Introduction to State Space

Analysis:

The State Concept;

State Space Representation of Linear (Continuous)
Systems;
System Response from State Space Representation;
Computation of the State Transition Matrix
 State-space Analysis
Concept of state, state variable and model
• What are state-space models?
• Why should we use them ?
• How are they related to the TFs?
System response from State space model
• State transition matrix
• eigenvalues & eigenvectors
A practical control system

(bias noise)

Window opening/closing
(random noise)

Temperature control in a car 4

 Another Practical Control System

noise
Water level control in an overhead tank
 State Space analysis

Two approaches are available for the

analysis and design of feedback
control systems
– Classical or Frequency domain technique
– Modern or Time domain technique
 State Space analysis
Classical technique is based on converting a
system’s differential equation to a transfer
function
 Disadvantage
– Can be applied only to Linear Time Invariant system
– Restricted to Single Input and Single output system
 Advantage
– Rapidly provide stability and transient response
information
 Introduction to State Space analysis
Modern technique or state space approach is
a unified method for modeling, analyzing and
designing a wide range of systems
 Advantages :
– Can be used to nonlinear system
– Applicable to time varying system
– Applicable to Multi Input and Multi Output system
– Easily tackled by the availability of advanced digital
computer
 State-space Analysis
State Concept:
The state of a dynamical system is a minimum set of variables (
known as state variables, x(t) ) such that the knowledge of theses
variables at t  t together with the knowledge of the input for t  t0
0
completely determines the behavior of the system for t  t0
Input Controlled System : Output
variables . State variable . variables
:

Figure .Structure of general control system

 x(t) is called state of the system at t because:
• Future output depends only on current state and future input
• Future output depends on past input only through current state
• State summarizes effect of past inputs on future output-like the memory
of the system
8
State Space Representation
noise
Y →Y*
■ Input variable: control System
Z
■ Manipulative (control)
■ Non-manipulative (noise) Controller
■ Output variable:
Variables of interest that can be either be measured or
calculated
■ State variable:
Minimum set of parameters which completely
summarize the system’s status.
State Space Representation
Definitions
State vector:
A n - dimensional vector whose components are n state
variables that describe the system completely.
State Space:
the n - dimensional space whose co-ordinate axes consist
of the x1 axis, x2 axis, …., xn axis is called a state space.
Note:
For any dynamical system, the state space remains
unique, but the state variables are not unique.
State variables need not be physically measurable or
observable quantities. This gives extra flexibility.
 State Space Representation
Critical Considerations while selecting State
Variables.
■ Minimum number of variables
■ Minimum number of first-order differential equations
needed to describe the system dynamics completely
■ Lesser number of variables: won’t be possible to describe
the system dynamics
■ Larger number of variables:
■ Computational complexity
■ Loss of either controllability, or observability or both.
■ Linear independence. If not, it may result in:
■ Bad: May not be possible to solve for all other system
variables
■ Worst: May not be possible to write the complete state
equations
 State Space Representation
State Variable Selection
■ Typically, the number of state variables (i.e. the
order of the system) is equal to the number of
independent energy storage elements. However,
there are exceptions!

■ Is there a restriction on the selection of the state

variables ?
YES! All state variables should be linearly independent
and they must collectively describe the system completely.
 State Space Representation
state space equations .
 In state-space analysis we are concerned with three types of
variables that are involved in the modeling of dynamic systems ;
– Input variables , output variables and state variables
 The dynamic system must involve elements that memorize the
values of input for t  t1 .since integrators in a continuous
time control system serve as memory devices , the outputs of
such integrators can be considered as the variables that define the
internal state of the dynamic system.
 Thus the outputs of integrators serve as state variables The
number of state variables to completely define the dynamics of
the system is equal to the number of integrators involved in the
system.
State Space Representation
Generic State Space Representation
State Space Representation
Generic State Space Representation

Summary:
State Space Representation
Assume that a MIMO system involves n integrators.
Assume also that there are r inputs u1 (t ), u2 (t )ur (t )
and m outputs y1 (t ), y2 (t ) ym (t ) define n outputs
of integrators as state variables : x1 (t ), x2 (t ) xn (t )
then the system may be described by
State Space Representation
State Space Representation
State Space Representation
Generic State Space Representation
State Space Representation
Generic State Space Representation

Summary:
State Space Representation
 State-space Analysis
• Most general continuous-time linear dynamical system has
form
state equation
Output equation
Where
• is the state ( vector)
• is the input or control
• is the output
• is the dynamics matrix
• is the input matrix
• is the output or sensor matrix
• is the feedthrought matrix/direct
transmission matrix
 State-space Analysis
 We will typically deal with the time-invariant case
 Linear Time-Invariant (LTI) stat dynamics
So that now A,B,C,D are constant and don’t depend on t.

u y
B + ∫ C +
+ +

D
Figure . Block diagram representation of the state model
of a linear time invariant MIMO system
 State-space Analysis
Why should we use SS Model ?
• State variable form convenient way to work with complex
dynamics. Matrix format easy to use on computers.
• Transfer function only deal with input/output behavior,
but state-space form provides easy access to the
“internal” features/response of the system.
• Allow us to explore new analysis and synthesis tools.
• Great for multiple-input multiple-output systems(MIMO),
which are very hard to work with using transfer functions.
• Easy to study/design optimal control systems.
 Advantages of State Space
Representation
■ Systematic analysis and synthesis of higher order
systems without truncation of system dynamics
■ Convenient tool for MIMO systems
■ Uniform platform for representing time-invariant systems,
time-varying systems, linear systems as well as nonlinear
systems
■ Can describe the dynamics in almost all systems
(mechanical systems, electrical systems, biological
systems, economic systems, social systems etc.)

■ Note: Transfer function representations are valid for

only for linear time invariant (LTI) systems
 State-space Analysis
 State space model: a representation of the dynamics of an
Nth order system as a first order differential equation in an
N-vector, which is called the state.
• Convert the Nth order differential equation that governs
the dynamics into N first-order differential equations.
Example : For the mechanical system shown below find the
differential equation relating u & y. For the same find SS
representation

Figure . Second order mass-spring system

 State-space Analysis
Solution:

• Let , then , and


( )
• If the measured output of the system is the position,
then we have that

27
 State-space Analysis
• Mass Damper Spring/Translational Mechanical
System
Vector Matrix Form/State Space Model Standard Form
 State-space Analysis
 Example:-A system is governed by a differential equation shown
below, where y is the output and u is the input of the system.
obtain the state space model for this system
d3y d2y d y
3
 6 2
 11  10 y  8u (t )
dt dt dt
 State model representation
Simulation diagram
 Modeling of Electrical Networks
Voltage-current, voltage-charge, and
impedance relationships for capacitors,
resistors, and inductors

An RLC circuit
 State variable characterization
■ The state of the RLC system described a set of state
variables x1 and x2
■ X1 = capacitor voltage = vc(t)
■ X2 = inductor current = i L(t)
■ This choice of state variables is intuitively satisfactory
because the stored energy of the network can be
described in terms of these variables

1 1
E LiL  Cvc
2 2

2 2
 Utilizing Kirchhoff’s law
■ At the junction
■ First order
differential equation
■ Describing the rate dvc
of change of ic C  u(t)  i L
capacitor voltage dt
■ Right hand loop
■ Provide the equation diL
describing the rate of
change of inductor
L  RiL  vc
current dt
 State space representation
 Output of the system, linear algebraic
equation
vo  RiL (t)
A set of two first order differential equation and
output signal in terms of the state variables x1
and x2
dx1 1 1    0  1  1 
  x 2  u(t) 
x    x 
dt C C x   1    C . 1   .u
 x  C

x    2   0 
1 R
dx2 1 R
  x1  x 2  2 
L L
dt L L
 x1 
y(t)  vo (t) Rx2 y  0 R . 
 x2 
 Example 1 : RL serial network

• Figure below shows an RL serial

network with an input voltage vi(t) and
voltage drop at inductance, L as an
output voltage vo(t). Form a state space
model for this system using the current
i(t) in the loop as the state variable.
 Modeling of Electrical Networks

• RL serial network – first order system

 RL serial network
• Write the loop equation for the system
using Kirchhoff’s voltage law,
Vi (t)  VR (t) VL (t)  VR (t) Vo (t)
di(t)
VL (t)  L  V o (t)
dt
VR (t)  i(t)R
di(t)
Vi (t)  i(t)R  L
dt
 RL serial network
• State variable is given only one, therefore
the system is a first order system
• A state equation involving i is required
di(t)
Vi (t)  i(t)R  L
dt
di(t)
L  i(t)R V i(t)
dt
di(t) R 1
  i(t)  Vi (t)
dt L L

 R 1
i(t)   i(t)   Vi (t)
 L L
 RL serial network
• The output equation,

Vi (t)  VR (t) VL (t)  VR (t) Vo (t)

Vo (t)  VR (t) Vi (t)
Vo (t)  i(t)R Vi (t)
y(t)   R i(t)  1Vi (t)
 Example 2 : RC serial network
• Figure below shows an RC circuit with
input voltage vi(t) and output voltage at
resistor ie vo(t). Form a state space model
for this system using the voltage vc(t)
across the capacitor as the state variable
R V0
VR
Vi i VC C
 RC serial network
• Write the equations for the system using
Kirchhoff’s voltage law,
vi (t)  vR (t)  vc (t)  vc (t)  vo (t)      (1)
for _ the _ capacitor
dvc (t)
i(t)  C      (2)
dt
for _ the _ resistor
vo (t)  i(t)R      (3)
 RC serial network
• State variable is given only one
• Therefore the system is a first order
system
• Therefore a state equation involving vc is
required
• Combine equation (2) and (3) yields
vo (t) dvc (t)
 i(t)  C
R dt
dvc (t)
vo (t)  RC      (4)
dt
 RC serial network
• Eliminate vo(t) from equation (4) and
combine with equation (1) and rearrange
gives vi (t)  vc (t)  vo (t)
dvc (t)
vi (t)  vc (t)  RC
dt
dvc (t)
RC  vc (t)  vi (t)
dt
dvc (t)  1 1
 vc (t)   vc (t)  vi (t)    (5)
dt RC RC
 RC serial network
• Output of the system
vo (t)  vc (t)  vi (t)      (6)
• Rearrange equation (5) and (6) in matrix
form yields

 1   1 
vc (t)     vc(t)    vi(t)
 RC  RC 
y(t)  1vc (t)  1vi (t)
 RC serial network
x(t)  state _ vector vc (t)
• Where,  
x(t)  derivative _ state _ vector  vc (t)
u(t)  input _ vector vi (t)
y(t)  output _ vector  vo (t)  vr (t)
1
A  state _ matrix  
RC
1
B  input _ matrix 
RC
C  ouput _ matrix  1
D  direct _ transmission _ matrix  1
 Modeling of Electrical Networks
• Consider RLC serial network
• RLC serial network – second order
system
 State Variables and output
• Select two state variables,
x1 (t)  q(t)
x2 (t)  i(t)
output  y(t)  VL (t)
input  u(t)  Vi (t)
 Loop equation
• Using Kirchoff’s Voltage Law,
vi (t)  vR (t)  vL (t)  vc (t)

di(t) 1
L  Ri(t)   i(t)dt  vi (t)
dt C
 Converting to charge
• Using equation,

dq(t)
i(t) 
dt
2
d q(t) dq(t)  1 q(t)  v (t)
L 2
 R i
dt dt C
 Derivatives of state vector
x1 (t)  q(t)
 dq(t)
x1 (t)   i(t)  x2 (t)
dt
x2 (t)  i(t)
 di(t)
x2 (t) 
dt
 State equation
• First state equation
 dq(t)
x1 (t)   i(t) x2 (t)
dt
• Second state equation, using
q(t)  i(t)dt

i(t)dt v(t)
di(t) 1
L  Ri(t) 
dt C
di(t) q(t) Ri(t) v(t)
  
dt LC L L
 1 R 1
x2 (t)   x1 (t)  x2 (t)  u(t)
LC L L
 State equation in matrix form

x(t)  Ax(t)  Bu(t)

    0 1   x (t)   0 
x (t)
x(t)       1
1 R    1    1 u(t)
x (t)   LC   x2 (t)   
L   L
 2  
 dq(t) 

 dt   0 1   q(t)   0 
x(t)     1 R     1 v(t)
   i(t)   
  LC
di(t)
 L   L
 dt 
 Output equation
• Output system is VL
VL (t) VR (t) VC (t)  vi (t)
VL (t)  VC (t) VR (t)  vi (t)
1
V L(t)    i(t)dt  i(t)R  v i (t)
C
1
VL (t)   q(t)  Ri(t)  v i (t)
C
1
VL (t)   x1(t)  Rx 2 (t) u(t)
C
 Output equation in matrix form

y(t)  Cx(t)  Du(t)

   x1 (t) 
y(t)   
1
 R     1u(t)
 C   x2 (t) 
  q(t)
VL (t)   
1
 R     1v(t)
 C   i(t) 
Change State Variables but
output still same
x1 (t)  VR (t)
x2 (t) VC (t)
y(t) VL (t)
u(t) Vi (t)
Voltage formula for R, L and C
VR (t)  i(t)R
1
VC (t)   i(t)dt
C
di(t)
VL (t)  L
dt
 Derivative of first state equation

x1(t)  VR (t)

 v(t) V R (t) VC (t)
dVR (t) di(t) R
x1`(t)  R
dt dt L
 R R R
x1(t)   VR (t)  VC (t)  v(t)
L L L
 R R R
x1`(t)   x1 (t)  x2 (t)  u(t)
L L L
 Derivative of second state
equation

x2 (t) VC (t)

 dVC (t)  1 i(t)  1 V (t)
x2 (t)  R
dt C RC
 1
x2 (t)  x1 (t)
RC
 State equation in matrix form


x(t)  Ax(t)  Bu(t)

    R R


    x (t)   R 
 x1 (t)  L  1
x(t)    L      L u(t)
x (t)   1   x2 (t)  0 
 2  0  
 RC 
 dVR (t)   R  R 

 dt     V (t)   R 
x(t)   dV (t)    L L  R   v(t)
1  V (t)  L 
 C
  0   C   0
 dt   RC 
 Output equation

VL (t) VR (t) VC (t)  v(t)

VL (t)  VR (t) VC (t)  v(t)
y(t)  x1 (t)  x2 (t)  u(t)
Output equation in matrix form

y(t)  Cx(t)  Du(t)

 x1 (t) 
y(t)  1 1    1u(t)
 x2 (t) 
VR (t)
VL (t)  1 1    1v(t)
VC (t) 