and Design
Taesam Kang
Introduction to Course
Textbooks
ChiTsong Chen, Linear System Theory and
Design
Thomas Kailath, Linear Systems
A. Naylor and G. Sell, Linear Operator Theory
in Engineering and Science
G. Strang, Linear algebra and its application
Contents of textbook
1. Introduction
2. Mathematical description of systems
3. Linear algebra
4. State space solution and realizations
5. Stability
6. Controllability and observability
7. Minimal realizations and coprime fractions
8. State feedback and state estimators
9. Pole placement and model matching
Contents of textbook
2. Mathematical description of systems
1. Definitions and system concept
2. Linear and LTI systems
3. Linearization
4. Discretetime systems
3. Linear algebra
1. Basis, representation
2. Linear algebraic equations
3. Similarity transformation
4. Diagonal and Jordan form
5. Lyapunov equation
6. Quadratic and positive definiteness
7. SVD and norms
Contents of textbook
4. State space solution and realizations
1. Solution of LTI equations
2. Equivalent state equations
3. Realizations(equivalency)
4. Solution of LTV equations
5. Time varying realizations
5. Stability
1. I/O stability
2. Internal stability
3. Lyapunov theorem
4. Stability of LTV systems
Contents of textbook
6. Controllability and observability
1. Controllability and observability
2. Canonical decomposition
3. Conditions in Jordan form
7. Minimal realizations and coprime fractions
1. Coprimeness and coprime fractions
8. State feedback and state estimators
1. State feedback and estimators
9. Pole placement and model matching
1. Unity feedback poleplacement
Overview
Linear system theory/design introduces and illustrates
system concepts, various linear system representation,
analysis and design methods, and mutual relationship.
System: a mathematical model or abstraction of a
physical process that relates inputs or external forces to
the unique output or response of it.
Overview
0
t
t
y(t)= G(t, ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
solution
system characteristics(stability, controllability/observability,...)
various realizations(canonical form, minimal form, cop
u d
x t A t x t B t u t
y t C t x t D t u t
t t t ·
= +
= +
·
·
·
}
rime fraction, balanced realization...)
application to control and filtering system design ·
0
t
t
c.f.,
y(t)= G(t ) ( )
Y(s)=G(s)U(s)
( ) ( ) ( )
( ) ( ) ( )
u d
x t Ax t Bu t
y t Cx t Du t
t t t ·
·
= +
= +
}
Chapter 2. Mathematical
Description of Systems
Week 1, 2
Description of Linear Systems
1
1
Solution with zero initial condition
( ) ( ) ( )
( ) [ ( ) ] ( ) ( ) ( )
x s sI A Bu s
y s C sI A B D u s G s u s
÷
÷
= ÷
= ÷ + =
0
t
t
Input/Output(External) Description
y(t)= G(t ) ( )
State Space (Internal) Description
( ) ( ) ( )
( ) ( ) ( )
u d
x t Ax t Bu t
y t Cx t Du t
t t t
= +
= +
}
Transfer matrix: ( ) G s
Mathematical Descriptions of Linear
Systems
MIMO: Multi Input Multi Output Systems
SISO: Single Input Single Output Systems
SIMO/MISO
Continuous –time Systems:
Input/Output are continuoustime signals
Discretetime systems:
Input/Output are discretetime signals
[ ]: ( ), [ ]: ( ) u k u kT y k y kT = =
Causality and Lumpedness
Memoryless system
Output depends on only input at the moment
Causal (or nonanticipatory) system
current output depends on past and current inputs
but not on future input.
Definition 2.1 (related with Kalman’s state def.)
The state x(t0) of a system at time t0 is the information at
t0 that, together with the input u(t), for t>=t0, determines
uniquely the output y(t) for all t>=t0.
With the def. 2.1, no need to require past input
information!!
Lumped vs. distributed system
Lumped system
systems with finite state variables
Distributed system
systems with infinite state variables
Example of a Distributed System
Ex. 2.1) unit time delay system
y(t)=u(t1)
To determine y(t) with t >= t0, we need the
information {u(t), t01 <= t < t0} as well as
{u(t), t >= t0} which are states of the system.
(Infinitely many states Distributed system)
2.2 Linear Systems
1 0
1 0
1 0
2 0
2 0
2 0
1 1 0 1
1 1 2 2 0
2 2 0 2 0
( )
( ),
( ),
( )
( ),
( ),
( ( ) ( ))
( ) ( ),
( ( ) ( )),
x t
y t t t
u t t t
x t
y t t t
u t t t
x t u t
y t y t t t
x t u t t t
o
o o
o
¹
÷ >
`
>
)
¹
÷ >
`
>
)
+ ¹
÷ + >
`
+ >
)
2
ex) linearity check!!
( ) 10 ( ) ( )
( ) ( ) 1
'( ) ( ) ( )
'( ) ( ) ( ) 1
'( ) ( ) ( )
y t u t O
y t u t
y t y t u t
y t y t u t
y t y t u t
=
= +
+ =
+ = +
+ =
• additivity
• homogeneity
A system is called a linear system if
Combined form
Additivity Property
Zero Input Response
0
0
0
( )
( ), .
( ) 0,
zi
x t
y t t t
u t t t
¹
÷ >
`
÷ >
)
Zero State Response
0
0
0
( ) 0
( ), .
( ),
zs
x t
y t t t
u t t t
=
¹
÷ >
`
>
)
Using additivity property:
Response of linear system = zeroinput response + zerostate
response
( ) ( ) ( )
zi zs
y t y t y t = +
0 1 0 2 0 0
1 2 0
1 2 0
( ) ( )( 0) ( )( ( ))
( ) ( )( ( )) ( )( 0),
( ) ( ) ( ), .
x t x t x t x t
u t u t u t u t t t
y t y t y t t t
= = + = ¹
`
= = + = >
)
¬ = + >
Inputoutput description(1)
1
( ) t t o
A
÷
( ) ( ) ( )
i i
i
u t u t t t o
A
~ ÷ A
¿
• develop zerostate response of SISO linear system
Inputoutput description(2)
Δ i
Let g (t,t ) be the output at time t excited by the pulse u(t)= ( ). Then we have
i
t t o
A
÷
( ) ( , )
( ) ( ) ( , ) ( ) (homogeneity)
( ) ( ) ( , ) ( ) (additivity)
y(t) ( , ) ( )
i i
i i i i
i i i i
i i
i i
i
t t g t t
t t u t g t t u t
t t u t g t t u t
g t t u t
o
o
o
A A
A A
A A
A
÷ ÷
÷ A ÷ A
÷ A ÷ A
~ A
¿ ¿
¿
i
i
lim( 0) ( ): ( ) : Impulse at time t
lim( 0) ( , ): ( , ) : Impulse response to input applied at time t
( ) ( , ) ( ) : Output reponse to applied input u(t).
Causal System g(t, )=0
i i
i i
t t t t
g t t g t t
y t g t u d
o o
t t t
t
A
A
·
÷·
A ÷ ÷ = ÷
A ÷ =
=
·
}
0
for t< .
Zerostate(relaxed) response:
( ) ( , ) ( )
t
t
y t g t u d
t
t t t =
}
output by pulse sequence
Denotes time at which impulse is applied
Denotes time at which output is observed
Statespace description
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
x t A t x t B t u t
y t C t x t D t u t
= +
= +
• Every linear lumped system can be described
by
ndimensional state space equation
with n first order differential eqs. and q
algebraic eqs.
Linear TimeInvariant (LTI) Systems
0
0
0
0
0
0
A system is said to be  var , if for every stateinputoutput pair,
( )
( ), .
( ),
with any T, we have
( )
( ), . (time shifting)
( ),
time in iant
x t
y t t t
u t t t
x t T
y t T t t T
u t T t t T

¹
÷ >
`
>
)
+
¹
÷ ÷ > +
`
÷ > +
)
• If the initial state and input are the same, no matter at what
time they are applied, the output will always be the same!
• LTI is defined for systems, not for signal.
Inputoutput description of LTI system
0
0
0 0
For LTI systems,
( , ) ( , ) ( , 0) ( ) for any T.
Then, (2.4) ( ) ( , ) ( ) reduces to
( ) (  ) ( ) ( ) (  ) in which is normally replaced with 0.
By definition, ( )
t
t
t t
g t g t T T g t g t
y t g t u d
y t g t u d g u t d t
g t
t t t t
t t t
t t t t t t
= + + = ÷ = ÷
=
= =
}
} }
(  0) is the output at time t due to the impulse input
applied at time 0.
The condition for LTI to be causal is ( ) 0 for t 0.
g t
g t
=
= <
Example 2.2
Example 2.3
Transferfunction matrix

0

0 0
* Laplace transform:
ˆ y(s)= ( )
(  ) ( )
ˆ ˆ ( ) ( )
ˆ ( ) : transferfunction
Lasplace transform of the impulse response
st
st
y t e dt
g t u d e dt
g s u s
g s
t t t
·
· ·
(
=
(
¸ ¸
=
÷
}
} }
* Transfer function matrix
derive
j i
ˆ ( ) : transferfunction component from jth input, u to ith output, y
ij
g s
Transfer matrix
Example 2.4
Example 2.5
Classification of transfer function
If a LTI system is lumped, transfer function is always a rational function of s, i.e., g(s);
( )
( )
( )
( ) proper deg D(s) deg N(s) ( ) 0 or nonzero constant .
( ) strictly proper deg D(
N s
g s
D s
g s g
g s
=
· > · · =
· s) deg N(s) ( ) 0.
( ) biproper deg D(s) deg N(s) ( ) nonzero constant .
( ) improper deg D(s) deg N(s) ( ) .
g
g s g
g s g
> · · =
· = · · =
· < · · = ·
Pole/Zero
 is the pole of g(s) if g( ) .
 is the zero of g(s) if g( ) 0.
 Coprime: N(s) and D(s) are coprime if they have
no common factors of degree 1 or higher.
If N(s) and D(s) are cop
ì ì
ì ì
= ·
=
i j
rime, then
all roots of N(s) are zeros, and all roots of D(s) are poles.
In terms of poles/zeros, t.f. is represented by
ˆ
g(s)=k (sz ) / (sp ).
 
i j
zero pole gain form
×[ [
÷
Properness of transfer matrix G(s)
( )
( )
( )
( ) proper Every entry is proper ( ) 0 or nonzero constant matrix .
( ) strictly proper Every entry is strictly proper ( ) 0.
( ) biproper G(s) is square and both G(s) and
N s
G s
D s
G s G
G s G
G s
=
· · · =
· · · =
·
1
G ( ) are proper.
 is a ploe of G(s) if it is a pole of some entry of G(s),
thus every pole of every entry of G(s) is a pole of G(s).
λ is a blocking zero of G(s) if it is a zero of every nonz
s
ì
ero entry of G(s).
Transmission zero?
Statespace equation of LTI system
LTI state space representation
Every linear time invariant lumped system can be
described by
Note respective dimensions of vectors and
corresponding matrices
Using Laplace transformation,
Linear D.E.s are described by algebraic equations.
1 1 1
( ) ( ) ( )
( ) ( ) ( )
, ,
n p q
x t Ax t Bu t
y t Cx t Du t
x R u R y R
× × ×
= +
= +
e e e
Solution Using Laplace Transform
sdomain (freq. domain) representation
) (
ˆ
)] (
ˆ
) 0 ( [ ) ( ) (
ˆ
)] ( ˆ ) 0 ( [ ) ( ) ( ˆ
1
1
s u D s u B x A sI C s y
s u B x A sI s x
+ + ÷ =
+ ÷ =
÷
÷
1
1
1
ˆ ˆ ( ) ( ) ( )
ˆ ˆ ( ) [ ( ) ] ( )
ˆ
( ) ( )
x s sI A Bu s
y s C sI A B D u s
G s C sI A B D
÷
÷
÷
= ÷
= ÷ +
¬ = ÷ +
Under the condition of zero initial state
Solution of LTI State Equations
( ) ( ) ( )
( ) ( ) ( )
t 0
x t Ax t Bu t
y t Cx t Du t
with
= +
= +
>
t t
t
d Bu e x e t x
t
t A At
) ( ) 0 ( ) (
0
) (
}
÷
+ =
Solution of x(t)
Proof)
Opamp Circuit Implementation
Every LTI state space equation can be
implemented using opamp circuit.
Principle of analog computer
Integrator circuit realizes differential equations
algebraic eq. differential eq.
Example in p.16
 
1 1 1
2 2 2
( ) ( ) ( ) 2 0.3 2
( ), ( ) 2 3 5 ( )
( ) ( ) ( ) 1 8 0
x t x t x t
u t y t u t
x t x t x t
÷ ÷
( ( ( ( (
= + = ÷ +
( ( ( ( (
÷
¸ ¸ ¸ ¸ ¸ ¸ ¸ ¸ ¸ ¸
Linearization
Most physical systems are inherently nonlinear and time
varying. Thus represented by nonlinear d.e. form
Approximation for linearized model
Suppose an we have initial solution with, x0(t) and u0(t),
and a slight perturbation from initial state and input;
( ) ( ( ), ( ), )
( ) ( ( ), ( ), )
x t h x t u t t
y t f x t u t t
=
=
0 0 0
( ) h( ( ), ( ), ) x t x t u t t =
0
0
( ) ( ) ( )
( ) ( ) ( )
x t x t x t
u t u t u t
= +
= +
Linearization
By substituting x(t) and u(t) with a perturbed signal, and
applying Taylor’s series expansion,
2 1
( ) ( ( ), ( ), ) can be similary linearized.
, ( ) ( )?
y t f x t u t t
if f R C t and D t
×
=
e
0
0
( ) ( ) ( )
( ) ( ) ( )
x t x t x t
u t u t u t
= +
= +
Example2.6
Springmass system with viscous friction
Only viscous friction is considered
Example2.7
Dual springmass system
Derive dynamic equations
In (2.24), k1 k3
Example2.9
Satellite system
Consider an equatorial orbit
0 0 0 0
0 0 0 0
, ,
, ,
( ) ( ) ( )
( ) ( ) ( )
x x u u x x u u
x x u u x x u u
h h
x t x t u t
x u
f f
y t x t u t
x u
= = = =
= = = =
c c
= · + ·
c c
c c
= · + ·
c c
Example 2.11
RLC networks
KCL
KVL
2.6 DiscreteTime Systems
Discretetime system
Obtained by sampling a continuoustime
system with sampling time, T.
Denoted by u[k]:=u(kT), y[k]:=y(kT) where k
is an integer ranging from –infinity to +infinity
Kalman’s state definition holds in the same
way.
Discrete time delay system is a lumped
system, if delay is integer multiple of T. (as
opposed to cont. system)
2.6 DiscreteTime Systems
Inputoutput description
1 if k=m
Impulse sequence, [ ] :
0 if k m
: [ ] [ ] [ ] ... [0] [ ] [1] [ 1] [2] [ 2] ...
Let [ , ] be the output at time instant k excited by the impulse applied at instant m,
m
k m
Input u k u m k m u k u k u k
g k m
o
o o o o
·
=÷·
¦
÷ =
´
=
¹
= ÷ = + + ÷ + ÷ +
¿
0
i.e.,
[ ] [ , ].
[ ] [ ] [ , ] [ ] (homogeniety)
[ ] [ ] [ , ] [ ] (additivity)
: [ ] [ , ] [ ]
[ , ] 0, for k<m.
If a system is relaxed at ,
[ ] [ ,
m m
m
k m g k m
k m u m g k m u m
k m u m g k m u m
Output y k g k m u m
Causal g k m
k then
y k g k m
o
o
o
·
=÷·
·
=÷·
¬ ÷ ÷
÷ ÷
÷ ÷
=
· =
=
¿ ¿
¿
0
] [ ]
k
m k
u m
=
¿
Ztransform
0
0 0
0
0
In case of timeinvariant system with initial time instant 0,
[ ] [ ] [ ] [ ] [ ] : discrete convolution.
By applying ztransform,
ˆ( ) : [ [ ]] : [ ]
ˆ( ) [ ] ...
k k
m m
k
k
k
k
k
y k g k m u m g m u k m
y z Z y k y k z
y z y k z
= =
·
÷
=
·
÷
=
=
= ÷ = ÷
= =
= =
¿ ¿
¿
¿
ˆ ˆ ( ) ( ) g z u z =
Example 2.14, 2.15
ˆ where ( ) is the ztransform of impulse response sequence, [ ] and
called as the discrete transfer function.
g z g k
DiscreteTime Systems
State space equations
0 1
1 1
1
[ 1] [ ] [ ]
[ ] [ ] [ ]
[ [ 1]] [ 1] [ ] [0] [0] ( ( ) [0])
( ) [0] [ ] ( )
( ) ( ) ( )
( ) ( ) [0] ( ) ( )
( ) ( ) [0] (
k l
k l
x k Ax k Bu k
y k Cx k Du k
Z x k x k z z x l z x x z x z x
zx z zx Ax z Bu z
y z Cx z Du z
x z zI A zx zI A Bu z
y z C zI A zx C zI A
· ·
÷ ÷
= =
÷ ÷
÷
+ = +
= +
(
+ = + = + ÷ = ÷
(
¸ ¸
÷ = +
= +
¬
= ÷ + ÷
= ÷ + ÷
¿ ¿
1
1
) ( ) ( )
[ ( ) ] ( ) ( [0] 0)
( ) ( )
Bu z Du z
C zI A B D u z If x
G z u z
÷
÷
+
= ÷ + =
=
1
( ) : [ ( ) ] G z C zI A B D
÷
= ÷ +
Concluding remarks
System type Internal
description
External description
Distributed, linear
Lumped, linear
Distributed, linear,
timeinvariant
lumped, linear,
timeinvariant
0
( ) ( , ) ( )
t
t
y t G t u d t t t =
}
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
x t A t x t B t u t
y t C t x t D t u t
= +
= +
0
( ) ( , ) ( )
t
t
y t G t u d t t t =
}
0
( ) ( ) ( )
ˆ ˆ
ˆ ˆ ( ) ( ) ( ), ( ) irrational
t
y t G t u d
y s G s u s G s
t t t = ÷
=
}
( ) ( ) ( )
( ) ( ) ( )
x t Ax t Bu t
y t Cx t Du t
= +
= +
0
( ) ( ) ( )
ˆ ˆ
ˆ ˆ ( ) ( ) ( ), ( ) rational
t
y t G t u d
y s G s u s G s
t t t = ÷
=
}
HW #1
Chap. 2
Problems: 2.72.10, 2.15,2.16