Lecture

State Transformation And Solution Of State

Space Equations Transition Matrix

State Transition Matrix

Modern Control Systems 1

 d
x(t )  Ax(t )  Bu(t )
dt
y (t )  Cx(t )  Du(t )

The behavior of x(t) and y(t) :

1. Homogeneous solution of x(t)
2. Non-homogeneous solution of x(t)

Modern Control Systems 2

 Homogeneous solution
x (t )  Ax(t )
x(t )  L1[( sI  A) 1 ]x(0)
sX ( s)  x(0)  AX ( s)
 e At x(0)
X ( s)  ( sI  A) 1 x(0)
State transition matrix

(t )  e At  L1[( sI  A) 1 ]
x(t0 )  e At0 x(0)
 At0
x(0)  e x(t0 )
x(t )  e At e  At0 x(t0 )  e A(t t0 ) x(t0 )  (t  t0 ) x(t0 )
Modern Control Systems 3
 
Properties 1 1
(t )  e  L [( sI  A) ]
At

1.  (0)  I
1
2.  (t )   (t )
3. x(0)   (t ) x(t )
4.  (t 2  t1 )  (t1  t0 )   (t 2  t0 )
k
5.  (t )   (kt )

Modern Control Systems 4

 Non-homogeneous solution
d
x(t )  Ax(t )  Bu(t )
dt
y (t )  Cx(t )  Du(t )

sX ( s)  x(0)  AX ( s)  BU ( s)
( sI  A) X ( s)  x(0)  BU ( s)
1 1
X ( s)  ( sI  A) x(0)  ( sI  A) BU ( s)
x(t )  L1[( sI  A) 1 ]x(0)  L1[( sI  A) 1 BU ( s)]
t
x(t )  (t ) x(0)   (t   ) Bu( )d Convolution
0

Homogeneous
Modern Control Systems 5
 t
x(t )  (t ) x(0)   (t   ) Bu( )d
0
t
x(t )  (t  t0 ) x(t0 )   (t   ) Bu( )d
t0
t
y (t )  C(t  t0 ) x(t0 )   C(t   ) Bu( )d  Du(t )
t0

Zero-input response Zero-state response

Modern Control Systems 6

Example 1  x1   0 1   x1  0
 x    2  3  x   1u (t )
 2   2   
x(0)  0 0
T
let

 2 e t
 e 2 t
e 1  e 2t 
 (t )  L1[( sI  A) 1 ]  e At   t  2t 
  2 e  2 e  e  t  2e  2 t 

t
x(t )  (t ) x(0)   (t   ) Bu( )d
0

 x1    2e t  e  2t 
1 3
Ans: x    2 2 L1[( sI  A) 1 BU ( s )]
 2    2e t  2e  2t 

Modern Control Systems 7

How to find State transition matrix

1 1
(t )  e  L [( sI  A) ]
At

Methode 1: (t )  L1[( sI  A) 1 ]

Methode 2: (t )  e At

Methode 3: Cayley-Hamilton Theorem

Modern Control Systems 8

Methode 1: (t )  L1[( sI  A) 1 ]
 x1   0 1 0   x1  0 0
 x    0  4 3   x   1 0   u1 
 2   2    u 
 x3   1  1  2  x3   0 1  2 
 x1 
 y1 (t )  1 0 0  
 y (t )  0 0 1  x2 
 2   x 
 3

adj ( sI  A)
( sI  A) 1 
sI  A
 s 2  6 s  11 s  2 3 
1  
  3 s 2
 2 3 s
s ( s  4)( s  2)  3  3s  
 s4  s  1 s  4 s 
2


Modern Control Systems 9

Method 2: Diagonalization

Example 4.5  x1    1 0 0   x1  1

 x    0  2 0   x   1u diagonal matrix
 2   2   
 x3   0 0  3  x3  1
 x1 
y  6  6 1 x2 
 
 x3 

e  t 0 0 
 
Φ( t )  e   0
At
e 2 t 0 
0 0 e 3t 


Modern Control Systems 10

Diagonalization via Coordinate Transformation

Plant: x  Ax  Bu A  R n n
y  Cx  Du

Eigenvalue of A: i , satisfying Avi  i vi , i  1, ,n

Assume that all the eigenvalues of A are distinct, i.e. 1  2  3   n

Then eigenvectors, v1, v2 ,  ,vn are independent.

Coordinate transformation matrix T  [v1, v2 ,  ,vn ]

 Λ  T 1 AT is a diagonal matrix.

Modern Control Systems 11

 1 0
  
T 1 AT     2 
  
 
 0 n

 e At  Te ΛtT 1

e1t 0 
 
e2t
where e Λt   
  
 λ nt 
0 e 

Modern Control Systems 12

New coordinate: ξ  T -1 x
  T 1 AT
A  T 1 AT
 1   1 0 0 0   1  B  T 1 B
 
 2    0 2 0 0   2  C  CT
   (4.1)
  0     
  
 n   0 0   n   n 

 i (t )  ii (t ), i  1, ,n

Solution of (4.1):
i (t )  e ti (0), i  1, ,n
i

x (t )  T (t )  v1e1t ξ1 (0)  v2e2t ξ 2 (0)    vn ent ξ n (0), ξ (0)  T x (0)

1

The above expansion of x(t) is called modal decomposition.

Hence, system asy. stable ⇔ all the eigenvales of A lie in LHP

Modern Control Systems 13

Example i  distinct
 2 1  1 
x    x , x ( 0 )  2 1  1, 2  3
 1  2  
Find eigenvector
 1  2  1   v11   v11  1
(1 I  A)v1      0    
 1  1  2 v12  v12  1

 3  2  1   v21   v1   1 
(2 I  A)v2      0    
 1  3  2 v22  v2    1

1 1  1  1  1  T 1 AT  
1 0 
T  v1 v2   
1
T   0  3
  2  1 1   
1  1

ξ  T 1 x

Modern Control Systems 14

   1 0 
ξ ξ (4.2)
 0  3

1  11 1 (0) 

  (0)  T x (0),  (0)  
1

2  32  (
 2  0 )

Solution of (4.1):

x (t )  Tξ (t )  v1e1t ξ1 (0)  v2e2t ξ 2 (0)

 3 
1  2 
ξ ( 0)  T x ( 0)  ξ ( 0)   
1
 
 2
 3  t 1  3t 
3 t 1  1  3t  1  2 e  2 e 
 x(t )  e      e     3 1 
1
2    2 
 1 
 e  e 
t  3 t

2 2 
Modern Control Systems 15
In the case of A matrix is phase-variable form and
1  2  3   n

 1 1 1 
  Vandermonde
  
P  v1 v2  vn    1 2 n  matrix
   for phase-variable
 n 1 n 1  form

 1 n 1
2  n 

1 
 2 
1
P AP     
 3 
 
 4 
t 1
e  Pe P
At
Modern Control Systems 16
Example: i  distinct
Repeated eigenvalue case, i.e. i is not distinct
1 0  1  1 0 1
A  0 1 0  I  A  0   1 0  (  1)(  1)(  2)
0 0 2  0 0  2

1  2 0 0 1   v1 
  
(1 I  A)V1  0 0 0  v2   0 depend
0 0  1 v3 

 v1  1  v1  0
0v1  0v2  v3  0  v2   0 0v1  0v2  v3  0  v2   1
v3  0 v3  0
V1  V2
Modern Control Systems 17
3  2 1 0 1  v1 
   
(3 I  A)V3  0 1 0 v2   0
0 0 0 v3 

 v1   1
v1  0v2  v3  0  v2    0 
v3   1 

1 0  1 1 0 0
P  V1 V2 V3   0 1 0   P 1 AP  0 1 0
0 0 1  0 0 2

Modern Control Systems 18

Case 3: i  distinct Jordan form
1  2  3

P  v1 v2 v3   P 1 AP  Jordan form

Generalized eigenvectors

(1 I  A)v1  0 1 1 

(1 I  A)v2  v1 1 ˆ 
P AP  A   1 1  
(1 I  A)v3  v2  1 
e 1t
te 1t t2
2 e 
1t

Aˆ t  1t 
e  e 1t te 
 e 1t 

Modern Control Systems 19
Example:
 3 1  3 1
A     (   2) 2
 1 1 1  1

 1  1 v11  v11   1 
(1 I  A)V1      0    
 1 1  v12  v12   1
 1  1  v21  1  v21  1
(1 I  A)V2            
 1 1  v22   1 v22  0

 1 1 2 1 
P  V1 V2    
1 ˆ
 P AP  A   
  1 0   0 2 

Aˆ t  e 2t
te 2t  Aˆ t 1
e  2t 
 e  Pe P
At

 e 
Modern Control Systems 20
Method 3: Cayley-Hamilton Theorem

Theorem: Every square matrix satisfies its char. equation.

Given a square matrix A, A  R nn. Let f(λ) be the char. polynomial of A.

Char. Equation:
f ( )  n  an 1n 1    a1  a0  0
By Caley-Hamilton Theorem

f ( A)  An  an 1 An 1    a1 A  a0 I  0

Modern Control Systems 21

 An  an 1 An 1    a1 A  a0 I  0
An   an 1 An 1    a1 A  a0 I
An 1   an 1 An    a1 A2  a0 A
  an 1 ( an 1 An 1    a1 A  a0 I )   a1 A2  a0 A

any f ( A)  k0 I  k1 A  k 2 A    k n A  
2 n

f ( A)   0 I  1 A   2 A     n 1 A
2 n 1

n 1
 
k 0
k A k

Modern Control Systems 22

Example: 1 2
A ?
100
A  
0 1
let f ( A)  A100   0 I  1 A

 1 2
 (  1)(  2)  0 , 1  1, 2  2
0  2

f (1 )  1
100
  0  11  1100  0  2  2100
f ( 2 )   2
100
  0  12  2 100
1  2100  1

1 0  1 2  1 2101
 2
f ( A)  A100  (2  2 ) 
100
  (2  1) 
100
  
 0 1   0 1   0 1 

Modern Control Systems 23

Example:  3 1
e ?
At
A  
 2 0
 3 1
 0 , 1  1, 2  2
2 

f (1)  e  t   0  11   0  1  0  2e t  e 2t

f (2)  e  2t   0  12   0  1 2 1  e  2 t  e t

t  2t1 0  2t t   3  1
e  2e  e 
At
  ( e  e )  
 0 1   2 0 
 2e  2t  e t e  2 t  e t 
  2t t  2t t 
  2 e  2 e  e  2 e 
Modern Control Systems 24