State Space Analysis: Module 2

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Therefore location of the roots of the characteristics equation determine stability of state
space system
Example : Consider the following dynamical system . Determine the state transition matrix using disgonalisation
method.

 x1 (t )  0 1   x1 (t ) 
 x (t )  0  2  x (t )
 2    2 

 x (t )   x1 (0)  0
y (t )  3  1 1  and  x (0)  2 .
 x2 (t )  2   
Solution: The eigen values of A are 1  0, 2  2.
Let the eigen vectors be written as

p  p 
P1   11 , P2   12  .
 p21   p22 
Since any non zero vector Pi satisfies the matrix equation (i I  A) Pi  0 , where i , i  1,2,..n, denotes the i
th eigen values of A, called the eigen vectors of A associated with eigen values i .
Therefore for 1  0 ,

  1  p11 
0 2  p   0
   21 

0  1  p11 
i.e. 0 2   p   0 .
   21 
i.e. p21 =0 and p11 is arbitrary and can be set equal to 1.

For 2  2 we have

 2  1  p12 
0  p   0 .
 0   22 
i.e.  2 p12  p22  0 .
Since two unknown one can be set arbitrary. Let p12  1, which gives p22  2 .

1 1 
i.e. P .
0  2 
Then e At can be expressed as

e 1t 0  1
e At  P P
 0 e 2t 

 1 
1 1  e 0 0  1 2 
   
0  2   0 e  2 t  0  1 
 2
 1 2t 
1 (1  e )
 2 .
0 2t 
 e 

Cayley-Hamilton theorem:

The theorem states that n  n matrix M satisfies its own characteristics equation.
That is if the characteristics polynomial of a n  n is defined as
 ( )  m  a1m1  .....................am1  am , m  n .

Then  (M )  0 , or  (M )  M m  a1M m1  .....................am1M  am I  0

Example : A dynamic system is described by the state variable equation

 x1 (t )  0 1   x1 (t ) 
 x (t )  0  2  x (t )
 2    2 
  x (t )   x1 (0)  0
y (t )  3  1 1  and  x (0)  2 .
 x2 (t )  2   
(a) Obtain state transition matrix  (t ) .
(b) Determine output y (t ) .
(c) For this system verify that  (0)  I and  1 (t )   (t ) .

Solution:

(a) The order of A is 2, which means the power series of e At contains only two terms.
Therefore  (t )  e =  0 (t ) I  1 (t ) A . Where  0 (t ) and 1 (t ) are the scalar coefficients.
At

The eigen values of the system can be obtained from the characteristics equation

I  A  0 .
i.e.  (  2)  0
i.e. 1  0, 2  2.

Therefore e 0t   0 (t )  0.1 (t )

and e 2t   0 (t )  21 (t ).

1  e 2t
i.e.  0 (t ) =1 and 1 (t ) = .
2
So the state transition matrix is given by

 (t )  e At =  0 (t ) I  1 (t ) A

1 0 1  e 2t 0 1 
=  2 0  2
0 1  
 1  e 2t 
i.e.  (t )  1 2 .

0 e 2t 
(b) Now X (t )   (t ) X (0) .

 1  e 2t 
0 
X (t )   2 
1
i.e.
 2
e 2t   
0
1  e 2t 
= 2t 
.
 2 e 
1  e 2t 
i.e. output y(t )  3  1  2t 
 2e 
 2t
= 3  5e .

 1  e 2t 
 
1 0
(c)  (0)  
1
 2   I.
2t  0 1 
0 e  t 0

1 e 2t 
(1  e 2t ) 

 (t )  2t
1
2
e  0 
 1 

 (1  e 2t ) 
=  =  (t ) .
1
 2 
0 e 2t 
Example : Determine state transition matrix using Cayley – Hamilton theorem of the dynamical system described
by

 x1 (t )   0 1   x1 (t )  0
 x (t )  1  2  x (t )  1u  .

 2    2   
Solution:

The characteristics equation is I  A  0 .

 1
i.e. 0
1 2

i.e. (  1) 2  0 .
Since A is of second order the remainder polynomial R( ) = ( 0  1 ) .  0 and  1 are the scalar coefficients.

The coefficients can be calculated from the following equations.

f ( )  f (1)  e t   0  1

d d
and f ( )  1  te t  R( )  1  1 .
d d
From these two equation we have  0  (1  t )et ,1  te t .
i.e. The state transition matrix is given by

f ( A)  e At   0 I  1 A

(1  t )e t te t 
=  t .
  te (1  t )e t 