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Discrete-Time State-Space

Equations
M. Sami Fadali
Professor of Electrical Engineering
UNR

1
Outline
• Discrete-time (DT) state equation from
solution of continuous-time state equation.
• Expressions in terms of constituent
matrices.
• Solution of DT state equation.
• Example.

2
Solution of State Equation
𝑡𝑓
𝒙 𝑡𝑓 = 𝑒 𝐴 𝑡𝑓 −𝑡0
𝒙 𝑡0 + න 𝑒 𝐴 𝑡𝑓 −𝜏
𝐵𝒖 𝜏 𝑑𝜏
𝑡0
• Obtain difference equation from the solution of
the analog state, over a sampling period 𝑇.
• Initial time 𝑡0 = 𝑘𝑇, and final time 𝑡𝑓 = 𝑘 + 1 𝑇
𝑘+1 𝑇
𝒙 𝑘 + 1 = 𝑒 𝐴𝑇 𝒙 𝑘 + න 𝑒𝐴 𝑘+1 𝑇−𝜏
𝐵𝒖 𝜏 𝑑𝜏
𝑘𝑇
𝒙 𝑘 = 𝒙 𝑘𝑇 = state vector at time 𝑘𝑇

3
Digital Control
• Piecewise constant inputs over a sampling
period.
𝒖 𝑡 =𝒖 𝑘 , 𝑘𝑇 ≤ 𝑡 < 𝑘 + 1 𝑇
• Move input outside the integral
𝒙 𝑘+1
𝑘+1 𝑇
= 𝑒 𝐴𝑇 𝒙 𝑘 + න 𝑒𝐴 𝑘+1 𝑇−𝜏
𝐵𝑑𝜏 𝒖 𝑘
𝑘𝑇

4
Simplify Integral
• Change of variable of integration
0, 𝜏 = 𝑘+1 𝑇
𝜆 = 𝑘 + 1 𝑇 − 𝜏, 𝜆 = ቊ
𝑇, 𝜏 = 𝑘𝑇
𝑑𝜆 = −𝑑𝜏
𝑘+1 𝑇 0
න 𝑒𝐴 𝑘+1 𝑇−𝜏
𝐵𝑑𝜏 = න 𝑒 𝐴𝜆 𝐵 −𝑑𝜆
𝑘𝑇 𝑇
𝑇
= න 𝑒 𝐴𝜆 𝐵𝑑𝜆
0
5
Discrete State-Space Equations

𝒙 𝑘 + 1 = 𝐴𝑑 𝒙 𝑘 + 𝐵𝑑 𝒖 𝑘 , 𝑘 = 0,1, …
𝑇
𝐴𝑑 = 𝑒 𝐴𝑇 , 𝐵𝑑 = න 𝑒 𝐴𝜏 𝐵𝑑𝜏
0
𝒚 𝑘 = 𝐶𝒙 𝑘 + 𝐷𝒖 𝑘
• Obtain 𝐴𝑑 using state-transition matrix of 𝐴
• Integrate to obtain 𝐵𝑑

6
State & Input Matrices
𝐴𝑑 = 𝑛 × 𝑛 discrete state matrix
𝐵𝑑 = 𝑛 × 𝑚 discrete input matrix
(same orders as their continuous counterparts).
• Discrete state matrix = state transition matrix of
the analog system evaluated at the sampling
period 𝑇.
• Properties of the matrix exponential: integral of
the matrix exponential for invertible matrix 𝐴
∫ 𝑒 𝐴𝑡 𝑑𝑡 = 𝐴−1 𝑒 𝐴𝑡 = 𝑒 𝐴𝑡 𝐴−1
𝐵𝑑 = 𝐴−1 𝑒 𝐴𝑇 − 𝐼𝑛 𝐵 = 𝑒 𝐴𝑇 − 𝐼𝑛 𝐴−1 𝐵
7
Constituent Matrices
• Use expansion of the matrix exponential in
terms of the constituent matrices.
• Eigenvalues of discrete state matrix related
to those of the analog system.
𝑛 𝑛

𝐴𝑑 = ෍ 𝑍𝑖 𝑒 𝜆𝑖𝑡 ൩ = ෍ 𝑍𝑖 𝑒 𝜆𝑖𝑇
𝑖=1 𝑡=𝑇 𝑖=1

8
Input Matrix 𝑛
𝑇 𝑇
𝐵𝑑 = න 𝑒 𝐴𝜏 𝐵𝑑𝜏 = න ෍ 𝑍𝑖 𝑒 𝜆𝑖 𝜏 𝐵𝑑𝜏
0 0 𝑖=1
𝑛 𝑇
𝐵𝑑 = ෍ 𝑍𝑖 𝐵 න 𝑒 𝜆𝑖 𝜏 𝑑𝜏
𝑖=1 0

• Scalar integrands: easily evaluate integral.


𝑛
1 − 𝑒 𝜆𝑖 𝑇
෍ 𝑍𝑖 𝐵 , 𝜆𝑖 ≠ 0
−𝜆𝑖
𝑖=1
𝐵𝑑 = 𝑛
1 − 𝑒 𝜆𝑖 𝑇
𝑍1 𝐵𝑇 + ෍ 𝑍𝑖 𝐵 , 𝜆1 = 0
−𝜆𝑖
𝑖=2
• Assume distinct eigenvalues (only one zero eigenvalue)
9
Discrete-time State-space
Representation
• Discrete state & output equation.
• Discrete-time state equation:
approximately valid for a general input
vector 𝒖 𝑡 provided that the sampling
period 𝑇 is sufficiently short.
𝒙 𝑘 + 1 = 𝐴𝑑 𝒙 𝑘 + 𝐵𝑑 𝒖 𝑘
• Output equation evaluated at time 𝑘𝑇
𝒚 𝑘 = 𝐶𝒙 𝑘 + 𝐷𝒖 𝑘

10
Example 7.15
• Obtain the DT state equations for the system of
Example 7.7
𝑥ሶ 1 0 1 0 𝑥1 0
𝑥ሶ 2 = 0 0 1 𝑥2 + 0 𝑢
𝑥ሶ 3 0 −10 −11 𝑥3 10
• for a sampling period T=0.01 s.
• Solution: From Example 7.7, the state-transition
matrix is
10 11 1 𝑒0 0 −10 −1 𝑒 −𝑡 0 1 1 𝑒 −10𝑡
𝑒 𝐴𝑡 = 0 0 0 + 0 10 1 + 0 −10 −10
10 9 90
0 0 0 0 −10 −1 0 100 100
11
Discrete state matrix
𝐴𝑑 = 𝑒 𝐴×0.01
10 11 1 𝑒0 0 −10 −1 𝑒 −0.01
= 0 0 0 + 0 10 1
10 9
0 0 0 0 −10 −1
0 1 1 𝑒 −10×0.01
+ 0 −10 −10
90
0 100 100
• Simplifies to
1.0 0.1 0.0
𝐴𝑑 = 0 0.9995 0.0095
0 0.0947 0.8954 12
Discrete-time Input matrix
1 − 𝑒 −10×0.01
𝐵𝑑 = 𝑍1 𝐵 0.01 + 𝑍2 𝐵 1 − 𝑒 −0.01 + 𝑍3 𝐵
10
0.01 10 −1 1 1 1 − 𝑒 −10×0.01
= 0 + 1 1 − 𝑒 −0.01 + −10
9 9 10
0 −1 100

1.622 × 10−6
• Simplifies to 𝐵𝑑 = 4.821 × 10−4
9.468 × 10−2

13
MATLAB
Obtain 𝐴𝑑 , 𝐵𝑑 , 𝐶, 𝐷 from 𝐴, 𝐵, 𝐶, 𝐷
» A=[1,2;3,4]; B=[0;1];C=[1,1]; D=0;
» p=ss(A, B, C, D); % State-space matrices
» pd = c2d(p,0.01)
% piecewise constant input (default)
Alternatively, use the MATLAB commands
» ad = expm(a * 0.05)
» bd = a\ (ad-eye(3) )* b
14
MATLAB Output
a=
x1 x2
x1 1.01 0.02051
x2 0.03076 1.041
b=
u1
x1 0.0001017
x2 0.0102
c=
x1 x2
y1 1 1
d=
u1
y1 0
Sampling time: 0.01
• Discrete-time model.
15
Solution of DT State-Space
Equation
• DT State Equation: state at time 𝑘 in terms
of the initial condition vector 𝒙 0 and the
input sequence 𝒖 𝑘 , 𝑘 = 0, 1, … , 𝑘 − 1.
𝒙 𝑘 + 1 = 𝐴𝑑 𝒙 𝑘 + 𝐵𝑑 𝒖 𝑘
• At 𝑘 = 0, 1, we have
𝒙 1 = 𝐴𝑑 𝒙 0 + 𝐵𝑑 𝒖 0
𝒙 2 = 𝐴𝑑 𝒙 1 + 𝐵𝑑 𝒖 1
2
= 𝐴𝑑 𝒙 0 + 𝐴𝑑 𝐵𝑑 𝒖 0 + 𝐵𝑑 𝒖 1

16
Solution by Induction 2−1

𝒙 2 = 𝐴2𝑑 𝒙 0 + ෍ 𝐴2−𝑖−1
𝑑 𝐵𝑑 𝒖 𝑖
𝑖=0
𝑘−1

𝒙 𝑘 = 𝐴𝑘𝑑 𝒙 0 + ෍ 𝐴𝑘−𝑖−1
𝑑 𝐵𝑑 𝒖 𝑖
𝑖=0
𝑘−1
𝑘−𝑘0
𝒙 𝑘 = 𝐴𝑑 𝒙 𝑘0 + ෍ 𝐴𝑘−𝑖−1
𝑑 𝐵𝑑 𝒖 𝑖
𝑖=𝑘0

• State-transition matrix for the DT system 𝐴𝑘𝑑 .


• State-transition matrix for time-varying DT system:
– not a matrix power
– dependent on both time k and initial time k0 .
• Solution=zero-input response+ zero-state response
17
Output Solution
• Substitute in output equation
𝒚 𝑘 = 𝐶𝒙 𝑘 + 𝐷𝒖 𝑘
𝑘−1

= 𝐶 𝐴𝑘𝑑 𝒙 0 + ෍ 𝐴𝑘−𝑖−1
𝑑 𝐵𝑑 𝒖 𝑖 + 𝐷𝒖 𝑘
𝑖=0

18
Z-Transform Solution of DT State
Equation
• z-transform the discrete-time state equation
𝑧𝑿 𝑧 − 𝑧𝒙 0 = 𝐴𝑑 𝑿 𝑧 + 𝐵𝑑 𝑼 𝑧
−1
𝑿 𝑧 = 𝑧𝐼𝑛 − 𝐴𝑑 𝑧𝒙 0 + 𝐵𝑑 𝑼 𝑧
−1
−1
1
𝑧𝐼𝑛 − 𝐴𝑑 𝑧 = 𝐼𝑛 − 𝐴𝑑
𝑧
= 𝐼𝑛 + 𝐴𝑑 𝑧 −1 + 𝐴2𝑑 𝑧 −2 + ⋯ + 𝐴𝑖𝑑 𝑧 −𝑖 + ⋯

19
Inverse z-transform
−1
• Inverse z-transform 𝑧𝐼𝑛 − 𝐴𝑑 𝑧
𝑧𝐼𝑛 − 𝐴𝑑 −1
𝑧 = 𝐼𝑛 + 𝐴𝑑 𝑧 −1 + ⋯ + 𝐴𝑖𝑑 𝑧 −𝑖 + ⋯
2 𝑖
Z −1
𝑧𝐼𝑛 − 𝐴𝑑 −1
𝑧 = 𝐼𝑛 , 𝐴𝑑 , 𝐴𝑑 , … , 𝐴𝑑 , …
𝑘 ∞
= 𝐴𝑑 𝑘=0

• Analogous to the scalar transform pair


𝑧 Z 𝑘 ∞
՞ 𝑎𝑑 𝑘=0
𝑧 − 𝑎𝑑
20
Matrix Inversion
• Evaluate using the Leverrier algorithm.
• Partial fraction expansion then multiply by 𝑧.
−1
𝑎𝑑𝑗 𝑧𝐼 − 𝐴𝑑
𝑧𝐼 − 𝐴𝑑 𝑧 = 𝑧
det 𝑧𝐼 − 𝐴𝑑
𝑃0 𝑧 + 𝑃1 𝑧 2 + ⋯ + 𝑃𝑛−1 𝑧 𝑛
=
𝑎0 + 𝑎1 𝑧 + ⋯ + 𝑎𝑛−1 𝑧 𝑛−1 + 𝑧 𝑛
𝑛 𝑛
𝑧 𝑘 𝑘
=෍ 𝑍𝑖 , 𝐴𝑑 = ෍ 𝑍𝑖 𝜆𝑖
𝑧 − 𝜆𝑖
𝑖=1 𝑖=1

21
DT State Matrix
𝑛 𝑛

𝐴𝑑 = ෍ 𝑍𝑖 𝜆𝑖 = ෍ 𝑍𝑖 𝐴 𝑒 𝜆𝑖 𝐴 𝑇

𝑖=1 𝑖=1
• Parentheses: pertaining to the CT state matrix 𝐴.
• Equality for any sampling period 𝑇 and any matrix 𝐴
𝑍𝑖 = 𝑍𝑖 𝐴
𝜆 𝑖 = 𝑒 𝜆𝑖 𝐴 𝑇
• Same constituent matrices for DT state matrix & CT
state matrix A
• DT eigenvalues are exponential functions of the CT
eigenvalues times the sampling period.
22
Zero-state Response
𝒙𝑍𝑆 𝑡 = 𝑧𝐼𝑛 − 𝐴𝑑 −1 𝑧 𝑧 −1 𝐵𝑑 𝑼 𝑧
• Known inverse transform for . term.
• Multiplication by 𝑧 −1 : delay by 𝑇.
Convolution theorem: inverse of product is the
convolution summation
𝑘−1 𝑛

𝒙𝑧𝑠 𝑘 = ෍ 𝐴𝑘−𝑖−1
𝑑 𝐵𝑑 𝒖 𝑖 , 𝐴𝑘𝑑 = ෍ 𝑍𝑗 𝑒 𝜆𝑗 𝐴 𝑘𝑇

𝑖=0𝑘−1 𝑛 𝑗=1

𝒙𝑧𝑠 𝑘 = ෍ ෍ 𝑍𝑗 𝑒 𝜆𝑗 𝐴 𝑘−𝑖−1 𝑇
𝐵𝑑 𝒖 𝑖
𝑖=0 𝑗=1
23
Alternative Expression
𝑘−1 𝑛

𝒙𝑧𝑠 𝑘 = ෍ ෍ 𝑍𝑗 𝑒 𝜆𝑗 𝐴 𝑘−𝑖−1 𝑇
𝐵𝑑 𝒖 𝑖
𝑖=0 𝑗=1

• Change the order of summation


𝑛 𝑘−1

𝒙𝑧𝑠 𝑘 = ෍ 𝑍𝑗 𝑒 𝜆𝑗 𝐴 𝑘−1 𝑇
෍ 𝐵𝑑 𝒖 𝑖 𝑒 −𝜆𝑗 𝐴 𝑖𝑇

𝑗=1 𝑖=0

• Useful when the 𝑖 summation has a closed form.

24
Example 7.16
0 1 0
𝒙ሶ = 𝒙+ 𝑢
−2 −3 1
(a) Solve the state equation for a unit step input
and the initial condition vector 𝒙 0 = 1 0 𝑇
(b) Use the solution to obtain the discrete-time
state equations for a sampling period of 0.1s.
(c) Solve the discrete-time state equations with
the same initial conditions and input as in (a)
and verify that the solution is the same as that
of (a) evaluated at multiples of the sampling
period 𝑇.
25
Solution
(a)The resolvent matrix
𝑠+3 1
−1
𝑠 −1
Φ 𝑠 = = 2 −2 𝑠
2 𝑠+3 𝑠 + 3𝑠 + 2
1 0 3 1
𝑠+
= 0 1 −2 0
𝑠+1 𝑠+2
• Partial fraction expansions
3 1 1 3 1 1 −1
= +
−2 0 𝑠 + 1 𝑠 + 2 −2 0 𝑠 + 1 𝑠 + 2
1 0 𝑠 1 0 −1 2
= +
0 1 𝑠+1 𝑠+2 0 1 𝑠+1 𝑠+2 26
State-transition Matrix
1 0 3 1
𝑠+
Φ 𝑠 = 0 1 −2 0
𝑠+1 𝑠+2
1 0 3 1 1 0 3 1
− + 2 −
= 0 1 −2 0 + 0 1 −2 0
𝑠+1 𝑠+2
2 1 −1 −1
= −2 −1 + 2 2
𝑠+1 𝑠+2
2 1 −𝑡 −1 −1 −2𝑡
𝜙 𝑡 = 𝑒 + 𝑒
−2 −1 2 2
27
Zero-input Response
𝒙𝑍𝐼 𝑡 = 𝑒 𝐴𝑡 𝒙 0
2 1 −𝑡 −1 −1 −2𝑡 1
= 𝑒 + 𝑒
−2 −1 2 2 0
2 −𝑡 −1 −2𝑡
= 𝑒 + 𝑒
−2 2

28
Zero-state Response
𝒙𝑍𝑆 𝑡
2 1 −𝑡 −1 −1 −2𝑡 0
= 𝑒 + 𝑒 ∗1 𝑡
−2 −1 2 2 1
1 −𝑡 −1 −2𝑡
= 𝑒 ∗1 𝑡 + 𝑒 ∗1 𝑡
−1 2
1 −𝑡 −1
𝒙𝑍𝑆 𝑡 = (1 − 𝑒 ) + (1 − 𝑒 −2𝑡 )/2
−1 2
1/2 1 −𝑡 −1/2 −2𝑡
= − 𝑒 − 𝑒
0 −1 1

29
Total Response
𝒙 𝑡 = 𝒙𝑍𝐼 𝑡 + 𝒙𝑍𝑆 𝑡
2 −𝑡 −1 −2𝑡
𝒙 𝑡 = 𝑒 + 𝑒
−2 2
+
1/2 − 1 −𝑡
𝑒 − −1/2 𝑒 −2𝑡
0 −1 1
1/2 1 −𝑡 −1/2 −2𝑡
= + 𝑒 + 𝑒
0 −1 1
• At the sampling points:
t = multiples of 0.1s
30
(b) Discrete-time state equations
2 1 −0.1 −1 −1 −0.2
𝐴𝑑 = 𝜙 0.1 = 𝑒 + 𝑒
−2 −1 2 2
0.9909 0.0861
=
−0.1722 0.7326
−0.2
2 1 −1 −1 1 − 𝑒 0
𝐵𝑑 = 1 − 𝑒 −0.1 +
−2 −1 2 2 2 1
𝑒 −0.2
1/2 1 −0.1 1 0.0045
= − 𝑒 − =
0 −1 2 2 0.0861
𝒙 1 = 𝐴𝑑 𝒙 0 + 𝐵𝑑 𝑢 0
CT system response to a step input of duration one
sampling period=response of CT system due to a
piecewise constant input over one period
31
Zero-input Response
2 1 −0.1𝑘 −1 −1 −0.2𝑘
𝐴𝑘𝑑 = Φ 0.1𝑘 = 𝑒 + 𝑒
−2 −1 2 2
𝒙𝑍𝐼 𝑘 = Φ 0.1𝑘 𝒙 0
2 1 −0.1𝑘 −1 −1 −0.2𝑘 1
= 𝑒 + 𝑒
−2 −1 2 2 0
2 −0.1𝑘 −1 −0.2𝑘
𝒙𝑍𝐼 𝑘 = 𝑒 + 𝑒
−2 2
• Same as the zero-input response of the
continuous-time system
2 −𝑡 −1 −2𝑡
𝒙𝑍𝐼 𝑡 = 𝑒 + 𝑒
−2 2
at all sampling points 𝑘 = 0, 1, 2, … 32
z-transform of the zero-state
response
2 1 𝑧 −1 −1 𝑧
Φ 𝑧 = −0.1
+
−2 −1 𝑧 − 𝑒 2 2 𝑧 − 𝑒 −0.2
𝑿𝑍𝑆 𝑧 = Φ 𝑧 𝑧 −1 𝐵𝑑 𝑈 𝑧
2 1 𝑧 −1 −1 𝑧 0.0045 𝑧 −1 𝑧
= +
−2 −1 𝑧−𝑒 −0.1 2 2 𝑧−𝑒 −0.2 0.861 𝑧−1

−2 1
𝑧
= 9.5163 × 10
−1 𝑧 − 𝑒 −0.1 𝑧 − 1
−2 −1
𝑧
+9.0635 × 10
2 𝑧 − 𝑒 −0.2 𝑧 − 1
33
Partial Fractions
𝑧 1 𝑧 −1 𝑧
= +
𝑧 − 𝑒 −0.1 𝑧−1 1−𝑒 −0.1 𝑧 − 1 𝑧 − 𝑒 −0.1
𝑧 −1 𝑧
= 10.5083 +
𝑧 − 1 𝑧 − 0.9048
𝑧 1 𝑧 −1 𝑧
= +
𝑧 − 𝑒 −0.2 𝑧−1 1−𝑒 −0.2 𝑧 − 1 𝑧 − 𝑒 −0.1
𝑧 −1 𝑧
= 5.5167 +
𝑧 − 1 𝑧 − 0.8187
34
Expand zero-state response
𝑿𝑍𝑆 𝑧
1 𝑧 𝑧 1 𝑧
1 −
= 2 − −0.1
− 2 𝑧 − 𝑒 −0.2
𝑧−1 −1 𝑧 − 𝑒
0 1
1/2 1 −0.1𝑘 −1/2 −0.2𝑘
𝒙𝑍𝑆 𝑘 = − 𝑒 − 𝑒
0 −1 1
Same as zero-state response for the CT system
1/2 1 −𝑡 −1/2 −2𝑡
𝒙𝑍𝑆 𝑡 = − 𝑒 − 𝑒
0 −1 1
at time 𝑡 = 0.1 𝑘, 𝑘 = 0,1,2, …
35
Zero-state response
𝑘−1 𝑛

𝒙𝑧𝑠 𝑘 = ෍ ෍ 𝑍𝑗 𝑒 𝜆𝑗 𝐴 𝑘−𝑖−1 𝑇
𝐵𝑑 𝒖 𝑖
𝑖=0 𝑗=1
𝑛 𝑘−1

𝒙𝑧𝑠 𝑘 = ෍ 𝑍𝑗 𝐵𝑑 𝑒 𝜆𝑗 𝐴 𝑘−1 𝑇
෍ 𝒖 𝑖 𝑒 −𝜆𝑗 𝐴 𝑖𝑇

𝑗=1 𝑖=0
𝑘−1
1 − 𝑎 𝑘
𝒖 𝑘 =𝟏= 1 … 1 𝑇, ෍ 𝑎𝑖 = , 𝑎≠1
1−𝑎
𝑖=1

𝑛
1 − 𝑒 𝜆𝑗 𝐴 𝑘𝑇
𝒙𝑧𝑠 𝑘 = ෍ 𝑍𝑗 𝐵𝑑 𝟏𝑒 𝜆𝑗 𝐴 𝑘−1 𝑇

𝑗=1
1 − 𝑒 𝜆𝑗 𝐴 𝑇
36
z-Transfer Function
𝒙 𝑘 + 1 = 𝐴𝑑 𝒙 𝑘 + 𝐵𝑑 𝒖 𝑘
𝒚 𝑘 = 𝐶𝒙 𝑘 + 𝐷𝒖 𝑘
𝒀 𝑧 = 𝐶𝑿 𝑠 + 𝐷𝑼 𝑧
• For zero initial conditions
𝑧𝑿 𝑧 = 𝐴𝑑 𝑿 𝑧 + 𝐵𝑑 𝑼 𝑧
−1
𝑿 𝑧 = 𝑧𝐼𝑛 − 𝐴𝑑 𝐵𝑑 𝑼 𝑧
• Substitute
𝒀 𝑧 = 𝐶 𝑧𝐼𝑛 − 𝐴𝑑 −1 𝐵𝑑 𝑼 𝑧 + 𝐷𝑼 𝑧
= 𝐶 𝑧𝐼𝑛 − 𝐴𝑑 −1 𝐵𝑑 + 𝐷 𝑈 𝑧 = 𝐺 𝑧 𝑈 𝑧
37
Impulse Response & Modes
𝐺 𝑧 = 𝐶 𝑧𝐼𝑛 − 𝐴𝑑 −1 𝐵𝑑 + 𝐷
• Inverse transform of the transfer function
Z 𝐶𝐴𝑘−1
𝐵𝑑 , 𝑘≥1
𝐺 𝑧 = 𝐶 𝑧𝐼𝑛 − 𝐴𝑑 −1 𝐵𝑑 + 𝐷 ՞ 𝐺 𝑘 = ቊ 𝑑
𝐷, 𝑘=0
• Substitute in terms of constituent matrices
𝑛
𝑛
1 Z ෍ 𝐶𝑍𝑖 𝐵𝑑 𝜆𝑘−1
𝑖 , 𝑘≥1
𝐺 𝑧 = ෍ 𝐶𝑍𝑖 𝐵𝑑 + 𝐷՞𝐺 𝑘 =
𝑧 − 𝜆𝑖 𝑖=1
𝑖=1
𝐷, 𝑘=0

38
Poles and Stability
• poles= eigenvalues of discrete-time state
matrix 𝐴𝑑 = exponential functions of 𝜆𝑖 𝐴
(continuous-time state matrix 𝐴).
• For stable 𝐴, 𝜆𝑖 𝐴 have negative real parts
and have magnitude less than unity.
• Discretization yields a stable DT system
for a stable CT system.

39
Minimal Realizations
• Product 𝐶𝑍𝑗 𝐵 can vanish & eliminate eigenvalues
from the transfer function: if 𝐶𝑍𝑗 = 𝟎, 𝑍𝑗 𝐵 = 𝟎, or both.
• If cancellation occurs, the system is said to have an
– 𝐶𝑍𝑗 = 𝟎 : output-decoupling zero at 𝜆𝑗
– 𝑍𝑗 𝐵 = 𝟎: an input-decoupling zero at 𝜆𝑗
– 𝐶𝑍𝑗 = 𝟎, & 𝑍𝑗 𝐵 = 𝟎: an input-output-decoupling zero
at 𝜆𝑗
• Poles of the reduced transfer function are a subset of
the eigenvalues of the state matrix 𝐴𝑑 .
• A state-space realization that leads to pole-zero
cancellation is said to be reducible or nonminimal.
• If no cancellation occurs, the realization is said to be
irreducible or minimal.
40
Decoupling Modes
• Output-decoupling zero at 𝜆𝑗 : the forced system
response does not include the mode 𝜆𝑗𝑘 .
• Input-decoupling zero: the mode is decoupled
from or unaffected by the input.
• Input-output-decoupling zero: the mode is
decoupled both from the input and the output.
• These properties are related to the concepts of
controllability and observability discussed later
in this chapter.

41
Example 7.17
• Obtain the z-transfer function for the position
control system of Example 7.16

(a) With x1 as output. (b) With x1 + x2 as output.

The resolvent matrix and input matrix were


obtained in Example 7.16.

42
Solution
2 1 𝑧 −1 −1 𝑧
Φ𝑧 = −0.1
+
−2 −1 𝑧 − 𝑒 2 2 𝑧 − 𝑒 −0.2
−0.2
1/2 1 −0.1 −1 𝑒 0.0045
𝐵= − 𝑒 − =
0 −1 2 2 0.0861
(a)Output 𝑥1 : 𝐶 = 1 0 , 𝐷 = 0
2 1 1
−2 −1 𝑧 − 𝑒 −0.1 0.0045
𝐺 𝑧 = 1 0
−1 −1 1 0.0861
+
2 2 𝑧 − 𝑒 −0.2
9.5163 × 10−2 9.0635 × 10−2
= −0.1

𝑧−𝑒 𝑧 − 𝑒 −0.2 43
(c) Output x1+x2
2 1 1
−2 −1 𝑧 − 𝑒 −0.1 0.0045
𝐺 𝑧 = 1 1
−1 −1 1 0.0861
+
2 2 𝑧 − 𝑒 −0.2
0 9.0635 × 10−2
= −0.1
+
𝑧−𝑒 𝑧 − 𝑒 −0.2
1. Output-decoupling zero at 𝑒 −0.1 since 𝐶𝑍1 = [0]
2. System response to any input does not include
the decoupling term.
44
Step Response
9.0635 × 10−2 𝑧
𝑌 𝑧 = −0.2
×
𝑧−𝑒 𝑧−1
9.0635 × 10−2 𝑧 𝑧
= −0.2

1−𝑒 𝑧 − 1 𝑧 − 𝑒 −0.2
𝑧 𝑧
= 0.5 −
𝑧 − 1 𝑧 − 𝑒 −0.2
• Z-transform inverse
𝑦 𝑘 = 0.5 1 − 𝑒 −0.2𝑘
45
z-Transfer Function: MATLAB
• Let 𝑇 = 0.05𝑠
» P = ss(Ad, Bd, C, D, 0.05)
» g = tf(P) % Obtain z-domain transfer function
» zpk(g) % Obtain transfer function poles and zeros
• The command reveals that the system has a zero
at 0.9048 and poles at (0.9048, 0.8187) with a
gain of 0.09035.
• With pole-zero cancellation, the transfer function
is the same as that of Example 7.17(b).
» minreal(g) % Cancel poles and zeros
46

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