Lecture 3 Modeling (ii) –State Space approach

3.1 State Variables of a Dynamical System

3.2 State Variable Equation
3.3 Why State space approach
3.4 Derive Transfer Function from State Space Equation
3.5 Time Response and State Transition Matrix
 d
x(t )  Ax(t )  Bu (t ) State equation
Dynamic equation dt
y (t )  Cx (t )  Du (t ) Output equation
State variable
 x1 (t )   u1 (t )   y1 (t )   x1 (0) 
 x (t )  u (t )  y (t )   x (0) 
x(t )   2  u (t )   2  y (t )    x(0)   2 
2

           
       
 x n (t ) n1 ur (t )  r1 y (t )
 p  p1 x ( 0)
 n  n1

State space r- input p- output

       
A   nn 
 B   n r 
 C   pn 
 D   pr 

       

Modern Control Systems 2

 u1 (t ) y1 (t )
u2 (t ) Inner state variables y2 (t )
 x1 , x 2 ,  x n 
u r (t ) y p (t )

u (t ) + x (t ) 1 x(t ) + y (t )
B C
s +
-

Modern Control Systems 3

Motivation of state space approach

Example 1 e(t )
u (t ) s 1 y (t )
+
- ( s  1)

2
s 1 +
n(t ) noise
Y (s) s  1
Transfer function 
U ( s ) s  3 BIBO stable

E ( s)  2( s  1)
u 0 
N ( s) ( s  1)( s  3)
unstable
Modern Control Systems 4
Example 2

u (t ) s 1 1 y (t )
s 1 s 1

y 1
 BIBO stable, pole-zero cancellation
u s 1

+
+ x 1 1 x1 + v(t ) x 2 1 x2
-2
u (t ) - s + s y (t )
+
v s 1 2
  1
u s 1 s 1
2
vu u
s 1 Modern Control Systems 5
 x 1   x1  2u x1 (0)  x10
x 2  x1  x2  u x 2 (0)  x 20
y  x2
x(t )  L1 [( sI  A) 1 ]x(0)  L1 [( sI  A) 1 BU ( s)]

x1 (t )  e  t x10 2e  t  u (t )
1 1 t
y (t )  x 2 (t )  ( x 20  x 10 )e  e x10 e t  u (t )
t

2 2

1. if x10  x 20  0
2. if x10  2 x 20 then system stable

State-space description Internal behavior description

Modern Control Systems 6

 Definition: The state of a system at time t 0 is the amount of
information at t 0 that together with u[t 0 , ] determines
uniquely the behavior of the system for t  t 0

Example x(t )

M f (t )

f (t )  Ma  Mx (t )

單純從 f [t 0 , ] 並無法決定 x 在t 0 以後的運動

狀況。除非知道 x(t 0 ) 與
x (t 0 ) 。所以 x(t 0 ) x (t 0 )
與
是這個系統過去的歷史總結。故 x(t 0 ) x (t 0 ) 與
可以作為系統的狀態。

Modern Control Systems 7

Example : Capacitor electric
energy
1 t0 1 t
v(t )   i ( ) d   i ( )d
c  c t0
Input i[, t 0 ] 對系統的歷史
1 t
 v (t 0 )   i ( )d
 總結。
c t0

Example : Inductor

1 t0 1 t
i (t )   v( )d   v( )d
L  L t0
1 t
 i (t 0 )   v( )d


L t0 Magnetic
energy
Modern Control Systems 8
Remark 1: 狀態的選擇通常與能量有關， 例如 :
Position  potential energy
Velocity  Kinetic energy

Remark 2: 狀態的選擇必需是獨立的物理量， 例如 :
x1 L1

x1  x 2
R
實際上只有一個狀態變數

L2
x2

Modern Control Systems 9

Example y2 y1
K
M2 M1 f (t )

B3 B2 B1

M 1 y1  B1 y 1  B2 ( y 1  y 2 )  K ( y1  y 2 )  f (t )
M 2 y 2  B3 y 2  B2 ( y 2  y 1 )  K ( y 2  y1 )  0

 
 
x1  y1  y 2  x1   0
 1 1   x1   0 
 x    K ( B  B2 ) B2   x    1  f (t )
let x 2  y 1  2  M  1
M1 M1  2   M1 
 x 3    
( B2  B3 )   x3   0 
1
x3  y 2 
K B2
 
 M 2 M2 M 2 

Modern Control Systems 10

Example La Rf
Ra
  
ea  t  ia e  t  Lf ef t
b
  
Armature circuit  m Field circuit
TL
Jm
di Tm  k i ia
ea (t )  Raia  eb  La a
dt d 2 m d m
 Jm  B  TL
eb  kb m dt 2 m
dt

dia  Ra kb 1 d m k B d m 1
 ia   m  ea  i ia  m  TL
dt La La La dt Jm J m dt Jm
d m
 m
dt

Modern Control Systems 11

  Ra  Kb   1 
 L La
0  L 0 
 ia   a   ia   a  e
    Ki  Bm     1  a 
 m    J Jm
0  m   0 
    
J m TL 
 m   m  
0 1 0   m   0 0 
   
   
 ia 
 y1 (t )   m (t )  0 0 1  
 y (t )   (t )  0 1 0  m 
 2   m     
 m

Modern Control Systems 12

 Dynamical equation Transfer function

x (t )  Ax(t )  Bu (t )
y (t )  Cx(t )  Du (t )
Laplace transform
sX ( s )  x(0)  AX ( s )  BU ( s )
Y ( s )  CX ( s )  DU ( s )

assume x(0)  0
X ( s )  ( sI  A) 1 BU ( s )
Y ( s )  [C ( sI  A) 1 B  D]U ( s )
matrix
Transfer function
Modern Control Systems 13
 Example By Newton’s Law
F  My  My  by  ky  r
r  ky  by  My let x1  y, x2  y
k

b
x 1  y  x 2
M 
b k 1
x 2  y   y  y r
y (t ), y (t ) M M M
r (t ) b k 1
 x2  x1  u u  r
M M M
x 1  x 2
 k b 1
r : 外力 x 2   x1  x2  u
M M M
k : 彈簧的彈性係數
b : 黏滯磨擦係數  x 1   0 1  x   0 
x 
  k b  1    1   u y  1 0  1   0  u
 x 2   M    x2   
M M   x2 
C
A B

Modern Control Systems 14

 State Space Equation
 x 1   0 1  x   0 
For example :     k b   1    1 u
x  Ax  Bu
 x 2    M    x2   
M M 
y  Cx  Du
 x1 
y  1 0    0  u
 x2 
Transfer Function
Y (s) b1s  b0
G(s)  For example : G ( s ) 
U (s) a2 s 2  a1s  a0

Example: Transfer function of the Mass-damper-spring system

d2y dy
M 2  b  ky  u (t ) x   x1 x2 
T
dt dt
Ms 2Y ( s)  bsY ( s)  kY ( s)  U ( s )
Y (s) 1
 G(s) 
U (s) Ms 2  bs  k

Modern Control Systems 15

  x 1   0 1 0   x1  0 0
Example  x    0  4 3   x   1 0   u1 
 2   2    u 
 x 3   1  1  2  x3   0 1  2 
MIMO system  x1 
 y1 (t )  1 0 0  
 y (t )  0 0 1  x2 
 2   x 
 3

adj ( sI  A)
( sI  A) 1 
sI  A
 s 2  6 s  11 s  2 3 
1  
  3 s 2
 2 3s
s( s  4)( s  2)  3  3s  
 s4  s  1 s  4 s 
2


G ( s)  [C ( sI  A) 1 B  D ]
1  s2 3 
Transfer function

s 3  6 s 2  11s  3  ( s  1) s ( s  4)

Modern Control Systems 16

 Remark : the choice of states is not unique.

+ R L +
di (t ) 1 t
ei (t ) c ec (t ) Ri (t )  L   i (t )dt  ei (t )
i (t )
dt c 0
- -

x1 (t )  i (t )  x 1   R 
1  x   1 
 x    L LC      L  ei (t )
1
let  2   1 0   x2   0 
x2 (t )   i (t )dt
x 
y (t )  i (t ) y (t )  1 0  1 
 x2 
 R R
xˆ1 (t )  i (t )  xˆ1   L
 
L   ˆ
x  1
  ˆ    L  ei (t )
1
let     1
xˆ 2 (t )  ec (t )  xˆ 2   0   x2   0 
exist a mapping  L 
y (t )  i (t )  xˆ1 
y (t )  1 0  
 xˆ 2 
Modern Control Systems 17
 Different state equation description
x(t )  Ax(t )  Bu (t ) xˆ (t )  Aˆ xˆ (t )  Bˆ u (t )
y (t )  Cx(t )  Du (t ) x(t )  pxˆ (t ) y (t )  Cˆ xˆ (t )  Dˆ u (t )
p is nonsingular

pxˆ  Apxˆ  Bu  xˆ  p 1 APxˆ  p 1 Bu

y  Cpxˆ  Du

Aˆ  p 1 Ap A  pAˆ p 1
Bˆ  p 1 B B  pBˆ
Cˆ  Cp C  Cˆ p 1
Dˆ  D D  Dˆ
Modern Control Systems 18
Definition : Two dynamical systems
x(t )  Ax(t )  Bu (t ) xˆ (t )  Aˆ xˆ (t )  Bˆ u (t )
&
y (t )  Cx(t )  Du (t ) y (t )  Cˆ xˆ (t )  Dˆ u (t )
with x(t )  pxˆ (t ) are said to be equivalent. The nonsingular
matrix p is called an equivalence transformation.

Theorem: two equivalent dynamical system have the same

transfer function.
Gˆ ( s )  Cˆ ( sI  Aˆ ) 1 Bˆ  Dˆ
 Cp ( sp 1 Ip  p 1 Ap ) 1 p 1 B  D
 Cp[ p 1 ( sI  A) p ] 1 p 1 B  D
 Cpp 1 ( sI  A) 1 pp 1 B  D
 C ( sI  A) 1 B  D
 G ( s)
Modern Control Systems 19