UNIT I DISCRETE STATE-VARIABLE TECHNIQUE

 Solution of state difference equation

 Closed form solution
 State transition matrix
 Cayley Hamilton Technique

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Solution of State Difference Equations

2
State Transition Matrix

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Methods of evaluating State Transition Matrix
There are three methods of evaluating the state transition matrix.
1. Evaluation using Inverse Z-Transform
2. Evaluation using similarity transformation
3. Evaluation using Cayley Hamilton Technique
Evaluation of state transition matrix using Inverse Z-Transform

Compute FK for the following system using 3 different techniques

 0 1 0 
x(k  1)    x ( k )    (1) K
 0.21  1 1 

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 1
x ( 0)    y ( k )  x2 ( k )
 0 01 
F  
 0.21  1

From equation (9), we have


F K   (k )  Z 1 zI  F  z
1

F K  PK P 1

 z 1 
 
0.21 z  1
 z 1 1 
 z 2  z  0.21 z  z  0.21
2

zI  F 1   

  0.21 2 
 z 2  z  0.21 z  z  0.21
2

 1.75 0.75 2.5 2.5 

 z  0.3  z  0.7 
z  0.3 z  0.7 
 
 
  0.525 0.525  0.75 1.75 
 z  0.3  z  0.7 
z  0.3 z  0.7 
 z z z z 
 1.75  0.75 2.5  2.5
z  0.3 z  0.7 z  0.3 z  0.7 
zI  F  z  
1 

 z z z z 
 0.525 z  0.3  0.525 z  0.7  0.75
z  0.3
 1.75
z  0.7 
 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 

Z 1 zI  F 
1

z 



 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 

Evaluation of FK using Similarity Transformation Method

In this method, the state transition matrix FK is given by

zI  F   
z 0  0 1
  
0 z   0.21  1
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 1K 0 .. .. 0
 
0 
K
2 .. .. 0 
 P :  P 1
 
 : 
0 K
.. .. n 
 0

where’ is the transformation matrix that transforms ‘F’ into diagonal form

For the previous example, FK can be found as follows using Similarity Transformation method.

Given  0 1
F  
 0.21  1

The Eigen values are -0.3 and -0.7

 0   0 1   1 
I  F   
  
  
 0    0.21  1 0.21   1
 2    0.21  0

 1  0.3, 2  0.7
As ‘F’ is in the comparison form, the matrix ‘P’ can be written as

1 1   1 1 
P   
1 2   0.3  0.7 
 1.75 2. 5 
 P 1   
 0.75  2.5

  0 .3 0 
  P 1 FP  
 0  0.7 

 0.3K 0 
  
K

 0  0.7 K 

 1 1   0.3K 0   1.75 2.5 

F K  PK P 1    K 
 0.3  0.7   0  0.7    0.75  2.5
 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 
 
 
 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 

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 Evaluation of FK using Caley Hamilton Theorem

For the previous example, FK can be found as follows using Caley Hamilton Theorem.
 0 1
F  
 0.21  1
Given

The eigen values are -0.3 and -0.7

Since, F is of second order the polynomial g ( ) will be of the form

g ( )  0 1

 (0.3) K   00.3 1
(0.7) K   00.7  1
Solving for '  0' and ' 1' we get

 0 1.75(0.3) K  0.75(0.7) K

 1 2.5(0.3) K  2.5(0.7) K

 ( K )  F K   0I   1F
 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 
 (K )   
 
 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 
For the previous example, FK can be found as follows using Caley Hamilton Theorem.

Given  0 1
F 
  0.21  1
The eigen values are -0.3 and -0.7

Since, F is of second order, the polynomial will be of the form

g ( )  0 1
 (0.3) K   00.3 1

(0.7) K   00.7  1
 0 1.75(0.3) K  0.75(0.7) K

 1 2.5(0.3) K  2.5(0.7) K

 ( K )  F K   0I   1F

 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 

 (K )   
 
 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 
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