State Variable Description of LTI systems

Eytan Modiano

Eytan Modiano
Slide 1
 Learning Objectives

Understand concept of a state

Develop state-space model for simple LTI systems

RLC circuits
Simple 1st or 2nd order mechanical systems
Input output relationship

Develop block diagram representation of LTI systems

Understand the concept of state transformation

Given a state transformation matrix, develop model for the
transformed system

Eytan Modiano
Slide 2
 The State of a System

The state of a system is the minimum information needed about

the system in order to determine its future behavior
Given the state at time t0, and input up to time t > t0; can determine the
output for time t.

State Variables
Set of variables of smallest possible size that together with any input
to the system is sufficient to determine the future behavior (I.e.,
output) of the system.

Each state variable has memory

E.g., voltage in capacitor
Each state variable has an initial condition
E.g., its state at time t0

State variables are typically associated with energy storage

State vector: vector of state variables

Eytan Modiano
Slide 3
 Example: RLC circuit

R e1
dv "
ic !!ic = C $ dv V (t)
+ ! dt # & =!
V(t) dt RC
C
!ic = !V / R $%
-

V (t) = V (0)e!t / RC
V(t) is the state of the system at time t V(t)
Initial condition - V(0) is the voltage
across the capacitor at time 0
V(0)
If we know v(t) at any time t, we know it
for all future time
No input in this case
t

Eytan Modiano
Slide 4
 State Variables

In electric circuits, the energy storage devices are the capacitors and
inductors
They contain all of the state information or memory in the system
State variables:
Voltage across capacitors
Current through inductors

In mechanical systems, energy is stored in springs and masses

State variables
Spring displacement
Mass position and velocity

Example Single mass M, moving in one dimension (x), under force F

State variables (x1, x2)
x1 = mass position
x2 = velocity
x1 = x ! x!1 = x2
"$
x2 = x! # x!2 = !!
x=F/M

F M F = M!!
x
Eytan Modiano
Slide 5 Position (x)
 State Equations

State equations
! ! x1 $
in matrix form:
x = # & ,!!input :!u = F / M
" x2 %
State!equations :! x" = Ax + Bu

! x"1 $ ! 0 1 $ ! x1 $ ! 0 $
# x" & = # 0 0 & # x & + # 1 & F / M
" 2% " %" 2% " %
! x1 $
Output equations: y = [1 0 ] # &
suppose output is y=x1 (position)
" x2 %
General form of state equations: x! = Ax + Bu
y = Cx + Du
We will focus (to start) mainly on homogeneous case: x! = Ax
Eytan Modiano
Slide 6
 General form of state equations

In general a system can have

n states, state vector X(t), m inputs, u(t), and l outputs, y(t)

! x1 (t) $ ! u1 (t) $ ! y1 (t) $

! ! !
X(t) = # " & ,!!!U(t) = # " & ,!!Y (t) = ## " &&
# & # &
#" xn (t) &% #"un (t) &% #" yn (t) &%
The state and output equations can be written as:
" " "
X! = AX + BU
" " "
Y = CX + DU

A,B,C,D are constant matrices

A is an nxn system dynamics matrix
B is an nxm input matrix
C is an lxn matrix relating states to outputs
D is an lxm matrix relating inputs to outputs
Eytan Modiano
Slide 7
 Why the state-space approach?

Very general approach to describe Linear time-invariant (LTI)

systems
Rich theory describing the solutions
Simplifies analysis of complex systems with multiple inputs and
outputs
Approach is central to modern control

History of state-space approach

State-space approach to control system design was introduced in the
1950s
Up to that point classical control used root-locus or frequency response
methods (more in 16.060)
New approach was named modern control and still have that name

Related state space approach to describing differential equations is

over 100 years old

Eytan Modiano
Slide 8
 Block Diagram Representation

Integrator block diagram

t
x(t) $"#
x(! )d!

dx(t)
= ax(t) + bu(t) x(t) - state variables
dt
t u(t) - inputs
x(t) = $
"#
ax(! ) + bu(! )d!

System block diagram

!
x(t) x(t)
u(t) b + x(t)
x(t) ! integrator!output
a ! ! integrator!input
x(t)
Eytan Modiano
Slide 9 State is fed-back into the system ! = ax(t) + bu(t)
x(t)
 General system block diagram

" " "

X! = AX + BU
" " "
Y = CX + DU

d
" !
!
x(t) x(t) !
u(t) b + c + y(t)

Force-mass example: x1 = x ! x!1 = x2

"$
x2 = x! # x!2 = !!
x = x!1 = F / M

x!2 (t) x2 (t) = x!1 x1 (t)

F 1/M
Eytan Modiano
Slide 10
 State Transformation

The state variable description of a system is not unique

Different state variable descriptions are obtained by state transformation

New state variables are weighted sum of original state variables
Changes the form of the system equations, but not the behavior of the system

Some examples: original system ~ x1(t), x2(t)

Transformed systems ~ z1(t), z2(t)

(1) z1(t) = x2(t), z2(t)=x1(t)

(2) z1(t) = x1(t)+x2(t), z2(t)=x2(t)
(3) z1(t) = 2x1(t) - x2(t), z2(t) = x1(t)+2x2(t)

State transformation can simplify system description and analysis

Eytan Modiano
Slide 11
 State Transformation, continued

! "
In general, we can transform x to a new state vector x! by,
" "
x! = Tx
Where T is the state transformation matrix
! "
Relationship between x and x! must be one-to-one (i.e., the
mapping must be invertible)
T must be non-singular
T-1 must exist

original!system :!!!!! x! = Ax + Bu
Transformed!system :! x" = Tx ! x"! = Tx! = TAx + TBu
! x"! = TAT "1 x + TBu!!(recall :!!x = T "1 x" )
!! A" = TAT "1 ,!!! B" = TB
!! x"! = Ax
" + Bu
"
Eytan Modiano
Slide 12
 State Transformation (example)

Try to write down the state Original!system:!!! x! = Ax + Bu

equations explicitly
" !1 4 % "2 %
A=$ ' ,!!!B = $ '
Notice that the state # 4 1& #4 &
transformation is a linear
combination of the original State!transformation:
system states
!x1 + x2 x1 + x2
x"1 = ,! x" 2 =
Notice that the new 2 2
1 " !1 1% " !1 1%
transformed system has a
!1
much simpler (to
understand) structure
T= $ ' ,!!T = $ '
2 # 1 1& # 1 1&
Two Decoupled first order
differential equations
" !1 " !5 0 % " "1 %
The system is still the A = TAT = $ ' ,!! B = TB = $ '
same - just the description
is simpler
# 0 3& # 3&
x"!1 = !5 x"1 + u
Eytan Modiano
x"!2 = 3x" 2 + 3u
Slide 13
 State variable description of RLC circuits

y(t) e1 e2
i1 R2 i2 d
R1
+ + i1 (t) = C1 v1 (t)
+
u(t) - v1 C1 C2 v2 dt
- - d
i2 (t) = C2 v2 (t)
dt
Input: voltage source ~ u(t)
System state: capacitor voltages ~ v1(t), v2(t)
Output: current through resistor R1 ~ y(t)
Node equations:

v1 ! u(t) v1 ! v2 dv1 v2 ! v1 u(t) ! v1

e1 :!! + i1 + =0" = !
R1 R2 dt C1 R2 C1 R1
v2 ! v1 dv2 v2 ! v1 v1 ! v2
e2 :!! + i1 = 0 " =! =
Eytan Modiano
R2 dt C2 R2 C2 R2
Slide 14
 Example, continued

" 1 1 % 1 1
v!1 = !v1 $ + ' + v2 + u(t)
# C1 R1 C1 R2 & C1 R2 C1 R1
1 1
v!2 = !v2 + v1
C2 R2 C2 R2

( 1 1 1 +
*! C R ! C R C1 R2 - ( 1 +
V! = *
1 1 1 2
- V + * C1 R1 - u(t)
* 1 1 - * -
* ! - *) 0 -,
) C2 R2 C2 R2 ,

u(t) ! v1 ( !1 + (1+
y(t) = .Y = * 0 - V + * - u(t)
Eytan Modiano
Slide 15
R1 ) R1 , ) R1 ,