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In control engineering, a state space representation is a mathematical model of a physical system as a set of input, output and state variables related by first-order differential equations. To abstract from the number of inputs, outputs and states, the variables are expressed as vectors and the differential and algebraic equations are written in matrix form (the last one can be done when the dynamical system is linear and time invariant). The state space representation (also known as the "time-domain approach") provides a convenient and compact way to model and analyze systems with multiple inputs and outputs. With p inputs and q outputs, we would otherwise have to write down Laplace transforms to encode all the information about a system. Unlike the frequency domain approach, the use of the state space representation is not limited to systems with linear components and zero initial conditions. "State space" refers to the space whose axes are the state variables. The state of the system can be represented as a vector within that space.

State variables

Typical state space model The internal state variables are the smallest possible subset of system variables that can represent the entire state of the system at any given time. State variables must be linearly independent; a state variable cannot be a linear combination of other state variables. The minimum number of state variables required to represent a given system, n, is usually equal to the order of the system's defining differential equation. If the system is represented in transfer function form, the minimum number of state variables is equal to the order of the transfer function's denominator after it has been reduced to a proper fraction. It is important to understand that converting a state space realization to a transfer function form may lose some internal information about the system, and may provide a description of a system which is stable, when the state-space realization is unstable at certain points. In electric circuits, the number of state variables is often, though not always, the same as the number of energy storage elements in the circuit such as capacitors and inductors.

[edit] Linear systems

is the "state matrix". q outputs and n state variables is written in the following form: where . i. The time variable t can be a "continuous" one (i. control) vector". ) or a discrete one (i. the system is chosen not to have direct feedthrough. is called the "output vector". .e. Depending on the assumptions taken.e. i. . is often chosen to be the zero matrix.The most general state space representation of a linear system with p inputs. . matrix". For simplicity.e. . . the state-space model representation can assume the following forms: System type Continuous time-invariant Continuous time-variant Discrete time-invariant Discrete time-variant Laplace domain of continuous time-invariant Z-domain of discrete time-invariant State-space model . . Notice that in this general formulation all matrices are supposed to be time-variant. ): in the latter case the time variable is usually indicated as k. and is the "feedthrough (or feedforward) matrix".e. is called the "state vector". is called the "input (or is the "output . is the "input matrix". some or all their elements can depend on time.

The roots of this polynomial (the eigenvalues) yield the poles in the system's transfer function. The system may still be input–output stable (see BIBO stable) even though it is not internally stable. This may be the case if unstable poles are canceled out by zeros. . An alternative approach to determining stability. The stability of a time-invariant state-space model can easily be determined by looking at the system's transfer function in factored form. is to analyze the system's Lyapunov stability.to steer the states from any initial value to any final value within some time window. The zeros found in the numerator of can similarly be used to determine whether the system is minimum phase. which does not involve calculating eigenvalues. A continuous timeinvariant state-space model is controllable if and only if [edit] Observability Main article: Observability Observability is a measure for how well internal states of a system can be inferred by knowledge of its external outputs. These poles can be used to analyze whether the system is asymptotically stable or marginally stable. A continuous time-invariant state-space model is observable if and only if .Stability and natural response characteristics of a system can be studied from the eigenvalues of the matrix A.by admissible inputs . The observability and controllability of a system are mathematical duals. [edit] Controllability Main article: Controllability Thus state controllability condition implies that it is possible . It will then look something like this: The denominator of the transfer function is equal to the characteristic polynomial found by taking the determinant of sI − A.

we and substitute the previous expression for with respect to . we simplify for . This is why the state-space . giving Clearly must have q by p dimensionality.(Rank is the number of linearly independent rows in a matrix. taking the laplace transform of yields Next. giving this is substituted for in the output equation . So for every input there are q transfer functions with one for each output. giving Since the transfer function take is defined as the ratio of the output to the input of a system. and thus has a total of qp elements.) [edit] Transfer function The "transfer function" of a continuous time-invariant state-space model can be derived in the following way: First.

single-output system)): Given a transfer function. This state-space realization is called observable canonical form because the resulting model is guaranteed to be observable. [edit] Canonical realizations Any given transfer function which is strictly proper can easily be transferred into state-space by the following approach (this example is for a 4-dimensional. multiple-output (MIMO) systems. single-input. This state-space realization is called controllable canonical form because the resulting model is guaranteed to be controllable.representation can easily be the preferred choice for multiple-input. . The coefficients can now be inserted directly into the state-space model by the following approach: . expand it to reveal all coefficients in both the numerator and denominator. The transfer function coefficients can also be used to construct another type of canonical form . This should result in the following form: .

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