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    Linear System Theory The State Space Approach - Zadeh Desoer PDF

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    Linear System Theory The State Space Approach Lotfi A. Zadeh & Charles A. Desoer Department of Electrical Engineering University of California Berkeley, California McGraw-Hill Book Company ‘New York / San Francisco / Toronto / London (OLLEGE OF PE) RULEUM & MINERALS LIBRARY i] Linear System Theory: The State Space Approach Copyright © 1963 by McGraw-Hill, Inc, All Rights Reserved. Printed in the United States of America, This book, or parts thereof, may not be reproduced in any form without permission of the publishers. Library of Congress Catalog Card Number 63-14581 7891011-MP-10 72746 To Fay and Claudine 39999 11 ee 1972 Preface This book was born out of the authors’ conviction that the scientific and technological developments of the last two decades have set the stage for an approach to linear system theory that differs radically from those cur- rently taught in the classroom. By far the most important of these developments is the advent of large-scale general-purpose digital computers. By providing the means for the analysis and design of highly complex systems, such computers have generated a need for new approaches and concepts bearing on the character- ization, identification, and control of systems of various types. Indeed, not Jong ago an engineer could rely on his intuition, empirical know-how, and a collection of classical analytical and numerical methods for the solution of most of the problems encountered in engineering design and analysis. Today he is frequently called upon to devise a program or an algorithm that in conjunction with a digital computer leads to an optimal configuration for a complex system subjected to a large number of inputs and constraints. It hardly needs arguing that to design a large-scale system in this fashion requires a much greater degree of mathematical sophistication and, more particularly, much more rigorous and extensive training in circuit theory, information theory, control theory, optimization techniques, and computer programming than were necessary in the past. In addition to its direct impact on system design and analysis, the development of digital computers has stimulated interest in finite-state systems and automata, which in turn has led to many new concepts and techniques centering on the notion of state. Parallel developments in con- trol theory, information processing, and related fields have reawakened interest in the classical phase-space techniques of analysis of systems char- acterized by first-order vector differential or difference equations. Within the last several years, in particular, the phase-space or, equivalently, state- space approach has come to play a central role in the theories of optimal control of constrained as well as unconstrained systems. The rapidly growing interest in state-space techniques is reflected in the spirit as well as the choice of subject matter in the book. Instead of following the conventional pattern of starting with the discussion of differ- ential equations and proceeding to the Laplace and Fourier transformations, we introduce the notion of state at the outset and construct a general system- theoretic framework for both linear and nonlinear, nondifferential as well as vit Preface differential systems. In this way, such notions as object, system, and state equivalence are given precise meaning, and a solid foundation is laid for the state-space approach to linear differential systems which is developed in succeeding chapters. In order to attain a high level of precision and clarity we have freely used modern mathematical notations and terminology and have stated all significant results and conclusions in the form of theorems, lemmas, or assertions. This should not be construed to imply that the book is addressed to the mathematician. Its mathematical flavor notwithstanding, our exposition is directed primarily at an engineering audience, and it has no pretense at having the level of rigor which prevails in the mathematical literature. Essentially, we assume that the reader is a graduate student or a practicing engineer having the usual background in calculus, complex vari- able, ordinary differential equations, Laplace and Fourier transformations, and linear circuit theory. Some familiarity with the elements of linear algebra is also taken for granted. For completeness, self-contained exposi- tions of delta functions and distributions, the Fourier and Laplace transfor- mations, and linear vector spaces are included in appendixes. To aid in the understanding of the subject matter as well as to facili- tate the use of the book as a reference, we have numbered and cross-refer- enced all comments, remarks, assertions, theorems, examples, exercises, etc. The numbering system employed is explained in the Note to the Reader on p. xi. A fairly good idea of the contents and scope of the book can be obtained by scanning the Contents. However, a few specific comments concerning the subject matter of various chapters may be of help in orient- ing the reader. To begin with, the material presented in the first three chapters is essentially an attempt at constructing a conceptual framework for nonlinear as well as linear system theory in which the central notions are those of object, input-ouput relation, input-output-state relation, state, state and system equivalence, state equations, etc. Since much of this material is new, our exposition of it has no claim at definitiveness or completeness. This applies, in particular, to the discussion of such notions as the state space of an interconnection, state and system equivalence in the case of systems whose state space changes with time, input-output-state relations for systems with infinite-dimensional state space, etc. The material in Chaps. 4 through 11 is concerned in the main with the application of state-space techniques in the analysis of systems characterized by differential equations with time-varying as well as constant coefficients. Since these applications range over a very wide field, we have not attempted to present an exhaustive coverage of them; instead, we have concentrated on a relatively few basic topics which we consider to be of particular relevance to applications of linear system theory. These include the study of modes vith Preface in time-invariant systems, the association of state vectors and state equa- tions with time-varying systems, the analysis of periodically varying sys- tems, the stability of linear systems, and the notions of controllability and observability. For convenience of the reader, each chapter includes a list of books under the heading of References and Suggested Reading. These lists are intended to direct the reader to basic sources of information on subjects related to those discussed in the text. To make the book substantially self- contained, compact expositions of the mathematical techniques which are of frequent use in the text are included in the four appendixes which follow Chap. 11. The reader may want to know how the order of the authors’ names was arrived at. The facts are these: one of us (L.A.Z.) wrote the first four chapters and Appendix B; the other (C.A.D.) wrote the remaining seven chapters and the other three appendixes. We saw no reason for following the tradition of using the alphabetical order since it puts a perpetual burden on those whose initial happens to be at the end of the alphabet. Therefore, we flipped a fair coin and tails won. Acknowledgments The authors thank Glenn Bacon, Jack Wing, and Albert Chang for reading parts of the manuscript and suggesting improvements; and Jocelyn Harleston, LaDelia Gilmore, and Kim Teramoto for typing the manuscript. Finally, the book could not have been written without the generous research support provided by the University of California, the National Science Foundation, and the Department of Defense, in particular the Office of Naval Research, the Office of Scientific Research, and the Army Research Office. Lotfi A. Zadeh Charles A. Desoer Note to the Reader The following system of numbering and cross-referencing is used in this book: At the top of each page in the outer margin appear chapter and section numbers in boldface italic type; for example, 3.8 at the top of a page means that the discussion on that page is part of Chapter 3, Section 8. In addition, each item (definition, theorem, example, comment, remark, etc.) is given a number that appears in the left-hand margin; such items are numbered consecutively within each section. Item numbers and all cross references in the text are in italic type. Cross references are of the form “by Definition 5.6.3”; this means “by the definition which is item 3 of Section 6 in Chapter 5.” Since the four appendixes are labeled A, B, C, and D, the reference “C.17.3” is to “item 3 in Section 17, Appendix C.” When we refer in a section to an item within the same section, only the item number is given; thus “substituting in 7” means “substituting in Eq. 7 of this section.” Also, “7 et seq.”’ means “Eq. 7 and what follows Eq. 7.” Preceding the index is a glossary of symbols which describes nota- tional conventions and contains brief definitions and references to the principal symbols used in the book. The reader is advised to study this glossary before reading the book. It may be helpful to note a few of the symbols here. The symbol * stands for ‘‘is defined to be” or “represents” or “denotes.” For example, F * force, or F(* force), means ‘“‘F denotes force.” The symbol = stands for “implies.” The symbols V and i mean, respectively, “for all’ and “there exists.” For example, Vé means “for all”? The symbol

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