State Space Solution

Solutions to the State Equations – Preliminaries

• Recall our state equations:
x (t )  Ax (t )  Bv(t )
y (t )  Cx(t )  Dv(t )
• To solve these equations, we will need a few mathematical tools. First:
A 2t 2 A 3t 3
e  I  At 
At
 
2! 3!
where I is an NxN identity matrix. Ak is simply AxAx…A.
• For any real numbers t and :
e A ( t   )  e At e A
• Further, setting  = -t:
e A (t  )  e At e  At  I
• Next:
d At d  A 2t 2 A 3t 3  A 3t 2
e  I  At      A  A t 
2

dt dt  2! 3!  2 !
 A 2t 2 A 3t 3 
 A I  At      Ae At
 2! 3! 
• We can use these results to show that the solution to x (t )  Ax (t )
is: x(t )  e At x(0), t  0
Solutions to the Forced Equation
• If: x(t )  e At x(0), t  0
d
dt dt
 dt
  
x(t )  d e At x(0)  d e At x(0)  Ae At x(0)  Ax (t )
• e At is referred to as the state-transition matrix.
• We can apply these results to the state equations:
x (t )  Ax (t )  Bv(t )
x (t )  Ax (t )  Bv(t )
e  At x (t )  Ax (t )  e  At Bv(t )

• Note that:

  d 
e x(t )  e  At x (t )   e  At  x(t )  e  At x (t )  Ae  At x(t )  e  At x (t )  Ax (t )
d  At
dt  dt 

d  At
dt

e x(t )  e  At Bv(t )

• Integrating both sides:

t
e  At
x(t )  x(0)   e  A Bv( )d Generalization of our
0 convolution integral
t
x(t )  e x(0)   e  A t  Bv( )d , t  0
At

0
Solution to the Output Equation
• Recall:
 At t

y (t )  Cx(t )  Dv(t )  Ce x(0)   e  A t  Bv( )d   Dv(t ), t  0
 0 
t
 Ce x(0)   Ce  A t  Bv( )d  Dv(t ), t  0
At

• Using the definition of the unit impulse:

 
t
y (t )  Ce At x(0)   Ce  A t  Bv( )  D t   v( ) d , t  0
 
y zi t  
0

y zs t 

• Recall our convolution integral for a single-input single-output system:

t
y zs t   h(t ) * v(t )   h(t   )v( )d , t  0
0

• Equating terms:

 Ce 
t t
Bv( )  D t   v( ) d   h(t   )v( )d
 A t   

0 0

h(t )  Ce At B  D t  The impulse response can be computed

directly from the coefficient matrices.
Solution via the Laplace Transform
• Recall our state equations:
x (t )  Ax (t )  Bv(t )
y (t )  Cx(t )  Dv(t )
• Using the Laplace transform on the first equation:
sX( s )  x(0)  AX ( s)  BV( s)
sI  A X( s)  x(0)  BV( s)
X( s )  sI  A  x(0)  sI  A  BV( s )
1 1

• Comparing this to:

t
x(t )  e x(0)   e  A t  Bv( )d , t  0
At

0
reveals that:

e At  L1 sI  A  
1

• Continuing with the output equation:

y (t )  Cx(t )  Dv(t )
The transfer function
Y( s )  CX ( s )  DV( s ) can be computed
1

 sI  A  x(0)  CsI  A  B  D V ( s )
1
 directly from the
• For zero initial conditions: system parameters.


Y( s)  H( s) X( s) where H( s)  CsI  A  B  D
1

Solution of Nonhomogeneous State Equations