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for control system design

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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.

The most general state space representation of a linear system with p inputs, q outputs and n state variables is written in the following form:

where ; , , , , . is called the "state vector", control) vector", is called the "output vector", is called the "input (or is the "output ; ;

matrix", and is the "feedthrough (or feedforward) matrix". For simplicity, is often chosen to be the zero matrix, i.e. the system is chosen not to have direct feedthrough. Notice that in this general formulation all matrices are supposed to be time-variant, i.e. some or all their elements can depend on time. The time variable t can be a "continuous" one (i.e. ) or a discrete one (i.e. ): in the latter case the time variable is usually indicated as k. Depending on the assumptions taken, 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

Stability and natural response characteristics of a system can be studied from the eigenvalues of the matrix A. The stability of a time-invariant state-space model can easily be determined by looking at the system's transfer function in factored form. 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, . The roots of this polynomial (the eigenvalues) yield the poles in the system's transfer function. These poles can be used to analyze whether the system is asymptotically stable or marginally stable. An alternative approach to determining stability, which does not involve calculating eigenvalues, is to analyze the system's Lyapunov stability. The zeros found in the numerator of can similarly be used to determine whether the system is minimum phase. The system may still be inputoutput stable (see BIBO stable) even though it is not internally stable. This may be the case if unstable poles are canceled out by zeros.

[edit] Controllability

Main article: Controllability Thus state controllability condition implies that it is possible - by admissible inputs - to steer the states from any initial value to any final value within some time window. 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. The observability and controllability of a system are mathematical duals. A continuous time-invariant state-space model is observable if and only if

The "transfer function" of a continuous time-invariant state-space model can be derived in the following way: First, taking the laplace transform of

yields

, giving

with respect to

, giving

Clearly must have q by p dimensionality, and thus has a total of qp elements. So for every input there are q transfer functions with one for each output. This is why the state-space

representation can easily be the preferred choice for multiple-input, multiple-output (MIMO) systems.

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, single-input, single-output system)): Given a transfer function, expand it to reveal all coefficients in both the numerator and denominator. This should result in the following form:

. The coefficients can now be inserted directly into the state-space model by the following approach:

. This state-space realization is called controllable canonical form because the resulting model is guaranteed to be controllable. The transfer function coefficients can also be used to construct another type of canonical form

. This state-space realization is called observable canonical form because the resulting model is guaranteed to be observable.

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