )
dv
Fa (t ) = M
=M
dt
dt 2
1 t
v(t ) =
Fa (t )dt

M t0

x (t) v (t)

Fa(t)

Mechanical Example: Mass-Spring Damper

A set of state variables sufficient to describe this system includes the
position and the velocity of the mass, therefore, we will define a set of
state variables as (x1, x2)

x1 (t ) = y (t )

dy (t )
x2 (t ) =
dt
d2y
dy
M 2 + b + ky = u (t )
dt
dt
dx2
+ bx2 + kx1 = u (t )
M
dt
dx1
= x2 ;
dt
dx2
1
b
k
= x2
x1 +
u
dt
m
M
M

u(t)
b
Wall friction

y(t)
k : Spring constant
10

..

Example 1: Consider the

previous
mechanical
system. Assume that the
system is linear. The
external force u(t) is the
input to the system, and
the displacement y(t) of
the mass is the output.
The displacement y(t) is
measured
from
the
equilibrium position in the
absence of the external
force. This system is a
single-input-single-output
system.

m y + b y + ky = u
This is a second order system. It means it involves two integrators.
Let us define two variables : x1 (t ) and x2 (t )
.

x1 (t ) = y (t ); x2 (t ) = y (t ); then x1 = x2
.

k
b
1
x1 x2 + u
m
m
m
The output equation is : y = x1
x2 =

In a vector matrix form, we have

. 0
x1 =
. - k
x 2 m

1
0
x
1

b + 1 u (State Equation)
x 2

m
m

x
y = [1 0] 1 (Output Equation)
x2
The state equation and the output equation are in the standard form :
.

x = Ax + Bu; y = Cx + Du
1
0
0
A= k
b , B = 1 , C = [1 0], D = 0
m m
m
11

Electrical and Mechanical Counterparts

Energy

Mechanical

Electrical

Kinetic

Mass / Inertia
0.5 mv2 / 0.5 j2

Inductor
0.5 Li2

Potential

Gravity: mgh
Spring: 0.5 kx2

Capacitor
0.5 Cv2

Dissipative

Damper / Friction
0.5 Bv2

Resistor
Ri2
12

Resistance, R (ohm)

Appied voltage v(t )

Current i (t )
v(t ) = Ri (t )

i(t)

v(t)

1
i (t ) = v(t )
R
13

Inductance, L (H)

Appied voltage v(t )

Current i (t )
di (t )
v(t ) = L
dt
t
1
i (t ) = v(t )dt
L t0

i(t)

v(t)

14

Capacitance, C (F)

Appied voltage v(t )

Current i (t )
1 t
v(t ) = i (t )dt
C t0

i(t)

v(t)

dv(t )
i (t ) = C
dt
15

Electrical Example: An RLC Circuit

x1 = vC (t ); x2 = i L (t )

= (1 / 2)Li L2 + (1 / 2)Cvc2

iL

x1 (t 0 ) and x2 (t 0 ) is the total initial

energy of the network
USE KCL at the junction
ic = C

dvc
= +u (t ) i L
dt

di L
= RiL + vc
dt
The output of the system is represented by : vo = RiL (t )

iC
u(t) vC

+
V

o
-

dx1
1
1
= x2 + u (t )
dt
C
C
dx2 1
R
+ x1 x2
dt L
L
The output signal is then : y1 (t ) = vo (t ) = Rx2

16

Example 2: Use Equations from the RLC circuit

1
.
0 - C
x=
x + C u (t )

1 - R
0

L
L
The output is
y = [0 R ] x
When R = 3, L = 1, C = 1/2, we have
2
0 - 2
x+ u
x=

1 - 3
0
y = [0 3] x
.

17

Signal-Flow Graph Model

A signal-flow graph is a diagram consisting of nodes that are
connected by several directed branches and is a graphical
representation of a set of linear relations. Signal-flow graphs are
important for feedback systems because feedback theory is concerned
with the flow and processing of signals in system.

Vf(s)

R1(s)

G(s)

(s)

G11(s)

Y1(s)
G12(s)
G21(s)

R2(s)

G22(s)

Y2(s)

Read Examples : 2.8 - 2.11

18

Masons Gain Formula for Signal Flow Graphs

In many applications, we wish to determine the relationship between an
input and output variable of the signal flow diagram. The transmittance
between an input node and output node is the overall gain between
these two nodes.
P=

1
Pk k

Pk = path gain of k th forward path

= determinant of graph
= 1 - (sum of all individual loop gain) +
(sum of gain of all possible combinations of two nontouching loops)
- (sum of gain products of all possible combinations of these nontouching loops) + ..
= 1 - La + Lb Lc - Ld Lc L f
a

b,c

d,e,f

k = cofactor of the kth forward path determinant of the graph with the loops
touching the kth forward path removed, that is, the cofactor k is obtained from
by removing the loops that touch path Pk .
19

Signal-Flow Graph State Models

-R/L
1/C

1/L

1/s

1/s

x1

U(s)

R
x2

vo

-1/C

Vo ( s )

=
G(s) =
U ( s) s 2 + s +
.

1
1
x2 + u (t )
C
C
.
1
R
x 2 = x1 x2 ; vo = Rx2
L
L
Vo( s )
R / LCs 2
R / LC
=
;
=
U ( s ) 1 + (R / Ls ) + 1 / LCs 2
s 2 + (R / L )s + (1 / LC )
x1 =

20

Y ( s ) s m + bm 1s m 1 + .... + b1s + bo
G (s) =
= n
U ( s ) s + an 1s n 1 + .... + a1s + ao
Y ( s ) s ( n m ) + bm 1s ( n m +1) + .... + b1s ( n 1) + bo s n
=
G (s) =
U ( s)
1 + a n 1s 1 + .... + a1s ( n 1) + ao s n
Y ( s ) k Pk k
=
G (s) =
U ( s)

Some of the forward - path factors

k Pk
G (s) =
=
N
1 q =1 Lq 1 - sum of the feedback loop factor
21

Phase Variable Format: Let us initially consider the fourth-order

transfer function. Four state variables (x1, x2, x3, x4); Number of
integrators equal the order of the system.
U(s)

1/s

1/s
x3

x4
1/s

1
U(s)

-a3

1/s

x4

1/s
x3

-a2

1/s
x2

1/s

-a1

x1

1/s
x2

Y(s)

bo

-a0

x1

Y(s)

b0
Y (s)
G ( s) =
= 4
U ( s ) s + a3 s 3 + a 2 s 2 + a1s + a0
=

1 + a3 s

b0 s 4
+ a2 s

+ a1s

+ a0 s

4
22

b3

b1

b2
1/s

1
U(s)

G ( s) =
=

1/s
x3

x4

-a3

-a2

b3 s

+ b2 s

+ b1s

+ b0 s

x2

-a0

bo
x1

Y(s)

s 4 + a3 s 3 + a2 s 2 + a1s + a0
2

-a1

1/s

x1 = x 2 ; x 2 = x3 ; x 3 = x 4

b3 s 3 + b2 s 2 + b1s + b0
1

1/s

1 + a3 s 1 + a 2 s 2 + a1s 3 + a0 s 4

Read Examplev 3.1 of the textbook

x 4 = a0 x1 a1 x2 a 2 x3 a3 x4 + u
y (t ) = b0 x1 + b1 x2 + b2 x3 + b3 x4
x1 0

d x 2 0
=
dt x3 0

x4 - a0

1 0
0
0
1
0
0
0
1
- a1 - a2 - a3

x1

x2

y (t ) = Cx = [b0 b1 b2 b3 ]
x3

x4

x1 0
x
2 + 0 u (t )
x3 0

x4 1

23

Alternative Signal-Flow Graph State Models

Motor and Load
R(s)
5( s + 1)
Controller
G ( s) =
c

Gc ( s ) =

( s + 1)

I(s)

U(s)

5( s + 1)
( s + 5)

Y(s)

16
( s + 3)
( s + 2)
6
(s + 3)

1
( s + 2)

5
1

1/s

R (s)

1/s

I (s) 6

1/s

U (s)
-5

- 3 6
.
x = 0 - 2
0
0

1
Y (s)

-2

0
0
- 20 x + 5 r (t )
1
- 5

-3

y = [1 0 0]x
24

The State Variable Differential Equations

1/s
1

-5
1/s

-20
-20

1
1/s
-3

30
Diagonal form or Canonical form

30( s + 1)
Y(s)
q( s)
= T ( s) =
=
( s + 5)( s + 2)( s + 3) ( s s1 )( s s 2 )( s s3 )
R( s)
k3
k1
k2
Y(s)
= T ( s) =
+
+
( s + 5) ( s + 2) ( s + 3)
R( s)
k1 = 20, k 2 = -10, and k 3 = 30
- 5 0 0
1
x = 0 - 2 0 x + 1 r (t ); y (t ) = [- 20 - 10 30]x
0 0 - 3
1
.

25

The State Variable Differential Equations

- 3 6 0
0
x = 0 - 2 - 5 x + 5 r (t )
0 0 - 5
1
Y(s)
30( s + 1)
q(s)
= T (s) =
=
R( s)
( s + 5)( s + 2)( s + 3) ( s s1 )( s s 2 )( s s3 )
.

k3
k1
k2
Y(s)
= T (s) =
+
+
R(s)
( s + 5) ( s + 2) ( s + 3)
k1 = 20, k 2 = -10, and k 3 = 30
- 5 0 0
1
x = 0 - 2 0 x + 1 r (t )
0 0 - 3
1
y (t ) = [- 20 - 10 30]x
.

26

The Transfer Function from the State Equation

Given the transfer function G(s), we may obtain the state variable equations
using the signal-flow graph model. Recall the two basic equations
.

x = Ax + Bu

y is the single output and

y = Cx

u is the single input.

sX ( s ) = A X ( s ) + B U ( s )

Take the Laplace transform

Y ( s ) = CX ( s )

(sI A ) X( s) = BU ( s)
Since [sI - A ]1 = ( s )
X (s) = (s) B U (s)

Y (s) = C (s) B U (s)

Y (s)
G (s) =
= C (s) B
U ( s)

27

Exercises: E3.2 (DGD)

A robot-arm drive system for one joint can be represented by the differential equation,

dv(t )
= k1v(t ) k 2 y (t ) + k 3i (t )
dt
where v(t) = velocity, y(t) = position, and i(t) is the control-motor current. Put the equations
in state variable form and set up the matrix form for k1=k2=1

dy
v=
dt
dv
= k1v(t ) k 2 y (t ) + k 3i (t )
dt
1 y 0
d y 0
+ i
=

- k1 v k 3
dt v k 2
Define u = i, and let k1 = k 2 = 1

0
0 1
y
x = Ax + Bu; A =
, B = , x =

- 1 - 1
v
k 3
.

28

E3.3: A system can be represented by the state vector differential

equation of equation (3.16) of the textbook. Find the characteristic
roots of the system (DGD).

1
0
A=

1
1

x = Ax + Bu

Det (I - A) = Det
1

( + 1)
-1

= ( + 1) + 1 = + + 1 = 0
2

1
3
1
3
1 = + j
; 2 = j
2
2
2
2
29

E3.7: Consider the spring and mass shown in Figure 3.3 where M = 1
kg, k = 100 N/m, and b = 20 N/m/sec. (a) Find the state vector
differential equation. (b) Find the roots of the characteristic equation for
this system (DGD).
.

x1 = x 2
.

x 2 = 100 x1 20 x2 + u
0
1 0

x=
x + u

- 100 - 20 1
-1

2
=

+ 20 + 100
Det (I - A) = Det

100 + 20
.

= ( + 10 )2 = 0; 1 = 2 = -10

30

E3.8: The manual, low-altitude hovering task above a moving land deck
of a small ship is very demanding, in particular, in adverse weather and
sea conditions. The hovering condition is represented by the A matrix
(DGD)
0 1 0
A = 0 0 1
0 - 5 - 2

Det(I - A) = Det 0
0

-1

-1 =
= 2

+ 2 + 5) = 0
1 = 0; 2 = -1 + j 2; 3 = -1 - j 2
31

E3.9: See the textbook (DGD)

1
x1 = x2 x1
2
.

x 2 = x1 x2
- 1 1/2
x, y = [1 - 3/2]x
x=

1 - 3/2
5
1

s + s + 1 = (s + 2) s + = 0
2
2

0
2
z=
z; y = [- 0.35 - 1.79]z

0 - 1/2
.

32

P3.1 (DGD-ELG4152):

Apply KVL
di
v(t ) = Ri (t ) + L + +vc
dt
1
vc = idt
C
(a) Select the state variables as x1 = i and x2 = vc
(b) The state equations are :
.

1
R
1
v x1 x2
L
L
L
.
1
x 2 = x1
C
.
- R/L - 1/L
1/L
(c) x =
x+ u

0
1/C
0
x1 =

33