EE 422G Notes: Chapter 7 Instructor: Zhang

Chapter 7 State-Variable Technique

7-1 Introduction

What is it about? Another method for system description and analysis.

What we already have?

(Why introduced Laplace Transform? to avoid the complexity of solving

high-order
differential equations!)
Is Laplace Transform method good enough or do we need more or other
techniques?
(1) How effective Laplace Transform is in solving high-order differential
equations with non-zero initial conditions?
(2) How effective Laplace Transform is in handing multivariable (multi-input
multi-output) system?
(3) Classical control theory: Laplace Transform based
Modern control theory: state equation based
Many modern control system design methods require state equation
description
of system to apply!

Characteristics of state-variable technique

(state equation description based):
(1) Uniform structure (form) for all linear-systems:
despite the order, the numbers of inputs and outputs,
and forms of the input functions.
Always : x  Ax  Bu state equation
y  Cx  Du output equation
x : state vector, x = (x1, … xn)T
xjs : state variable
u = (u1, …, um)T : input vector
ujs : inputs
y = (y1,…yp)T : output vector
yjs : outputs

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EE 422G Notes: Chapter 7 Instructor: Zhang

A : nxn B: nxm
C: pxn D: pxm
Difference: dimensions of the vectors and matrices.

(2) Uniform method of solution:

Laplace: different equations, different input function different solution!
State: Different solution method for different inputs? No difference !
Different solution method for different systems (with different
orders)?
No! The same!
 uniform form, uniform methods for analysis and design!

Fundamental Characteristic
Laplace Transform, differential equation, …, convolution:
external inputs  external outputs!
State equation (state-variable technique):
External inputs  internal state variables (as a bridge)
 external outputs
help to understand the system better because of use of “internal state”!

What’s the state of a system?

7-2 State-Variable Concepts

(1) Example: University’s rank (simplified and idealized)

What’s the fundamental measurement of university system (dynamic system)?
Money? Very important, not a direct measurement of
university with great inertia!

What are the direct measurement which need long time to build
and change?
Faculty quality
Student quality
Good faculty => Research , Teaching 
Reputation , Good student 
Good students => student Reputation 
Graduate quality 
Good Faculty 
Faculty quality and student quality:

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EE 422G Notes: Chapter 7 Instructor: Zhang

State of university (dynamic system)

State equations:
UK’s ranking: output  c1 x f  c 2 x s ------- output equation
(xf Faculty quality , xs: student quality)

State equation:
Change of faculty quality:
x f  a11 x f  a12 xs  a13  salary
Change of student quality:
x s  b21 x f  b22 xs  b23  Scholorship  b24  Bashetball

At 2000: x f (2000), xs ( 2000) : initial state

At and after 2000: (state appreciation, private donations)
=> (salary, scholarship)
Administration, basketball: future inputs
=> UK’s ranking
(determined by initial state and future inputs)
(2) State, state-variables, state-space, trajectory:

State of a system at t 0 : includes the minimum information necessary to specify

completely the condition of the system at t0 and allow determination of all
system outputs at t>t0 when inputs up to time t are specified.

State : a set of state variables

x 
State: x f (state vector)
 xs 
State Space:
f x 
Set of all possible x   x  (All possible paired values
 s
( x f (1), x s (1)); ( x f ( 2), x s ( 2));...) )

Trajectory of the state

 x (2000)  x (2001)
x f  x f  ……
 x s ( 2000)   x s (2001) 

a curve in two-dimensional space.

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EE 422G Notes: Chapter 7 Instructor: Zhang

 x1 
In general x    
 x n 

7-3 Form of the state equations

1. Form

Example :

x1  a11 x1  a12 x2  b11u1  b12u2


x 2  a21 x1  a22 x2  b21u1  b22u2
 x  Ax  Bu
 y1  c11x1  c12 x2  d11u1  d12u2

 y2  c21x1  c22 x2  d 21u1  d 22u2
 y  Cx  Du

x  a a12  b b 
x   1 , A   11 , B   11 12 
 x2  a21 a22  b21 b22 

y  c c  d d12 
y   1, C   11 12  , D   11 
 y2  c21 c22  d 21 d 22 

u 
u   1
u 2 

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EE 422G Notes: Chapter 7 Instructor: Zhang

In general :
 x1   u1   y1 
 
x     , u     , y   ,
 x n  u m  yp 
 

x  Ax  Bu state equation
 y  cx  du output equation

A:nn B :nm
C : pn D:cm

( x : n 1 ,

(2) Simulation example

u : m 1 , y : p 1 )

x1  a11x1  a12 x2  b11u1  b12u2


x 2  a21x1  a22 x2  b21u1  b22u2
y  c1x1  c2 x2  d1u1  d2u2

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EE 422G Notes: Chapter 7 Instructor: Zhang

(3) Block Diagram of state equation

x  Ax  Bu

 y  cx  du

Homework
1. Given x (t )  Ax(t )  Bu (t ) with initial condition x(t0 )  x0 where x0 is the given
initial state. Construct an algorithm (recursive equation) to calculate
x(t 0  (k  1)t ), (k  0,1,...) based on x(t 0  kt ) and u (t0  kt ) where t  0 is a
small time interval.

2. Given the initial condition problem

x  Ax  Bu

x(t0 )  x0

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EE 422G Notes: Chapter 7 Instructor: Zhang

It is known that the solution of this problem is unique. Prove that the unique
solution of this problem is
t
x(t )  e A( t  t 0 )
x0   e A( t   ) Bu ( ) d
t0

f ( , t )
t t
d
(Note: dt a
f ( , t )d  f ( , t )  t  
a
t
d )

3. Use Laplace transform to prove

Y ( s )  [c( sI  A) 1 B  D ]U ( s )

x (t )  Ax(t )  Bu(t ), x(0)  0

when 
 y(t )  Cx(t )  Du(t )

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EE 422G Notes: Chapter 7 Instructor: Zhang

7-4 Time-Domain solution of the state equations

Focus: Find x(t) (t  t0) which satisfies
x  Ax  Bu

x(t0 )  x0 x0 given
1. Mathematical Preparation
(1) Matrix Exponential eAt
Scalar Exponential
a2 2 a3 3
e at  1  at  t  t 
2! 3!

Introducing Notation
1 2 2 1 33
e At  I  At  A t  A t 
2! 3!

where : A : n  n matrix
1 0 
  n
I : n  n Identity matrix 


0 1 

             
             
A2 : AA     
     
    
      
     
 
   
  
  

 
 
 
n n n n n n

Aj :nn j = 0,1,2,…
t: scalar
e At : n  n

Properties of eAt
de At
  Ae At
dt
1 2 2 1 33
e At  I  At  A t  A t 
2! 3!

de At 2 3
 0  A  A 2 t  A3t 2  
dt 2! 3!
1 2 2
 A( I  At  A t  )
2!
At
 Ae

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EE 422G Notes: Chapter 7 Instructor: Zhang

 e A0  I
1 2 2
e A0  I  A  0  A 0   I
2!
* (e At ) 1  e  At (Inverse of n  n matrix eAt is e-At)
1 1
 I  (  A)t  (  A) 2 t 2  (  A) 3 t 3  
2! 3!
1 1
 I  At  A 2t 2  A3t 3  
2! 3!
1 2 1
 I  A( t )  A ( t ) 2  A3 ( t ) 3  
2! 3!
t t
d f ( , t )
(2)
dt  f (  , t ) d  f ( , t )   t  
t
d )
a a

If f ( , t )  e A( t  ) Bu ( )

t t
d f ( , t )
Then dt  f ( , t )d  f ( , t )   t   t
d
t0 t0

But f ( , t )  t  e A( t t ) Bu (t )  IBu (t )  Bu (t ) ,

f ( , t )
 Ae A( t   ) Bu ( )
t

t t
d
dt t0
Therefore e A( t   ) Bu ( ) d  Bu (t )  A e A( t  ) Bu ( ) d
t0

t
A( t   )
Denote Z (t )  e Bu ( ) d
t0

d t A( t   )
dt t

Z (t )  e Bu ( )d
=> 0

 AZ (t )  Bu (t )

i. e. Z (t )  AZ (t )  Bu (t )

2. Numerical solution of state equations

(Eq. (7-9)----Eq. (7-15))

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EE 422G Notes: Chapter 7 Instructor: Zhang

3. Analytic solution of homogeneous equaiton

 x  Ax
 zero-input response
 x(t 0 )  x0
question : what do we mean that x(t) = f(t) is a solution of a differential
equation with a
given initial condition ?
df (t )
(1) x  =Af(t)
dt

(2) f (t ) t  0  x0

for example, if we assume x(t)=At

then x  A  A( At )  Ax(t )
 x(t)=At is not a solution of x (t )  Ax(t )

 x  Ax
question : Is x(t )  e x0 At
a solution of  ?
 x(t 0 )  x0
d At
x (t )  (e x0 )  Ae At x0  Ax(t )
dt

x  Ax
=> x  Ax satisfies the first of 
x(t 0 )  x0
However,
x(t0 )  e At 0 x0

If t0  0 and A  0 , e At 0  I
=> x(t0 )  x0

 x  Ax
At
Therefore, x(t )  e x0 is not a solution of 
 x(t 0 )  x0

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EE 422G Notes: Chapter 7 Instructor: Zhang

 x  Ax
Question: If we find a solution for 
 x(t 0 )  x0
Can we find a second different solution for it?
 x  Ax
No! The solution for  is unique
 x(t 0 )  x0
when A = constant matrix!

x  Ax
Let’s find “any” solution for  . It will be the unique solution!
x (
 0 0t )  x
Suggested solution
x(t )  e A(t  t 0 ) x0

verification:
de A(t  t 0 ) x0
(1) x   Ae A(t  t 0 ) x0  Ax
dt
(2) x(t0 )  e A(t 0  t 0 ) x0  Ix0  x0

=> x(t )  e A(t  t 0 ) x0 : unique solution

x  Ax  Bu (a)
4. Analytic solution of  .
x(t0 )  0 (b)
(zero-state response)
t
A(t   )
Suggested solution : x(t )  e Bu ( ) d
t0

Verification:
From mathematical preparation:
t
z (t )   e A(t   ) Bu ( )d  our suggested x(t)
t0

=> z (t )  Az (t )  Bu (t )

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EE 422G Notes: Chapter 7 Instructor: Zhang

Hence, suggested solution x(t) satisfies x (t )  Ax(t )  Bu (t ) (a)

t0
A( t   )
Further, x(t0 )   e 0 Bu ( )d  0 (b)
t0

x  Ax  Bu
5. Solution of  (Given problem)
x(t0 )  x0
Solution: zero-input response + zero-state response
t
x (t )  e A( t t0 ) x 0   e A( t  ) Bu ( ) d
t0

6. State Transition Matrix  (t )  e At

No input, x(t) is a transition of x0 at t0 to t>t0:
x(t )  e A(t  t 0 ) x0   (t  t0 ) x0

7. Output
t
y (t )  C (t  t 0 ) x0   C (t   ) Bu ( ) d  Du (t )
t0

7-5 Frequency-Domain solution of the State Equation

x  Ax  Bu , x (0)  x0 (t 0  0)

1. Solution
sX ( s )  x0  AX ( s )  BU ( s )
( sI  A) X ( s )  x 0  BU ( s )
X ( s )  ( sI  A) 1 x0  ( sI  A) 1 BU ( s )
x(t )  L1 [( sI  A) 1 x0 ]  L1 [( sI  A) 1 BU ( s )]

2. What is ( sI  A) 1 ?
L [( sI  A) 1 ]  e At   (t )
1

 ( sI  A) 1 : Laplace transform of the state transition matrix or of eAt.

Denote:  ( s )  ( sI  A) 1

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EE 422G Notes: Chapter 7 Instructor: Zhang

What is ( sI  A) 1 BU ( s ) ?
 ( s )( BU ( s )) ---- product of  (s ) and BU (s ) !
1 1
 L [( sI  A) BU ( s )] : convolution of
L1 [( sI  A) 1 ]   (t ) and L1[ BU ( s )]  Bu (t ) !

Hence
t
L1 [( sI  A) 1 BU ( s )]   (t ) * Bu (t )    (t   ) Bu ( )d
0

3. Output Laplace Transform and Transfer Function Matrix

Y ( s )  CX ( s )  DU ( s )
 C ( sI  A) 1 x0  c( sI  A) 1 BU ( s )  DU ( s )

When x0  0
Y ( s )  C ( sI  A) 1 BU ( s )  DU ( s )
 [C ( sI  A) 1 B  D ]U ( s )

Denote H ( s) ( p  m)
 C ( sI  A) 1 B  D
=> Y ( s )  H ( s )U ( s)
H(s): Transfer function matrix
 H11 ( s ) H12 ( s )  H1m ( s ) 
 
H (s)    
 H p1 ( s ) H p 2 ( s)  H pm ( s ) 

Hij(s) : transfer function between the jth input and ith output.

4. Impulse Response Matrix H(t)


H (t )  L1 [ H ( s )]
 H (t )  L1 [C ( sI  A) 1 B  D ]
 Ce At B  D (t )
 (t ) is m  1 vector impulse
5. Is that all for state equation technique?
No! We have not found effective way for eAt yet!

7.6 Finding the state Transition Matrix

1. Based on Definition

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EE 422G Notes: Chapter 7 Instructor: Zhang

1 2 2 1 33
 (t )  e At  I  At  A t  A t 
2! 3!
1 k
(Note: A must go to 0 n n as k   ; otherwise, eAt does not exist)
k!

1 k
Why numerical calculation possible? Convergence of A
k!
Example 7-1 Easy example
Example 7-2 Not easy example. I can not do it!
2. Based on  ( s )  ( sI  A) 1
 (t )  L1[( sI  A) 1 ]
Key : (1) Find ( sI  A) 1 ;
(2) For each element of ( sI  A) 1 , obtain partial-fraction expansion

 0 1 
Example 7-3 A
 6  5

s 0  0 1  s 1 
( sI  A)    
0 s    6  5 6 s  5

 a22  a12 
 a11
1
a12   a a11 
  21
a a22  a11a22  a12 a21
 21
 s  5 1
1 
1   6 s
s
( sI  A) 1      
 6 s  5 s ( s  5)  6
 s  5 1  s5 1 
  6 s   2)( s  3) ( s  2)( s  3) 
    ( s
 
( s  2)( s  3)  6 s 
 ( s  2)( s  3) ( s  2)( s  3) 

s5 3 2
   3e  2t  2e  3t
( s  2)(s  3) s  2 s  3
1 1 1
   e  2t  e  3t
( s  2)(s  3) s  2 s  3
6  1 1 
 6     6[e  2t  e  3t ]
( s  2)(s  3)  s  2 s  3
s 2 3
   2e  2t  3e  3t
( s  2)(s  3) s  2 s  3
eAt = …

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EE 422G Notes: Chapter 7 Instructor: Zhang

(sI-A)-1 : Systematic way exists! But very complex operation!

3. Diagonalization
A nn
P : nn
1
A  PP  : nn diagonal matrix
t
e : easy to find
A  ( PP )( PP )  ( PP )  Pk P 1
k 1 1 1

A2 2
e At  I  t  t 
2!
1
 PP 1  PP 1t  P2 P 1t 2  
2!
1 2 2
 P[ I  t   t  ]P 1
2!
t 1
 Pe P

4. Cayley – Hamilton Theorem Based Method

 (t )  e At   0 (t ) I  1 (t ) A   2 (t ) A2     n 1 (t ) An 1

nXn
This method will be simple if the eigenvalues of A( j ) are distinct:
Replacing A by  j and I by 1 in the above equation.

Replacing by 1 : e 1t   0 (t )  1 (t )1   2 (t )12     n 1 (t )1n 1

……
Replacing by n : e  n t   0 (t )  1 (t )n   2 (t )n 2     n 1 (t )n n 1
(mention (1) 0 (t ), 1 (t ),  2 (t ) … …are the same in each of the n equations.)
(2)  j ' s are given numbers! )

Example 7-4 The same A in examples 7-2, 7-3.

 0 1 
A
 6  5

(1) Find eigenvalues : easy by using Matlab

a = [0 1 ; -6 –5];
eiga = eig(a);
eiga

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EE 422G Notes: Chapter 7 Instructor: Zhang

eiga =
-2
-3
Analytic Method:
 1
| I  A |   (  5)  6  2  5  6  0
6  5
1  2, 2  3,

(2)
1  2  e 2t   0 (t )  1 (t )(2) (1)
2  3  e  3t   0 (t )  1 (t )(3) ( 2)
 2t  3t
(1)  (2)  e e  1 (t )
 3t
  0 (t )  e  31 (t )  e  3t  3e  2t  3e  3t
 3e  2t  2e  3t

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EE 422G Notes: Chapter 7 Instructor: Zhang

(3)
e At   0 (t ) I   1 (t ) A
3e  2 t  2e 3t 0   0 e  2 t  e  3t 
  3t 
 
 0 3e  2e   6e  6e 3t
 2t 2t
 5e  2 t  5e 3t 
 3e  2t  2e 3t e  2t  e 3t 
 2t  3t 
 6e  6e  2e  2t  3e 3t 

The same as obtained in Example 7-2 and 7-3.

Question: What about some repeated eigenvalues?

Method can be modified! EE611

7-7 State Equation of Electrical Networks

Obtain State Equations for Systems

Two examples: From electrical networks
From transfer functions (system realization)

For electrical network: select iL and vC as state variables.

Algorithm
Step 1: Select each iL and vc as state variables
diL
Step 2: For each iL , write a KVL ( iL  will be included)
dt
For each vc , write a KCL ( v C will be included)
Step 3: Other KCL and KVL, and element relation to eliminate “other”
variables (other than states (iL, vc ) and sources (input).
=>state equation.
Step 4 : Output equation

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EE 422G Notes: Chapter 7 Instructor: Zhang

Example 7-7

Step 1: Label vc as x1
iL as x2
Step 2: For vc , write KCL :
iR1  Cx1  x2 (1)
For iL , write KVL
x1  Lx 2  iR2 R2 ( 2)

Step 3 : Other variables (undesired): iR1 , iR2

vs  x1 Must be expressed in
iR1 
R1 terms of state variables
i R 2  i L  x2 and sources!

 vs  x1
  Cx1  x2 (1)'
  R1
x  Lx  R x
1 2 22
 1 1 1
  
 1 CR 1 C 2 CR vs
x x x 
 1 1

 x  1 x  R2 x
 2 L 1 L 2
 1 1
    x  1 
 1
x
 CR C  1 
  1
    CR1  vs
 x2   1 R x  
 2  2   0 
 L L 

Step 4 : Output equation y = v0

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EE 422G Notes: Chapter 7 Instructor: Zhang

x 
y  R2 x 2   0 1  1 
 x2 

7-8 State Equation from Transfer Functions

State Equation => Tell how to realize and simulate (system

realization) the systems

Problem in this section :

Y ( s ) bm s m  bm 1s m 1    b1s  b0
Given  n ( m  n)
U (s) s  an 1s n 1    a1s  a0

x  Ax  Bu
Find y  Cx  Du (u --- scalar, y --- scalar)

Such that C ( sI  A) 1 B  D equals the given transfer function.

1. Basic solution
Example :
Y ( s) 4 4 4 4U ( S ) 4U ( s )
    Y (s)    4 X 1 ( s)  4 X 2 (s)
U ( s ) ( s  1)( s  2) s  1 s  2 s 1 s2
U ( s)
X 1 (s)   x 1   x1  u
s 1
U (s)
X 2 ( s)   x 2  2 x2  u
s2
 x1   1 0   x1  1
 x    0  2  x   1u
 2   2   
x 
y   4  4  1 
 x2 

General Case
Y ( s ) bm s m  bm 1s m 1    b1s  b0

U ( s) ( s  p1 )( s  p2 )  ( s  pn )
Assumption: No repeated poles
No zero-pole cancellation
Partial-Fraction Expansion:

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EE 422G Notes: Chapter 7 Instructor: Zhang

Y ( s) B1 B2 Bn
  
U ( s ) s  p1 s  p 2 s  pn
B1U ( s ) B2U ( s ) B U ( s)
Y (s)    n
s  p1 s  p2 s  pn
 B1 X 1 ( s )  B2 X 2 ( s )    Bn X n ( s )

 x1 
x 
y (t )   B1 , 
B2 ,  Bn   ---- output equation
2
 
 
 xn 

U (s)
( X j ( s)   x j  p j x j  u (t ) )
s  pj
 x 1   p1 0   x1  1
         u (t )
  

    ---- state equation
 x n   0 pn   xn  1

Drawback (not serious): Complex pole

 Complex coefficients!
There are ways to fix it!

2. Repeated pole : No zero-pole cancellation

Y (s) A B
    
U (s) ( s  pi ) s  pi
2

Denote:
AU ( s ) BU ( s) 
Yi ( s )    AX i1 ( s )  BX i2 ( s )
( s  pi ) 2 s  pi
U ( s)
X i2 ( s ) 
 s  pi
x i2  p i  xi2  u (t )
X i2 ( s )
X i1 ( s ) 
s  pi
x i1  pi  xi1  xi2 ( s )
Sub-block :

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EE 422G Notes: Chapter 7 Instructor: Zhang

 x i1   pi 1   xi1  0
 x      u
 i2   0 pi   xi 2  1
 xi 
yi   A B   1 
 xi 2 

How to incorporate this method into system realization, see examples.

Example 7-9
Y (s) s 2  3s  9
 5
U ( s ) 5s  8s 4  24s 3  34s 2  23s  6
3.5  4.75 5.875 7 1.125
Y (s)     
( s  1) 3
( s  1) 2
s 1 s  2 s  3

 x 1   1 1 0 0 0   x1  0
 x   0  1 1 0 0   x 2  0 
 2     
 x 3    0 0  1 0 0   x3   1u (t )
      
 x 4   0 0 0  2 0   x4  1
 x 5   0 0 0 0  3  x5  1

 x1 
x 
 2
y (t )   3.5  4.75 5.875  7 1.125  x3 
 
 x4 
 x5 

(3) Matlab Use

From state-equation => Transfer Function
[num, den] = ss2tf [A, B, C, D]

to

From transfer Function => state-equation

[A, B, C, D] = tf2ss [num, den]

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