2.

State equations
State equations
Solution of the state equations
Assumption: We assume that all the Laplace transforms involved in the
following reasonings exist.
_
_
_
x(t) = A x(t) + Bu(t)
y(t) = C x(t) + Du(t)
L
_
_
_
x(s) = (sI
n
A)
1
x(0) + (sI
n
A)
1
B u(s)
y(s) = C (sI
n
A)
1
x(0) + [C(sI
n
A)
1
B + D] u(s)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Back to the time domain
_
_
_
x(s) = (sI
n
A)
1
x(0) + (sI
n
A)
1
B u(s)
y(s) = C (sI
n
A)
1
x(0) + [C(sI
n
A)
1
B + D] u(s)
L
1

x(t) = L
1
{(sI
n
A)
1
} x(0) + L
1
{(sI
n
A)
1
}B u(t)
y(t) = C L
1
{(sI
n
A)
1
} x(0) + [CL
1
{(sI
n
A)
1
}B + D] u(t)
L
1
{(sI
n
A)
1
} = ?
(sI
n
A)
1
is a rational matrix function that is (strictly) proper. Its
Laplace transform can be computed componentwise.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Example:
Compute L
1
{(sI
n
A)
1
} for A =
_
_
1 2
2 1
_
_
.
(sI A)
1
=
_
_
s1
(s1)
2
+4
2
(s1)
2
+4
2
(s1)
2
+4
s1
(s1)
2
+4
_
_
L
1
{(sI A)
1
} = e
t
_
_
cos 2t sin 2t
sin 2t cos 2t
_
_
(check this!)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
General expression for L
1
{(sI
n
A)
1
}
(sI A)
1
= s
1
I +

k=1
A
k
s
k1
L
1
{(sI
n
A)
1
} = L
1
{s
1
}I +

k=1
A
k
L
1
{s
k1
}
= I +

k=1
A
k
L
1
{
d
k
_
1
s
_
ds
k
(1)
k
k!
}
=

k=0
A
k
t
k
k!
=: e
At
this notation is chosen by analogy with the scalar case
L
1
{
1
sa
} = e
at
=

k=0
a
k
t
k
k!
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
General form of x(t) and y(t)

x(t) = L
1
{(sI
n
A)
1
} x(0) + L
1
{(sI
n
A)
1
}B u(t)
y(t) = C L
1
{(sI
n
A)
1
} x(0) + [CL
1
{(sI
n
A)
1
}B + D] u(t)

x(t) = e
At
x(0) + e
At
B u(t)
y(t) = C e
At
x(0) + [Ce
At
B + D] u(t)
x(t) = e
At
x(0) +
_
t
0
e
A(t)
B u()d
y(t) = Ce
At
x(0) +
_
t
0
Ce
A(t)
B u()d + Du(t)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
x(t) = e
At
x
0
+
_
t
0
e
A(t)
B u()d is a solution of x = Ax +Bu.
It is the only solution of x = Ax + Bu such that x(0) = x
0
, for a xed
given u. [Prove this fact using the following theorem.]
Theorem - existence and uniqueness of solution
Consider a rst order dierential equation x = F(x) with initial condition x(t
0
) = x
0
(IVP
- initial value problem). If F is a lipschitzian, then the (IVP) has a unique solution. This
solution is of class C
1
, i.e. is continuously dierentiable.
x(t) is dened for all inputs u(t) that guarantee the existence of the
integral
_
t
0
e
A(t)
B u()d. Here we take as admissible the inputs u(t)
which are piecewise continuous.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
The solutions of the state eqautions can also be written as follows (if
the initial conditions are given at time t
0
):
x(t) = e
A(tt
0
)
x(t
0
) +
_
t
t
0
e
A(t)
B u()d
y(t) = Ce
A(tt
0
)
x(t
0
) +
_
t
t
0
Ce
A(t)
B u()d + Du(t)
Check this!
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Zero-input evolution/response - state and output evolution for zero input
Zero-state evolution/response - state and output evolution for zero initial
state
x(t) = e
At
x(0)
. .
x
l
(t)
+
_
t
0
e
A(t)
B u()d
. .
x
f
(t)
y(t) = Ce
At
x(0)
. .
y
l
(t)
+
_
t
0
Ce
A(t)
B u()d + Du(t)
. .
y
f
(t)
zero-input evolution zero-state evolution
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Impulse response and transfer function
y
f
(t) =
_
t
0
Ce
A(t)
B u()d + Du(t)
Impulse response

y
f
(t) =
..
[Ce
At
B + D] u(t)
L
1
L
y
f
(s) = [C(sI
n
A)
1
B + D]
. .
u(s)
Transfer function

Impulse = Dirac -function; u

i
= y
f
= Ce
At
B + D
i
.
u
i
- i-th component of u D
i
- i-th colunm of D
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Discretization
Discretization starting at time t
0
, with discretization interval .
x
d
(k) := x(t
0
+ k); analogous denitions for u
d
e y
d
.
Process 1
Approximate x(t)
x(t+)x(t)

.
This leads to:
x
d
(k + 1) = (I + A)x
d
(k) + Bu
d
(k)
y
d
(k) = Cx
d
(k) + Du
d
(k) Check!
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Process 2
Suppose u(t) constant in each interval [t
0
+ k t
0
+ (k + 1))
Compute the state trajectories of the continuous system at the
discretization instants:
x(t
0
+ (k + 1)) =
e
A((t
0
+(k+1)(t
0
+k))
x(t
0
+k) +

t
0
+(k+1)
t
0
+k
e
A(t
0
+(k+1) )
Bu()d
This leads to:
x
d
(k + 1) = e
A
x
d
(k) +
_
_

0
e
A
Bd
_
u
d
(k)
y
d
(k) = Cx
d
(k) + Du
d
(k) Check this!
Exercise: Compare the discrete systems obtained by the two dierent
processes.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
DiscretizaoExacta
EXEMPLO:
Considere-se o sistema compartimental contnuo,
1 0 1 0
0 0 0 1
0 1 1 0
x x u


= +



&
(1)
( ) ( ) ( )
0.05 0.05 0.05 0.05
0.05 0.05 0.05
1 1.05 0.05 1.95 2.05
1 0 1 0 0.05
0 1 0.95
e e e e
x k x k u k
e e e


+

+ = +


+

E o sistema compartimental discretizadocorrespondente, para h=0.05seg:
(2)
Assim
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
0 5
0
2
4
6
Tempo (seg)
A
m
p
l
i
t
u
d
e
0 5
0
2
4
6
Tempo (seg)
A
m
p
l
i
t
u
d
e
0 5
0
2
4
6
RESPOSTA AO DEGRAU UNITRIO
Tempo (seg)
A
m
p
l
i
t
u
d
e
DiscretizaoExacta
Respostas ao degrau do sistema contnuo e da sua discretizaoexacta
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
DiscretizaoExacta
Respostas foradas do sistema contnuo e da sua discretizao exacta
nos intervalos de discretizao
0 5
0
5
10
15
Tempo (seg)
A
m
p
l
i
t
u
d
e
0 5
0
2
4
6
Tempo (seg)
A
m
p
l
i
t
u
d
e
0 5
0
5
10
RESPOSTA FORADA
Tempo (seg)
A
m
p
l
i
t
u
d
e
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
DiscretizaoAproximada
EXEMPLO:
Considere-se novamente o sistema compartimental contnuo (1):
( ) ( ) ( )
0.95 0 0.05 0
1 0 1 0 0.05
0 0.05 0.95 0
x k x k u k


+ = +



E o sistema compartimental discretizado aproximadamente correspondente, para
h=0.05seg:
Assim
(3)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
DiscretizaoAproximada
Respostas ao degrau do sistema contnuo e da sua discretizaoaproximada
0 5
0
2
4
6
Tempo (seg)
A
m
p
l
i
t
u
d
e
0 5
0
2
4
6
Tempo (seg)
A
m
p
l
i
t
u
d
e
0 5
0
2
4
6
RESPOSTA AO DEGRAU UNITRIO
Tempo (seg)
A
m
p
l
i
t
u
d
e
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
General solution for discrete state equations
_
_
_
x(k + 1) = Ax(k) + Bu(k)
y(k) = Cx(k) + Du(k)
_

_
x(k) = A
k
x(0) +

k1
l=0
A
k1l
Bu(l)
y(k) = CA
k
x(0) +

l=0
CA
k1
A
k1l
Bu(l) + Du(k)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Invertible transformations (isomorphisms) in the state space
State transformation: x x = Sx
S invertible (i.e., x x = Sx is an isomorphism)
Question: What are the evolution equations for x(t)?
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
_
_
_
x = Ax + Bu
y = Cx + Du

_
_
_
..
Sx = SAS
1
Sx + SBu
y = CS
1
Sx + Du
Replacing Sx by x, yields:
_

x =

A
..
SAS
1
x +

B
..
SB u
y = CS
1
. .

C
x + Du

_
_
_

x =

A x +

Bu
y =

C x + Du
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Thus:
_
_
_
x = Ax + Bu
y = Cx + Du

_
_
_

x =

A x +

Bu
y =

C x + Du
Transformation S
(A, B, C, D) (

A,

B,

C,

D) =
= (SAS
1
, SB, CS
1
, D)
(A, B, C, D) Algebraically equivalent
e systems
(

A,

B,

C,

D) invertible matrix S such that

A = SAS
1
,

B = SB

C = CS
1
,

D = D
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
2. State equations
Prove That:
Proposition: If two systems are algebraically equivalent then they have the
same transfer function.
Remark: Two systems with the same transfer function are called
zero-state equivalent.
So, the previous proposition states that whenever two systems are
algebraically equivalent systems, they are also zero-state equivalent.
However: there are systems that are zero-state equivalent, but not
algebraically equivalent.
Give an example!
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