Preface The importance of state space analysis is recognized in fields where the time be havior of any physical process

is of interest. The concept of state is comparatively re cent, but the methods used have been kno-wn to mathematicians for many years. As engineering, physics, medicine, economics, and business become more cognizant of the insight that the state space approach offers, its popularity increases. ^ This book vs^as vi^ritten not only for upper division and graduate students, but for practicing professionals as well. It is an attempt to bridge the gap between theory and pra ctical use of the state space approach to the analysis and design of dynamical systems. The book is meant to encourage the use of state space as a tool for analysis and design, in proper relation with other such tools. The state space approach is more general than th e "classical" Laplace and Fourier transform theory. Consequently, state space theory is applic able to all systems that can be analyzed by integral transforms in time, and is applicable t o many systems for which transform theory breaks down. Furthermore, state space theory gives a somewhat different insight into the time behavior of linear systems, and is wo rth studying for this aspect alone. In particular, the state space approach is useful because: (1) linear systems wi th timevarying parameters can be analyzed in essentially the same manner as time-invariant line ar systems, (2) problems formulated by state space methods can easily be programmed on a computer, (3) high-order linear systems can be analyzed, (4) multiple input-mult iple output systems can be treated almost as easily as single input-single output linear sys tems, and (5) state space theory is the foundation for further studies in such areas as no nlinear systems, stochastic systems, and optimal control. These are five of the most imp ortant advantages obtained from the generalization and rigorousness that state space br ings to the classical transform theory. Because state space theory describes the time behavior of physical systems in a mathematical manner, the reader is assumed to have some knowledge of differential equations a nd of Laplace transform theory. Some classical control theory is needed for Chapter 8 only. No knowledge of matrices or complex variables is prerequisite. The book may appear to contain too many theorems to be comprehensible and/or use ful to the nonmathematician. But the theorems have been stated and proven in a manne r suited to show the range of application of the ideas and their logical interdepe ndence.

Space that might otherwise have been devoted to solved problems has been used in stead to present the physical motivation of the proofs. Consequently I give my stronge st recommendation that the reader seek to understand the physical ideas underlying the proofs rath er than to merely memorize the theorems. Since the emphasis is on applications, the book might not be rigorous enough for the pure mathematician, but I feel that enough information has been provided so that he can tidy up the statements and proofs himself. The book has a number of novel features. Chapter 1 gives the fundamental ideas o f state from an informal, physical viewpoint, and also gives a correct statement o f linearity. Chapter 2 shows how to write transfer functions and ordinary differential equati ons in matrix notation, thus motivating the material on matrices to follow. Chapter 3 d evelops the important concepts of range space and null space in detail, for later applic ation. Also exterior products (Grassmann algebra) are developed, vi^hich give insight into d eterminants, and which considerably shorten a number of later proofs. Chapter 4 shows how to actually solve for the Jordan form, rather than just proving its existence. Also a detail ed treatment of pseudoinverses is given. Chapter 5 gives techniques for computation of transi tion matrices for high-order time-invariant systems, and contrasts this with a detail ed development of transition matrices for time-varying systems. Chapter 6 starts with giving ph ysical insight into controllability and observability of simple systems, and progresses to the point of giving algebraic criteria for time-varying systems. Chapter 7 shows how to re duce a system to its essential parameters. Chapter 8 is perhaps the most novel. Techniq ues from classical control theory are extended to time-varying, multiple input-multiple o utput linear systems using state space formulation. This gives practical methods for control system design, as well as analysis. Furthermore, the pole placement and observer theory developed can serve as an introduction to linear optimal control and to Kalman filtering. Chapter 9 considers asymptotic stability of linear systems, and the usual restriction of u niformity is dispensed with. Chapter 10 gives motivation for the quadratic optimal control pr oblem, with special emphasis on the practical time-invariant problem and its associated computational techniques. Since Chapters 6, 8, and 9 precede, relations with controllability, pole placement, and stability properties can be explored. The book has come from a set of notes developed for engineering course 122B at U CLA, originally dating from 1966. It was given to the publisher in June 1969. Unfortu nately,

the publication delay has dated some of the material. Fortunately, it also enabl ed a number of errors to be weeded out. Now I would like to apologize because I have not included references, historical development, and credit to the originators of each idea. This was simply impossible to do bec ause of the outline nature of the book. I would like to express my appreciation to those who helped me write this book. Chapter 1 was written with a great deal of help from A. V. Balakrishnan. L. M. Silverman helped with Chapter 7 and P.K.C. Wang with Chapter 9. Interspersed throughout the book is material from a course given by R. E. Kalman during the spring of 1961 at Caltec h. J. J. DiStefano, R. C. Erdmann, N. Levan, and K. Yao have used the notes as a text in UCLA course 122B and have given me suggestions. I have had discussions with R. E. Mor tensen, M. M. Sholar, A. R. Stubberud, D. R. Vaughan, and many other colleagues. Improve ments in the final draft were made through the help of the control group under the dir ection of J. Ackermann at the DFVLR in Oberpfaffenhofen, West Germany, especially by G. Gr ubel and R. Sharma. Also, I want to thank those UCLA students, too numerous to mentio n, that have served as guinea pigs and have caught many errors of mine. Ruthie Alperin w as very efficient as usual while typing the text. David Beckwith, Henry Hayden, and Dani el Schaum helped publish the book in its present form. Finally, I want to express my appre ciation of my wife Merideth and my children Erik and Kristin for their understanding during the long hours of involvement with the book. Donald M. Wiberg University of California, Los Angeles June 1971