Chapter 1

Mathematical Modeling of
Dynamic Systems in State
Space

1
 Introduction to 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

2
 Introduction to 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

3
 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

4
The State Space Equations


x  Ax  Bu
y  Cx  Du 5
 Equation defination

x  derivative _ of _ the _ state _ vector
x  state _ vector
y  output _ vector
u  input _ of _ control _ vector
A  system _ matrix
B  input _ matrix
C  output _ matrix
D  feedfoward _ matrix 6
 Two type of equation
• State equation

x  Ax  Bu
• Output equation

y  Cx  Du 7
 Modeling of Electrical Networks
Voltage-current, voltage-charge, and
impedance relationships for capacitors,
resistors, and inductors

8
 Modeling of Electrical Networks
• Consider RL serial network
R

VR
Vi iV L
L

9
 Modeling of Electrical Networks
• RL serial network – first order system

10
 RL serial network
• The loop equation is

di
L  Ri  Vi
dt
• Taking the Laplace transform by assuming
zero initial conditions yields

LsI (s)  RI (s)  Vi (s) 11

 RL serial network
• Input system is Vi ie a unit step u(t), then
1
vi (t )  1V  Vi ( s) 
s
• Solving for I(s)

 

1 1 1 
I (s)    
Rs s R 
 
 L 12
 RL serial network
• Taking the inverse Laplace

1  R
  t 
i (t )  1 e L 
R  

13
 RL serial network
• Voltage across the resistor

vR (t )  Ri (t )
• Voltage across the inductor
di
vL (t )  vi (t )  Ri (t )  L
dt
• The derivative of the current 0912254180

 vi (t )  Ri (t ) 
di 1
dt L 14
 RC serial network
• Figure below shows an RC circuit with input
voltage vi and output voltage vo. Form a state
space model for this system using the voltage
vc across the capacitor as the state variable

15
 RC serial network
• Write the equations for the system using
Kirchhoff’s voltage law,

vi  vc  vo      (1)
for _ the _ capacitor
dvc
iC      (2)
dt
for _ the _ resistor
vo  iR      (3) 16
 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 dvc
iC
R dt
dvc
vo  RC      (4)
dt 17
 RC serial network
• Eliminate vo from equation (4) and combine
with equation (1) and rearrange gives
vi  vc  vo
dvc
vi  vc  RC
dt
dvc
RC  vc  vi
dt
dvc  1 1
 vc   vc  vi    (5)
dt RC RC 18
 RC serial network
• Output of the system
vo  vc  vi      (6)
• Rearrange equation (5) and (6) in matrix form
yields
   1   1 
v c  
 v
   v

 
   RC  RC 
c i

y  1v c  1v i 19
 RC serial network
• Where, x  state _ vector  vc
 
x  derivative _ state _ vector  v c
u  input _ vector  vi
y  output _ vector  vo  vr
1
A  state _ matrix  
RC
1
B  input _ matrix 
RC
C  ouput _ matrix  1
D  direct _ transmission _ matrix  1
20
 Modeling of Electrical Networks
• Consider RLC serial network
L
R

VR VL
Vi
C
i VC

21
 Modeling of Electrical Networks
• RLC serial network – second order system

22
 State Variables and output
• Select two state variables,

x1  q
x2  i
y  VL
23
 Loop equation
• Using Kirchoff Voltage Law,

di 1
L  Ri 
dt C
 idt  v(t)
24
 Converting to charge
• Using equation,

dq
i
dt
2
dq dq 1
L 2  R  q  v(t)
dt dt C 25
Derivatives of state vector
x1  q
 dq
x1  i
dt
x2  i
 di
x2 
dt 26
 State equation
• First state equation
 dq
x1   i  x2
dt
• Second state equation, using
q  idt
di 1
L  Ri   idt v(t)
dt C
di q Ri v(t)
  
dt LC L L
 1 R 1
x2   x1  x 2  u 27
LC L L
 State equation in matrix form

x  Ax  Bu
    0

1  x  0 
 x1
x   1 R       1 u
1

 x   LC    x2   
L
 2  L
 dq 
  dt   0 1  q   0 
x  1 R       1  v(t )
di    i   
   LC L L
 dt  28
 Output equation
• Output system is VL
VL  VR  VC  v(t)
VL  VC  VR  v(t)
1
V L   idt  iR  v(t)
C
1
VL   q  Ri  v(t)
C
1
VL   x1  Rx 2  u
C 29
 Output equation in matrix form
y  Cx  Du
 1   x1 
y    R      0u
 C   x2 
 1  q 
VL    R      0v(t )
 C  i  30
Change State Variables but output
still same

x1  VR
x 2  VC
y  VL
31
Voltage formula for R, L and C
VR  iR
1
VC   idt
C
di
VL  L
dt 32
Derivative of first state equation
x1  VR
 dVR di R
x1`   R  v(t)  VR  VC 
dt dt L
 R R R
x1   VR  VC  v(t)
L L L
 R R R
x1`   x1  x 2  u
L L L 33
Derivative of second state
equation

x 2  VC
 dVC 1 1
x2   i VR
dt C RC
 1
x2  x1
RC 34
State equation in matrix form

x  Ax  Bu
 R R
   

  x  R
 x1
x   L L
      L u
1

x   1   x2   0 
 2 0  
 RC 
 dVR   R R
  dt   L  L  VR   R 
x         L  v(t )
0  C   0 
dVC 1  V
  
 dt   RC 
35
 Output equation

VL  VR  VC  v(t)
VL  VR  VC  v(t)
y  x1  x 2  u
36
Output equation in matrix form
y  Cx  Du
 x1 
y   1  1    1 u
 x2 
VR 
VL   1  1    1 v(t )
VC  37
 Example : 2 loop
• Find a state space representation if the output
is the current through the resistor.
• State variables VC and iL
• Output is iR
• Input is Vi

38
 Electrical network LRC
L
node 1
VL

Vi iL
VR
R C
iR
iC VC

39
 Solution : Step 1
• Label all of the branch currents in the network.
• iL(t), iR(t) and iC(t)

40
 Solution : Step 2
• Select the state variables by writing
the derivative equation for all energy-
storage elements ie inductor and
capacitor
1
VC   iC (t )dt
C
dVC
 iC  C    (1)
dt
diL
VL  L    (2)
dt 41
 Solution : Step 3
• Apply network theory, such as Kirchoff’s
voltage and current laws to obtain iC and VL
in terms of the state variable VC and iL
• At node 1,
iL  iR  iC
 iC  iL  iR
1
iC   VC  iL    (3)
• Arround the outer loop,
R

V (t )  VL  VC
VL  VC  V (t )    (4)
42
 Solution : Step 4
• Substitute the result of equation (3) and
equation (4) into equation (1) and (2)
dVC 1
C   VC  iL    (7)
dt R
diL
L  VC  V (t )    (8)
dt
• Rearrange
dVC 1 1
 VC  iL    (9)
dt RC C
diL 1 1
  VC  V (t )    (10)
dt L L 43
 Solution : Step 5
• Find the output equation

1
iR  VC    (11)
R
44
 Solution : Step 6
• State space representation in vector matrix
form are

 dVC   1 1
 dt   RC C  VC   0 
 di    1 .    1  v(t )    (12)
 L    0  L   L 
 i
 dt   L 
1  VC 
iR   0.     (13)
R   iL 
45
 Example 2 loop
• Find the state space representation of the
electrical network shown in figure below
• Input vi(t)
• Output vo(t)
• State variables x1 = vC1, x2 = iL and x3 = vC2

46
 RLC two loop network
• Identifying appropriate variables on the
circuit yields
C1
node R

iR
iC1
Vi iC2 Vo
DC

L C2

iL
47
 RLC two loop network
• Identifying appropriate variables on the circuit
yields

48
 RLC two loop network
• Represent the electrical network shown in
figure in state space where
• Output is v0(t)
• Input is vi(t)
• State variables :-
x1 = vC1
x2 = iL
x3 = vC2

49
 solution
• Writing the derivative relations
dvC1
C1  iC1
dt
diL
L  vL
dt
dVC 2
C2  iC 2
dt 50
 solution
• Using Kirchhoff’s current and voltage laws

1
iC1  iL  iR  (vL  vC 2 )
R
vL  vC1  vi
1
iC 2  iR  (vL  vC 2 )
R 51
 solution
• Substituting these relations and simplifying
yields the state equations as
dvC1 1 1 1 1
 vC1  iL  vC 2  vi
dt RC1 C1 RC1 RC1
diL 1 1
  vC1  vi
dt L L
dvC 2 1 1 1
 vC1  vC 2  vi
dt RC 2 RC 2 RC 2
vo  vC 2 52
 solution
• Putting the equations in vector matrix form

 1 1 1   1 

 RC    
C1 RC1 RC1

 1
  
 1   1 
x  0 0 x vi
 L   L 
 1 1   1 
 0    
 RC 2 RC 2   RC 2 
y  0 0 1x 53
 Example 1

• Represent the electrical network shown in

figure in state space where
• Output is v0(t)
• Input is vi(t)
• State variables :-
x1 = v 1
x2 = i4
x3 = v 0
54
 Electrical network 1
• Add the branch current and node voltages
to the network
R1 = 1 Ohm R2 = 1 Ohm R3 = 1 Ohm
V1 V2

i1 i3 i5

Vi C1 = 1 F
L=1H
C2 = 1 F Vo
i2 i4

55
 Electrical network 1
• Add the branch current and node voltages to
the network

56
 solution
• Write the differential equation for each energy
storage element

dv1
 i2
dt
di4
 v2
dt
dv0
 i5
dt 57
 solution
• Therefore the state vector is ,

 v1 

x   i4 
vo 
58
 solution
• Now obtain i2, v2 and i5 in terms of the state
variables,

i2  i1  i3  vi  v1  (v1  v2 )  vi  2v1  v2
v2  i5  vo  i3  i4  v0  v1  v2  i4  v0
Therefore,
1 1 1
v2  v1  i4  vo
2 2 2 59
 solution
• Substituting v2 in i2,

3 1 1
i2  vi  v1  i4  v0
2 2 2
also,
i5  i3  i4  v1  v2  i4
substituti ng _ v2 ,
1 1 1
i5  v1  i4  vo
2 2 2 60
 solution
• Therefore rearrange i2, v2 and i5 in matrix form
yields
 3 1 1 
   
 
  
 x 1  v 1  i2   2 2 2   v1  1



 

   1 1 1    
x  x2  i4  v2     . i4  0 vi
   2 2 2    
 x3  vo   i5   1 1 1  vo  0
     
 2 2 2 
 v1 
y  0 0 1. i4 
vo  61
 Example 2
• Represent the electrical network shown in
figure in state space where
• Output is iR(t)
• Input is vi(t)
• State variables :-
x 1 = i2
x2 = v C

62
 Electrical network 2
• Add the branch currents and node voltages
to the schematic and obtain
C = 1F
R1 = 1 Ohm
node V1 node V2

i1
i3
Vi R2=1 Ohm
4V1 iR
DC

L = 1H i2
i4

63
 Electrical network 2
• Add the branch currents and node voltages to
the schematic and obtain

64
 solution
• Write the differential equation for each energy
storage element

di2
 v1
dt
dvc
 i3
dt 65
 solution
• Therefore the state vector is,

 i2 
x 
 c
v
66
 solution
• Now obtain v1 in terms of the state variables

v1  vc  v2
v1  vc  iR
v1  vc  i3  4v1
v1  vc  (i1  i2 )  4v1
v1  vc  vi  v1  i2  4v1
1 1 1
v1  i2  vc  vi 67
2 2 2
 solution
• Now obtain i3 in terms of the state variables

i3  i1  i2
i3  vi  v1  i2
1 1 1
i3  vi  i2  vc  vi  i2
2 2 2
3 1 3
i3   i2  vc  vi
2 2 2 68
 solution
• Now obtain the output iR in terms of the state
variables

iR  i3  4v1
1 3 1
iR  i2  vc  vi
2 2 2 69
 solution
• Hence the state space representation

 1 1  1
   v  

   i   
 i2 2 2 2 v
x   1 2

   3  i
.
v   i3   3 1
  vc  
 c
 2 2   2 
1 3   i2   1 
y  .     vi
2 2  vc   2 
70
 RLC network with 2 input
R L1 L2

i1 + i2

Va iC C -
VC Vb
DC

DC
71
 solution
• State variables and their derivatives
 di1
x1  i1  x1 
dt
 di2
x2  i2  x2 
dt
 dvc
x3  v  x3 
dt
u1  va
u 2  vb
y  vc 72
 solution
• The derivatives equations for energy storage
elements
di1
L1  vL1      (1)
dt
di2
L2  vL 2      (2)
dt
dv
C  iC      (3)
dt 73
 solution
• For loop (1) ;
va  i1R  vL1  vC
vL1  va  i1R  vC      (4)
• For loop (2) ;

vb  vL 2  vC
vL 2  vb  vC      (5)
74
 solution
• For current iC ;
iC  i1  i2      (6)
• Substituting equation (4), (5) and (6) into
equation (1), (2) and (3) yields
di1
L1  va  i1 R  vC
dt
di1 R 1 1
  i1  vC  va
dt L1 L1 L1
 di1 R 1 1
x1    x1  x3  va      (7)
dt L1 L1 L1 75
 solution
• Substituting equation (4), (5) and (6) into
equation (1), (2) and (3) yields
di2
L2  vb  vC
dt
di2 1 1
  vC  vb
dt L2 L2
 di2 1 1
x2    x3  vb      (8)
dt L2 L2 76
 solution
• Substituting equation (4), (5) and (6) into
equation (1), (2) and (3) yields
dvC
C  i1  i2
dt
dvC 1 1
 i1  i2
dt C C
 dvC 1 1
x3   x1  x2      (9)
dt C C 77
 solution
• Rewrite equation (7), (8) and (9) in state space
representation matrix form
 R 1 1 
    L 0  
L1  x   L1
0
 x1 
 1
 1   v
  1   a
x  x2    0
  . x2    0
1
0 . 
  L2   L2  vb 
 x3   1 1   x3   0 0
   0   
 C C   
 x1 
y  0 0 1. x2 
 x3  78
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 Eigenvalues and Eigenvectors
Definition 1: A nonzero vector x is an eigenvector (or characteristic vector) of a
square matrix A if there exists a scalar λ such that Ax = λx. Then λ is an
eigenvalue (or characteristic value) of A.
Note: The zero vector can not be an eigenvector even though A0 = λ0. But λ = 0
can be an eigenvalue.
Example: 2  2 4 
Show x   is an eigenvector for A   
1  3 6 
2 4 2  0 
Solution : Ax      
3 6 1  0 
2  0 
But for   0, x  0    
1  0 
Thus, x is an eigenvector of A,and   0 is an eigenvalue.
 Geometric interpretation of
Eigenvalues and Eigenvectors
An n×n matrix A multiplied by n×1 vector x results in another n×1
vector y=Ax. Thus A can be considered as a transformation matrix.

In general, a matrix acts on a vector by changing both its magnitude

and its direction. However, a matrix may act on certain vectors by
changing only their magnitude, and leaving their direction unchanged
(or possibly reversing it). These vectors are the eigenvectors of the
matrix.

A matrix acts on an eigenvector by multiplying its magnitude by a

factor, which is positive if its direction is unchanged and negative if its
direction is reversed. This factor is the eigenvalue associated with
that eigenvector.
 Eigenvalues
Let x be an eigenvector of the matrix A. Then there must exist an
eigenvalue λ such that Ax = λx or, equivalently,
Ax - λx = 0 or
(A – λI)x = 0
If we define a new matrix B = A – λI, then
Bx = 0
If B has an inverse then x = B-10 = 0. But an eigenvector cannot be zero.
Thus, it follows that x will be an eigenvector of A if and only if B does
not have an inverse, or equivalently det(B)=0, or
det(A – λI) = 0
This is called the characteristic equation of A. Its roots determine the
eigenvalues of A.
 Eigenvalues: examples
2  12 
A
 5 
Example 1: Find the eigenvalues of
1
 2 12
I  A   (  2)(  5)  12
1  5
 2  3  2  (  1)(  2)
two eigenvalues: 1,  2
Note: The roots of the characteristic equation can be repeated. That is, λ1 = λ2 =…= λk.
If that happens, the eigenvalue is said to be of multiplicity k.
Example 2: Find the eigenvalues of 2 1 0
A  0 2 0
0 0 2
 2 1 0
I  A  0  2 0  (  2)3  0
0 0  2 λ = 2 is an eigenvector of multiplicity 3.
 Eigenvectors
To each distinct eigenvalue of a matrix A there will correspond at least one
eigenvector which can be found by solving the appropriate set of homogenous
equations. If λi is an eigenvalue then the corresponding eigenvector xi is the solution
of (A – λiI)xi = 0

Example 1 (cont.):
 3 12 1  4
  1 : (1) I  A     
  1 4  0 0 
x1  4 x2  0  x1  4t , x2  t
 x1   4
x1     t  , t  0
 x2  1 
 4 12 1  3
  2 : (2) I  A    
 1 3  0 0 
 x1  3
x 2     s  , s  0
 x2  1
 Eigenvectors 2 1 0
Example 2 (cont.): Find the eigenvectors of A  0 2 0 
0 0 2
Recall that λ = 2 is an eigenvector of multiplicity 3.
Solve the homogeneous linear system represented by
0  1 0  x1  0
(2 I  A)x  0 0 0  x2   0
0 0 0  x3  0
Let x1  s, x3  t. The eigenvectors of  = 2 are of the form

 x1   s  1 0s and t not both zero.

x   x2   0  s 0  t 0,
 x3   t  0 1
 Properties of Eigenvalues and Eigenvectors
Definition: The trace of a matrix A, designated by tr(A), is the sum of the
elements on the main diagonal.
Property 1: The sum of the eigenvalues of a matrix equals the trace of
the matrix.

Property 2: A matrix is singular if and only if it has a zero eigenvalue.

Property 3: The eigenvalues of an upper (or lower) triangular matrix are

the elements on the main diagonal.

Property 4: If λ is an eigenvalue of A and A is invertible, then 1/λ is an

eigenvalue of matrix A-1.
 Properties of Eigenvalues and
Eigenvectors
Property 5: If λ is an eigenvalue of A then kλ is an eigenvalue of kA
where k is any arbitrary scalar.

Property 6: If λ is an eigenvalue of A then λk is an eigenvalue of Ak for

any positive integer k.

Property 8: If λ is an eigenvalue of A then λ is an eigenvalue of AT.

Property 9: The product of the eigenvalues (counting multiplicity) of a

matrix equals the determinant of the matrix.
 Linearly independent eigenvectors
Theorem: Eigenvectors corresponding to distinct (that is, different)
eigenvalues are linearly independent.
Theorem: If λ is an eigenvalue of multiplicity k of an n  n matrix A then
the number of linearly independent eigenvectors of A associated with
λ is given by m = n - r(A- λI). Furthermore, 1 ≤ m ≤ k.

Example 2 (cont.): The eigenvectors of  = 2 are of the form

 x1   s  1 0 s and t not both zero.

x   x2   0  s 0  t 0,
 x3   t  0 1
 = 2 has two linearly independent eigenvectors