***************** Begin Lecture Notes on State Variables (1) *****************

Dr. Shoane
General Solution of the State Equations

A solution to the state equation, Eq can be found in any one of the texts on Linear
Control Theory listed in the References. The solution is expressed in terms of an n × n
matrix ϕ(t), called the transition matrix of the system.
t
x(t ) = φ (t ) x(0) + ∫ φ (t − τ ) Bu (τ )dτ
0

The transition matrix depends solely on the system matrix A. One method for finding
ϕ(t) uses a definition based on an infinite series.

Note that

∞
xn x2 x3
eX = ∑ =1 + x + + +. . . (6.27a)
n =0 n! 2! 3!

We define the state transition matix as

φ(t ) = e At
(6.27b)
Hence,
∞
(tA) k (tA) 2 (tA) 3
φ (t ) = e = ∑
At
= I + tA + + +. . .
k =0 k! 2! 3!
(6.27c)
or
1 1
φ(t ) = I + (tA ) + (tA ) 2 + (tA ) 3 + . . .
2! 3!
It can further be shown that the terms of A with power ≥ n can be written as a sum of
terms up to power n-1, where n is the linear dimension of the A square matrix. Thus, the
highest term that needs to be written is n-1. Hence, we can write

φ(t ) = e At = α0 (t ) I + α1 (t ) A + ... + αn−1 (t ) A

n −1
(6.28a)

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Example A - Initial Condition Only (Zero Input)

The solution to this unforced network is given by

 x = e At x (0) (6.28b)

Now we would like to find the state transition matrix. Since A is a 2x2 (i.e., n = 2)
matrix, we have
n −1 1
f ( A) = e At = ∑ α k A = ∑ α k A = α 0 I + α 1 A
k k
(6.28c)
k =0 k =0

The solution to the characteristic equation A −λI =0 is

As an illustration of how the transition matrix is used to solve the linear state
equations, suppose the system matrix for an autonomous system ( u = 0 ) is

 0 1
A= 
 −2 −3

−λ 1
A− λ I = = 0 (6.28d)

- 2 - -3 λ
λ2 + 3λ + 2 = 0 (6.28e)

Hence λ 1 = -1 and λ 2 = -2.

The Cayley-Hamilton theorem states that every matrix A is a zero of its own
characteristic equation. That is, Eq (6.28c) is also satisfied for the eigenvalues λ 1 and
λ 2. Therefore, we have

φ(t ) = e At = α0 (t ) I + α1 (t ) A + ... + αn−1 (t ) A

n −1
(6.28f)

λt λ t
e 1 = α 0 + α 1λ1 and e 2 = α 0 + α 1λ 2 (6.28g)
or

e− t = α 0 − α 1 a n e− d2t = α 0 − 2α 1 (6.28h)

Subtracting the two equations in (6.28h) gives

 α 1 = e − t − e − 2t 6.28i)

Substitute Eq (6.28i) into the first equation in Eq (6.28h) gives

α 0 = 2e− t − e− 2t (6.28j)

Substitute Eqs (6.28h) and (6.28i) into Eq (6.28c) gives

− t − 2t − t − 2t
2e − e 0 0 e − e
α 0 α1AI =+ + (6.28k)

− t − 2t − t − 2t − t − 2t
0 2e −e -e +22 e -e +33 e
  2 e − t − e − 2t e − t − e − 2t 
Therefore
φ( =  t )  (6.28l)

 − 2e− t + 2e− 2t − e− t + 2e− 2t

 
Another way to obtain the state transition matrix is via the transformed domain.

It can be shown that in the transform domain, the general solution is given by

X ( s ) = Φ( s ) x (0) + Φ( s ) BU ( s ) (6.28m)

where Φ(s ) is called the resolvent matrix, which is also the Laplace transform of the
state transition matrix. It can be shown that the resolvent matrix is given by

Φ( s ) = ( sI − A) −1 (6.28n)

So that for our example (Example A),

 −1 −1
−1 s 0 0 1  s -1 
(s) A)( =−=Φ  −I  =  (6.28o)

0 s -2 3 2 s+ 3
  s+ 3 1  s+ 3 1  s+ 3 1 
-2 s -2 s  s 1( )s++ 2) (s 1( )s++ 2)  (
=  =   =  
s( 3)++ 2 ss ++ 23  -2 s 
2

 ( 1 ++ 2s ( )1 ++ )2s  ( ) s) ( s
  (6.28p)
Using partial fraction expansion, we get
  2 −1 1 -1 
+
 s+ 1 s+ 2 + 
s+ 1 s+ 2
=  (6.28q)

−2+ 2 -1 2 
+
 s + 1 s + 2 s + 1 s + 2 
The inverse Laplace transform of the resolvent matrix, Φ(s ) , is the state transition
matrix. Hence,

 2e− t − e− 2t e− t − e− 2t 
φ( =  t )  (6.28r)

 − 2e− t + 2e− 2t − e− t + 2e− 2t

 
which is the same as that obtained above in Eq. (6.28k).

Then we can solve for x(t), with u(t)=0 (zero input).

t
x(t ) = φ (t ) x(0) + ∫ φ (t − τ ) Bu (τ )dτ (6.27 again)
0

Example B - Input Only (Zero Initial Conditions)

u1

x2 x1
∫ ∫
 u2

-a -a

The equations for the model are given by

x 1 = − ax1 + x 2 + u1
x 2 = −ax 2 + u 2 (6.28A)
y = x1 + x 2

- 1 1a0
H A=   , B =   , a e = [1 ]. n d c e C ,
(6.28B)

0  01 - a
The characteristic equation can be obtained from

− a− λ 1
A− λ I = = 0 (6.28C)

0 -a-λ
or
 λ 2 + 2 aλ + a 2 = 0 (6.28D)

− 2 a ± 4a 2 − 4 a 2
λ1, 2 = = −a, with multiplici ty of two.
2
(6.28E)

φ(t ) = e At = α0 (t ) I + α1 (t ) A + ... + αn−1 (t ) A

n −1
(6.28f again)

f (λ ) = e λ t = α 0 + α 1λ (6.28F)

and because of the multiplicity of two, we take the derivative of f(λ ) with respect to λ

df (λ ) λ t
= te = α 1 (6.28G)
dλ

Substituting λ = -a into the above equation give

α1 = te − at (6.28H)

Substituting (6.28H) back to (6.28F), with λ = -a, gives

e − a t= α 0 − a t e− a t ⇒ α 0 = e − a t+ a t e− a t (6.28I)

Hence, the state transition matrix is given by

 e− a − a t 0 t − at − a t e− a  te t
+ at e   
φ (t)= f(A) 0 αα 1AI =+= +
 0 e− a − a   t 0 − t a t − a  e t
 + at   e 
 e− a t t − ea  t
=  (6.28J)

 0 e− a  t
 
The response of a system, with zero initial conditions and no direct connection between
input and output (i.e., D = 0), is given by the following convolution integral
t

y (t ) = ∫ H (t − τ )u (τ )dτ (6.28K)
0

where H(t) is the impulse response matrix is given by

H (t ) = Cφ(t ) B (6.28L)
or
 e− a t− a 1 t0e t

H(t)= [1 ]     = e +1)( e t − a − a  t t
0 e− a  0 1 t 
 
 (6.28M)
−t
For inputs u1 = u(t) and u2 = e u (t ) , the response is given by

 u (τ ) 
y (t ) = ∫ Η (t −τ ) x(τ ) dτ = ∫ [e −a ( t −τ ) ((t −τ ) + 1)e −a ( t −τ ) ]  −τ
t t

dτ
0
−
0 e u (τ )
= ∫ [e −a ( t −τ ) u (τ ) + ((t −τ ) + 1)e −at e −( a −1)τ ) u (τ )]dτ
t

1 a t + 2 1  −at 
= + e −t
− +
 a −1 a (a −1) 2 e u (t )
a ( a −1)
2
  
(6.28N)

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Now consider the transformed domain. The solution with zero initial condition is
given by (see Eq. 6.28m)

X ( s ) = Φ( s ) BU ( s ) (6.28O)

where the resolvent matrix given by

Φ( s ) = ( sI − A) −1 (6.28P)

Hence, we have
 −1 −1
−1 s 0 − a 1 s+ a -1 
(s) A)( =−=Φ  −I  =  (6.28Q)

0 s 0 -a  0 s+ a
  s+ a 1   s+ a 1   1 1 
 0 s+ a  0 s+ a (s+ (sa + a2 ) )
=  =   =   (6.28R)

(s a ++ a (s a ++ a)  ) ()1 ) s( s
0 
+ a)(  s
Taking the Inverse Laplace transform gives
  e− a t −a t
te
φ ( =t )  (6.28T)

0 −a t
e

which is the same as that obtained using the Cayley-Hamilton approach.

But we also want to obtain the output Y(s), which is given by

Y = H ( CΦ= s( )B )s U) U ( s( s) )
 1 1  1   1 1 
+
 ( + a s ( + a)2s  )  s + a ( (s+ s)1( + a 2s )
s
= [1 1]    = [1 1] 
 1  1   1 
0   
( a s
 1 
   )  ( + 1) s+ a ( s)
+ +
1 1 1 
=  + 2+ 
 s + a ( s+ 1)(s + a s ( + 1) s+ a ( s)
(6.28U)
Applying partial fraction expansion, we obtain
1 1   1 1 − 1 
( a − 1) 2   a − 1 
1 1
( a − 1) 2 ( a − 1)
Y(s) =  a − a  +  − + + − a − 1
 s s + a   s +1 (s + a) 2
s + a   s +1 s+a 
     
(6.28V)

d 1
where ( s +1) −1 s →−a = −( s +1) −2 s →−a =−
ds (1 − a ) 2

1 1  1 1  1  1 1 1  1  1  1
Y(s) =   +  +  + − − − 2 
+ − 
 a  s ( a −1) ( a −1)  s +1  a ( a −1) ( a −1)  s + a  ( a −1)  ( s + a ) 2
2

1 1  a  1 2a ( a −1) +1 1  1  1

Y(s) =   +  2 
−  − 
 a  s ( a −1)  s +1  a ( a −1)  s + a ( a −1)  ( s + a )
2 2

1 1  a  1  2 1  1  1  1
Y(s) =   +  2 
− + 2 
−  (s + a) 2 (6.28W)
 
a s  ( a −1)  s + 1  a −1 a ( a − 1)  s + a  ( a −1) 
Inverse Laplace transform gives
1 a t + 2 1  −at 
y (t ) =  + e −t −  + 2 
e u (t ) (6.28X)
a ( a −1) a −1 a ( a −1) 
2


which is the same as the solution above (Eq. 6.28N) using the Cayley-Hamilton theorem.

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Summary of Equations

Time Domain
t

y (t ) = Cφ (t ) x(0) + ∫ H (t − τ )u (τ )dτ (6.28Y)

0

Zero Input Zero State

where H (t ) = Cφ(t ) B Impulse Response Function

φ(t ) = e At = α0 (t ) I + α1 (t ) A + ... + αn−1 (t ) A

n −1
and
State Transition Matrix

Transformed Domain
 Y(s) = CΦ( s ) x (0) + H(s)U(s)
Zero Input Zero State

wher e H(s) = C Φ(s)B Transfer Function Matrix

and Φ( s ) = ( sI-A) -1
Resolvent Matrix

(6.28Z)

***************** End Lecture Notes on State Variables (1) *****************