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x(t ) (t ) x(0) (t ) Bu ( ) d
0
(t ) e
inverse Laplace of ( sI A)
x(t ) (t ) x(0) (t ) Bu ( ) d
0
x(t ) (t t0 ) x(t0 ) (t ) Bu ( ) d
t0
u Outputs
of)zero-order
holds
are:
(
t
)
u
(
kT
e
(
kT
)
for
kT
t (k 1)T
i
i
i
u ( )
Input vector
in the state transition
equation of (1) are constant between two
consecutive sampling instants:
u ( ) ui (kT )
for kT t (k 1)T
So theu ( )
can be placed outside the
integral as u(kT):
for kT t (k 1)T
t0
t0 kT
for kT t (k 1)T
(t kT ) (t ) Bd
kT
xAbove
(t ) (state
t kT )transition
x(kT ) (t equation
kT )u (kT becomes:
)
for kT t (k 1)T
(T ) e
AT
We have considered:
t
(t kT ) (t ) Bd
kT
at t = (k+1)T, it becomes:
(kT T kT )
( k 1)T
(kT T ) Bd
kT
(T )
( k 1)T
(
kT
)
Bd
kT
d dm
Change in limits
when kT ; m kT kT 0
when kT T ; m kT kT T T
Expression for
becomes:
(T )
T
(T ) (T m) Bdm
0
Thus,
(T ) e
AT
(T ) (T m) Bdm
0
Example:
The discrete-time system,
represented by block diagram given in Fig
, has a continuous time linear process
Gp(s) which is described by following
dynamic equation.
1 x1 (t ) 0
d x1 (t ) 0
u (t )
dt x 2 (t ) 6 5 x 2 (t ) 1
y (t ) 0
x
(
t
)
2
T 1 sec
linear process
x k 1 T G x (kT ) H u (kT )
y (kT ) C x (kT ) D u (kT )
Represents the dynamics of system in
state space form.
Where G is n X n matrix, H is n X q
matrix, C is p X n matrix, D is p X q
matrix
n is order of the system, p and q are
number
of
outputs
and
inputs
(3)
Put k x=(32
T )instate
Gx(2Tequation:
) Hu (2T )
(4)
3
2
xPutting
of(0
x(2T)
in (4)
(3T ) Gexpression
x(0) G Hu
) GHu
(T ) from
Hu ((3):
2T )
In general,
x(kT ) Gwex(write:
0) G
k
k 1
Hu (0) G
k 2
Hu (T )
G Hu (k 1)T
0
Or
k 1
x(kT ) G x(0) G
k
k j 1
Hu ( j )
j 0
Where (kT )
satisfy the state
equation, which means:
(k 1)T G (kT )
Provided
( 0) I
The (kT )
(kT ) G
(kT )
is called the state transition
matrix
(also called the fundamental
matrix) of the discrete time- system.
(kT )
In terms of state transition matrix,
, the state equation can be written as:
k 1
z X ( z ) x(0) GX ( z ) HU ( z )
On simplifying:
X ( z ) z zI G x(0) zI G HU ( z )
1
x(kT ) Z
z zI G x(0) Z zI G
1
HU ( z )
z zI G
Hu ( j ) Z zI G
(kT ) G Z
k
k 1
G
j 0
k j 1
HU ( z )
x k 1 T G x (kT ) H u (kT )
y (kT ) C x (kT ) D u (kT )
zX z zx (0) G X ( z ) H U ( z )
Y ( z ) C X ( z ) DU ( z )
()On simplification:
X z z zI G
x (0) zI G
Y ( z ) C X ( z ) DU ( z )
H U (z)
Y ( z ) C zI G H D U ( z )
C zI G H D
C zI (T ) (T ) D
1
2
n
U ( z ) 1 a1 z a2 z an z
or in form :
n
n 1
n2
Y ( z ) b0 z b1 z b2 z bn
n
U ( z ) z a1 z n 1 a2 z n 2 an
or in form of difference equation:
y (k ) a1 y (k 1) a2 y (k 2) L an y (k n)
bou (k ) b1u (k 1) b2u (k 2) L bnu (k n)
x2 (k 1)
0
0
0
xn (k 1) an an 1 an 2
0
0
x2 ( k )
u (k )
1
0
a1 xn (k ) 1
x1 (k )
y (k ) b n anb0
x2 ( k )
b n1 an1b0
b1 a1b0
b0 u (k )
xn (k )
Example:Y ( z ) 3z 3 4 z 2 5 z1 6
3
U ( z) z 7 z 2 2z 4
The given transfer function can be
( z ) 3 4 z 1 5 z 2 6 z 3
modifiedYas:
1
2
3
U ( z) 1 7 z 2z 4z
1
2
3
Y ( z)
(4 3 * 7) z (5 3 * 2) z (6 3 * 4) z
3
U ( z)
1 7 z 1 2 z 2 4 z 3
1
Y ( z ) 3U ( z ) Y ( z )
Y ( z)
U ( z)
Q( z )
1
2
3
1
2
3
(17) z (1) z (6) z
1 7z 2z 4z
Following two equations can be written
1
2
3
as:
Q( z ) 7 z Q( z ) 2 z Q( z ) 4 z Q( z ) U ( z )
^
zX 2 ( z ) X 3 ( z );
In term of difference equation:
x1 (k 1) x2 (k )
x2 (k 1) x3 (k )
Substituting the state variables in
equation above:
zX 3 ( z ) 7 X 3 ( z ) 2 X 2 ( z ) 4 X 1 ( z ) U ( z )
^
0
1
2
x3 (k 1) 4 2 7
x1 (k )
y (k ) 6 1 17 x2 (k )
x3 (k )
x1 (k )
x2 ( k )
x3 (k )
3u (k )
0
0 u (k )
x2 (k 1)
xn (k 1)
0 0 0 0 an x1 (k ) bn b0 an
1 0 0 0 a
b b a
n 1
x2 (k ) n 1 0 n 1
u (k )
b2 b0 a2
0 0 1 0 a2
0 0 0 1 a1 xn (k ) b1 b0 a1
x2 ( k )
b0 u ( k )
xn ( k )
Example:Y ( z ) 3z 3 4 z 2 5 z1 6
3
U ( z) z 7 z 2 2z 4
The given transfer function can be
modifiedYas:
( z ) 3 4 z 1 5 z 2 6 z 3
1
2
3
U ( z) 1 7 z 2z 4z
Cross Multiplying , we gets:
1
2
3
1
2
3
Y ( z) 1 7 z 2z 4 z U ( z) 3 4z 5z 6 z
Rearranging in powers of z:
1
2
Y ( z ) 3U ( z ) 7Y ( z ) 4U ( z ) z 2Y ( z ) 5U ( z ) z
4Y ( z ) 6U ( z ) z 3 0
Y ( z ) 3U ( z ) 7Y ( z ) 4U ( z ) z 2Y ( z ) 5U ( z ) z
1
4Y ( z ) 6U ( z ) z 3
Rewriting the above equation as:
Y ( z ) 3U ( z )
z 1 7Y ( z ) 4U ( z ) z 1 2Y ( z ) 5U ( z ) z 1 4Y ( z ) 6U ( z )
Defining the
state variables as:
1
X 3 ( z ) z 7Y ( z ) 4U ( z ) X 2 ( z )
2Y ( z ) 5U ( z ) X 1 ( z )
1
X 1 ( z ) z 4Y ( z ) 6U ( z )
X 2 ( z) z
2Y ( z ) 5U ( z ) X 1 ( z )
1
X 1 ( z ) z 4Y ( z ) 6U ( z )
X 2 ( z) z
zX 2 ( z ) 2 3U ( z ) X 3 ( z ) 5U ( z ) X 1 ( z )
zX 1 ( z ) 4 3U ( z ) X 3 ( z ) 6U ( z )
On simplification:
zX 3 ( z ) X 2 ( z ) 7 X 3 ( z ) 17U ( z )
zX 2 ( z ) X 1 ( z ) 2 X 3 ( z ) U ( z )
zX 1 ( z ) 4 X 3 ( z ) 6U ( z )
x2 (k 1) x1 (k ) 2 x3 (k ) u (k )
x1 (k 1) 4 x3 (k ) 6u (k )
and expression
y (k ) x3 (k ) 3u (k )
Writing the above equations in the matrix
x1 (k 1) 0 0 4 x1 (k ) 6
form:
x (k 1) 1 0 2 x (k ) 1 u (k )
2
2
x3 (k 1) 0 1 7 x3 (k ) 17
x1 (k )
y (k ) 0 0 1 x2 (k ) 3u (k )
x3 (k )
p1
0
0
xn (k 1) 0
x2 (k 1)
p2 0
pn 1
0 x1 (k ) 1
0
1
x2 ( k )
u (k )
0
1
pn xn (k ) 1
x1 ( k )
y ( k ) R1
R2
Rn
x2 ( k )
b0 u ( k )
xn ( k )
x (k 1)
2
x3 (k 1)
p1
1 0
p1 0
xm (k 1) 0
xm1 (k 1) 0
xn (k 1) 0
0 p1
0 0
p2
0
0
x
(
k
)
0 1 0
x (k )
2
u (k )
0 1
1
0
xn (k )
pn
1
y ( k ) R1
R2
Rn
x2 ( k )
b0 u ( k )
xn ( k )
2) Summing operation
X 3 ( z) X 2 ( z) X1 ( z)
X 2 ( z ) z X 1 ( z ) x1 (0)
1
X 1 ( z ) z X 2 ( z ) x1 (0)
2)
3)
So to obtain x1(k):
1
X 1 ( z ) z X 2 ( z ) x1 (0)
if k 0;
if k 1;
if k 2;
if k 3;
if k 4;
x2 (0) x1 T
x2 (T ) x1 2T
x2 (2T ) x1 3T
x2 (3T ) x1 4T
x2 (4T ) x1 5T
Example:
For a discrete-time system whose
dynamics is represented by following
difference
y ( k 2)equation.
1.2 y (k 1) 0.2 y (k ) u (k )
y (0) 0.5 and y (1) 0.7
with initial conditions:
Draw the state diagram for the system,
Hence using it , Find
(a) State equation and Output equation
(b) State transition equation in z-domain
(c) Overall z-transfer function between Y(z)
Solution:
Arrange the difference equation as:
y (k 2) 1.2 y (k 1) 0.2 y (k ) u (k )
Drawing the state diagram as:
In Matrix Form:
1 x1 (k )
x1 ( k 1)
0
0
x ( k 1) 0.2 1.2 x (k ) 1 u (k )
2
2
Output Equation
x1 (k )
y ( k ) 1 0
x
(
k
)
2
F12 ( z ) x1 (0) L1 ( z )
U ( z)
F22 ( z ) x2 (0) L2 ( z )
x1 (0)
where 1 (1.2 z 1 0.2 z 3 )
In same way:
1
X1 ( z) z
F12 ( z )
x2 (0)
X 2 ( z ) 0.2 z 1
F21 ( z )
x1 (0)
X 2 ( z) 1
F22 ( z )
x 2 ( 0)
And
2
X1 ( z) z
L1 ( z )
U ( z)
X 2 ( z) z
L2 ( z )
U ( z)
where
(t t0 ) (t ) Bd
to
x (k )T (T ) x(kT ) (T )u (kT )
Varying the value of between 0 and 1,
all information on x(t) for all t can be
obtained.
Controllability
x ( N ) G x ( 0) G
N
N j 1
Hu ( j )
j 0
x ( N ) G x ( 0) G
N
N j 1
Hu ( j )
j 0
x( N ) G x(0) F ( N )
N
Let define
where F(N) will a n X 1 vector.
Expanding the RHS of modified state
transition equation and writing in matrix
F (N ) H
GH
G H G
N 1
u ( N 1)
u ( N 2)
u (1)
u (0)
F ( N ) SU
y (k ) Cx(k ) Du (k )
At k = N, we have:
y ( N ) Cx ( N ) Du ( N )
N 1
y ( N ) C G x ( 0) G
j 0
N j 1
Hu ( j ) Du ( N )
y ( N ) CG x(0)
N 1
CG
j 0
N j 1
Hu ( j ) Du ( N )
y ( N ) CG x(0)
N
u ( 0)
u (1)
N 1
(CG H ) (CH ) D
u ( N )
P (CG
N 1
H ) (CH ) D
Observability
Proof:
State transition equation of the system is
k 1
given as:
k
k j 1
x ( k ) G x ( 0) G
Hu ( j )
j 0
Output equation
y (k ) Cxis
(k given
) Du (as:
k)
M th
If we consider the
instant as for
initial state:
k 1
k
k j 1
x( Mstate
k ) transition
G x( M ) equation
G
Hu
( j)
Then
becomes:
j 0
y ( M k ) Cx( M k ) Du ( M k )
Substituting the expression for x(M+k)
from state transition equation into output
equation:
k 1
y ( M k ) C G x( M ) G
j 0
for k 0,1,, N 1.
k
k j 1
Hu ( j ) Du ( M k )
y(M ) C
y ( M 1) CG
2
y ( M 2) CG x( M )
N 1
y ( M N 1) CG
D
CH
CGH
N 2
CG H
u(M )
u ( M 1)
u ( M 2)
u ( M N 1)
0
D
CH
N 3
CG H
0
0
D
0
0
0
N 4
CG H CH
0
0
CG
2
CG
N 1
CG
Reachability
A state x 0 is said to be reachable (from
the origin) if, given x(0) = 0, there exist a
finite time interval [0, N] and an input {u(k),
t [0, N]} such that
x( N ) x
.
If all states are reachable, the system is said
to be completely reachable.
A control system is defined to be reachable
if, starting from the origin of the state space,
the state can be brought to an arbitrary point
in the state space in a finite time period,
provided the control vector is unconstrained.
Controllableuncontrollable decomposition
xc (k 1)
Ac |
|
xnc (k 1)
O |
y (k )
Cc
A12
Anc
xc (k ) Bc
u (k )
xnc (k ) O
xc (k )
|
Cnc Du (k )
|
x (k )
nc
Cnc xnc (k )
Output has a component
that does not depend on manipulated
input, u(k).
Caution
must
be
exercised
when
controlling a system which is not
completely controllable.
The controllable subspace of
xc a statespace model is composed of all states
generated
through
everyAc possible
combination of the states in
.
Stabilizability
A state-space model is said to be stabilizable
if its uncontrollable subspace is stable.
In other words: system is stabilizable only if
those states that cannot be controlled, decay
to origin by themselves
stability of uncontrollable subspace is
equivalent to the stability of all eigen-values
Anc
of
.
The uncontrollable subspace of a state-space
model is composed of all states generated
through every possible linear combination xof
nc
the states in
2
The
U ( s ) transfer
s 2 function model is given as:
Differenti al equation become :
d2y
2
2
y u
2
dt
Defining x1 y and
1 dy
x2
dt
0
The Discrete time state space representa tion is obtained as :
(T ) e
AT
cos T
sin T
sin T
cos T
T
1 cos T
(T ) (T m) Bdm
; C 1 0
sin T
0
determinants of Contollability and Obseveriablity Matrices :
S (T ) (T ) (T ) 2 sin T (1 cos T )
C
L
sin T
C (T )
Tos
T n
, n 1,2,
2
implies
2n
n 1, 2, 3,
STM
(
T
)
e
then STM will be given by:
kAT
At
e
( kT ) e
t kT
G aMethod
an 2 G
n 1G
First
n
G an 1G
Then:
n
n 1
n2
an 2 G
a1G a0 I O
n2
a1G a0 I
f ( ) a0 a1 a2 2 an n an 1n 1
This can be computed by consideration of
( ) n 1n 1 2 n 2 n 1 n 0.
Dividing
f ( ) by
( )
we
get ,
f ( )
g ( )
q ( )
( )
( )
where g ( ) is remainder polynominal of form :
g ( ) 0 1 2 n 1 .
2
n 1
At the eigenvalues of G, 1 , 2 , , n
(i ) 0; i 1,2, , n
then we have :
f (i ) g (i ); i 1,2, , n
The Coefficient 0 , 1 , 2 , , n 1 can be computed .
Substituting G for , we get :
f (G ) q (G )(G ) g (G ).
Since ( A) is identically zero, it follows :
f (G ) g (G ) 0 I 1G 2G n 1G
2
n 1
p
If matrix G has an Eigen-value
of
multiplicity of m , then only one
i can
p be obtained by
independent equation
substituting
.
The remaining (m-1) equations can be
obtained j by differentiating both sides of
d
the equation.
( )
0; j 0,1,2, (m 1)
j
p
Since d
j
Itd follows
that d j
f ( )
g ( )
j
j
d
p d
; j 0,1,2, (m 1)
p
1
Task of finding inverse z-transform
of
zI G z
for given G, can be simplified by the
following method:
Let: F zI G 1 z
Pre-multiplying both side by (zI-G), we
get:
zI G F zI
zF GF zI
. (1)
( zI G ) zF ( zI G )(GF zI )
Pre-multiply
both
side
of
equation
(1)
by
2
2
2
z
F
zGF
z
I
zGF
zG
G
F
(zI + G)
2
2
2
z F G F zG z I
. (2)
z F z GF G F zG z G z I zG (GF zI )
3
.....(3)
z F G F zG z G z G z G z I
5
z F G F zG
n
n 1
z G
2
n2
n 1
Gz I
n
a0 F a0 F
a1 zF a1GF a1 zI
a2 z F a2G F a2 zG a2 z I
2
a3 z F a3G F a3 zG a3 z G a3 z I
3
n 1
n 1
an1 z F an 1G F an 1 zG
n 1
z F G F zG z G
n
n2
n2
n2
n 1
an1 z G an 1 z I
n 1
z G z I
n
i 0
i 0
i 1
i 2
i
i
i 1
i 2 2
a
z
F
a
G
F
a
G
z
a
G
i
i
i
i z
a G
i n 1
i n 1
n 1
z I
n
where an 1
The above equation can be represented
as:
n
n
n
i
n
i
j
i j
ai z F ai G F z ai G
j 1
i j
i 0
i 0
z
a
G
j 1
i j
F
n
i
ai z
i 0
j 1
a G
i j
zI G
i j
Example:
1
z 1
0
2
G
; find zI G
z 4z 3
3 z4
3 4
z a G
j 1
i j
i j
zI G
z (a1 I a2G ) z
F
a2 I
z a G
j 1
i j
i j
z 2 4z 3
z (4 I G ) z I
( z 1)( z 3)
Taking inverse Z Transform
Partial Fraction method :
( z 1)( z 3)
F (4 I G ) zI
A
B
z
( z 1)( z 3)
( z 1) ( z 3)
G 3I
(G I )
A
;
B
2
2
z
z
G 3I
GI
so, F
2 ( z 1) 2 ( z 3)
1
)
3
)
2
k
k 1
k
k
( 1) ( 3)
1 (1) 3 (3)
k
k 1
k 1
k 1
2 3(1) (3)
(1) ( 3)
k
x(k 1) Gx(k ) Hu (k )
where G is (n X n) system matrix, H is (n X 1)
input matrix and x(k) is state vector of (n X
1).
u (k ) Fx(k )
zI G z a1 z
a2 z
an 1 z an
where S H
GH
G H G
and M is given by :
an 1
a
n2
a
1
1
an 2 a1 1
an 3 1 0
0
0
n 1
or x(k ) Qv(k )
State equation and output equation of the
systemQv
becomes:
(k 1) GQv(k ) Hu (k )
y (k ) CQv(k ) Du (k )
y (k ) CQv (k ) Du (k )
G Q GQ and H Q H
Defining
Modified state-space
representation
of
v(k becomes:
1) G v(k ) H u (k )
the system
G and H
By this transformation,
will be in
controllable canonical form.
The Chosen
control
law
is
change
to:
u (k ) FQv(k ) F v(k )
v(k 1) G H F v(k )
zI G H F 0
where F FT n n 1 2
n , n 1 , n 2 2 , 1
are unknown
parameters which is be determined.
z
1
0
0
z
0
0
0
(an n ) (an 1 n 1 ) ( z a1 1 )
z (a1 1 ) z
n
n 1
( an n ) 0
The
desired
closed
loop
system
characteristics equation can be obtained
as:( z )( z ) ( z ) 0
1
z 1 z
n
n 1
n 1 z n 0
n 1 n 1 an 1 ;
1 1 a1
Using the inverse transformation, obtain
1
feedback gain matrix F
in the
x-domain.
FQ
G 0.3 1
0 ;
0 0.1 0.4
Solution:
Controllability matrix
1 0.7 0.43
S 0 0.3 0.51 ;
1 0.4 0.19
H 0
1
rank ( S ) 3
zI G z a1 z a2 z a3
3
a2
M a1
1
a1
1
0
1
1.1
0 1.9
1
0
0.2
1 .2 1
0.06 0.3 0
0.53 1.5 1
1.9
1
0
0
0
G Q GQ
1
0
0
0.206
1
0
0
1 ;
1.1 1.9
1
H Q H 0
1
Let F f1 f 2 f 3 ;
Closed loop system matrix will be
G H F
0
0
(0.206 f1 )
1
0
( 1.1 f 2 )
(1.9 f 3 )
Closed
loop
system
characteristics
equation can also made with desired
( z 0.9)(
z 0Eigen-value:
.2 0.3 j )( z 0.2 0.3 j ) 0
closed
loop
z 1.3 z 0.49 z 0.117 0
3
Calculating
parameters
F f1 f 2 unknown
f 3 0.089
0.61 0f1,f2,f3:
.6
F in original
domain
zI G HF
system
( z 1 )( z 2 ) ( z n ) 0
z 1 z
n
Define
n 1
n 1 z n 0
G HF W
f (W ) W 1W
n
n 1
n 1W n I 0
II
W G HF
... (1)
. ..(2)
W (G HF )
(G HF )(G HF )
2
...(2a)
G GHF HF G HF
from (2)
2
W G GHF HFW
2
...(3)
W (G HF )
(G HF )(G HF )(G HF )
3
G G HF GHF (G HF ) HF (G ....
GHF HFG HFHF )
from (2) and (2a ), we get :
3
G G HF GHFW HFW
3
(4)
From result of
j
j
generalize
as:
W (G HF )
j 1
G G HF G
j 1,2, , n
j
j 2
(2),(3),(4),
HFW GHFW
we
j 2
can
HFW
j 1
n , n 1 ,, 1 , 0 ( with 0 1)
respectively.
nI nI
n 1W n 1 (G HF )
n 2W n 2 (G GHF HFW )
2
n 3W n 3 (G G HF GHFW HFW )
0W 0 (G G HF G
n
n 1
n2
HFW HFW
n 1
n I n 1W n 2W 0W
2
n I n 1G n 2G 0G
n 1 HF
n 2 (GHF HFW )
2
n 3 (G HF GHFW HFW )
2
n 1
n2
n 1
0 (G HF G HFW HFW )
f (W ) f (G )
H ( n 1 F n 2 FW 0 FW
n 1
GH ( n 2 F n 3 FW 0 FW
n2
G H ( n 3 F n 4 FW 0 FW
n 3
n 1
H ( 0 F ).
n 1
H GH G H G H
2
( n 1 F n 2 FW 0 FW
n 1
FW
FW
)
n
2
n
3
0
( n 3 F n 4 FW 0 FW n 3 )
n2
0F
n 1
n2
( n 2 F n 3 FW 0 FW )
1
n 3
( n 3 F n 4 FW 0 FW ) S f (G )
0F
0 0 0 11n
n2
We get:
F 0 0 0 1 S f (G )
1
Finding
the
value
of
closed
loop
0.012
0.079
0.0230
0.014
0.0360
0.059
1.8148
6.2963
3.7037
0.4815
2.9630
3.7037
2.8148
6.2963
3.7037
F 1 1 1 11 2 n 1 n
i (G i I ) H ; i 1,2,, n.
1
i i
zI G HF 0
Into the characteristic equation:
F F1 F 2 F n
Match coefficients of powers of z in above
characteristic equation with like-power of
z of the desired characteristic equation to