) (
lim
0
If the time increment
t
is chosen small enough, the derivative
can be replaced by the approimate epression
t
t y t t y
dt
dy
) ( ) (
(10.1!)
"ssume that the righthand side of (10.11) remains constant
over the time interval
) , ( t t t +
, and replace (10.11) by the
follo#ing approimation$
) (
) ( ) (
t ry
t
t y t t y
+
or
t t ry t y t t y + + ) ( ) ( ) (
(10.1%)
&his techni'ue for replacing a differential e'uation #ith a
difference e'uation is the (uler method.
('uation (10.1%) can be #ritten in more convenient form as
follo#s. "t the initial time o
t
, (10.1%) gives
t t ry t y t t y
o o o
+ + ) ( ) ( ) (
)et
t t t
o
+
1 . &hen
161
t t ry t y t t y + + ) ( ) ( ) (
1 1 1
&hat is, (10.1%) is applied successively at the instants k
t
, #here
k t t
k k
+
+1 , and #e can #rite in general
t t ry t y t y
k k k
+
+
) ( ) ( ) (
1 (10.1*)
It is convenient to introduce a time inde
k
such that
) (
k k
t y y
(10.10)
"ssume the righthand side to be constant over the interval
) , (
1 + k k
t t
and e'ual to the value
)1 ( ), ( 2
k k
t v t y f
. .ith the
approimation (10.1!), #e have the (uler method for (10.10).
)1 ( ), ( 2 ) ( ) (
1 k k k k
t v t y tf t y t y +
+ (10.13)
162
&his is easily programmed on a computer. &he values of
, ), ( , t t y t
o o
and any parameters in the functions
f
and
v
must
be read into the program along #ith a stopping criterion.
&he (uler method is the simplest algorithm for numerical
solution of a differential e'uation, but it usually gives the least
accurate results.
Example 10.1
Compare the eact solution and the (uler method using a step
si4e
1 . 0 t
for
1 ) 0 ( ,
y ty y
#here
1 0 t
&he (uler algorithm (10.13) for this model is
) ( ) 1 . 0 1 ( ) (
1 k k k
t y t t y +
+ (10.15)
For this case, the eact solution can be obtained by separating
variables and direct integration. First #e #rite
tdt
y
dy
(10.!1)
&he variable
y
is the integral of
v
, or
+
+
+
1
1
) ( ) ( ) (
k
k
t
t
k k
d v t y t y
(10.!!)
&he trape4oidal formula is$
[ ] ) ( ) (
!
) (
1
1
k k
t
t
t v t v
t
d v
k
k
+
+
(10.!%)
#here k k
t t t
+1 . <ubstituting this into (10.!!) and omitting the
subscript notation gives$
[ ] ) ( ) 1 (
!
) ( ) 1 ( k v k v
t
k y k y + +
+ +
(10.!*)
#here
) (k y
stands for
) (
k
t y
, etc. ('uation (10.!*) is the
recursive algorithm that implements the integration in (10.!!)
via the trape4oidal formula and therefore solves (10.!1)
numerically.
166
&he difference bet#een the (uler and trape4oidal integration
methods is sho#n in Figure 10.1. &he shaded area represents the
approimation to the integral
+1
) (
k
k
t
t
d v
=oth methods use a rectangle of #idth
t
. &he (uler method
ta,es the height of the rectangle to be
) (
k
t v
and approimates
the integral as$
+
1
) ( ) (
k
k
t
t
k
t tv d v
>n the other hand, the trape4oidal method ta,es the rectangle?s
height as the average value
@ v
of
) (
k
t v
and
) (
1 + k
t v
and
approimates the integral #ith (10.!%)
167
Figure 10.1 Comparison of the (uler and trape4oidal integration
approimations. &he shaded area represents the approimation
to the integral. (a) (uler. (b) &rape4oidal.
redictor!corrector methods
"s can be seen from Figure 10.1, the (uler method can have
serious deficiency in problems, #here the variables are rapidly
changing, because the method assumes the variables are
constant over the time interval
t
. "s a result, its truncation
error can be sho#n to be the order of
!
) ( t
.
>ne #ay of improving the method #ould be by using a better
approimation to the righthand side of the model
168
) , , ( t v y f
dt
dy
(10.!+)
#here
v
is the input function. &he (uler approimation is
[ ]
k k k k k
t t v t y f t t y t y ), ( ), ( ) ( ) (
1
+
+ (10.!)
<uppose instead #e use the average of the righthand side of
(10.!+) on the interval
) , (
1 + k k
t t
. &his gives
) (
!
) ( ) (
1 1 + +
+
+
k k k k
f f
t
t y t y
(10!.0)
#here
[ ]
k k k k
t t v t y f f ), ( ), (
(10.!3)
#ith a similar definition for 1 + k
f
. ('uation (10.!0) is
e'uivalent to integrating (10.!+) #ith trape4oidal rule.
&he difficulty #ith (10.!0) is that 1 + k
f
cannot be evaluated
until
) (
1 + k
t y
is ,no#n, but this is precisely the 'uantity being
sought. " #ay out of this difficulty is by using the (uler
formula (10.!) to obtain a preliminary estimate of
) (
1 + k
t y
. &his
estimate is then used to compute 1 + k
f
for the use in (10.!0) to
obtain the re'uired value
) (
1 + k
t y
.
&he notation can be changed to clarify the method. )et 1 + k
x
be
the estimate of
) (
1 + k
t y
obtained from the (uler formula (10.!).
&hen, by omitting the k
t
notation from the other e'uations, #e
obtain the follo#ing description of the predictorcorrector
process.
169
Euler predictor:
) , , (
1 k k k k k
t v y f t y x +
+ (10.!5)
Trapezoidal corrector:
[ ] ) , , ( ) , , (
!
1 1 1 1 + + + +
+
+
k k k k k k k k
t v x f t v y f
t
y y
(10.!10)
&his algorithm is sometimes called the modified (uler method.
/o#ever, note that any algorithm can be tried as a predictor or a
corrector. &hus many methods can be classified as predictor
corrector, but #e #ill limit our treatment to the modified (uler
method. &he truncation error for this method is of the order of
%
) ( t
, a significant improvement over the
!
) ( t
error of the
basic (uler method.
For purposes of comparison #ith the :unge;utta methods to
follo#, #e can epress the modified (uler method as$
) , , (
1 k k k
t v y f t g
(10.!11)
) , , (
1 1 !
t t v g y f t g
k k k
+ +
+ (10.!1!)
) (
!
1
! 1 1
g g y y
k k
+ +
+ (10.!1%)
170
Example 10.2
Ase the modified (uler method #ith
1 . 0 t
to solve the
e'uation
1 ) 0 ( , y ty
dt
dy
up to time
0 . 1 t
.
<olution$
/ere, the e'uations for the algorithm become
k k k k
y t t y x
1
+
+
) (
!
1 1 1 + + +
+
+
k k k k k k
x t y t
t
y y
>n the first step,
, 1 , 0 , 0
0 0
y k t
and
1 ) 0 ( 1 . 0 1
1
+ x
00+ . 1 ) 1 . 0 0 ( 0+ . 0 1
1
+ + y
>n the second step,
, 1 , 1 . 0
1
k t
and
01+0+ . 1 )1 00+ . 1 ( 1 . 0 2 1 . 0 00+ . 1
!
+ x
0!010++ . 1 )1 01+0+ . 1 ( ! . 0 ) 00+ . 1 ( 1 . 0 2 0+ . 0 00+ . 1
!
+ + y
&he results are sho#n in the follo#ing table rounded to si
figures along #ith the analytical solution (see (ample 10.1). It
can be seen that the modified (uler method gives very accurate
results for this problem. Its performance here is much superior
to the basic (uler method.
k
t
k
y
(act Bodified (uler
0 1 1
0.1 1.00+01 1.00+00
0.! 1.0!0!0 1.0!013
1 1.*30! 1.*033
Corrector e'uation (10.!10) can also be used more than once
on each
t
interval in order to increase the accuracy. For
eample, the refined estimate 1 + k
y
from (10.!10) can be used to
171
replace 1 + k
x
on the righthand side of that e'uation in order to
get an improved estimate of 1 + k
y
. &his is repeated until the
desired accuracy is achieved8 then the net
t
interval is treated
the same #ay. /o#ever, this modification obviously increases
the compleity of the programming.
"unge!#utta methods
&he &aylor series representation forms the basis of several
methods for solving differential e'uations, including the :unge
;utta methods. &he &aylor series may be used to represent the
solution
) ( t t y +
in terms of
) (t y
and its derivatives as follo#s.
... ) ( ) (

1
) ( ) (
!
1
) ( ) ( ) (
% !
+ + + + +
t y t t y t t y t t y t t y
(10.!1*)
&he re'uired derivatives are calculated from the differential
e'uation. For an e'uation of the form
) , ( y t f
dt
dy
(10.!1+)
these derivatives are
) , ( ) ( y t f t y
dt
df
t y
) (
etc. , ) (
!
!
dt
f d
t y
(10.!1)
#here (10.!1+) is to be used to epress the derivatives in terms
of only
) (t y
. If these derivatives can be found, (10.!1*) can be
used to march for#ard in time. In practice, the high order
derivatives can be difficult to calculate, and the series (10.!1*)
is truncated at some term. &he number of terms ,ept in the
series thus determines its accuracy. If terms up to and including
172
n
th
derivative of
y
are retained, the truncation error at each step
is of the order of the first term droppednamely,
1
1 1
)C 1 (
) (
+
+ +
+
n
n n
dt
y d
n
t
(10.!10)
sometimes the closedform epression for the series can be
recogni4ed. For eample, consider the e'uation
0 ,
!
<
a ay y
&he derivatives re'uired for the series are
% !
! ! y a y ay y
* % ! !
  y a y y a y
.
.
.
1
) 1 (
+
+
n n
n
n
y a n
dt
y d
<ubstituting these into (10.!1*) gives
... ) ( ) ( ... ) ( ) (
... ) ( ) ( ) ( ) ( ) ( ) ( ) (
1 * %
* % % ! !
+ + + +
+ + + + +
+
t y t a t y t a
t y t a t y t a t ty a t y t t y
n n
&he closedform epression can be recogni4ed by multiplying
by
t a
to obtain
[ ]
) ( 1
) (
) ( ) (
1
t ty a
t y t a
t y t a t t y t a
i
i
&hus,
173
) ( 1
) (
) (
t y t a
t y
t t y
+
(10.!15)
<ince #e have not truncated the series, no approimation errors
have been introduced, and (10.!15) is eact for any
t
.
.hile fe# problems can be solved eactly #ith the &aylor
series, the preceding eample serves to illustrate the po#er of
the method. Its chief difficulty is the need to compute higher
order derivatives. For this reason, the :unge;utta methods
#ere developed. &hese methods use several evaluations of the
function
) , ( t y f
in a #ay that approimates the &aylor series.
&he number of terms in the series that is duplicated determines
the order of the :unge;utta method. &hus, a fourthorder
:unge;utta algorithm duplicates the &aylor series through the
term involving
*
) ( t
.
Development o$ the second!order algorithm
.e no# demonstrate the development of the :unge;utta
algorithms for the secondorder case. For notational
compactness, #e replace the step si4e
t
#ith
h
. &hus
h t t
k k
+
+1 . "lso, let the subscript
k
denote evaluation at time k
t
.
&runcating (10.!1*) beyond the secondorder term and using
(10.!+) gives$
k k k k k k k
dt
df
h hf y y h y h y y ) (
!
1
!
1
! !
1
+ + + +
+
=ut
f
y
f
t
f
dt
dy
y
f
t
f
dt
df
174
In simpler notation,
y
f
denotes
y
f
, and t
f
denotes
t
f
. &hus,
f f f
dt
df
y t
+
and
k y t k k k
f f f h hf y y ) (
!
1
!
1
+ + +
+ (10.!!0)
&he secondorder :unge;utta methods epress 1 + k
y
as
! ! 1 1 1
g w g w y y
k k
+ +
+ (10.!!1)
#here 1
w
and !
w
are constant #eighting factors, and
) (
1 k k
y t hf g +
(10.!!!)
) , (
!
hfk y h t hf g
k k
+ +
(10.!!%)
for constant
and
(10.!!5)
Comparison #ith the &aylor series yields eight e'uations for the
ten parameters. &hus, t#o parameters can be chosen in light of
other considerations. &hree common choices are as follo#s.
176
1. Gill's method. &his choice minimi4es the number of memory
locations re'uired to implement the algorithm and thus is #ell
suited for programmable calculators.
! 6 1 1
! 6 1 8 ! 6 1 1
1 8 ! 6 1
8 % 6 ) ! 6 1 1 ( 8 % 6 ) ! 6 1 1 ( 8  6 1
%
% !
% ! 1
% ! * 1
+
+
w w w w
(10.!%0)
2. Ralston's method. &his choice minimi4es a bound on the
truncation error.
0+05+1 . % 8 1+30+5* . 0 8 3%!3*0 . %
1 8 *++0%0!+ . 0 8 * . 0
10113*03 . 0 8 !0++%+0 . 1 8 ++1*30 . 0 8 10*00!3 . 0
% ! %
% ! 1
* % ! 1
w w w w
(10.!%1)
&. lassical method. &his method reduces to <impson?s rule for
integration if
f
is a function of only
t
.
1
0 , ! 6 1 8 ! 6 1
, % 6 1 8  6 1
% %
% ! ! 1
% ! * 1
w w w w
(10.!%!)
177
Example 10.3
Ase the classical :unge;utta parameter values (10.!%!) #ith a
step si4e
1 . 0 t h
to solve
1.0 to up 1 ) 0 ( ,
t y ty y
&he algorithm for the classical parameter value is
1 ) 1 0 1 ( 0 , 2
1 )
!
1
!
1
(
!
1
,
!
1
2
)
!
1
,
!
1
(
) , (

1
%
1
%
1

1
1 % ! *
1 ! %
1 !
1
* % ! 1 1
g g g y h t hf g
g g y h t hf g
g y h t hf g
y t hf g
g g g g y y
k k
k k
k k
k k
k k
+ + + +
+ + +
+ +
+ + + +
+
For the given problem,
ty f
. For the first iteration,
1 , 0 , 0
0 0
y t k
and
0100+01!+ . 0 ) 00+01!+ . 0 1 )( 1 . 0 0 ( 1 . 0
00+01!+ . 0 ) 00+ . 0
!
1
1 )( 0+ . 0 0 ( 1 . 0
00+ . 0 ) 0
!
1
1 )( 0+ . 0 0 ( 1 . 0
0 ) 0 ( 1 . 0
*
%
!
1
+ +
+ +
+ +
g
g
g
g
&hus,
00+01!+!1 . 1 ) 0100+01!+ . 0 (

1
) 00+01!+ . 0 (
%
1
) 00+ . 0 (
%
1
0

1
1 ) 1 . 0 (
1
+ + + + y y
&his ans#er agrees #ith the eact solution
) ! 6 ep(
!
t
. &he rest of
the solution is as follo#s.
t
0.1 0.! 0.5 1.0
) (k y
1.00+01!+!1 1.0!0!01%* 1.*55%0!%! 1.*30!1000
&he eact solution at
0 . 1 t
, to ten figures, is 1.*30!1!01. &he
numerical solution is correct to seven figures.
178
10.& Conversion to state varia'le $orm
&here are several #ays of converting a model to state variable
form. If the variables representing the energy storage in the
system are chosen as the state variables, the model must then be
manipulated algebraically to produce the standard state variable
form. &he re'uired algebra is not al#ays obvious. /o#ever, #e
note here that the model
1
]
1
) ( , ,... , ,
1
1
t v
dt
y d
dt
dy
y t f
dt
y d
n
n
n
n
(10.%1)
#ith the input
) (t v
can al#ays put into state variable form by
the follo#ing choice of state variables$
1
1
!
1
n
n
n
dt
y d
x
dt
dy
x
y x
(10.%!)
&he resulting state model is$
[ ] ) ( , ,..., , ,
! 1
1
%
!
!
1
t v x x x t f x
x x
x x
x x
n
n
n
n
(10.%%)
&he numbering scheme is not uni'ue8 in fact, #e often find the
follo#ing state variable choice$
179
y y
dt
dy
y
dt
y d
y
dt
y d
y
n
n
n
n
n
n
1
!
!
!
1
1
1
(10.%*)
#hich gives the model
[ ]
1
! %
1 !
1 1 1
) ( , ,..., , ,
n n
n n
y y
y y
y y
t v y y y t f y
(10.%+)
Coupled higher order models
('uation (10.%1) is some#hat general in that it can be
nonlinear, but it does not cover all cases. For eample, consider
the coupled higher order model
) , , , , (
1
z z y y t f y
(10.%)
) , , , , (
!
z z y y t f z
(10.%0)
Choose the state variables as$
z x
z x
y x
y x
*
%
!
1
(10.%3)
&hen the state model is$
180
) , , , , (
) , , , , (
* % ! 1 !
*
*
%
* % ! 1 1
!
!
1
x x x x t f x
x x
x x x x t f x
x x
(10.%5)
State e(uations $rom trans$er $unctions
.e no# illustrate a method for using the transfer function to
rearrange the diagram so that state variables can be identified.
&he order of the system, and therefore the number of state
variables re'uired, can be found by eamining the denominator
of the transfer functions. If the denominator polynomial is of
order n, then n state variables are re'uired. Dhysical
considerations (integral causality) can be used to sho# that the
outputs of integration processes
) 6 1 ( s
can be chosen as state
variables.
&o illustrate ho# a state model can be derived from a transfer
function, consider the follo#ing firstorder model #ith
numerator dynamics$
1
1 0
) (
) (
) (
a s
! s !
s "
s #
s T
+
+
(10.%10)
#here the input is
u
and the output is
y
. Crossmultiplying and
reverting to the time domain, #e obtain
u ! u ! y a y
1 0 1
+ +
(10.%11)
"n alternative #ay of obtaining the differential e'uation is by
dividing the numerator and denominator of (10.%10) by
s
.
) (
) (
6 1
6
) (
1
1 0
s "
s #
s a
s ! !
s T
+
+
(10.%1!)
181
&he essence of the techni'ue is to obtain a 919 in the
denominator, #hich is then used to isolate
) (s #
. Cross
multiplying gives
[ ] ) ( ) ( ) (
1
) ( ) ( ) ( ) (
0 1 1
1
0
1
s " ! s # a s " !
s
s "
s
!
s " ! s #
s
a
s # + + +
&he term multiplying
s 6 1
is the input to an integrator8 the
integrator?s output can be selected as a state variable
x
. &hus,
[ ] [ ] ) ( ) ( ) (
1
) ( ) (
1
) (
) ( ) ( ) (
0 1 1 1 1 1
0
s " ! a s $ a s " !
s
s # a s " !
s
s $
s " ! s $ s #
+
or
u ! a ! x a x ) (
0 1 1 1
+
(10.%1%)
u ! x y
0
+
(10.%1*)
&he bloc, diagram is sho#n in Figure 10.!. Compare (10.%11)
#ith (10.%1%), and note that the derivative of the input does not
appear in the latter form.
Figure 10.! &he bloc, diagram for (10.%1%) and (10.%1*).
182
Eo#, consider the secondorder model for the mechanical
vibration problem. Its transfer function is$
k cs ms s %
s $
s T
+ +
!
1
) (
) (
) (
(10.%1+)
Fivide by
!
ms
to obtain a unity term.
!
!
6 6 1
6 1
) (
) (
) (
ms k ms c
ms
s %
s $
s T
+ +
Crossmultiply and rearrange to identify the integration
operators.
'
1
]
1
+
+
) ( ) (
1 1
) (
1
) (
1
) ( ) ( ) (
! !
s $
m
k
s %
m s
s $
m
c
s
s %
ms
s $
ms
k
s $
ms
c
s $
(10.%1)
Fefining the state variables as the outputs of the integrators, #e
see that
1
]
1
1
]
1
+
) ( ) (
1 1
) (
) ( ) (
1
) ( ) (
!
! 1
s $
m
k
s %
m s
s $
s $ s $
m
c
s
s $ s $
or
1
]
1
1
]
1
+
) ( ) (
1 1
) (
) ( ) (
1
) (
1 !
! 1 1
s $
m
k
s %
m s
s $
s $ s $
m
c
s
s $
Figure 10.%a is the bloc, diagram derived from these relations.
183
Figure 10.% &he bloc, diagram for the vibration model (10.%
1+). (a) Fiagram for the state model (10.%10) and (10.%13). (b)
Fiagram for the state model (10.%15) and (10.%!0).
&he corresponding state e'uations in standard form are$
! 1
1 x x
m
c
x +
(10.%10)
f
m
x
m
k
x
1
1
! +
(10.%13)
#here
x x
1 .
184
('uation (10.%1) can also be arranged as follo#s. )et
) ( ) (
) ( ) (
1 !
1
s s$ s $
s m$ s $
&hen
1
]
1
) ( ) ( ) (
1
) (
1 ! !
s $
m
k
s $
m
c
s %
s
s $
&hese relations give the diagram sho#n in Figure 10.%b. &he
resulting state model #ith
mx x
1 is
!
1 x x
(10.%15)
f x
m
c
x
m
k
x +
! 1
!
(10.%!0)
185
State varia'le models and numerator dynamics
&he general timeinvariant model #ith numerator dynamics can
be #ritten as$
0 1
1
1
0 1
1
1
...
...
) (
) (
a s a s a s a
! s ! s ! s !
s &
s #
n
n
n
n
n
n
n
n
+ + + +
+ + + +
(10.%!1)
Fividing the numerator and denominator by
n
n
s a
gives
n n
n
n n
n n
s s s
s s s
s &
s #
+ + + +
+ + + +
0
1
1
1
1
0
1
1
1
1
... 1
...
) (
) (
(10.%!!)
#here n i i
a ! 6
and n i i
a a 6
. &his gives
{ } ... ) ( ) ( 2 ) ( ) ( ) (
! !
1
1 1
1
0 0
!
! !
1
1 1
+ + +
+ +
+
+
s # s & s s # s & s s &
#'s()s &'s(*+ , ......
#'s()s &'s( *+ , 
#'s()s + &'s( , &'s(  #'s(
n n n n n
*n
*
n* n*
n n n
.e choose the output of each integrator
) 6 1 ( s
to be a state
variable. &hus,
)1 ( ) ( 2 ) (
.
.
.
)1 ( ) ( ) ( 2 ) (
)1 ( ) ( ) ( 2 ) (
) ( ) ( ) (
0 0
1
% ! !
1
!
! 1 1
1
1
1
s # s & s s $
s $ s # s & s s $
s $ s # s & s s $
s $ s & s #
n
n n
n n
n
+
+
+
(10.%!%)
Ase the first e'uation in (10.%!%) to eliminate G(s) in the
remaining e'uations. &hus,
) ( ) ( ) ( ) (
.
.
) ( ) ( ) ( ) ( ) (
) ( ) ( ) ( ) ( ) (
1 0 0 0
% 1 ! ! ! !
! 1 1 1 1 1
s $ s & s s$
s $ s $ s & s s$
s $ s $ s & s s$
n n
n n n n
n n n n
+
+
186
&his gives the differential e'uation set
1 0 0
% 1 !
!
! 1 1
1
!
1
x v x
x x v x
x x v x
n
n
n
n
n
+
+
(10.%!*)
#here
n i i i
(10.%!+)
1
x v y
n
+
(10.%!)
&he original initial conditions of the problem are given in terms
of
y
, as
. ), 0 ( ), 0 ( ), 0 ( etc y y y
('uations (10.%!*) and (10.%!) can
be used to find the relation bet#een
) 0 (
i
x
and ),... 0 ( ), 0 ( ), (
y y t v
From (10.%!), at
0 t
$
) 0 ( ) 0 ( ) 0 (
1
v y x
n
(10.%!0)
"lso, from the first e'uation in (10.%!*), #e have
v x x x
n n 1 1 1
1
!
+ (10.%!3)
187
Fifferentiating (10.%!) and substituting gives
v v v y y
v v y v y
v x v y x
n n n n
n n n n n
n n n
1 1 1
1 1 1
1 1 1 !
) (
+ +
+
+
Henerali4ing this procedure and denoting
i i
dt y d 6
by
) (i
y
gives
the result$
v v v v
y y y x
i n i n
i
n
i
n
i n
i
n
i
i
1 1
) ! (
1
) 1 (
1
) ! (
1
) 1 (
1 ... 2
...
+ +
+ + +
+ + +
(10.%!5)
#here
n i ,..., ! , 1
&hus the initial values
) 0 (
i
x
can be found from (10.%!5) given
the initial values of
), ( ), ( t v t y
and their derivatives. Interpreting
0 t
as e'uivalent to
0 t
, #e can ta,e 0 ... ) 0 ( ) 0 (
v v . In this
case (10.%!5) gives
) 0 ( ... ) 0 ( ) 0 ( ) 0 (
1
) ! (
1
) 1 (
y y y x
i n
i
n
i
i +
+ + +
(10.%%0)
&he transformation to state variable form is summari4ed in
&able 10.1
188
&able 10.1 " state variable form for numerator dynamics
For eample, consider
 + 10
! %
) (
) (
!
!
+ +
+ +
s s
s s
s &
s #
(10.%%1)
#here 0 for 0 ) ( and , 0 ) 0 ( , * ) 0 (
t t v y y . &he state model (10.%
!*) and (10.%!) is$
! 1
1 + . 0 !+ . 0 x x v x +
(10.%%!)
1
!  . 0 1* . 0 x v x
(10.%%%)
1
1 . 0 x v y +
(10.%%*)
&he initial conditions are, from (10.%%0),
* ) 0 ( ) 0 (
1
y x
(10.%%+)
189
5 ! 0 ) 0 ( + . 0 ) 0 ( ) 0 (
!
+ +
y y x (10.%%)
('uations (10.%%!)(10.%%*) are interpreted for
0 > t
. &hus,
from (10.%%*)(10.%%+), #e see that
* ) 0 ( 1 . 0 ) 0 ( + + + v y
. If
) (t v
is a unit step, then
1 ) 0 ( + v
and
1 . * ) 0 ( + y
.
190