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EP 5511 - Lecture 08
EP 5511 - Lecture 08
(EP-5511)
Lecture-8
State Space Analysis
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Introduction
The state-space method is based on the description of
system equations in terms of n first-order difference
equations, which may be combined into a first-order
vector-matrix difference equation.
The use of the vector-matrix notation greatly simplifies the
mathematical representation of the systems of equations.
System design by the use of the state-space concept enables
the engineer to design control systems with respect to
given performance indexes.
In addition, designing in the state-space can be carried out
for a class of inputs, instead of a specific input function
such as the impulse function, step function, or
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sinusoidal function.
Continued
Also, state-space methods enable the engineer to
include initial conditions in the design.
This is a very convenient and useful feature that is not
possible in the conventional design method.
In what follows we shall first define state, state vector,
and state space, and then we shall present state space
equations.
State of a system: We define the state of a system at
time t0 as the amount of information that must be
provided at time t0, which, together with the input
signal u(t) for t t0, uniquely determine the output of
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the system for all t t0.
Continued
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State Space Representations of Discrete
Time System
Canonical Forms for Discrete-Time State-Space
Equation: many techniques are available for obtaining
state-space representations of discrete-time systems.
Consider the discrete-time system described by
y(k) + a1y(k - 1) + a2y(k - 2) +...+ any(k - n)
= b0u(k)+b1u(k - 1) + … + bnu(k - n)
Where u(k) is the input and y(k) is the output at kth
sampling instant.
The pulse transfer function is
Y ( z ) b0 b1 z 1 bn z n Y ( z ) b z n
b z n 1
bn
or n
0 1
U ( z ) 1 a1 z 1 an z n U ( z ) z a1 z n1 an
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Continued
There are many ways to realize state-space representations
for the discrete-time system described by the above
equations:
1. Controllable canonical form
2. Observable canonical form
3. Diagonal canonical form
4. Jordan canonical form
The controllable canonical form can be derived by the
direct programming method.
The observable canonical form can be obtained by the
nested programming method.
The diagonal canonical form and Jordan canonical form
may be obtained by use of the partial-fraction-
9 expansion method.
Continued
Controllable canonical form: the state-space
representation of the discrete-time system may be
put in the form given by the following equations:
x1 (k 1) 0 1 0 0 x1 (k ) 0
x (k 1) 0 0 1 0 x2 (k ) 0
2
u (k )
x
n1 ( k 1) 0 0 0 1 xn1 (k ) 0
xn (k 1) an an 1 an 2 a1 xn (k ) 1
x1 (k )
x (k )
y(k ) bn anb0 bn1 an 1b0 b1 a1b0 2 b0u (k )
10 xn (k )
Continued
It is computed by:
Y ( z ) b0 b1 z 1 bn z n
U ( z ) 1 a1 z 1 an z n
b0
b1 a1b0 z 1 b2 a2b0 z 2 bn anb0 z n
1 a1 z 1 a2 z 2 an z n
Y ( z ) b0U ( z )
b1 a1b0 z 1 b2 a2b0 z 2 bn anb0 z n
U ( z)
1 a1 z 1 a2 z 2 an z n
Let’s define
ˆ
Y ( z)
b1 a b
1 0 z 1
b2 a b
2 0 z 2
bn anb0 z n
U ( z)
1 a1 z 1 a2 z 2 an z n
11 Y ( z ) b0U ( z ) Y ( z )
Continued
Yˆ ( z )
b1 a1b0 z 1 b2 a2b0 z 2 bn anb0 z n
U ( z)
Q( z )
1 a1 z 1 a2 z 2 an z n
xn1 k 1 xn k
Therefore:
zX n ( z) a1 X n ( z) a2 X n1 ( z ) an X1 ( z ) U ( z )
Its difference equation
xn (k 1) an x1 (k ) an1x2 (k ) a1xn (k ) u(k )
And
Yˆ ( z) b1 a1b0 X n ( z) b2 a2b0 X n1 ( z) bn anb0 X1 ( z)
The output equation:
y(k ) bn anb0 x1 ( z ) bn1 an 1b0 x2 (k )
13 b1 a1b0 xn (k ) b0u (k )
Continued
Observable canonical form: the state-space
representation of the discrete-time system may be
given by the following equations:
x1 (k 1) 0 0 0 0 an x1 (k ) bn anb0
x (k 1) 1 0 0 0 an 1 x2 (k ) bn1 an1b0
2
u (k )
x
n 1 ( k 1) 0 0 1 0 a2 xn1 (k ) b2 a2b0
xn (k 1) 0 0 0 1 a1 xn (k ) b1 a1b0
x1 (k )
x (k )
y (k ) 0 0 0 1 2 b0u (k )
14 xn (k )
Continued
Diagonal canonical form: if the poles of the pulse
transfer function are all distinct, then the state-space
representation may be put in the diagonal canonical
form as follows:
x1 (k 1)
x (k 1) p1 0 0 x1 (k ) 1
2 0 p2 0 x2 (k ) 1
u (k )
xn1 (k 1) 0
pn xn (k ) 1
xn (k 1)
0
x1 (k )
x (k )
y (k ) c1 c2 cn 2 b0u (k )
15
xn (k )
Continued
Jordan canonical form: if the pulse transfer function
involves a multiple pole of order m at z=p1 and all
other poles are distinct, then the state equation and
output equation may be given as follows:
x1 (k 1) p1 1 0 0 | 0 0 x1 (k ) 0
x2 (k 1) 0 p1 1 0 | 0 0 x2 (k ) 0
|
xm (k 1) 0 0 0 p1 | 0 0 xm (k ) 1 u (k )
|
xm1 (k 1) 0 0 0 0 | pm1 0 xm1 (k ) 1
|
x (k 1) pn xn (k ) 1
n 0 0 0 0 | 0
x1 (k )
x (k )
y (k ) c1 c2 cn 2 b0u (k )
16
n
x ( k )
Continued
Example 1: Consider the following system.
Y ( z) z 1
2
U ( z ) z 1.3z 0.4
Find the state space representations in the controllable
canonical form, observable canonical form, and
diagonal canonical form.
Solution:
controllable canonical form
x1 (k 1) 0 1 x1 (k ) 0 u(k )
x2 (k 1) 0.4 1.3 x2 (k ) 1
y(k ) 1 1 x1 (k )
x2 (k )
17
Continued
Observable canonical form:
x1 (k 1) 0 0.4 x1 (k ) 1 u(k )
x2 (k 1) 1 1.3 x2 (k ) 1
y(k ) 0 1 x1 (k )
x2 (k )
Diagonal canonical form:
Y ( z) 5/3 2/3
U ( z) z 0.5 z 0.8
x1 (k 1) 0.5 0 x1 (k ) 1 u (k )
x2 (k 1) 0 0.8 x2 (k ) 1
5 2 x1 (k )
y (k )
3 3 x2 (k )
18
Continued
Nonuniqueness of state-space representation: For a
given pulse-transfer function system the state-space
representation is not unique.
The state equations are related to each other by the
similarity transformation.
Consider the system defined by:
x(k 1) Gx(k ) Hu(k )
y(k ) Cx(k ) Du (k )
Let us define a new state vector x̂ k by: x(k ) Pxˆ k
Where P is nonsingular matrix.
Pxˆ (k 1) GPxˆ (k ) Hu(k )
Multiplying both sides by P-1 becomes:
19 xˆ(k 1) P1GPxˆ(k ) P1Hu(k )
Continued
Let’s define: P 1GP Gˆ , P 1H Hˆ xˆ (k 1) Gx
ˆ ˆ (k ) Hu
ˆ (k )
y (k ) CPxˆ (k ) Du (k )
By defining:
CP Cˆ , D Dˆ y(k ) Cx
ˆ ˆ (k ) Du
ˆ (k )
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