Chapter 1

1 Mathematical Modeling Using State Space

The conventional approach used to study the behavior of linear time invariant control systems, uses
the time domain or frequency domain methods. In all these methods, the systems are modelled using
transfer function approach,which is the ratio of Laplace transform of output to input, neglecting all
the initial conditions. Thus this conventional analysis faces all the limitations associated with the
transfer function approach [1].

1.1 Limitation of Conventional Approach

Some of its limitations can be stated as [1]

1. Naturally significant initial conditions in obtaining precise solution of any system, loose their
importance in conventional approach.

2. The method is insufficient and troublesome to give complete time domain solution of higher
order systems.

3. It is not very much convenient for the analysis of Multiple Input Multiple Output systems

4. It gives analysis of system for some specific types of inputs like Step, Ramp etc.

5. It is only applicable to Linear Time Invariant Systems

6. The classical methods like Root locus, bode plot etc. are basically trial and error procedures
which fail to give the optimal solution required.

Hence it is absolutely necessary to use a method of analyzing systems which overcomes most of
the above said difficulties. The modern method discussed in this chapter uses the concept of total
internal state of the system considering all initial conditions. This technique which uses the concept
of state is called State Variable Analysis or State Space Analysis.
State variable analysis is essentially a time domain approach but it has number of advantages
compared to conventional methods of analysis.

1.2 Advantages of State Variable Analysis

The various advantages of state variable analysis are,[1]

1
 
1.3 The Concept of State 2

1. The method takes into account the effect of all intitial conditions.

2. It can be applied to nonlinear as well as time varying systems.

3. It can be conveniently applied to Multiple Input Multiple Output (MIMO) systems.

4. The system can be designed for the optimal conditions precisely by using this modern method.

5. Any type of the input can be considered for designing the system.

6. As the method involves matrix algebra, can be conveniently adopted for the digital computers.

7. The state variables selected need not necessarily be the physical quantities of the system.

8. The vector matrix notation greatly simplifies the mathematical representation of the system.

1.3 The Concept of State

The state of a system may be defined as: The set of variable (called the state variables) which at some
initial time t0 , together with the input variables completely determine the behavior of the system for
time t ≥ t0 .The state variables are the smallest number of states that are required to describe the
dynamic nature of the system, and it is not a necessary constraint that they are measurable. The
manner in which the state variables change as a function of time may be thought of as a trajectory
in n dimensional space, called the state-space. Two dimensional state-space is sometimes referred to
as the phase-plane when one state is the derivative of the other [2].

1.3.1 Definitions [1]

1. State: The state of a dynamic system is defined as a minimal set of variables such that
the knowledge of these variables at t = t0 together with the knowledge of the inputs fort
t ≥ t0 , completely determines the behavior of the system for t ≥ t0 .

2. State Variable: The variables involved in determining the state of a dynamic system
X(t), are called the state variables. X1 (t), X2 (t), · · · , Xn (t) are nothing but the state
variables. These are normally the energy storing elements contained in the system.

3. State Vector: The ’n’ state variables necessary to describe the complete behavior of the
system can be considered as ’n’ components of a vector X(t) called the state vector at time
’t’, The state vector X(t) is the vector sum of all the state variables.

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1 MATHEMATICAL MODELING USING STATE SPACE

4. State Space:The space whose co-ordinate axes are nothing but the ”n’ state variables
with time as the implicit variable is called the state space.

5. State Trajectory: It is the locus of the tips of the state vectors, with time as the Implicit
variable

6. Input Variables: A SISO (Single Input Single Output) system will only have a single
input value, but a MIMO system may have multiple inputs. We need to define all the
inputs to the system, and we need to arrange them into a vector.

7. Output Variables:This is the system output value, and in the case of MIMO systems,
we may have several. Output variables should be independent of one an- other, and only
dependent on a linear combination of the input vector and the state vector.

1.4 State Space Equations

In a state-space system representation, we have a system of two equations: an equation for deter-
mining the state of the system, and another equation for determining the output of the system. We
will use the variable y(t) as the output of the system, x(t) as the state of the system, and u(t) as
the input of the system. We use the notation ẋ(t) (note the dot) for the first derivative of the state
vector of the system, as dependent on the current state of the system and the current input [4].

State Equation
ẋ(t) = A(t)x(t) + B(t)u(t) (1)

Output Equation
y(t) = C(t)x(t) + D(t)u(t) (2)

Note: The first equation shows that the system state change is dependent on the previous system
state, the initial state of the system, the time, and the system inputs. The second equation shows
that the system output is dependent on the current system state, the system input, and the current
time.
If the system state change ẋ(t) and the system output y(t) are linear combinations of the system
state and input vectors, then we can say the systems are linear systems. if ẋ(t) and y(t) are not
linear comination of x(t) and u(t), the system is said to be nonlinear.
It is important to note at this point that the state space equations of a particular system are
not unique , and there are an infinite number of ways to represent these equations by manipulating

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1.4 State Space Equations 4

the A, B, C and D matrices using row operations. There are a number of ”standard forms” for
these matrices, however, that make certain computations easier. Converting between these forms
will require knowledge of linear algebra.
Matrices: A B C D
Our system has the form:
ẋ(t) = g[t0 , t, x(t), x(0), u(t)]

y(t) = h[t, x(t), u(t)]

We’ve bolded several quantities to try and reinforce the fact that they can be vectors, not just scalar
quantities. If these systems are time-invariant, we can simplify them by removing the time variables:

ẋ(t) = g[x(t), x(0), u(t)]

y(t) = h[x(t), u(t)]

In our time-invariant state space equations, we write these matrices and their relationships as:

ẋ(t) = Ax(t) + Bu(t)

y(t) = Cx(t) + Du(t)

We have four constant matrices: A, B, C,and D.

Name Dimension
A= System Matrix(Evolution Matrix) nxn
B= Control Matrix nxm
C= Output Matrix (Observation Matrix) pxn
D= Feedforward Matrix (Transmission Matrix) pxm

W here :m → number of inputs

n → number of states

p → number of outputs

1.4.1 State Space Representation using Physical Variables

In general, the physical variables associated with energy storing elements, which are responsible for
initial conditions, arc selected as the state variables of the given system. Lets see the following RLC
network.

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1 MATHEMATICAL MODELING USING STATE SPACE

If the initial conditions vc (0), i1 (0), i2 (0) and the input signal e(t) for t ≥ 0 are known;then the
behavior of the electrical network is completely specified for t ≥ 0 [3].

Figure 1: RLC network

There are two energy storing elements L and C. So the two state variables are current through
inductor i(t) and voltage across capacitor vc (t).

dvc (t)
i1 (t) + i2 (t) + c =0
dt
di1 (t)
L1 + R1 i1 (t) + e(t) − vc (t) = 0
dt
di2 (t)
L2 + R2 i2 (t) − vc (t) = 0
dt
dvc (t) di1 (t) di2 (t)
We are interested in expressing the variables dt
, dt , and dt
as a linear combination of the
variables vc (t), i1 (t) and e(t).

dvc (t) 1 1
= − i1 (t) − i2 (t)
dt c c
di1 (t) 1 R1 1
= vc (t) − i1 (t) − e(t)
dt L1 L1 L1
di2 (t) 1 R2
= vc (t) − i2 (t)
dt L2 L2

Or in matrix form       
dvc (t)
0 − 1c − 1c v (t) 0
 dt    c   
 di1 (t) 
= L −R
1   1
0   i1 (t)  + − L1 
1

 dt  L1
   1    
di2 (t) 1 R2
dt L2
0 − L2 i2 (t) 0
Let assume the output variables as

y1 (t) = vR2 (t) = R2 i2 (t)

y2 (t) = iR2 (t) = i2 (t)

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1.4 State Space Equations 6

 
    vc (t)
v (t) 0 0 R2  
 R2  =   
 i1 (t) 
iR2 (t) 0 0 1  
i2 (t)

1.4.2 State Model from Differential Equation

A class of single-input, single-output systems can be described by an nth-order linear ordinary

differential equation:

dn y dn−1 y d2 y dy
n
+ a n−1 n−1
+ · · · + a 2 2
+ a1 + a0 y = u(t)
dt dt dt dt

This class of systems can be reduced to the form of n first-order state equation as follows.
Define the state variable as

dy d2 y dn−1 y
X1 = y, X2 = , X3 = 2 , · · · , Xn = n−1
dt dt dt

These particular state variable are often called phase variables. As a direct result of this definition,
˙ = xn . The nth equation is
n-1 first order differential equations are x˙1 = x2 , x˙2 = x3 , · · · , xn−1
dn y
x˙n = dtn
. Using original differential equation and the preceding definition gives

x˙n = −a0 x1 − a1 x2 − · · · − an−1 xn + u(t)

so that    
0 1 0 0 ··· 0 0
   
 0 0 1 0 ··· 0  0
   
   
···
   
 0 0 0 1 0  0
ẋ = 
 .. .. .. .. .. 
 x +   u(t) = Ax + Bu
 .. 
 . . . . ··· .  .
   
···
   
 0 0 0 0 1  0
   
−a0 −a1 −a2 −a3 ··· −an−1 1

The output is
h i
y(t) = x1 (t) = 1 0 0 · · · 0 x(t) = Cx(t)

In this case the coefficient matrix A is the companion matrix.

Example: Construct the state model using phase variables if the system is described by the differ-
ential equation.
d3 y(t) d2 y(t) dy(t)
3
+ 4 2
+7 + 2y(t) = 5u(t)
dt dt dt
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1 MATHEMATICAL MODELING USING STATE SPACE

Solution:

x1 (t) = y(t)
dy(t)
x2 (t) = x˙1 (t) = ẏ(t) =
dt
2
d y(t)
x3 (t) = x˙2 (t) = ÿ(t) =
dt2

By rearranging the above ,

x˙1 (t) = x2 (t)

x˙2 (t) = x3 (t)

To obtain x˙3 (t) substitute state variables obtained in the differential equation.

d3 y(t) d dx3
3
= [ÿ(t) = = x˙3 (t)
dt dt dt
⇒ x˙3 (t) + 4x3 (t) + 7x2 (t) + 2x1 (t) = 5u(t)

x˙3 (t) = −2x1 (t) − 7x2 (t) − 4x3 (t) + 5u(t)

Then writing these 3 first order differential equation in the state space equation form will give us
the following.       
x1˙(t) 0 1 0 x1 (t) 0
      
 ˙  
x2 (t) =  0 1  x2 (t) + 0 u(t)
   
0
      
x˙3 (t) −2 −7 −4 x3 (t) 5
The output is
y(t) = x1 (t)

or  
x
h i  1
y(t) = 1 0 0 x2  + [0]u(t)
 
 
x3

1.4.3 State Equation from Transfer Function

The process of converting transfer function to state space form is Not unique. There are various
realization possible. All realizations are equivalent (properties do not change). However, one repre-
sentation may have some advantages over others for a particular task.
Consider the general differential equation

dn y dn−1 y dy dn−1 u du
n
+ a n−1 n−1
+ · · · + a 1 + a 0 y = b n−1 n−1
+ · · · + b1 + b0 u
dt dt dt dt dt
ECEG-4321 Ch1 Wondesen Belaygibaw
 
1.4 State Space Equations 8

Figure 2: Transfer function

This equation can be represented by the transfer function shown below

Y (s) bn−1 sn−1 + · · · + b1 s + b0

T (s) = = n
U (s) s + an−1 sn−1 + · · · + a1 s + a0
Y (s) X(s)Y (s)  
T (s) = = = sn +a sn−1k +···+a s+a .(bn−1 sn−1 + · · · + b1 s + b0 )
U (s) U (s)X(s) n−1 1 0

X(s) k
= n n−1
U (s) s + an−1 s + · · · + a1 s + a0
x˙1 = x2

x˙2 = x3
.. ..
. .

x˙m = −a0 x1 − a1 x2 − · · · − an−1 xn + u

And

Y (s)
= bn−1 sn−1 + · · · + b1 s + b0
X(s)
Y = b0 x1 + b1 x2 + · · · + bn−1 xn

Then the state equation is

   
    x 0
x˙ 0 1 0 0 ··· 0  1   
 1     x2  0
  

 x˙2   0 0 1 0 ··· 0 
      

  x  0
 
 ..  
  
3 
 . = 0 ···  +   u(t)

0 0 1 0 
  ...  .
  .. 
  . .. .. .. ..  
  
˙   .. ···

xn−1 . . . .    
    xn−1   
 0
x˙n −a0 −a1 −a2 −a3 · · · −an−1    
xn 1

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1 MATHEMATICAL MODELING USING STATE SPACE

This state space representation is called controllable canonical form and the output equation is

 
x
 1
x 
 
h i 2 
Y = b0 b1 b2 · · ·
 
bn−1 x3 v 
 .. 
 
 . 
 
xn

Example:Find the state and output equation from

Y (s) 5s2 + 7s + 4
= 3
U (s) s + 3s2 + 6s + 2

1.4.4 Transfer Function from the State Equation

Given a transfer function T(s), we can obtain the state variable equations.

ẋ(t) = Ax(t) + Bu(t)

y(t) = Cx(t) + Du(t)

The Laplace transform of these equation will become

sX(s) = AX(s) + BU (s)and Y (s) = CX(s) + DU (s)

Y (s)
T (s) = = C(sI − A)−1 B + D
U (s)

Example:State space model

      
x˙ 0 1 x 0
 1 =    1 +   u
x˙2 −2 −3 x2 1
 
h i x1
y = 1 0   + [0]u
x2

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1.5 Eigen Values and Eigen Vectors 10

Solution:
Y (s)
T (s) = = C(sI − A)−1 − D
U (s)
   −1  
h i s 0 0 1 0
= 1 0  −    + [0]
0 s −2 −3 1
 −1  
h i s −1 0
= 1 0    
2 s+3 1
  
h i  s+3 1 0
= 0 1 s(s+3)+21   
−2 s 1
 
1 h i 1 1
= 1 0  =
s(s + 3) + 2 s s(s + 3) + 2

1.5 Eigen Values and Eigen Vectors

1.5.1 Eigen Values

Consider an equation AX = Y which indicates the transformation of nx1 vector matrix X into nx1
vector matrix Y by n x n matrix operator A. If there exists such a vector X such that A transforms
it to a vector λX then X is called the solution of the equation,

AX = λX (3)

i.e. λX − AX = 0 (4)
 
i.e. λI − A X = 0 (5)
 

The set of homogeneous equation (3) have a nontrivial solution only under the condition,
 
λI − A = 0 (6)
 

The determinant |λI − A| is called characteristics polynomial while the equation (6) is called the
characteristic equation.
After expanding. We get the characteristic equation as,
 
λI − A = λn + a1 λn−1 + · · · + an = 0 (7)
 

The n roots of the equation (7) i.e. the values of λ satisfying the above equation (7) are called Eigen
values of the matrix A.
The equation (6) is similar to |λI − A| = 0, which is the characteristic equation of the system. Hence
values of λ satisfying characteristic equation are the closed loop poles of the system. Thus Eigen
values are the closed loop poles of the system.

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1.5.2 Eigen Vectors

Any nonzero vector Xi such that AXi = λi Xi is said to be Eigen vector associated with eigen value
λi . Thus let λ = λi satisfies the equation,

(λi I − A)X = 0

Then solution of this equation is called eigen vector of A associated with eigen value λi .
If the rank of the matrix [λi I − A] is r, then there are (n-r) independent eigen vectors. Similarly
matrix A is (n-1) where n is order of the system.
Mathematically, the eigen vector can be calculated by taking cofactor of matrix (λi I − A) along an
row.
Thus Eigen vector for
 
C
 k1 
 
 Ck2 
 ..  , Where k=1, 2, ..., n and Cki
λi =   is cofactor of matrix (λi − A) of k th row.
 . 
 
Ckn

10 −18
Example: Find the eigenvalues and the corresponding Eigne vectors for the matrix A =  
6 −11
Solution:
 
λI − A = 0
 
    
10 −18 
 
 1 0
λ  −  = 0
6 −11 
 
 0 1
 
λ − 10
 
10 
 =0
 −6
 
λ + 11

λ2 + λ − 2 = 0, eigen values are -2 and 1

        
10 −18 x1 x x 3
    = −2  1  , the corresponding eigen vector becomes  1  =  
6 −11 x2 x2 x2 2
        
10 −18 x1 x x 2
    = 1  1  , then eigen vector  1  =  
6 −11 x2 x2 x2 1

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REFERENCES 12

References
[1] U.A. Bakshi,Modern Control Theory, Technical Publication Pune, 1st edition,2008.

[2] , Ronald S. Burns, Advanced Control Engineering,University of Plymouth, UK, 2001.

[3] , S.M. Tripathi, Modern Control System: An Introduction, Infinite Science Press, 2008.

[4] , Wikibooks.org, Control System , March 12, 2013.

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