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Module -4

State Space Modeling and


Analysis of Discrete Time System

Review of modeling of continuous-time


system in state-space
State and output equation are given as:
d
x (t ) Ax(t ) Bu (t )
dt
y (t ) Cx (t ) D u (t )
State transition equation is given as:
t

x(t ) (t ) x(0) (t ) Bu ( ) d
0

where state transition matrix (STM) is


given as:At
1

(t ) e

inverse Laplace of ( sI A)

Solution of state equation is given as:


t

x(t ) (t ) x(0) (t ) Bu ( ) d
0

This is called as state transition equation


x(0) is initial value of x(t) i.e. at t= 0.
If we consider initial time
instead
t t0
at t = 0, state transition equation is
obtained as:
t

x(t ) (t t0 ) x(t0 ) (t ) Bu ( ) d
t0

(a) State Space representation of Discrete


time system with sampled signal.
Let us consider MIMO discrete-time
comprising of ZOH devices and
continuous-time process:

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):

x(t ) (t t0 ) x(t0 ) (t ) Bd u (kT )


t0

for kT t (k 1)T
t0

As range of time starts from t = kT,


setting initial time

t0 kT

State transition equation becomes:

x(t ) (t kT ) x(kT ) (t ) Bd u (kT )


kT

for kT t (k 1)T

The above equation gives state vector


x(t) for all time between the sampling
instants, kT and (k+1)T.
t
Let us consider:

(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

To describe the x(t) only at sampling


instants,
put t = (k+1)T in above
state transition equation:
State transition equation becomes:

x((k 1)T ) (kT T kT ) x(kT ) (kT T kT )u (kT )


Orx ((k 1)T ) (T ) x ( kT ) (T )u (kT )
We have state transition matrix (STM) of
At system as:
given continuous-time
(t ) e
So,

(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

which on simplifying becomes:

(T )

( k 1)T

(
kT

)
Bd

kT

Consider change of variable


m as
kT
in integral. Then

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

Output equation for continuous-time


system was
y (t ) given
Cx(t )as:
Du (t )
At t = (k+1)T, the output equation
becomes:
y ((k 1)T ) Cx((k 1)T ) Du ((k 1)T )
which can
be)generalized
y (kT
Cx(kT ) Duas:
(kT )

Thus,

x((k 1)T ) (T ) x(kT ) (T )u (kT )

represents set of first order difference


equations, referred as discrete state
equation of sampled data system.
where system matrix and input matrix is
obtained as:
T

(T ) e

AT

(T ) (T m) Bdm
0

and the output equation is represented


as:

y (kT ) Cx (kT ) Du (kT )

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

and its output equation


by :
(t )given
x1is

y (t ) 0

x
(
t
)
2

T 1 sec

Find the state-space representation


of the
y
(t
)
u
(t
)
r (t )
r (t )
G (s)
over-all system ZOH
Continuous time
*

linear process

(b) State Space representation of Discrete


time system with all- Digital Signal.

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

Solution of State Equation


Solution of state equation is called as state transition
equation
We consider two methods for obtaining state transition
equation:
(1) Recursive Method
(2) Using Z-transform approach.
(1)Recursive Method
() For a nth order system, Given the knowledge of x(0)
and past inputs u(0),u(1),, u(k-1), we can find the
x(k).
x (k 1)T Gx(kT ) Hu (kT )
() State equation:
() Put k = 0 in state equation:
x(T ) Gx(0) Hu (0)
(1)
() Put k = 1:
x(2T ) Gx(T ) Hu (T )
(2)

Putting expression of x(T) in (2) from (1):

x(2T ) G x(0) GHu (0) Hu (T )


2

(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

we can see that solution comprises of


two
parts:
one
representing
the
contribution from initial conditions and
other representing the contribution from
the inputs u(j), j = 0 to (k-1).
If we consider an Homogenous system,
state equation
is
given
as:
x (k 1)T Gx(kT )
Solution ofx (which
as:
kT ) can
(kT be
) x(0written
)

Where (kT )
satisfy the state
equation, which means:

(k 1)T G (kT )

Provided

( 0) I

The (kT )

can be given as:

(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

x(kT ) (kT ) x(0) (k j 1)T Hu ( j )


j 0

(2) Using the Z-transform approach


We have the state equation as:

x (k 1)T Gx(kT ) Hu (kT )

Taking the z-transform on both sides:

z X ( z ) x(0) GX ( z ) HU ( z )

On simplifying:

X ( z ) z zI G x(0) zI G HU ( z )
1

Taking the inverse z-transform:

x(kT ) Z

z zI G x(0) Z zI G
1

HU ( z )

Comparing the two methods, we get:

z zI G
Hu ( j ) Z zI G

(kT ) G Z
k

k 1

G
j 0

k j 1

HU ( z )

Inter-relation between z-transform model and


state variable model
(a)From state-space to Transfer function model
()If the discrete-data system is given as:

x k 1 T G x (kT ) H u (kT )
y (kT ) C x (kT ) D u (kT )

()Taking the z-transformation

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)

To obtain transfer function U(z) and Y(z),


x(0) is made to be null matrix:
1
X z zI G H U ( z )
So the output equation become:
1

Y ( z ) C zI G H D U ( z )

The pulse transfer function is given by:


1

C zI G H D

If the system contains zero-order hold ,


them pulse transfer can be given as:
1

C zI (T ) (T ) D

Characteristic Equation and Eigen values


Characteristic
equation
of
system
(T )
referred to as characteristic
equation of
Defined as the determinant
zI of
(T )
equated to zero:
zI (T ) 0
In case of all-digital system, one have:
zI G 0
Roots of the characteristic equation are
defined as the eigen values
(T ) of matrix
or (in second case G matrix)

b) From Pulse transform function to state


space form
No unique state space representation
Following representation can be applied
to a pulse transfer function :
(1) Controllable canonical form
2) Observable canonical form
3) Diagonal canonical form
4) Jordan canonical form
> The Pulse transfer function can be either
1
2
n
given inY form
bn z
( z ) bof:
0 b1 z b2 z

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)

Aim is to obtain the state space equation:


x ( k 1) Gx ( k ) Hu ( k )
y ( k ) Cx ( k ) Du ( k )

1. Controllable canonical form:(also called


as phase canonical form). The State
as:
1
0
0 x ( k ) 0
k 1) 0 is given
x (equation

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

and output equation:

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

(17) z (1) z (6) z


Y ( z ) 3U ( z )
U ( z)
1
2
3
1 7z 2z 4z
^

Y ( z ) 3U ( z ) Y ( z )

(17) z (1) z (6) z


Y ( z)
U ( z)
1
2
3
1 7z 2z 4z
Rewriting the above equation as:
^

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 )
^

Y ( z ) (17) z Q( z ) (1) z Q( z ) (6) z Q( z )


Define the
state variables
as:
1
2
3
X 3 ( z ) z Q( z ); X 2 ( z ) z Q( z ); X 1 ( z ) z Q( z )

It can be shown that:


zX 1 ( z ) X 2 ( 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 )
^

Y ( z ) (17) X 3 ( z ) (1) X 2 ( z ) (6) X 1 ( z )

Taking the inverse z-transform and


obtaining the difference equation, we get:
x3 (k 1) 7 x3 (k ) 2 x2 (k ) 4 x1 (k ) u (k )
^

y (k ) (17) x3 (k ) (1) x2 ( z ) (6) x1 (k )


Writing
in
matrix
form,
we
get
controllable or phase canonical form:
1
0
x1 (k 1) 0
x (k 1) 0

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 )

2. Observable canonical form: State


equation of discrete time system:
x1 (k 1)

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

And output equation:


x1 ( k )
y (k ) 0

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

By putting the state variable, above


Y ( z ) 3U ( z ) X 3 ( z )
equation becomes:

From the expression of state variables:


X 3 ( z ) z 1 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

Putting the expression of Y(z) in above


equations:
zX 3 ( z ) 7 3U ( z ) X 3 ( z ) 4U ( z ) X 2 ( 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 )

Taking the inverse z-transform:


x3 (k 1) x2 (k ) 7 x3 (k ) 17u (k )

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 )

Note that: Gc transpose of Go


H c transpose of Co
Cc transpose of H o
Dc Do

3) Diagonal Canonical Form:


If the poles of z-transfer function are all
distinct, then state-space representation
can be put in the diagonal form:
If p1 , p2 , , p n
are poles of the system
and
R1 , R2 , , R n
are corresponding
residues. (obtained by partial fraction

State equation can be given as:


x1 (k 1)

p1
0


0

xn (k 1) 0

x2 (k 1)

p2 0

pn 1

And output equation:

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 )

4) Jordan Canonical Form


If the pulse transfer function involves a
multiple pole of order m at z = p1 and
other poles are distinct, the
state
given
(k 1) p can
1 be
0
0 as:
0 0
xequation
0
1

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

And output equation is given by:


x1 ( k )

y ( k ) R1

R2

Rn

x2 ( k )

b0 u ( k )

xn ( k )

STATE DIAGRAMS OF A DIGITAL SYSTEM


When the a digital system is represented
by difference equation, a state diagram
can
be
drawn
to
represent
the
relationships between the discrete state
variables.
Portrays the operation on a digital

Basic linear operation on a digital


computer
are
multiplication
by
a
constant, addition of variables and time
delay or storage.
Mathematical
expression
of
these
operation and its corresponding
zdomain representation:
x2 ( k ) a x1 ( k )
1) Multiplication
X 2 ( zby
) aaconstant
X1 ( z)
x3 ( k ) x2 ( k ) x1 ( k )

2) Summing operation

X 3 ( z) X 2 ( z) X1 ( z)

3) Time delay or storage:


x2 (kT ) x1 k 1T
Or

X 2 ( z ) z X 1 ( z ) x1 (0)
1

X 1 ( z ) z X 2 ( z ) x1 (0)

The state diagram representation and the


corresponding digital computer operation
diagram can be given as:
1)

2)

3)

Explanation working of delay mechanism:


Let x2 (kT ) x1 k 1T
.(1)
So its
X z-transform
( z ) z X ( z )will
x (be:
0)
2

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

Getting x2(k) from


x1(k) is the left shift of
x1(k)
But if one has obtained
x1(k) from the given
x2(k),
Then,
Way is to delay the
signal x2(k) ( Right shift
the signal x2(k))
And Then add x1(0) to
the shifted x2(k).

State diagram can be used to obtained the


following from a given difference equation of a
system.
(a) State equation and Output equation
(b) Overall Transfer function
(c) State transition equation ( in the z-domain)
One advantage of using the state diagram, is
that state transition equation and overall
transfer function can be obtained by using the
Mason's Gain Formula
Saves the effort of performing the inverse of
matrix (zI - G).
State transition equation in time-domain can be
obtained by taking inverse z-transform of zdomain state transition equation.

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:

Taking the output of delay as state


variables.
From xthe
state diagram, we write the
1 ( k 1) x2 ( k )
statexequation
( k 1) 1as:
.2 x ( k ) 0 .2 x ( k ) u ( k )
2

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

(b) state Transition equation in z-domain:


X1 ( z)
F11 ( z )
X ( z ) F ( z )
2
21

F12 ( z ) x1 (0) L1 ( z )

U ( z)

F22 ( z ) x2 (0) L2 ( z )

Using the Mason Gain Formula,


F11 ( z )
can be found as:
Considering
x1 (0) as 1nput and X 1 ( z ) as output :
X1 ( z) 1
F11 ( 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)

Response between sampling instants


using state variable approach
evaluation of system responses between
the sampling instants of discrete-data
control systems.
represents a modern alternative to the
modified z-transform.
State transition equation:

x(t ) (t t0 ) x(t0 ) (t t0 )u (t0 )

where

(t t0 ) (t ) Bd
to

If one wants response between sampling


instant,t0then
kT put t (k )T and
and where k = 0, 1, 2,0 and
1
Then state equation becomes:

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

Consider a discrete-time system as shown in


figure:

A controlled process is said to be controllable if


every state of system can be affected or
controlled in finite time by same un-constrained
control signal u(k).
If any one state is not accessible from control,
u(k), there is no way of driving that particular
state to a desired state in finite time by means of
same control effort.
Such a state variable is said to be uncontrollable
and system is said to be uncontrollable

We consider two type of controllability:


(1) Complete state controllability.
(2) Complete output controllability.
(1)Complete state controllability.
()System is said to be completely state
controllable if for any initial time (k = 0),
there exist a set unconstrained control
u(k), k = 0,1,2,,(N-1), which transfers
each initial state x(0) to any final state
x(N) for a finite N.
2
N 1
()Theorem: System
is
completely
S H GH G H G state
H
controllable if only if the matrix,
is of rank n

Proof: The State transition equation is


N 1
derives as:

x ( N ) G x ( 0) G
N

N j 1

Hu ( j )

j 0

This can modified as: N 1

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)

writing above equation in a condensed


form:

F ( N ) SU

Objective is find U such that a initial


vector x(0) is driven to x(N).

Problem represent solution of


n
simultaneous linear equations given by
above equations for a given S, x(N), x(0).
For solution to exit, equations must
linearly independent
For this necessary and sufficient condition
is that matrix S has a rank of n or in
other word, S must have least n
independent columns.
If state
x((kequation
1)T ) is(Tgiven
) x(kT )as:
(T )u (kT )

Then State controllability


matrix is Ngiven
2
1
S by:
(T ) (T ) (T ) (T ) (T ) (T ) (T )

2) Complete Output controllability


System is said to be completely output
controllable if for any initial stage (time), k
= 0, there exit a set unconstrained controls
u(k), k = 0, 1, 2, ..., (N-1), such that any
final output y(N) can be reached from
arbitrary initial states in finite time, N.
Necessary condition for a system to
completely output controllable is that
output controllability matrix, P, should be of
rank p where p is the number of outputs.
The output equation is given by:

y (k ) Cx(k ) Du (k )

At k = N, we have:

y ( N ) Cx ( N ) Du ( N )

From the state transition equation, we have:

N 1

y ( N ) C G x ( 0) G
j 0

N j 1

Hu ( j ) Du ( N )

The above equation can modified as:

y ( N ) CG x(0)

N 1

CG
j 0

N j 1

Hu ( j ) Du ( N )

Writing the LHS of above equation in the


matrix form:

y ( N ) CG x(0)
N

u ( 0)
u (1)
N 1

(CG H ) (CH ) D

u ( N )

Output controllability matrix, P, is given


by:

P (CG

N 1

H ) (CH ) D

Rank of matrix P should be equal to


number of outputs for system to be

Observability

A system is said to be completely


observable, if for any initial time , k = 0,
state x(0) can be determined from the
0 k ofN the outputs y(k) and input
knowledge
u(k) for
where N is some
finite stage.
Theorem: The linear digital system is
completely
only' Nif1 the
'
'observable
'
' 2 ' if
'
L C G C (G ) C (G ) C
following n X p matrix is of rank n

Where n and p is dimensions of


vector x(k) and y(k) respectively.

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

And output equation becomes

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 )

When k assumes values from 1 to (N-1),


we get p(N-1) equation.
We have from output equation:
y ( M ) Cx ( M ) Du ( M )

Altogether we have pN linear algebraic


equations that can be put in a matrix
form as follows:

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

To determine x(M) from the last equation,


given y(M+k) and u(M+k) for k = 0, 1 , 2, . ,
(N-1), the (pN X n) matrix:

CG
2
CG


N 1
CG

must have n independent rows (assuming


that pN is greater than or equal to n ) .
The condition is equivalent to that matrix L
must have a rank n .

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

If a system is not completely controllable,


it can be decomposed into a controllable
and
a
completely
uncontrollable
subsystem.

Key to the controllableuncontrollable


decomposition is the transformation of A,
B, and C into suitably partitioned form:

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

Loss of controllability and


observability due to sampling
Sampling of a continuous time system gives a
discrete-time system with system matrices that
depend on the sampling period
When a continuous-time control system with
complex poles is discretized, the introduction of
sampling may impair the controllability and
observability of the resulting discrete system.
Pole-zero cancellation may take place in passing
from continuous-time domain to the discretetime domain.
Thereby the discrete system may lose
controllability and observability.

To get a controllable sampled system, it is


necessary that the continuous-time system is also
be controllable
Because it allowable control signals for the sample
system (piecewise constant signals) are a subset
of allowable control signals for the continuoustime system.
However it may happen that controllability is lost
for some sampling period.
The condition for unobservability are more
restricted in the continuous time system.
Because for example: the output has to be zero
over a time interval, while the sampled time
system output has to be zero only at the sampling
instants.

This conditions are called as hidden


oscillations.
The sampled system can thus be
unobservable even if corresponding
continuous-time system is observable.
Let consider the example of a harmonic
2
oscillator:
Y (s)

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

Thus State space representa tion can be :


0
0
A
; B ; C 1 0

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 )

Both controllability and observability is


lost for: T n , n 1,2,
2
T n , n 1,2,
Tos

Tos
T n
, n 1,2,
2

That is when sampling interval is half the


period of the oscillation of the harmonic
oscillator or an integer multiple of that
period.
Loss of controllability and observability
due to sampling only when the
continuous time system has oscillatory

A system, that was completely state


controllable and completely observable in
the absence of sampling, remains
completely
state
controllable
and
completely observable after introduction
of sampling,
if and only if, for every eigen-value (root
of the characteristic equation) for the
continuous-time
control system, the
Re i Re j
relation
Im i j

implies

2n

n 1, 2, 3,

Computation of state transition matrix (STM)

Given state equation of a discrete-time


system as:
x k 1 T G x(kT ) H u (kT )
y (kT ) C x (kT ) D u (kT )

The state transition matrix is obtain as


If the discrete system is obtained by
sampling of continuous-time
system,
k
AT k

STM

(
T
)

e
then STM will be given by:
kAT
At

e
( kT ) e

t kT

(1) Using Cayley-Hamilton theorem


(T )
Given the matrix
or G, as the case
may be, STM can be computed using
Cayley-Hamilton theorem.
The theorem states that every square
matrix must satisfy its own characteristic
equation.
Consider
characteristic
equation of
n
n the
1
n2
z an 1 z
an 2 z
a1 z a0 0
matrix G as
n 1

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

For any k > n, by repeatedly applying the


k
theorem,
G
can be eventually be expressed in
terms of G.
Second Method
We are concerned about finding
expression or value of functions which are
represented as a series
of then powers
2
n 1of a
f (G ) a0 I a1G a2G an G an 1G
matrix
Consider a matrix polynomial as:

f ( ) a0 a1 a2 2 an n an 1n 1
This can be computed by consideration of

Characteristic equation is given by


( ) I G 0

( ) 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

above eqaution can be written as :


f ( ) q ( ) ( ) g ( ).

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

2. Using the z-transform method of finding


STM
> STM
of matrix G can be expressed as:1
k
G inverse z transform of z zI G

) It involves the finding of inverse of (zIG), then applying inverse z-transform.


) For the second order systems, these
steps can be carried out with ease.
) For higher order systems, it become
tedious by hand calculation.

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)

Pre-multiply both side of equation (2) by


(zI + G)
2
2
2
( zI G ) z F ( zI G )(G F zG z I )
z F z GF zG F z G z I G F zG z G
3

z F z GF G F zG z G z I zG (GF zI )
3

Form equation (1), (GF zI ) zF , so we get :


z 3 F z 2GF G 3 F zG 2 z 2G z 3 I z 2GF
which reduced to :
z F G F zG z G z I
3

.....(3)

Looking at equation (1), (2), (3), one can generalize as :


z j F G j F zG j 1 z 2G j 2 z j 1G z j I
for j 1,2,3,4, , n

Thus, result of repeated pre-multiplying


by (zI + G), can be obtained by putting j
= 4, 5, , n to form to equation (4) to
equation
4
4 (n): 3
z F G F zG z 2G 2 z 3G z 3 I

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

Let the characteristics equation of G be


n
n 1
n2
as:
z an 1 z
an 2 z
a1 z a0 0
We modify the n equations obtained by
using
the (1)
coefficients
of both
the characteristic
Equation
is multiplied
sides by a1
equation
Equation as
(2)given:
is multiplied both sides by a
2

Equation (n - 1) is multiplied both sides by an1


Equation (n) is multiplied both sides by 1
We create (n 1) th equation as :
FF
Equation (n 1) th is multiplied both sides by a0

Thus, modified (n+1) equations as written


as:

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

The above equations can be summed on


the both sides to give:
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

Due to Cayley-Hamilton theorem, The


first term on the right-hand side of the
equation become a null matrix, which
n
n
lead to expression
of F as:
j
i j

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)

taking inverse Z - transform :


G 3I
GI
k
k
G
(

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

Pole Placement Design Using State


Feedback
If system is controllable and observable, the
poles of the closed-loop system be placed at
any desired locations by means of state
feedback through an appropriate statefeedback gain matrix.
Consider an open-loop system whose state
equation is given as:

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).

Aim is to design a control law:

u (k ) Fx(k )

where F is (1 X n) state-feedback gain matrix


such that it can place eigen-values of the
closed-loop system at desired location in zplane.
Let the desired
of ,the
z 1 ;location
z 2 ;
z closed-loop
n ;
poles be at:
The characteristic equation of open-loop
system is given
by:
n
n 1
n2

zI G z a1 z

a2 z

an 1 z an

Following are Four Methods to find the state


feedback Gain matrix F:

(1)Method-1 (Controllable Canonical Form


method)

Define Transformation matrix : Q SM ,

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

Rank of Matrix M should be equal to n .


Using the Transformation matrix Q , we
transform the representation of the
system from given state space to another
1
state space
domain
defined
by:
v(k ) Q x(k )

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 )

Pre- multiplying the state equation by


1
1
inverse
of
Q:
v(k 1) Q GQv(k ) Q Hu (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 )

Closed loop state equation becomes:

v(k 1) G H F v(k )

Characteristic equation of the closed-loop


system is given by:

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.

The closed loop system characteristics


equation becomes:

z
1

0
0
z

0
0

0
(an n ) (an 1 n 1 ) ( z a1 1 )

Which on simplification becomes:

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

Which when expended, we gets:

z 1 z
n

n 1

n 1 z n 0

Comparing the coefficients of like-powers


and finding
n , n 1 , n 2 2 , 1
as:
a ;
n

n 1 n 1 an 1 ;

1 1 a1
Using the inverse transformation, obtain

1
feedback gain matrix F
in the
x-domain.
FQ

Example: Determine a state feedback gain


matrix K such that system will have the closed
loop poles at:

z 0.9, 0.2 0.3 j

Given the open


0.2 matrices as:
0.5 loop0 system
1

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

Open loop system is an unstable system.


Open loop characteristics equation:

zI G z a1 z a2 z a3
3

zI G z 1.9 z 1.1z 0.206 0


3

Matrix is given by:

a2

M a1
1

a1
1
0

1
1.1

0 1.9
1
0

Transformation matrix: Q=SM

0.2
1 .2 1

0.06 0.3 0
0.53 1.5 1

1.9
1
0

0
0

System matrix in the new domain:

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
: 2
3

z (1.9 f 3 ) z (1.1 f 2 ) z (0.206 f1 ) 0

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

Comparing the coefficient of like-powers


(1in
.9 two
f ) equation:
1.3; (1.1 f ) 0.49; (0.206 f ) 0.117
3

Calculating
parameters
F f1 f 2 unknown
f 3 0.089
0.61 0f1,f2,f3:
.6
F in original

domain

F F Q 0.6333 0.333 0.033


1

Method 2: Ackermanns Formula


The
desired
closed
loop
characteristic equation is given:

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

Cayely-Hamilton Theorem states that W


satisfies its own characteristic equation.
Then

f (W ) W 1W
n

n 1

n 1W n I 0

Consider the following identities:

II
W G HF

... (1)
. ..(2)

W (G HF )
(G HF )(G HF )
2

G GHF HFG HFHF


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 HF )(G GHF HFG HFHF )


2

G G HF GHFG GHFHF HFG ...


... HFGHF HFHFG HFHFHF
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

Multiplying the above (n+1) equations by

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

and adding the LHS and RHS of above


(n+1) equation, we get:

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 )

Writing in terms of closed loop system


characteristics equation and express the
rest term as factor of H, GH, G2H:

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 ).

Writing the above equation in matrix


form:
f (W ) f (G )

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

Since we have f(W) = 0 and since system


is controllable controllability matrix, S is
of rank n and so its inverse exist. So
n 1
we
can
write:
( F FW FW )

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

Pre-multiply both side by

We get:

F 0 0 0 1 S f (G )
1

This expression for finding the matrix,F is


commonly called as Akermanns formula.
Example: Taking previous problem:
Closed
loop
system
characteristics
equation can also made with desired
closed loop Eigen-value:
f ( z ) ( z 0.9)( z 0.2 0.3 j )( z 0.2 0.3 j )
f ( z ) z 3 1.3 z 2 0.49 z 0.117

Finding

the

value

of

closed

loop

f (G ) G 3 1.3G 2 0.49G 0.117 I


0.066
f (G ) 0.087
0.018

0.012
0.079
0.0230

0.014
0.0360
0.059

Inverse of controllability matrix:


S

1.8148

6.2963
3.7037

0.4815
2.9630
3.7037

2.8148

6.2963
3.7037

Then by Ackermanns formula

F 0 0 1 S 1 f (G ) 0.6333 0.333 0.033

Method-3 (Eigen-vector method)


1 , 2 , , n
if desired Eigen-values
are distinct, then desired state feedback
gain matrix , K can be found by:

F 1 1 1 11 2 n 1 n

where i satisfy equation :

i (G i I ) H ; i 1,2,, n.
1

is the Eigen-vectors of the matrix (G


i
HF) that is
satisfy
the)equation:
(G HF

i i

Method-4 (Direct Calculation method)


If the order of system is low, substitute:

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

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