Chapter 5 - State Space Analysis
Chapter 5 - State Space Analysis
1. Introduction
The classical control theory and methods that we have been using in class are based
on a simple input-output description of the plant, usually expressed as a transfer
function. These methods do not use any knowledge of the interior structure of the
plant, and limit us to single-input single-output (SISO) systems, and as we have seen
allows only limited control of the closed-loop behavior when feedback control is
used.
Modern control theory solves many of the limitations by using a much “richer”
description of the plant dynamics. The so-called state-space description provide the
dynamics as a set of coupled first-order differential equations in a set of internal
variables known as state variables, together with a set of algebraic equations that
combine the state variables into physical output variables.
To begin with the state-variable approach, we should first begin with the definitions
of the following keywords:
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State: The concept of the state of a dynamic system refers to a minimum set of
variables, known as state variables, that fully describe the system and its response to
any given set of inputs. In particular a state-determined system model has the
characteristic that:
A mathematical description of the system in terms of a minimum set of variables
xi(t), i = 1, . . . , n, together with knowledge of those variables at an initial time t0 and
the system inputs for time t ≥ t0, are sufficient to predict the future system state and
outputs for all time t > t0. Note that, in dealing with linear time-invariant systems, we
usually choose the reference time t0 to be zero.
State Variables: are the smallest set of variables needed to fully describe the
dynamic system.
State Vector: if there are n state variables {x1(t), x2(t), ..., xn(t)} that are needed to
completely describe the behavior of a given system, then these n state variables can
be considered as the n components of a vector x(t). such a vector is called a state
vector.
State Space: the n-dimensional space whose coordinate axes consist of the x1 axis, x2
axis, ..., xn axis is called a state space. Any state can be represented by a point in the
state space.
Assume we have the set of n state variables ( , , … … . , ) that can describe the
above system. Therefore the relation that govern the derivative of the state variable
with the state variables and the system input is called the state equation.
= + +⋯+ + + ⋯ +
= + +⋯+ + + ⋯ +
.
.
= + + ⋯+ + + ⋯ +
where, the state vector x(t) is with dimension n×1 and is given as:
() = ⋮ ,
…
the system matrix A is square matrix with dimension n×n and is given as:
…
= ⋮ ⋮ ,
… …
…
…
the input matrix B is with dimension n×m and is given as:
= ⋮ … ⋮ ,
…
the input vector u(t) is with dimension m×1 and is given as:
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() = ⋮
On the other hand, the relation that govern the system output with the state variables
and the system input is called the output equation.
= + + ⋯ + + + ⋯ +
= + + ⋯ + + + ⋯ +
.
= + + ⋯ + + + ⋯ +
.
Or
() = !() + "()
… …
(2)
where, the output vector y(t) is with dimension k×1 and is given as:
⋮
Both of the state equation given by (1) and the output equation given by (2) together
are called the dynamic equation.
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Fig. 2, Vector block diagram for linear system described by dynamic equation
Example (1):
Drive the dynamic equation for the electric circuit shown in Fig. 3.
First, we assume the state variables are x1= vc and x2 = iL, and the output y = vo
() = #$ + #%
, + /#$ = 0% = 0% − #$
&-. &-. 1
&) &) $ $
-----→
1 1
then the state space model is
() = () −
! !
1 /
() = −
, ,
() = /
1
Then, we can rearrange the above equations in matrix form as follows:
0 − 1
!
4 5= 7 8 + !
1 /
− 0
, ,
= 90 /: 7 8 + 90:
We can plot the state and block diagrams as shown in Fig. 4 a and b, respectively.
Example (2):
For the 3rd order differential equation describing a control system with input signal
e(t) and output signal c(t) given below, write the dynamic equation.
; () () ()
+ 4 + 5 + 3() = 5?()
;
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0
The state equation:
0 1 0
= 0 0 1 B C + 0 ?
; −3 −5 −4 ; 5
The output equation:
0 1 0 0
= 0
0 1 B C + 0 E()
; −5 −6 0 ; 1
The output equation:
()
Since there is input derivative, we integrate both sides
Example (5):
!(J) 10(K + 1)
Suppose the transfer function of control system is given as:
=
/(J) (K + 2) (K + 5)
!(J) 10K + 10
The T.F. must be in polynomial format as:
= ;
/(J) K + 9K + 24K + 20
Then create the differential equation that govern the input-output relation as:
N() + 9O () + 24() + 20() = 10E() + 10E()
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0
The state equation:
0 1 0
= 0 0 1 B C + 10 E()
; −20 −24 −9 ; −80
The output equation:
To get x(t), this is done simply by taking inverse Laplace transform for both sides:
() = ,T {9JS − :T } (U) + ,T {9JS − :T R(J)}
Assuming that φ(S) = 9JS − :T
Then
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0 −2
Evaluation of the state transition matrix
−1 2 2 −2
To get the state transition matrix φ(t), we use partial fraction of each term in φ(S)
` + + c
(K + 2) (K + 1) (K + 2) (K + 1)
Φ(J) = _ b
_ −1 1 2 −1 b
+ +
^(K + 2) (K + 1) (K + 2) (K + 1)a
−? +? 2? T) − ? T)
Example (7):
1
Consider the state equation shown below.
0 0
4 5 = 7 8 7 8 + 7 8
−2 −3 1
Determine the state transition equation x(t) when the input is unit step and x1(0)=1,
x2(0)=2
J 0 0 1 J −1
9JS − : = 7 8−7 8=7 8
0 J −2 −3 2 J+3
1 J+3 1
Φ(J) = 9JS − :T = 7 8
∆(J) −2 J
∆(J) = det(JS − ) = J(J + 3) + 2 = K + 3K + 2 = (K + 2)(K + 1)
K+3 1
` c
(K + 2)(K + 1) (K + 2)(K + 1)
Φ(J) = _ b
_ −2 K b
^(K + 2)(K + 1) (K + 2)(K + 1)a
−1 2 −1 1
To get the state transition matrix φ(t), we use partial fraction of each term in φ(S)
` + + c
(K + 2) (K + 1) (K + 2) (K + 1)
Φ(J) = _ b
_ 2 2 2 −1 b
− +
^(K + 2) (K + 1) (K + 2) (K + 1)a
2? − 2? 2? −?
K+3 1
` c
(K + 2)(K + 1) (K + 2)(K + 1) 1
φ(S) R(J) = _ b 7 08
_ −2 K b 1 K
^(K + 2)(K + 1) (K + 2)(K + 1)a
1 0.5 −1
` c 0.5 + +
K(K + 2)(K + 1)b K + 2 K + 1
φ(S) R(J) = _ =
_ K b −1 1
+
^K(K + 2)(K + 1)a K+2 K+1
4? − 4? −? T) + ? T) 3? T) − 3? T)
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Example:
For the control system shown in Fig., Assign the appropriate state variables, then:
a) Write the system Dynamic equation,
b) Calculate the system eigen values,
c) Find the state transition matrix φ(t),
d) Assuming unit step input and zero initial values, find an expression for the state
equation x(t), then calculate its value at t = 0.5 sec.
8 −6 7
These two equations can be arranged in matrix format as follows:
4 5 = 7 8 7 8 + 7 8 E()
4 −2 5
9(): = 93 9: 7 8 + 90: E()
+ 1 x1
7 + 3
_
4 + Y(S)
R(S)
6 +
+
+
2 x2
5 9
_
9λS − : = 7λ 08 − 78
−6 λ−8 6
b) Eigen values can be determined as:
8=7 8
0 λ 4
−2 −4 λ + 2
∆(J) = det( λS − ) = (λ − 8)(λ + 2) + 24 = λ − 6λ + 8 = (λ − 2)(λ − 4)
λ = 2 e λ = 4
c) Evaluation of the state transition matrix
K+2
Using partial fractions:
= +
(K − 2)(K − 4) K − 2 K − 4
K + 2 = (K − 4) + (K − 2)
at S = 2: 4 = -2A, then A = -2
at S = 4: 6 = 2B, then B = 3
K−8
= +
(K − 2)(K − 4) K − 2 K − 4
K − 8 = (K − 4) + (K − 2)
at S = 2: -6 = -2A, then A = 3
at S = 4: - 4 = 2B, then B = -2
4
= +
(K − 2)(K − 4) K − 2 K − 4
4 = (K − 4) + (K − 2)
at S = 2: 4 = -2A, then A = -2
at S = 4: 4 = 2B, then B = 2
−6
= +
(K − 2)(K − 4) K − 2 K − 4
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−6 = (K − 4) + (K − 2)
at S = 2: -6 = -2A, then A = 3
−2 3 3 3
at S = 4: -6 = 2B, then B = -3
` + − c
(K − 2) (K − 4) (K − 2) (K − 4)
Φ(J) = _ b
_ −2 2 3 2 b
+ −
^ (K − 2) (K − 4) (K − 2) (K − 4)a
X() = 4−2? ) + 3? ;) 3? ) − 3? ;) 5
Using Inverse Laplace,
) ;)
−2? + 2? 3? ) − 2? ;)
K+2 −6 7K − 16
The second term
` c ` c
(K − 2)(K − 4) (K − 2)(K − 4) 7 1 K(K − 2)(K − 4)
Φ(J) /(J) = _ b×7 8× = _ b
_ 4 K − 8 b 5 K _ 5K − 12 b
^(K − 2)(K − 4) (K − 2)(K − 4)a ^K(K − 2)(K − 4)a
7K − 16 !
Using partial fraction:
= + +
K(K − 2)(K − 4) K K − 2 K − 4
7K − 16 = (K − 2)(K − 4) + K(K − 4) + !K(K − 2)
At S=0, -16 = 8A , then A = -2
At S=2, -2 = -4B, then B = 2
At S=4, 12 = 8C, then C = 1.5
5K − 12 !
= + +
K(K − 2)(K − 4) K K − 2 K − 4
5K − 12 = (K − 2)(K − 4) + K(K − 4) + !K(K − 2)
At S=0, -12 = 8A , then A = -1.5
At S=2, -2 = -4B, then B = 2
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−2 2 1.5
At S=4, 8 = 8C, then C = 1
` + + c
_ K K − 2 (K − 4) b
Q(K) = _
−1.5 2 1 b
_ + + b
^ K K − 2 (K − 4)a
−1.5 + 2? + 1?
14.52
() = 7 8
At t = 0.5 sec,
11.326
Example (8):
Consider the dynamic equation for the system with output y(t) and input u(t) shown
1
below.
0 0
4 5 = 7 8 7 8 + 7 8
−2 −3 1
= 90 1: 7 8 + 90:
K+3 1
As in example (4)
` c
(K + 2)(K + 1) (K + 2)(K + 1)
9JS − :T =_ b
_ −2 K b
^(K + 2)(K + 1) (K + 2)(K + 1)a
h(K)
= ! 9JS − :T + "
R(K)
K+3 1
` c
h(K) (K + 2)(K + 1) (K + 2)(K + 1)
= 90 1 : _ b 708 + 90:
R(K) _ −2 K b 1
^(K + 2)(K + 1) (K + 2)(K + 1)a
−2
` c
h(K) (K + 2)(K + 1) K
= _ b 708 =
R(K) _ K b 1 (K + 2)(K + 1)
^(K + 2)(K + 1)a
Example (9):
Consider the dynamic equation for the system with output y(t) and input u(t) shown
below:
The state equation:
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0 1 0 0 0 E ()
= 0 −4
3 B C + 1 0 4
5
E ()
; −1 −5 −5 ; 0 1
The output equation:
() 1 0 0 0 E ()
4 5= 7 8 B C + 7 8 4 5
() 0 0 1 0 E ()
;
K 0 0 0 1 0 K −1 0
KS − = 0 K 0 − 0 −4 3 = 0 K + 4 −3
0 0 K −1 −5 −5 1 5 K+5
(K + 4)(K + 5) + 15 −3 −(K + 4)
m
1 K + 9K + 35 K+5 3
!(K)
= ! 9JS − :T + "
/(K)
!(K) 1 1 K + 9K + 35 K+5 3 0 0
0 0 0
= 7 8 3 K(K + 5) 3K 1 0 + 7 8
/(K) ∆ 0 0 1 0
−(K + 4) −(5K + 1) K(K + 4) 0 1
!(K) 1 1 0 0 K+5 3
= 7 8 K(K + 5) 3K
/(K) ∆ 0 0 1 −(5K + 1) K(K + 4)
!(K) 1 K+5 3
= 4 5
/(K) ∆ −(5K + 1) K(K + 4)
! (K) K+5
This means
= ;
/ (K) K + 9K + 20K + 15
! (K) 3
= ;
/ (K) K + 9K + 20K + 15
! (K) −(5K + 1)
= ;
/ (K) K + 9K + 20K + 15
! (K) K(K + 4)
= ;
/ (K) K + 9K + 20K + 15
5. Characteristic Equation
The characteristic equation plays an important role in the study of linear systems. It
can be defined with respect to the differential equation, the transfer function, or state
equations.
5.1 Characteristic Equation from Differential Equation
In T.F. all initial values must be zero, therefore, if we have certain D.E.
N() + 9O () + 24() + 20() = 10E() + 10E()
Then
K ; !(J) + 9K !(J) + 24K!(J) + 20!(J) = 10K/(J) + 10/(J)
!(J){ K ; + 9K + 24K + 20} = /(J){10K + 10}
Then the characteristic equation is obtained by setting the homogeneous part of the
above equation to zero. This mean the characteristic equation is:
K ; + 9K + 24K + 20 = 0
5.2 Characteristic Equation from Transfer Function
If the transfer function of a control system is given, the characteristic equation is
obtained by equating the denominator polynomial of the T.F. to zero.
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!(J) 10(K + 1)
Suppose the transfer function of control system is given as:
=
/(J) (K + 2) (K + 5)
!(J) 10K + 10
The T.F. must be in polynomial format as:
= ;
/(J) K + 9K + 24K + 20
Then, the characteristic equation is:
K ; + 9K + 24K + 20 = 0
5.3 Characteristic Equation from State Equation
h(K)
The T.F. obtained from the matrices A, B, C, and D as:
0 1 0
Suppose that the matrix A is:
= 0 −4 2
−1 −5 −3
J 0 0 0 1 0 J −1 0
Then
JS − = 0 J 0 − 0 −4 2 = 0 J + 4 −2
0 0 J −1 −5 −3 1 5 J+3
6. Eigen Values
The eigen values λ1, λ2, λ3, ..., λn of n×n matrix A are the roots of the characteristic
equation. The eigen values are sometimes called the dynamic roots.
0 1 0
Consider the matrix A,
= 0 0 1
−6 −11 −6
Find the eigen values?
J 0 0 0 1 0 J −1 0
First we calculate (sI-A)
JS − = 0 J 0 − 0 0 1 = 0 J −1
0 0 J −6 −11 −6 6 11 J + 6
o −1 0
Replace each S by λ
oS − = 0 o −1
6 11 o+6
|oS − | = o; + 6o + 11o + 6 = 0
Solving this cubic equation for λ, we get the three eigen values as:
(o + 1)(o + 2)(o + 3) = 0
The eigen values of matrix A are
λ1= ˗1 , λ2= ˗2 and λ3= ˗3
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