State Space Representation of

Dynamical Systems
A Practical Control System
(bias noise)

Window opening/closing
(random noise)

Temperature control system in a car

2
Another Practical Control System
Ref.: K. Ogata,
Modern Control Engineering
3rd Ed., Prentice Hall, 1999.

noise
Water level control in an overhead tank
3
 State Space Representation
noise
 Input variable: Y → Y*
control
• Manipulative (control) System
• Non-manipulative (noise) Z
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.
4
Definitions
State : The state of a dynamic system is the smallest
number of variables (called state variables)
such that the knowledge of these variables at t = t0 ,
together with the knowledge of the input for t = t0 ,
completely determine the behaviour of the system
for any time t t0 .

Note : State variables need not be physically measurable

or observable quantities. This gives extra flexibility.
5
Definitions
State Vector : A n - dimensional vector whos 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.

6
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
7
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.
8
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

9
Generic State Space
Representation
 x1 .... xn   u1 .... um  
T n T m
X , U

 x1   f1 (t , x1 ... xn , u1 ... um 
   
   
   
 = , t  +

   
   
   
 x   f (t , x ... x , u ... u 
 n  n 1 n 1 m
X f ( t , X ,U )
Generic State Space Representation
T
Y  y1 .... y p   p

 y1   h1 (t , x1 ... xn , u1 ... um 
   
   
   
 = , t +

   
   
   
 y   h (t , x ... x , u ... u 
 p  p 1 n 1 m
Y h ( t , X ,U )

Summary:

X = f (t , X ,U ) : A set of differential equations

Y = h(t , X ,U ) : A set of algebraic equations
State Space Representation
(noise free systems)
Nonlinear System

X = f ( X ,U ) X  R n ,U  R m
Y = h( X ,U ) Y Rp

Linear System

X = AX + BU
Y = CX + DU

A = System matrix − n  n
B = Input matrix − n  m
C = Output matrix − p  n
D = Feed forward matrix − p  m
Block diagram representation of
linear systems

13
Writing Differential Equations in First
Companion Form
(Phase variable form/Controllable canonical form)
dny d n −1 y
n
+ an −1 n −1
+ ..... + a0 y = u
dt dt
Choose output y(t ) and its (n -1) derivatives as state variables
 dy 
 x1 = y   x1 = dt 
 dy   
 x2 =  x = d y 
2

 dt   2 2 
  → differentiating →  dt

   
   
 n −1
  
x = d y   n 
  d y
−
 xn = n 
n n 1
dt
 dt 
First Companion Form
(Controllable Canonical Form)
 x1   0 1 0 0 0 ... 0 0   x1 
x   0 0 1 0 0 ... 0 0   x  0 
 2     2  0 
 x3   0 0 0 1 0 ... 0 0   x3   
     0 
 =   +  u
     0 
     0 
 xn −1   0 0 0 0 0 0 0 1   xn −1   
     0 
 n   −a0
x −a1 −a2 ... ... ... ... −an −1   xn 

 x1 
 x 
 2 
 x3 
 
y = 1 0 0 ... ... 0   +  0 u
 
 
 xn −1 
 
 n 
x
Example – 1
Dynamical system : x + 3x + 2 x = u
y=x
State variables:
x1 x, x2 x

x1 = x2 , x2 = -2 x1 - 3x2 + u

hence,  x1   0 1   x1  0 
 x  =  −2 −3  x  + 1  u
 2   2  
X A X B

 x1 
y = 1 0   +  0 u
C  x2  D
Example – 2
(spring-mass-damper system)
System dynamics :
my + cy + ky = bu

State variables:
x1 y, x2 y

State dynamics :

 y   x2 
 1 
x
x  =  1 b  =  1 b 
 2 (−ky − cy ) + u (−ky − cx2 ) + u
m m  m m 
X
Example – 2
(spring-mass-damper system)
State dynamics :

 0 1  0
 1 
x   1  
x
x  =  k c    +  b u
 2 − −  x2 
 m m m
Output equation :

y x1
y = 1 ... 0 X +  0 u
 Example – 3:
Translational Mechanical System

d 2 x1 dx
M1 2 + D 1 + K (x1 − x2 ) = 0
dt dt
d 2 x2
M 2 2 + K ( x2 − x1 ) = f (t )
dt
19
Example – 3:
Translational Mechanical System
dx1 dx2
Define : v1 , v2
dt dt
System equations :
dv1 K D K
=− x1 − v1 + x2
dt M1 M1 M1
dv2 K K 1
= x1 − x2 + f (t )
dt M 2 M2 M2

State space equations in standard form :

 0 1 0 0
 x1   K x   0 
0  1   0 
D K
 v  − M −
M1 M2   v1   
 1 =  1
   +  0  f (t )
 x2   0 0 0 1  x2  
    
  v2  
1 
 v2  K
−
K
 M 2 
 0 0
 M2 M2 
Example – 4:
Nonlinear spring in Example – 3
d 2 x1 dx
M1 2 + D 1 + K (x1 − x2 ) = 0
3
 Dynamic equations
dt dt
d 2 x2
M 2 2 + K (x2 − x1 ) = f (t )
3

dt

 State space equation

x˙1 = v1
K D
v˙1 = − (x1 − x2 ) − v1
3

M1 M1
x˙2= v2
1
v˙2 = −
K
( 2 1) +
x − x
3
f (t )
M2 M2
21
Example – 5
The Ball and Beam System
The beam can rotate by applying a torque at the
centre of rotation, and ball can move freely along
the beam

Moment of Inertia of beam: J

Mass, moment of inertia and radius of ball: m, J b , R

22
Example – 5
The Ball and Beam System
State Space Model x1 = r, x2 = r˙, x3 =  , x4 = ˙
x˙1 = x2
−mg sin x1 + m x4x2
x˙2 =
Jb
m+ 2
R
x˙3= x4

x˙4 =
 − mg x1 cos x3 − 2mx1 x2 x4

m x1 + J +J b
2

23
Example – 6: Van-der Pol’s Oscillator
(Limit cycle behavior)
Equation :
Mx + 2c ( x 2 − 1) x + kx = 0 c, k  0
State variables:
x1 x, x 2 x

State Space Equation

 x2 
 1 
x  : Homogeneous nonlinear system
=
x  
 2 −
 m
2c
( x1 − 1) x2 −
2 k
x1 
m 
X
F(X )
Example – 7: Spinning Body Dynamics
(Satellite dynamics)
Dynamics :
 I 2 − I3  1
1 =   23 +   1
 I1   I1 

 I 3 − I1  1
2 =   31 +   2
 I2   I2 

 I1 − I 2  1
3 =   23 +   3
 I3   I3 
I1 , I 2 , I 3 : MI about principal axes
1 , 2 , 3 : Angular velocities about principal axes
 1 , 2 , 3 : Torques about principal axes
Transfer Function ↔ State Space

Two of the most common ways to represent systems are

• Transfer function form
• State space form.

Converting from state space form to a transfer function is

straightforward because the transfer function form is unique.

Converting from transfer function to state space is more involved,

largely because there are many state space forms to describe a
system.
State Space to Transfer Function

Consider the state space system:

Taking the Laplace Transform

(with zero initial conditions since we are finding a transfer function):

We want to solve for the ratio of Y(s) to U(s), so we need so

remove Q(s) from the output equation. We start by solving the state
equation for Q(s)
The matrix Φ(s) is called the state transition matrix. Now
we put this into the output equation

Now we can solve for the transfer function:

Example

Find the transfer function of the system with state space representation

First find (sI-A) and the Φ=(sI-A)-1

Now we can find the transfer function
Transfer Function to State Space

The most popular methods of converting transfer function

of a system to a state space model are
• Controllable canonical form
• Observable canonical form
• Jordan canonical form
Controllable Canonical Form

Consider the third order differential transfer function:

We start by multiplying by Z(s)/Z(s) and then solving for Y(s) and U(s) in
terms of Z(s). We also convert back to a differential equation.

𝑌(𝑠ሻ 𝑌(𝑠ሻ 𝑍(𝑠ሻ

= ×
𝑈(𝑠ሻ 𝑍(𝑠ሻ 𝑈(𝑠ሻ
We can now choose z and its first two derivatives as our state variables

Now we just need to form the output

From these results we can easily form the state space model:
For a general nth order transfer function:

the controllable canonical state space model form is

 𝑌(𝑠ሻ 𝑌(𝑠ሻ 𝑍(𝑠ሻ
= ×
𝑈(𝑠ሻ 𝑍(𝑠ሻ 𝑈(𝑠ሻ
𝑌(𝑠ሻ
= 𝑏0 𝑠 𝑛 + 𝑏1 𝑠 𝑛−1 +. . . +𝑏𝑛
𝑍(𝑠ሻ
𝑍(𝑠ሻ 1
= 𝑛
𝑈(𝑠ሻ 𝑠 + 𝑎1 𝑠 𝑛−1 +. . . +𝑎𝑛
𝑝𝑛 𝑧(𝑡ሻ = −𝑎1 𝑝𝑛−1 𝑧(𝑡ሻ − 𝑎2 𝑝𝑛−2 𝑧(𝑡ሻ−. . . −𝑎𝑛 𝑧(𝑡ሻ + 𝑢(𝑡ሻ
 Observable Canonical Form

Consider a third order system transfer function:

Convert to differential equation and solve for highest order derivative of y:

 Integrate twice and collect terms according to order of the integral:

Choose the output as our first state variable

Looking at the right hand side of the differential equation

we note that y=q1 and we call the two integral terms q2:

This is our first state variable equation.

Examine q2 and its derivative:

Again we note that y=q1 and we call the integral terms q3:

This is our second state variable equation.

Now let's examine q3 and its derivative:

This is our third, and last, state variable equation.

Our state space model now becomes:

. For a general nth order transfer function:

The observable canonical state space model form is

. Block diagram realization ??

 Similarity Transformations

It is desirable to have a means of transforming one state-space

representation into another. This is achieved using so-called similarity
transformations.
Consider state space model

x (t ) = Ax(t ) + Bu (t )
y(t ) = Cx(t ) + Du(t )

Along with this, consider another state space model of the same plant
Here the state vector 𝑥,ҧ say, represents the physical state relative to
some other reference, or even a mathematical coordinate vector.

x (t ) = A x (t ) + B u (t )
y (t ) = C x (t ) + D u (t )
 Similarity Transformations

When one set of coordinates are transformed into another set of

coordinates of the same dimension using an algebraic coordinate
transformation, such transformation is known as similarity
transformation.

In mathematical form the change of variables is written as,

x(t ) = T x (t )
Where T is a nonsingular nxn transformation matrix.

The transformed state 𝑥(𝑡ሻ

ҧ is written as

x (t ) = T −1 x(t )
 Similarity Transformations
The transformed state 𝑥(𝑡ሻ
ҧ is written as

x (t ) = T −1 x(t )
Taking time derivative of above equation

x (t ) = T −1 x (t)

x (t ) = T −1 Ax(t ) + Bu (t ) x (t ) = Ax(t ) + Bu (t )

x (t ) = T −1 ATx (t ) + Bu (t ) x(t ) = T x (t )

x (t ) = T −1 ATx (t ) + T −1 Bu (t ) x (t ) = A x (t ) + B u (t )

−1 −1
A = T AT B =T B
 Similarity Transformations
Consider transformed output equation

y (t ) = C x (t ) + D u (t )

Substituting 𝑥ҧ 𝑡 = 𝑇 −1 𝑥(𝑡ሻ in above equation

y (t ) = C T −1 x(t ) + D u (t )

Since output of the system remain unchanged [i.e. 𝑦 𝑡 = 𝑦(𝑡ሻ

ത ]
therefore above equation is compared with 𝑦 𝑡 = 𝐶𝑥 𝑡 + 𝐷𝑢(𝑡ሻ that
yields

C = CT D=D
 Similarity Transformations

Following relations are used to preform transformation of coordinates

algebraically

−1 −1
A = T AT B =T B

C = CT D=D
 Similarity Transformations

Invariance of Eigen Values

−1
sI − A = sI − T AT
−1 −1 −1
= sT T − T AT T T = I

= T −1 sI − A T

= sI − A

Invariance of Transfer function and sI − A = sI − A

System output in response to initial
state ???
 Transformation to CCF
Transformation to CCF is done by means of transformation matrix P.

P = CM  W
Where CM is controllability Matrix and is given as
𝐶𝑀 = 𝐵 𝐴𝐵 ⋯ 𝐴𝑛−1 𝐵
and W is coefficient matrix

 an −1 an − 2  a1 1
a a  1 0 
 n−2 n −3 
W =     
 
 a1 1  0 0
 1 0  0 0
Where the ai’s are coefficients of the characteristic polynomial

𝑠𝐼 − 𝐴 = 𝑠 𝑛 + 𝑎1 𝑠 𝑛−1 + 𝑎2 𝑠 𝑛−2 + ⋯ + 𝑎𝑛−1 s+𝑎𝑛

 Transformation to CCF

Once the transformation matrix P is

computed following relations are used to
calculate transformed matrices.

A = P −1 AP B = P −1 B C = CP D=D
 Transformation to CCF (Example)

Consider the state space system given below.

𝑥1 1 2 1 𝑥1 1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡ሻ
𝑥3 1 1 1 𝑥3 1

Transform the given system in CCF.

 Transformation to CCF (Example)

𝑥1 1 2 1 𝑥1 1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡ሻ
𝑥3 1 1 1 𝑥3 1

The characteristic equation of the system is

𝑠 − 1 −2 −1
𝑠𝐼 − 𝐴 = 0 𝑠 − 1 −3 = 𝑠 3 − 3𝑠 2 − 𝑠 − 3
−1 −1 𝑠 − 1

𝑎1 = −3, 𝑎2 = −1, 𝑎3 = −1

 a2 a1 1  − 1 − 3 1
W =  a1 1 0 = − 3 1 0
 1 0 0  1 0 0
 Transformation to CCF (Example)
𝑥1 1 2 1 𝑥1 1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡ሻ
𝑥3 1 1 1 𝑥3 1
Now the controllability matrix CM is calculated
as 𝐶𝑀 = 2
𝐵 𝐴𝐵 𝐴 𝐵
1 2 10
𝐶𝑀 = 0 3 9
1 2 7
Transformation matrix P is now obtained as
1 2 10 −1 −3 1
𝑃 = 𝐶𝑀 × 𝑊 = 0 3 9 −3 1 0
1 2 7 1 0 0

3 −1 1
𝑃= 0 3 0
0 −1 1
 Transformation to CCF (Example)

Using the following relationships given state

space representation is transformed into CCf as

−1 −1
A = P AP B=P B

0 1 0 
A = P −1 AP = 0 0 1
3 1 3 𝑠𝐼 − 𝐴 = 𝑠 3 − 3𝑠 2 − 𝑠 − 3

0 
B = P −1 B = 0
1
 Transformation to OCF
Transformation to OCF is done by means of transformation matrix Q.

Q = (W  OM ) −1
Where OM is observability Matrix and W is coefficient matrix

𝑇
𝑂𝑀 = 𝐶 𝐶𝐴 ⋯ 𝐶𝐴𝑛−1

 an −1 an − 2  a1 1
a an −3  1 0
 n−2
W =     
 
 a1 1  0 0
 1 0  0 0

Where the ai’s are coefficients of the characteristic polynomial

𝑠𝐼 − 𝐴 = 𝑠 𝑛 + 𝑎1 𝑠 𝑛−1 + 𝑎2 𝑠 𝑛−2 + ⋯ + 𝑎𝑛−1 s+𝑎𝑛

 Transformation to OCF

Once the transformation matrix Q is

computed following relations are used to
calculate transformed matrices.

A = Q −1 AQ B = Q −1 B C = CQ D=D
 Transformation to OCF (Example)

Consider the state space system given below.

𝑥1 1 2 1 𝑥1 1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡ሻ
𝑥3 1 1 1 𝑥3 1
𝑥1
𝑦(𝑡ሻ = 1 1 0 𝑥2
𝑥3
Transform the given system in OCF.
 Transformation to OCF (Example)
𝑥1 1 2 1 𝑥1 1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡ሻ
𝑥3 1 1 1 𝑥3 1

The characteristic equation of the system is

𝑠 − 1 −2 −1
𝑠𝐼 − 𝐴 = 0 𝑠 − 1 −3 = 𝑠 3 − 3𝑠 2 − 𝑠 − 3
−1 −1 𝑠 − 1

𝑎1 = −3, 𝑎2 = −1, 𝑎3 = −1

 a2 a1 1  − 1 − 3 1
W =  a1 1 0 = − 3 1 0
 1 0 0  1 0 0
 Transformation to OCF (Example)
𝑥1 1 2 1 𝑥1 1 𝑥1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡ሻ 𝑦(𝑡ሻ = 1 1 0 𝑥2
𝑥3 1 1 1 𝑥3 1 𝑥3

Now the observability matrix OM is calculated as

𝑇
𝑂𝑀 = 𝐶 𝐶𝐴 𝐶𝐴2

1 1 0
𝑂𝑀 = 1 3 4
5 6 10

Transformation matrix Q is now obtained as

0.333 −0.166 0.333
𝑄 = 𝑊 × 𝑂𝑀 −1 = −0.333 0.166 0.666
0.166 0.166 0.166
 Transformation to CCF (Example)
Using the following relationships given state
space representation is transformed into CCf as

A = Q −1 AQ B = Q −1 B C = CQ D=D

0 0 3
A = Q −1 AQ = 1 0 1
0 1 3
C = CQ = 0 0 1
 3
B = Q −1 B = 2
1 
 Jordan Canonical Form

Y (s) r1 r2 rn
H (s) = = b0 + + + +
U (s) s − 1 s −  2 s − n

➢ All the poles of transfer function are distinct i.e no repeated pole.

➢ The system matrix A represents a diagonal matrix for distinct poles

which basically form the diagonal elements of A.
State model in matrix form:

1 0 0  0
A= 0 2 0  0 

0 0 3  0
 
    
 0 0 0  n

1
B= 1 C = r1 r2 r3  rn 

1
 D=

b0
1
Jordan form (repeated poles):

Y (s) b1' s n −1 + b2' s n − 2 + ... + bn'

H (s) = = b0 +
U (s) ( s − 1) n1 ( s −  2) n 2 ...( s −  m) nm

n = n1 + n2 + ... + nm
Y (s)
H (s) = = b0 + H 1( s) + ... + Hm( s)
U (s)
ri1 ri 2 rini
Hi( s) = + + +
(s − i) (s − i)
ni ni −1
s − i
 xi (t ) =  i xi (t ) + Bi u (t )
y = Ci x i

 i 1 0 0
0 i 1 0 

i =  0 0 i 0
 
 
 0 0 0 i 
Bi =  0 0 ... 1 Ci =  ri1 ri 2 ... rini 
T
 Y (s) b1' s n −1 + b2' s n − 2 + ... + bn'
H (s) = = b0 +
U (s) ( s − 1) n1 ( s −  2) n 2 ...( s −  m) nm

x(t ) = x(t ) + Bu (t )
y = Cx + Du

 1 0 0 0 
0  0 0 
 2 
 =  0 0 3 0 
 
 
 0 0 0  m 
B = b1 b2 ... bm C = c1 c 2 ... cm  D = b0
T
 Transformation to Jordan (Diagonal) Form

Consider the system matrix A with distinct eigenvalues λ1, . . . , λn

and a modal matrix M by an arbitrary set of corresponding
eigenvectors mi:

𝑀 = 𝑚1 𝑚2 ... 𝑚𝑛

Once the modal matrix M is computed following relations are used to

calculate transformed matrices.

A =  = M −1 AM B = M −1 B C = CM D=D
Systems with Repeated Eigenvalues
The method for deriving the state transition matrix presented in the
previous section is dependent on the existence of the inverse of the
modal matrix M, that is M must be nonsingular.
In general, if there are two or more eigenvalues with the same value,
the eigenvectors are not linearly independent, and M−1 does not
exist.

However, we can still construct the Jordan form of A by finding the

generalized eigenvectors corresponding to repeated eigenvalues,
and the eigenvectors corresponding to the other distinct eigenvalues.
Jordan form of A for eigenvalues 𝜆1 , 𝜆1 , 𝜆3 , 𝜆4

𝜆1 1 0 0
0 𝜆1 0 0
0 0 𝜆3 0
0 0 0 𝜆4
 State-Variable Response of Linear Systems

Time-Domain Solution of LTI State Equations

The response of linear, time-invariant models expressed in the

standard state-equation form:

𝑥ሶ = 𝐴𝑥 + 𝑏𝑢
𝑦 = 𝐶𝑥 + 𝐷𝑢

The solution proceeds in two steps;

➢ state-variable response x(t) is found by solving the set of first-
order state equations

➢ the state response is substituted into the algebraic output

equations in order to compute y(t).
The total system state response x(t) is considered in two parts:

➢ A homogeneous solution xh(t) that describes the response to

an arbitrary set of initial conditions x(0).
➢ A particular solution xp(t) that satisfies the state equations for
the given input u(t).

The two components are then combined to form the total

response.
The Homogeneous State Response

The state-variable response of a system described with zero input,

u(t) ≡ 0, and an arbitrary set of initial conditions x(0) is the solution
of the set of n homogeneous first-order differential equations:

𝑥ሶ = 𝐴𝑥

To derive the homogeneous response xh(t), we begin by considering

the response of a first order (scalar) system with initial condition x(0)
and state equation

𝑥ሶ = 𝑎𝑥
 In this case the homogeneous response xh(t) has an exponential
form defined by the system time constant τ = −1/a, or:
xh(t) = eatx(0).
The exponential term eat may be expanded as a power series, to
give:
𝑎2 𝑡 2 𝑎𝑘 𝑡 𝑘
𝑥ℎ (𝑡ሻ = 1 + 𝑎𝑡 + +. . . + +. . . 𝑥(0ቇ
2! 𝑘!

Similarly the solution of the set of n homogeneous first-order

differential equation 𝑥ሶ = 𝐴𝑥

𝐴2 𝑡 2 𝐴𝑘 𝑡 𝑘
𝑥ℎ (𝑡ሻ = I + 𝐴𝑡 + +. . . + +. . . 𝑥(0ቇ
2! 𝑘!

where x(0) is the initial state. Each term in this series is a matrix of size
n × n, and the summation of all terms yields another matrix of size n×n.
The homogeneous response to an arbitrary set of initial conditions
x(0) can therefore be expressed as an infinite sum of time dependent
matrix functions, involving only the system matrix A. Because of the
similarity of this series to the power series defining the scalar
exponential, it is convenient to define the matrix exponential of a
square matrix A as

𝐴2 𝑡 2 𝐴𝑘 𝑡 𝑘
𝑒 𝐴𝑡 = 𝐼 + 𝐴𝑡 + +. . . + +. . .
2! 𝑘!
The system homogeneous response xh(t) may therefore be
written in terms of the matrix exponential

xh(t) = eAt x(0).

The solution is often written as

xh(t) = Φ(t) x(0)
where Φ(t) = eAt is defined to be the state transition matrix.
Thus the response at any time t to an arbitrary set of initial
conditions can be obtained by computation of eAt at any t which
yields the values of all the state variables x(t) directly.
The Forced State Response of Linear Systems

We now consider the complete response of a linear system to an input

u(t). Consider first a first-order system with state equation

𝑥ሶ = 𝐴𝑥 + 𝑏𝑢
𝑥ሶ − 𝐴𝑥 = 𝑏𝑢

If both sides are multiplied by an integrating factor e−at, the left-hand

side becomes a perfect differential

𝑑 −𝐴𝑡
𝑒 −𝐴𝑡 (𝑥ሶ − 𝐴𝑥ሻ = (𝑒 𝑥(𝑡ሻሻ = 𝑒 −𝐴𝑡 𝑏𝑢
𝑑𝑡
Integration gives
𝑡
𝑡
𝑑 −𝐴𝜏
඲ (𝑒 𝑥(𝜏ሻቇ 𝑑𝜏 = 𝑒 −𝐴𝑡 𝑥(𝑡ሻ − 𝑒 −𝐴0 𝑥(0ሻ = න𝑒 −𝐴𝜏 𝑏𝑢(𝜏ሻ 𝑑𝜏
𝑑𝑡
0
0

and because e−A0 = I the complete state vector response may be

written as
𝑡

𝑥(𝑡ሻ = 𝑒 𝐴𝑡 𝑥(0ሻ + 𝑒 𝐴𝑡 න𝑒 −𝐴𝜏 𝑏𝑢(𝜏ሻ 𝑑𝜏

0
𝑡

𝑥(𝑡ሻ = 𝑒 𝐴𝑡 𝑥(0ሻ + න𝑒 𝐴(𝑡−τሻ 𝑏𝑢(𝜏൯ 𝑑𝜏

0
The full state response, consists of two components:
➢ the first is a term similar to the system homogeneous response
xh(t) = eAt x(0)
that is dependent only on the system initial conditions x(0).
➢ The second term is in the form of a convolution
integral, and is the particular solution for the input u(t), with zero
initial conditions.
The System Output Response

For either the homogeneous or forced responses, the system

output response y(t) may be found by substitution of the state
variable response into the algebraic system output equation
y = Cx + Du.
In the case of the homogeneous response, when u(t) = 0,
yh(t) = CeAtx(0)
while for the forced response the output equations gives
Properties of the State Transition Matrix

The matrix exponential representation of the state transition matrix

allows some of its properties to be simply stated:
(1) Φ(0) = I, which simply states that the state response at time t = 0 is
identical to the initial conditions.
(2) Φ(−t) = Φ−1(t). The response of an unforced system before time
t = 0 may be calculated from the initial conditions x(0)
x(−t) = Φ(−t)x(0) = Φ−1(t)x(0)
and the inverse always exists.
(3) Φ(t1)Φ(t2) = Φ(t1 + t2). With this property the state response at time t
may be defined from the system state specified at some time other than t
= 0, for example at t = t0. Using Property (2), the response at time t = 0 is
x(0) = Φ(−t0)x(t0)
and using
x(t) = Φ(t)x(0) = Φ(t)Φ(−t0)x(t0) or
xh(t) = Φ(t − t0)x(t0).

(4) If A is a diagonal matrix then eAt is also diagonal, and each element on
the diagonal is an exponential in the corresponding diagonal element of
the A matrix, that is eaiit.
Problem
Find the response of the output variable
y = 2x1 + x2
in the system described by state equations

𝑥ሶ1 = −2𝑥1 + 𝑢
𝑥ሶ 2 = 𝑥1 − 𝑥2
Solution of State Equation Using Laplace transform

A set of linear state and output equations written in standard form

x˙ = Ax + Bu
y = Cx + Du
may be rewritten in the Laplace domain. The system equations
are then
sX(s)-x(0) = AX(s) + BU(s)
Y(s) = CX(s) + DU(s)
and the state equations may be rewritten as:
sX(s)-x(0) − AX(s) = [sI − A] X(s) –x(0)= BU(s)
X(s) = [sI − A]-1 x(0)+ [sI − A]-1 BU(s)

𝑒 𝐴𝑡 = 𝜙(𝑡ሻ = 𝐿−1 [ 𝑠𝐼 − 𝐴 −1 ሿ
Solution of State Equation

• Similarity transformation

• Cayley Hamilton Theorem

A =  = M −1 AM

𝑒 𝐴𝑡 = 𝑀𝑒 𝛬𝑡 𝑀−1
State Space Modelling
The complete system model for a linear time-invariant system
consists of
(i) a set of n state equations, defined in terms of the matrices A and
B, and
(ii) a set of output equations that relate any output variables of interest
to the state variables and inputs, and expressed in terms of the C
and D matrices.
The task of modeling the system is to derive the elements of the
matrices, and to write the system model in the form:
x˙ = Ax + Bu
y = Cx + Du.
The matrices A and B are properties of the system and are determined
by the system structure and elements. The output equation matrices C
and D are determined by the particular choice of output variables. The
overall modeling procedure can be developed based on the following
steps:
1. Determination of the system order n and selection of a set of state
variables for the system
2. Generation of a set of state equations and the system A and B
matrices using a well defined methodology.
3. Determination of a suitable set of output equations and derivation of
the appropriate C and D matrices.
Write the state equation for the network shown in Figure B.1.
Define the state variables as current through the inductor and voltage
across the capacitors. Write two node equations containing capacitors and
a loop equation containing the inductor. The state variables will be vc1, vc2
and iL.
The state equation is given by

𝑥ሶ1 −1 0 −4 𝑥1 1 0 𝑣
𝑖
𝑥ሶ 2 = 0 −2 2 𝑥2 + 0 2 𝑖
𝑠
𝑥ሶ 3 0.5 −0.5 0 𝑥3 0 0