ADVANCED CONTROL SYSTEM DESIGN

10. Time Solution of the State Space Equation

Theory Contents:
10.1 The continuous solution
10.2 Finding the Transition Matrix
10.2.1 Inverse Laplace Transforms
10.2.2 Using the Modal Transformation
10.3 The Discrete State Equation
10.3.1 Approximate Evaluation of E and F
10.3.2 More Accurate Evaluation of E and F

Objectives:
Learn how to obtain the time solution of a State Space Equation.
Learn how to find the Transition Matrix.
Learn how to use the time solution of the State Space Equation to obtain the
Discrete Time State Equation

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10.1. The Continuous Solution

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10.1. The Continuous Solution

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10.1. The Continuous Solution

To find the solution we will calculate first the complimentary function:

The complimentary function must obey:

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10.1. The Continuous Solution

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10.1. The Continuous Solution

So far, we have obtained the solution of the homogeneus equation, also

known as complimentary function:

Since we want to obtain the full solution of the differential equation, now we
have to calculate the particular integral.

Remember the solution of:

Is: Particular Integral

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10.1. The Continuous Solution

Particular Integral Calculation:

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10.1. The Continuous Solution

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10.1. The Continuous Solution

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10.1. The Continuous Solution

Complimentary Function:

Particular Integral:

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10.2 Finding the Transition Matrix

10.2.1 Inverse Laplace Transform

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10.2.1 Inverse Laplace Transform

This looks very nice until you try an example:

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10.2.1 Inverse Laplace Transform

Now we just need to carry out a partial fraction expansion of all the above
terms and calculate the Inverse Laplace Transform of the individual
terms.

Problem (BIG): We have to calculate n3 partial fraction coefficients. Very

boring.

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10.2.2 Finding F via Modal Transformation

For a first order system F(t)=eat.

For an n-order system, can we say that F(t)=eAt? “A” being the system
matrix.

First of all, we need to define the matrix exponential (eAt), and then we have
to prove that the matrix exponential shows all the properties of a
transition matrix.

Matrix exponential definition:

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10.2.2 Finding F via Modal Transformation

Property 1: eAt should obey

i.e.

Therefore the matrix exponential is solution of the homogeneus equation.

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10.2.2 Finding F via Modal Transformation

Property 2: F(0)=I

Clearly:

Properties 3 and 4 are also satisfied as well.

Therefore:

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10.2.2 Finding F via Modal Transformation

Obtaining the matrix exponential using the power series is extremely tedious
(although the Caley-Hamilton theorem can help)
Therefore, we are going to obtain an easier alternative:

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.2.2 Finding F via Modal Transformation

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10.3.1 The Discrete State Equation

If you try to simulate the behaviour of the system,

You will need to know the values of x(t0) and u(t0).
Then, from the state equation you will obtain the GRADIENTS of x(t0) .
Afterwards, you can “estimate” the new value of x, i.e. x(t1)= x(t0)h, being
h = t1- t0

It is possible to write a computer program to do this for you, then you will
obtain something like this:

This equation is known as the DISCRETE TIME STATE EQUATION.

It provides the value of x for t=t1=(k+1)h, given the values:
x at t=t0=kh
u at t=t0=kh
The problem is: given the continuous matrices A, B, how do we calculate E,F?

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10.3.1 Approximate Evaluation of E and F

If we have the system:

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10.3.2 More Accurate Evaluation of E and F

If we have the system:

The time solution will be:

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10.3.2 More Accurate Evaluation of E and F

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10.3.2 More Accurate Evaluation of E and F

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