KON 509E: Design of Discrete Control Systems

Introduction

Assist. Prof. Dr. İlker Üstoğlu

 Discrete-time State Equations

The basic representation for a discrete-time linear system is the linear state equation:

𝑥 𝑘+1 =𝐴 𝑘 𝑥 𝑘 +𝐵 𝑘 𝑢 𝑘
(1)
𝑦 𝑘 = 𝐶 𝑘 𝑥 𝑘 + 𝐷 𝑘 𝑢(𝑘)

input signal 𝑚 × 1

output signal 𝑝 × 1 state vector 𝑛 × 1

state variables

State summarizes effect of past 𝑥1 𝑘 The linear state equation is called time-varying
inputs on future output – like 𝑥2 𝑘 if any entry in any coefficient matrix sequence
𝑥 𝑘 = changes with k.
the memory of the system ⋮
𝑥𝑛 𝑘
Slide 2
Discrete-time State Equations

The standard terminology is that (1) is time invariant if all coefficient-matrix sequences are constant.

𝑥 𝑘+1 =𝑨𝑥 𝑘 +𝑩𝑢 𝑘

𝑦 𝑘 = 𝑪 𝑥 𝑘 + 𝑫 𝑢(𝑘)

{C, A, B, D}

Slide 3
RSolve (Mathematica) / R recurrence! 𝑥 𝑘 +1 = 𝟐 𝑥 𝑘 +𝟏
𝑥 0 =1

k x[k] x[k+1]
0 x[0]= 1 x[1]= 3
1 x[1]= 3 x[2]= 7
2 x[2]= 7 x[3]= 15
3 x[3]= 15 x[4]= 31
4 x[4]= 31 x[5]= 63
5 x[5]= 63 x[6]= 127
… … 6 x[6]= 127 x[7]= 255
7 x[7]= 255 x[8]= 511
pattern: multiply by two, add one! 8 x[8]= 511 x[9]= 1023
9 x[9]= 1023 x[10]= 2047
10 x[10]= 2047 x[11]= 4095
x[k] x[k+1] x[j-1] x[j]

…
𝑘 𝑘+1 𝑗−1 𝑗 Slide 4
State Equation Implementation

A discrete-time linear state equation can be implemented in software on a digital computer. A state
equation also can be implemented directly in electronic hardware using devices that perform the
three underlying operations involved in the state equation:

(signed) sum of scalar multiplication of a scalar signal by unit delay

sequences a (time-varying) coefficient,

Slide 5
State Equation Implementation

These basic building blocks can be connected together as prescribed by a given linear state equation
to obtain a state variable diagram:

From a theoretical perspective such a diagram sometimes reveals structural features of the linear
state equation that are not apparent from the coefficient matrices. From an implementation
perspective, a state variable diagram provides a blueprint for hardware realization of the state
equation.
Slide 6
State Equation Solution
Given an initial time 𝑘0, initial state x(𝑘0) = 𝑥0, and input signal u(𝑘) defined for all 𝑘, we can
generate a solution of the linear state equation for 𝑘 > 𝑘0.

existence of a solution uniqueness of the solution Slide 7

State Equation Solution
The situation can be quite different when solution of (1) backward in the time index is attempted.

As a first step, given x0 and u(𝑘0-1), we would want to compute x(𝑘0-1) such that, writing (1) at 𝑘 =𝑘0-1

𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 +𝐵 𝑘 𝑢 𝑘
𝑘 =𝑘0-1

x(𝑘0) = 𝑥0 = 𝐴 𝑘0 −1 𝑥 𝑘0−1 + 𝐵 𝑘0 −1 𝑢 𝑘0 −1 If 𝐴 𝑘0 −1 is invertible, then

𝑥 𝑘0 −1 = 𝐴−1 𝑘0−1 x0 − 𝐴−1 𝑘0−1 𝐵 𝑘0−1 𝑢 𝑘0−1

If 𝐴 𝑘0 −1 is not invertible, this may yield an infinite

number of solutions for 𝑥 𝑘0−1 , or none at all. Therefore
neither existence nor uniqueness of solutions for k < 𝑘0 can
be claimed in general for (1).
Slide 8
Discrete-time (State) Transition Matrix
If 𝐴 𝑘 is invertible for all 𝑘, then given 𝑘0, x(𝑘0) and u(𝑘) defined for all 𝑘, there exists a unique solution
x(𝑘) of (1) defined for all 𝑘 both backward and forward from 𝑘0.

We typically work only with the forward solution, viewing the backward solution as an uninteresting
artifact.

𝐴 𝑘 − 1 𝐴 𝑘 − 2 … 𝐴(𝑗), 𝑘 ≥𝑗+1
Φ 𝑘, 𝑗 =
𝐼, 𝑘=𝑗

x(2)=A(1)x(1)
x(3)=A(2)x(2)=A(2)A(1)x(1)
x(4)=A(3)x(3)=A(3)A(2)x(2)=A(3)A(2)A(1)x(1)
…

𝑗 𝑗+1 … 𝑘−1 𝑘 Slide 9

Discrete-time (State) Transition Matrix
The default is to leave Φ 𝑘, 𝑗 undefined for 𝑘 ≤ 𝑗 −1. However under the hypothesis that A 𝑘 is
invertable for every 𝑘 we set

Φ 𝑘, 𝑗 = 𝐴−1(𝑘) 𝐴−1(𝑘 + 1) … 𝐴−1 (𝑗 − 1) , 𝑘 ≤ 𝑗 −1

…
𝑘 𝑘+1 𝑗−1 𝑗

Slide 10
Discrete-time (State) Transition Matrix
In terms of transition-matrix notation, the unique solution of (1) provided by the forward iteration
can be written as

𝑘−1
𝑥 𝑘 = 𝛷 𝑘, 𝑘0 𝑥0+ 𝑗=𝑘0 𝛷 𝑘, 𝑗 + 1 𝐵 𝑗 𝑢 𝑗 , 𝑘 ≥ 𝑘0 + 1

𝑥 1 =𝐴 0 𝑥 0 +𝐵 0 𝑢 0
𝑥 2 = 𝐴 1 𝑥 1 + 𝐵 1 𝑢 1 = 𝐴 1 (𝐴 0 𝑥 0 + 𝐵 0 𝑢 0 ) + 𝐵 1 𝑢 1
𝑥 3 = 𝐴 2 𝑥 2 + 𝐵 2 𝑢 2 = 𝐴 2 (𝐴 1 (𝐴 0 𝑥 0 + 𝐵 0 𝑢 0 ) + 𝐵 1 𝑢 1 )+𝐵 2 𝑢 2
= (𝐴 2 𝐴 1 𝐴 0 𝑥 0 + 𝐴 2 𝐴 1 𝐵 0 𝑢 0 ) + 𝐴 2 𝐵 1 𝑢 1 ) + 𝐵 2 𝑢 2

Slide 11
The Complete Solution / Zero-Input Response

𝐶 𝑘0 𝑥0 + 𝐷 𝑘0 𝑢0 𝑘 = 𝑘0
𝑦 𝑘 =
𝐶(𝑘)𝛷 𝑘, 𝑘0 𝑥0+ 𝑘−1
𝑗=𝑘0 𝐶 𝑘 𝛷 𝑘, 𝑗 + 1 𝐵 𝑗 𝑢 𝑗 + 𝐷 𝑘 𝑢(𝑘) 𝑘 ≥ 𝑘0 + 1

The 𝑖 𝑡ℎ column of 𝛷 𝑘, 𝑘0 represents the zero-input response to the initial state 𝑥(𝑘0 ) = 𝑒𝑖 , the
𝑖 𝑡ℎ column of 𝐼𝑛 .
0
0
⋮
0
𝐼𝑛 = [𝑒1 𝑒2 … 𝑒𝑖 … 𝑒𝑛 ] 𝑒𝑖 =
1 𝑖 𝑡ℎ 𝑟𝑜𝑤
0
⋮
0
𝑖𝑡ℎ 𝑐𝑜𝑙𝑢𝑚𝑛
Slide 12
The Complete Solution / Zero-Input Response

Thus a transition matrix can be computed for fixed 𝑘0, by computing the zero input response to n
initial states at 𝑘0. In general if 𝑘0changes, then the whole computation must be repeated at the new
initial time.

Slide 13
The Complete Solution / Zero-State Response

The zero-state response can be investigated in terms of a simple class of input signals. Define the
scalar unit pulse signal by

1, 𝑘=0
𝛿 𝑘 =
0, otherwise k0 𝑘

Consider the complete solution for fixed k 0, x(k 0 ) = 0, and the input signal that has all zero entries
except for a unit pulse as the ith entry. That is, u k = ei δ k − k 0 , where ei now is the ith column
of Im . This gives

𝐷 𝑘0 𝑒𝑖 𝑘 = 𝑘0
𝑦 𝑘 =
𝐶 𝑘 𝛷 𝑘, 𝑘0 + 1 𝐵 𝑘0 𝑒𝑖 𝑘 ≥ 𝑘0 + 1

Slide 14
Transition Matrix Properties 1

𝛷 𝑘 + 1, 𝑗 = 𝐴 𝑘 𝛷 𝑘, 𝑗 𝑘≥𝑗

𝑗−1 𝑗 … 𝑘 𝑘+1
𝛷 𝑘, 𝑗 − 1 = 𝛷 𝑘, 𝑗 𝐴 𝑗 − 1 𝑘≥𝑗

𝑥 𝑘 = 𝛷 𝑘, 𝑗 𝑥 𝑗
𝑥 𝑘 + 1 = 𝐴 𝑘 𝑥 𝑘 = 𝐴 𝑘 𝛷 𝑘, 𝑗 𝑥 𝑗 = 𝛷 𝑘 + 1, 𝑗 𝑥 𝑗

𝑥 𝑘 = 𝛷 𝑘, 𝑗 𝑥 𝑗 = 𝛷 𝑘, 𝑗 𝐴 𝑗 − 1 𝑥 𝑗 − 1 = 𝛷 𝑘, 𝑗 − 1 𝑥 𝑗 − 1

Slide 15
 Transition Matrix Properties 2
The transition matrix for an n × n matrix sequence 𝐴 𝑘 satisfies

𝛷 𝑘, 𝑖 = 𝛷 𝑘, 𝑗 · 𝛷 𝑗, 𝑖 𝑖≤𝑗 ≤𝑘

If 𝐴 𝑘 is invertible for every k, then 𝛷 𝑘, 𝑖 = 𝛷 𝑘, 𝑗 𝛷 𝑗, 𝑖 holds without restriction on the indices 𝑖, 𝑗, 𝑘.

𝛷 𝑗, 𝑖 𝛷 𝑘, 𝑗

… 𝑗 …
𝑖 𝑘
Slide 16
 Transition Matrix Properties 3

If the n × n matrix sequence 𝐴 𝑘 is invertible for every 𝑘, then the transition matrix 𝛷 𝑘, 𝑗 is
invertible for every 𝑘 and 𝑗, and

𝛷 −1 𝑘, 𝑗 = 𝛷 𝑗, 𝑘

Slide 17
 Transition Matrix Properties 4

Suppose 𝑃 𝑘 is an n × n matrix sequence that is invertible at each 𝑘.

If the transition matrix for the n × n matris sequence 𝐴 𝑘 𝑖𝑠 𝛷𝐴 𝑘, 𝑗 , 𝑘 ≥ 𝑗, then the transition matrix for
F 𝑘 = 𝑃 −1 𝑘 + 1 𝐴 𝑘 𝑃(𝑘) is 𝛷𝐹 𝑘, 𝑗 = 𝑃 −1 𝑘 𝛷𝐴 𝑘, 𝑗 𝑃 𝑗 , 𝑘 ≥ 𝑗.

state variable change!

𝑥 𝑘 =𝑃 𝑘 𝑧 𝑘
𝑥 𝑘+1 = 𝑃 𝑘+1 𝑧 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 +𝐵 𝑘 𝑢 𝑘
𝑧 𝑘 + 1 = 𝑃 −1 𝑘 + 1 𝐴 𝑘 𝑥 𝑘 + 𝑃 −1 𝑘 + 1 𝐵 𝑘 𝑢 𝑘
= 𝑃 −1 𝑘 + 1 𝐴 𝑘 𝑃 𝑘 𝑧 𝑘 + 𝑃 −1 𝑘 + 1 𝐵 𝑘 𝑢 𝑘

𝑧(𝑘0 )=𝑃 −1 𝑘0 𝑥 𝑘0
𝑦 𝑘 = 𝐶 𝑘 𝑃 𝑘 𝑧 𝑘 + 𝐷 𝑘 𝑢(𝑘) Slide 18
 Transition Matrix Properties 4
𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 +𝐵 𝑘 𝑢 𝑘

𝑦 𝑘 = 𝐶 𝑘 𝑥 𝑘 + 𝐷 𝑘 𝑢(𝑘)

𝑥 𝑘0

𝑧 𝑘 + 1 = 𝑷−𝟏 𝒌 + 𝟏 𝑨 𝒌 𝑷 𝒌 𝑧 𝑘 + 𝑷−𝟏 𝒌 + 𝟏 𝑩 𝒌 𝑢 𝑘

𝑦 𝑘 = 𝑪 𝒌 𝑷 𝒌 𝑧 𝑘 + 𝑫 𝒌 𝑢(𝑘)

𝑧(𝑘0 )=𝑃 −1 𝑘0 𝑥 𝑘0

Slide 19
 Transition Matrix Properties 4
𝑥 𝑘 =𝑃 𝑘 𝑧 𝑘

(𝐶 𝑘 ,𝐴 𝑘 ,𝐵 𝑘 ,𝐷 𝑘 )

( 𝐶 𝑘 𝑃 𝑘 , 𝑃 −1 𝑘 + 1 𝐴 𝑘 𝑃 𝑘 , 𝑃 −1 𝑘 + 1 𝐵 𝑘 , 𝐷 𝑘 )

k=0 𝑧 1 = 𝑷−𝟏 𝟏 𝑨 𝟎 𝑷 𝟎 𝑧 0 + 𝑷−𝟏 𝟏 𝑩 𝟎 𝑢 0

= 𝑷−𝟏 𝟏 𝑨 𝟎 𝑷 𝟎 𝑃−1 0 𝑥(0) + 𝑷−𝟏 𝟏 𝑩 𝟎 𝑢 0
= 𝑷−𝟏 𝟏 (𝑨 𝟎 𝑥(0) + 𝑩 𝟎 𝑢 0 ) = 𝑷−𝟏 𝟏 𝑥(1) 𝑧(𝑘0 )=𝑃 −1 𝑘0 𝑥 𝑘0

Slide 20
 Transition Matrix Properties 5

The linear n × n matrix difference equation

𝑋 𝑘+1 = 𝐴 𝑘 𝑋 𝑘 , 𝑋 𝑘0 = 𝐼

has the unique solution

𝑋 𝑘 = 𝛷𝐴 𝑘, 𝑘0 , 𝑘 ≥ 𝑘0

If the initial condition is an arbitrary n × n matrix 𝑋 𝑘0 =𝑋0, in place of identity, then the unique
solution for 𝑘 ≥ 𝑘0 is 𝑋 𝑘 = 𝛷𝐴 𝑘, 𝑘0 𝑋0.

Slide 21
 Transition Matrix Properties 6

The linear n × n matrix difference equation

𝑍 𝑘 − 1 = 𝐴𝑇 𝑘 − 1 𝑍 𝑘 , 𝑍 𝑘0 = 𝐼

has the unique solution

𝑍 𝑘 = 𝛷𝐴 𝑇 𝑘0, 𝑘 , 𝑘 ≤ 𝑘0

𝑧 𝑘 = 𝛷𝐴 𝑇 𝑘0 ,𝑘 𝑧0 𝑘 ≤ 𝑘0
𝑥 𝑘 = 𝛷𝐴 𝑘, 𝑘0 𝑥0 𝑘 ≥ 𝑘0

Slide 22
 Special Case 1: Time-Invariant Case

If all coefficient matrices are constant, then standard notation for the discrete-time linear
state equation is

𝑥 𝑘+1 = 𝐴𝑥 𝑘 +𝐵𝑢 𝑘 ,

𝑦 𝑘 =𝐶 𝑥 𝑘 +𝐷𝑢 𝑘

The transition matrix for the matrix A follows directly from the general formula in the time-varying
case as

𝛷𝐴 𝑘, 𝑗 = 𝐴𝑘−𝑗 , 𝑘 ≥ 𝑗.

If A is invertible, then this definition extends to k < j without writing a separate formula.

Slide 23
 Time-Invariant Case

𝐶 𝑥0 + 𝐷 𝑢 𝑘0 𝑘 = 𝑘0
𝑦 𝑘 =
𝐶 𝐴𝑘−𝑘0 𝑥0 + 𝑘−1
𝑗=𝑘0 𝐶 𝐴
𝑘−𝑗−1 𝐵 𝑢 𝑗 + 𝐷 𝑢(𝑘) 𝑘 ≥ 𝑘0 + 1

𝑘−1

𝑘0 = 0 𝑦 𝑘 = 𝐶 𝐴𝑘 𝑥0+ 𝐶 𝐴𝑘−𝑗−1 𝐵 𝑢 𝑗 + 𝐷 𝑢(𝑘) 𝑘≥1

𝑗=0

If the matrix A is invertible then:

−1

𝑘0 = 0 𝑦 𝑘 = 𝐶 𝐴𝑘 𝑥0 − 𝐶 𝐴𝑘−𝑗−1 𝐵 𝑢 𝑗 + 𝐷 𝑢 𝑘 𝑘<0
𝑗=𝑘

We do not consider solutions for k < 0 unless special mention is made. Slide 24
 Time-Invariant Case
By defining the p × m matrix sequence

𝐷 𝑘=0 (unit-pulse response)

𝐺 𝑘 =
𝐶 𝐴𝑘−1𝐵 𝑘≥1

we can write the (forward) solution as

𝑘

𝑦 𝑘 = 𝐶 𝐴𝑘 𝑥0 + 𝐺(𝑘 − 𝑗) 𝑢 𝑗 𝑘≥0
𝑗=0

(convolution)

Slide 25
 Time-Invariant Case
Recall that 𝛷𝐴 𝑘, 0 = 𝐴𝑘 , 𝑘 ≥ 0 is the unique solution of the n × n matrix difference equation
𝑋 𝑘+1 = 𝐴𝑋 𝑘 , 𝑋 0 = 𝐼

The z-transform, can be used to develop a representation for 𝐴𝑘 as follows. Applying the z-transform
to both sides yields an algebraic equation in X(z) = Z{X(k)} that solves to

X(z) = 𝑧 (𝑧𝐼 − 𝐴)−1

𝑧 𝑎𝑑𝑗(𝑧𝐼−𝐴)
Z{𝐴𝑘} = 𝑧 (𝑧𝐼 − 𝐴)−1 = Z{𝑋 𝑘 + 1 } = z X(z) – z 𝑋 0 = 𝐴 X(z)
det(𝑧𝐼−𝐴)

det (𝑧𝐼 − 𝐴) is a degree-n polynomial in z, so (𝑧𝐼 − 𝐴)−1exists for all but at most n values of z.

Slide 26
Time-Invariant Case

Slide 27
Time-Invariant Case

𝐴𝑘

Slide 28
Transfer Function

𝟏
0 1
𝟐 1
𝑥 𝑘+1 = 𝑥 𝑘 + 𝑢 𝑘 𝑥1 𝑘 + 1 = 𝑥1 𝑘 + 𝑢 𝑘
𝟏 0 2
0
𝟑 𝐵
1
𝐴 𝑥2 𝑘 + 1 = 𝑥2 𝑘
3
𝐶 𝐷
𝑦 𝑘 = 1 0 𝑥 𝑘 +1𝑢 𝑘 𝑦 𝑘 = 𝑥1 𝑘 + 𝑢 𝑘

Slide 29
 Transfer Function
𝟏
uncontrollable, unobservable
G(z) = 𝐶 (𝑧𝐼 − 𝐴)−1𝐵 + 𝐷 𝟑
eigenvalues
det(z I -A) = 0 𝟏
𝟏 𝟐
0
𝟐 1
𝑥 𝑘+1 = 𝑥 𝑘 + 𝑢 𝑘
𝟏 0
0 G(z) 1 + 2𝑧
𝟑 𝐺 𝑧 =
−1 + 2𝑧
1 1
𝑦 𝑘 = 1 0 𝑥 𝑘 +𝑢 𝑘 −
2 2
zero pole

Slide 30
 Special Case 2: Periodic Case

The second special case we consider involves linear state equations with coefficients that are
repetitive matrix sequences.

A matrix sequence F(k) is called K-periodic if K is a positive integer such that for all k, F(k + K) = F(k).

It is convenient to call the least such integer K the period of F(k).

If K = 1, then F(k) is constant.

Slide 31
 Special Case 2: Periodic Case

Example:

(−1)𝑘 0
𝑥 𝑘+1 = 𝑥 𝑘
0 1

(−1) 𝑘 0
𝐴 𝑘 =
0 1

(−1) 𝑘+𝐾 0 ? (−1)𝑘 0

𝐴 𝑘+𝐾 = = =𝐴 𝑘 ⇔ 𝐾 = 2.
0 1 0 1

𝐴 𝑘 is a "2 −periodic" matrix sequence.

Slide 32
 Special Case 2: Periodic Case

Property

Suppose the 𝑛 × 𝑛 matrix sequence 𝐴 𝑘 is invertible for every 𝑘 and 𝐾 −periodic. Then the transition
matrix for 𝐴 𝑘 can be written in the form

𝛷 𝑘, 𝑗 = 𝑃 𝑘 𝑅𝑘−𝑗 𝑃 −1(𝑗)

for all 𝑘, 𝑗, where 𝑅 is a constant (possibly complex), invertible, 𝑛 × 𝑛 matrix , and 𝑃(𝑘) is a
𝐾 −periodic, 𝑛 × 𝑛 matrix sequence that is invertible for every 𝑘.

Slide 33
Special Case 2: Periodic Case
Proof of Property:

Define an 𝑛 × 𝑛 matrix 𝑅 by setting

𝑅 𝐾 = 𝛷 𝐾, 0 .

Also define 𝑃 𝑘 via

𝑃 𝑘 = 𝛷 𝑘, 0 𝑅−𝑘 .

Obviously 𝑃 𝑘 is invertible for every 𝑘.

Slide 34
Special Case 2: Periodic Case
Proof of Property:

𝑃 𝑘 + 𝐾 = 𝛷 𝑘 + 𝐾, 0 𝑅 −(𝑘+𝐾) = 𝛷 𝑘 + 𝐾, 𝐾 𝛷 𝐾, 0 𝑅−𝐾 𝑅−𝑘

Since 𝛷 𝐾, 0 𝑅−𝐾 = 𝐼 (identity matrix),

𝑃 𝑘 + 𝐾 = 𝛷 𝑘 + 𝐾, 𝐾 𝑅−𝑘.

From the definition of the state transition matrix and the periodicity property of A(k):

𝛷 𝑘 + 𝐾, 𝐾 = 𝛷 𝑘, 0 ∀𝑘.

Thus we obtain 𝑃 𝑘 + 𝐾 = 𝑃(𝑘) ∀𝑘.

Slide 35
Special Case 2: Periodic Case
Proof of Property:

𝑃 𝑘 = 𝛷 𝑘, 0 𝑅−𝑘 𝑃 𝑘 𝑅 𝑘 = 𝛷 𝑘, 0

𝑃 −1 𝑘 = 𝑅 𝑘 𝛷 𝑘, 0 −1= 𝑅 𝑘 𝛷 0,𝑘

𝑃 −1 𝑗 = 𝑅 𝑗 𝛷 0,𝑗

𝛷 0,𝑗 = 𝑅 −𝑗 𝑃−1 𝑗

𝛷 𝑘, 𝑗 = 𝛷 𝑘, 0 𝛷 0, 𝑗 = 𝑃 𝑘 𝑅𝑘 𝑅−𝑗 𝑃−1 𝑗 = 𝑃 𝑘 𝑅𝑘−𝑗 𝑃−1 𝑗

Slide 36
Special Case 2: Periodic Case - Example
𝑥 𝑘 = 𝛷 𝑘, 𝑗 𝑥 𝑗 = 𝑃 𝑘 𝑅𝑘−𝑗 𝑃−1 𝑗 𝑥 𝑗

𝑃 𝑘 = 𝛷 𝑘, 0 𝑅−𝑘

𝑅 𝐾 = 𝛷 𝐾, 0 "2 −periodic" (−1)𝑘 0

𝑥 𝑘+1 = 𝑥 𝑘
0 1
−1 0 𝑥1 (𝑘)
𝑅 2 = 𝛷 2,0 = A 1 A 0 = 𝑥 𝑘 =
0 1 𝑥2 (𝑘)

𝑖 0 3
⇔𝑅 = , 𝑖 = −1 𝑥 0 =
0 1 4

𝑃 0 = 𝛷 0,0 𝑅 −0 = 𝐼2 (identity matrix)

−𝑖 0
𝑃 1 = 𝛷 1,0 𝑅 −1 = 𝐴 0 𝑅 −1= = {𝑃 3 , 𝑃 5 , … }
0 1
𝑃 2 = 𝛷 2,0 𝑅 −2 = 𝐴 1 𝐴 0 𝑅−2 = 𝐼2 = {𝑃 4 , 𝑃 6 , … } Slide 37
Special Case 2: Periodic Case - Example
𝛷 𝑘, 𝑗 = 𝑃 𝑘 𝑅𝑘−𝑗 𝑃 −1 𝑗 𝛷 𝑘, 𝑗 = 𝑃 𝑘 𝑅𝑘−𝑗 𝑃 −1 𝑗

1 0
𝑘 𝑒𝑣𝑒𝑛
𝑃 𝑘 = 0 1 1 0 𝑖 0 𝑘−𝑗 1 0
−𝑖 0 𝑘, 𝑗 𝑒𝑣𝑒𝑛
𝑘 𝑜𝑑𝑑 0 1 0 1 0 1
0 1 −𝑖 0 𝑖 0 𝑘−𝑗
𝑖 0
𝑘, 𝑗 𝑜𝑑𝑑
𝛷 𝑘, 𝑗 = 0 1 0 1 0 1
1 0 𝑖 0 𝑘−𝑗 𝑖 0
1 0 𝑘 𝑒𝑣𝑒𝑛, 𝑗 𝑜𝑑𝑑
𝑘 𝑒𝑣𝑒𝑛 0 1 0 1 0 1
𝑃 −1 𝑗 = 0 1
𝑖 0 −𝑖 0 𝑖 0 𝑘−𝑗 1 0
𝑘 𝑜𝑑𝑑 𝑘 𝑜𝑑𝑑, 𝑗 𝑒𝑣𝑒𝑛
0 1 0 1 0 1 0 1

𝑖 0
𝑅=
0 1

Slide 38
Special Case 2: Periodic Case - Example
𝑘−𝑗
𝑖 0
𝑘, 𝑗 𝑒𝑣𝑒𝑛
0 1
−𝑖 0 𝑖 0 𝑘−𝑗 𝑖 0
𝑘, 𝑗 𝑜𝑑𝑑
𝛷 𝑘, 𝑗 = 0 1 0 1 0 1
k>j
𝑖 0 𝑘−𝑗 𝑖 0
𝑘 𝑒𝑣𝑒𝑛, 𝑗 𝑜𝑑𝑑
0 1 0 1
−𝑖 0 𝑖 0 𝑘−𝑗
𝑘 𝑜𝑑𝑑, 𝑗 𝑒𝑣𝑒𝑛
0 1 0 1

−1 𝑘 𝑖 𝑘+𝑘2 0 𝑥(0)
𝑥 𝑘 =
0 1

Slide 39
Special Case 2: Periodic Case - Example

(−1)𝑘 0
𝑥 𝑘+1 = 𝑥 𝑘
0 1

𝑥1 (𝑘)
𝑥 𝑘 =
𝑥2 (𝑘)

3
𝑥 0 =
4

Slide 40
Special Case 2: Periodic Case
𝑥 𝑘 + 𝑗𝐾 = 𝛷 𝑘 + 𝑗𝐾, 𝑘0 𝑥0 = 𝛷 𝑘 + 𝑗𝐾, 𝑘 + (𝑗 − 1 𝐾) 𝛷 𝑘 + (𝑗 − 1)𝐾, 𝑘 + (𝑗 − 2 𝐾) … 𝛷 𝑘 + 𝐾, 𝑘 𝛷 𝑘, 𝑘0 𝑥0

= 𝑃 𝑘 + 𝑗𝐾 𝑅 𝐾 𝑃−1(𝑘 + 𝑗 − 1 𝐾) 𝑃 𝑘 + (𝑗 − 1)𝐾 𝑅 𝐾 𝑃−1(𝑘 + 𝑗 − 2 𝐾)… 𝑃 𝑘 + 𝐾 𝑅 𝐾 𝑃 −1 𝑘 𝑥(𝑘)

𝑥 𝑘 + 𝑗𝐾 = 𝑃 𝑘 (𝑅 𝐾 )𝑗 𝑃−1 𝑘 𝑥(𝑘)

If all eigenvalues of 𝑅 𝐾 have magnitude less than unity, then the zero-input solution goes to zero.

If 𝑅 𝐾has at least one eigenvalue with magnitude greater than unity, there are initial states (formed from
corresponding eigenvectors) for which the solution grows without bound.

The case where R has at least one unity eigenvalue relates to existence of K-periodic solutions.

Slide 41
Special Case 2: Periodic Case

Theorem:

Suppose 𝐴 𝑘 is invertible for every 𝑘 and 𝐾 −periodic.

Given any 𝑘0 there exists a nonzero 𝑥0 such that the solution of 𝑥 𝑘 + 1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0 is

𝐾 −periodic if and only if (iff) at least one eigenvalue of 𝑅 𝐾 = 𝛷 𝐾, 0 is unity.

Theorem:

For the time-invariant linear state equation 𝑥 𝑘 + 1 = 𝐴 𝑥 𝑘 + 𝐵 𝑢(𝑘), 𝑥 0 = 𝑥0, suppose 𝐴 is invertible.
If 𝐴𝐾 has no unity eigenvalue, then for every 𝐾 −periodic input signal 𝑢(𝑘) there exists an 𝑥0 such that the
corresponding solution is 𝐾 −periodic.
Slide 42