Linear System Notes 2015 PDF

Contents
Lecture 1 .......................................................................................................................... 1
1.1
Introduction to Design of Physical Systems ............................................................ 1
1.2
System Classification ............................................................................................... 2
1.3
Applications ............................................................................................................. 3
1.4
I/O Description of Dynamical Systems.................................................................... 4
1.5
Definition: Linearity................................................................................................. 5
Lecture 2 .......................................................................................................................... 6
2.1
Definition: Causality ................................................................................................ 7
2.2
Definition: Time-Invariance..................................................................................... 8
Lecture 3 ........................................................................................................................ 11
3.1
Impulse Response................................................................................................... 11
3.2
Computation of the Convolution Integral for Linear Systems ............................... 13
3.2.1
For a Causal, Linear, Relaxed, and Time-Varying System ............................ 13
3.2.2
For a Linear, Relaxed, Causal, Time-Invariant System .................................. 14
Lecture 4 ........................................................................................................................ 15
4.1
Computation of Impulse Response Using Differential Equation ........................... 15
4.2
Computation of Impulse Response Using Laplace Transform .............................. 18
Lecture 5 ........................................................................................................................ 21
5.1
State Diagram ......................................................................................................... 21
5.1.1
Concept of State .............................................................................................. 24
5.1.2
State Vector..................................................................................................... 25
5.1.3
State Space ...................................................................................................... 25
5.1.4
State Trajectories ............................................................................................ 25
5.2
General State Space Representation....................................................................... 26

I
Lecture 6 ....................................................................................................................... 27
6.1
State Models .......................................................................................................... 27
6.2
Canonical Representations .................................................................................... 31
6.2.1
7
Observable Canonical Form ........................................................................... 31
Lecture 7 ....................................................................................................................... 33
7.1
Controllable Canonical Form ................................................................................ 33
7.2
Jordan Canonical Form .......................................................................................... 34
7.2.1
Characteristic Polynomial D(s) = 0 Contains N Distinct Poles ..................... 35
7.2.2
Characteristic Polynomial D(s) = 0 Contains Multiply Repeated Poles ........ 36
Lecture 8 ....................................................................................................................... 39
8.1
Transformation From State Equations to Transfer Function ................................. 39
8.2
Examples for C.C.F., O.C.F., J.C.F. ...................................................................... 42
8.2.1
Observable C.F. ............................................................................................. 42
8.2.2
Controllable C.F. ........................................................................................... 42
8.2.3
Jordan Canonical Form .................................................................................. 43
Lecture 9 ....................................................................................................................... 46
9.1
Solution of State Equation ..................................................................................... 46
9.2
Fundamental Matrix .............................................................................................. 48
9.2.1
Definition: ...................................................................................................... 48
9.2.2
Examples: ....................................................................................................... 48
9.3
State Transition Matrix .......................................................................................... 50
9.3.1
Definition ....................................................................................................... 50
9.3.2
Proposition ..................................................................................................... 50
9.3.3
Properties of (t , t0 ) .................................................................................. 50
10 Lecture 10 ..................................................................................................................... 53
10.1 State Transition Matrix for LTI Systems ............................................................... 53
II
10.1.1
Definition ........................................................................................................ 53
10.1.2
Approaches to Compute (t ) ....................................................................... 54
10.2
Cayley-Hamilton Technique .................................................................................. 56
10.2.1
Cayley-Hamilton Theorem ............................................................................. 56
10.2.2
Cayley-Hamilton Technique ........................................................................... 57
10.2.3
Algorithm to Apply Cayley-Hamilton Technique .......................................... 57
11 Lecture 11 ...................................................................................................................... 61
11.1
(t, t0) for LTI System ........................................................................................... 61
11.2
(t, t0) for LTV Systems ........................................................................................ 65
11.3
Solution of the State Equations and Output Equation ............................................ 69
12 Lecture 12 ...................................................................................................................... 70
12.1
Definitions .............................................................................................................. 70
12.1.1
Controllability ................................................................................................. 70
12.1.2
Observability ................................................................................................... 70
12.1.3
Examples for Controllability and Observability ............................................. 71
12.2
Canonical Transformations .................................................................................... 72
12.2.1
A Canonical Decomposition of Dynamic System .......................................... 72
12.2.2
Controllable Canonical Form (C.C.F.) ........................................................... 73
12.2.3
Observable Canonical Form (O.C.F.) ............................................................. 74
13 Lecture 13 ...................................................................................................................... 78
13.1
Diagonalization of a Matrix ................................................................................. 78
13.1.1
Jordan Canonical Form (J.C.F.) Distinct Eigenvalues Case ........................ 78
13.1.2
Jordan Canonical Form (J.C.F.) Repeated Eigenvalues Case...................... 81
13.1.3
Matrix Reduction to Jordan Form ................................................................... 83
13.2
Controllability of JCF and Observability of JCF ................................................... 87
13.2.1
Theorem .......................................................................................................... 87
III
13.2.2
Examples ........................................................................................................ 88
14 Lecture 14 ..................................................................................................................... 92
14.1 Stable Feedback: General Case ............................................................................. 92
14.2 State Estimation: Full-Order Observer .................................................................. 95
14.2.1
Theorem ......................................................................................................... 95
14.2.2
Design of the State Estimator ......................................................................... 97
14.2.3
Closed-Loop System Characteristics ........................................................... 100
14.3 Reduced-Order Estimators .................................................................................. 101

14.4 Reduced-Order State Estimator: General Case ................................................... 104
15 Lecture 15 ................................................................................................................... 106
15.1 Tracking Problem ................................................................................................ 106
15.2 Closed-Loop Pole-Zero Assignment ................................................................... 108
15.3 General Case Using Controllable Canonical Form ............................................. 110
IV
Table of Figures
Figure 1-1. Vehicle suspension system. ............................................................................... 2
Figure 1-2. System classification. ........................................................................................ 2
Figure 1-3. Applications #1. ................................................................................................ 3
Figure 1-8. Input/output system representation. .................................................................. 4
Figure 1-9. RC network. ...................................................................................................... 4
Figure 2-1. Time varying systems ....................................................................................... 8
Figure 3-1. Delta function. ................................................................................................. 11
Figure 3-2. Impulse at t = . ............................................................................................... 11
Figure 3-3. Property of step function. ................................................................................ 12
Figure 3-4. Behavior of rectangular pulse. ........................................................................ 12
Figure 3-5. Multiplication of a function with a delta function. ......................................... 12
Figure 3-6. Causal versus non-causal system. ................................................................... 13
Figure 3-7. Delta function and its shifted value. ................................................................ 14
Figure 4-1. Unit impulse at t = 0 , 0, 0+. .......................................................................... 15
Figure 4-2. Mass-spring-dashpot system. .......................................................................... 17
Figure 5-1. Basic state diagram operations. ....................................................................... 21
Figure 5-2. Non-minimal internal state representation. ..................................................... 21
Figure 5-3. External representation.................................................................................... 22
Figure 5-4. Minimal internal state representation. ............................................................. 22
Figure 5-5. System state diagram for example 2. .............................................................. 22
Figure 5-8. RLC network. ................................................................................................. 24
Figure 5-9. System state trajectory for example 1. ............................................................ 25
Figure 6-1. State diagram for a linear time invariant system. ............................................ 27
V
Figure 6-2. RC network. ................................................................................................... 28

Figure 6-3. Mass-Spring system. ....................................................................................... 29
Figure 6-4. State diagram. ................................................................................................. 31
Figure 7-1. Decomposition of the transfer function. ......................................................... 33
Figure 7-4. Parallel configuration. .................................................................................... 35
Figure 7-5. State diagram of the term in bracket ............................................................... 37
Figure 8-1. State diagram for example 2. .......................................................................... 42
Figure 8-2. Transfer function decomposition for example 3............................................. 42
Figure 8-3. System state diagram. ..................................................................................... 43
Figure 8-5. Armature controlled DC motor....................................................................... 45
Figure 9-1. Transition property. ........................................................................................ 51
Figure 10-1. System plot. .................................................................................................. 60
Figure 12-1. State trajectory as a result of the control u. .................................................. 70
Figure 12-2. System diagram. ........................................................................................... 70
Figure 12-3. System classification. ................................................................................... 72
Figure 13-1. Block diagram............................................................................................... 89
Figure 14-1. System state diagram. ................................................................................... 92
Figure 14-2. System plot for example 2. ........................................................................... 95
Figure 14-3. Block diagram of combined plant & observer.............................................. 95
Figure 14-4. Plant and observer diagram. ......................................................................... 96
Figure 14-5. Block diagram for example 4. ...................................................................... 99
Figure 14-6. Signal flow graph.......................................................................................... 99
Figure 14-7. Estimator response. ....................................................................................... 99
Figure 14-8. Block diagram of the combined plant and reduced order observer. ........... 102
Figure 14-9. System signal flow graph. .......................................................................... 103
Figure 14-10. Closed-loop combined plant and controller estimator. ............................. 104
Figure 14-11. Block diagram for system with reduced order estimator. ......................... 105
Figure 15-1. State feedback diagram. .............................................................................. 106
Figure 15-2. State diagram for example 1. ...................................................................... 107
VI
Figure 15-3. ADC motor system schematic. .................................................................... 108

Figure 15-4. System close-loop block diagram. .............................................................. 108
Figure 15-5. System block diagram. ................................................................................ 108
Figure 15-6. Root Locus. ................................................................................................. 109
Figure 15-7. State diagram for example 1. ...................................................................... 111
Figure 15-8. Block diagram of the closed-loop system for example 1. ........................... 111
Figure 15-9. Closed-loop diagram 3 for a unity feedback of example 1. ........................ 111
Figure 15-10. Root Locus for the standard feedback control system of example 2. ....... 112
Figure 15-11. Root Locus for the state feedback control system of example 2............... 112
Figure 15-12. System sate diagram for example 3. ......................................................... 113
Figure 15-13. Closed-loop block diagram for example 3. ............................................... 113
Figure 15-14. Root Locus for example 3. ........................................................................ 113
Figure 15-16. System state diagram for example 4. ........................................................ 115
Figure 15-17. Closed-loop block diagram for example 4. ............................................... 115
VII
1 Lecture 1
Objectives:
1)
Introduction to design of physical systems
2)
System classification
3)
Applications
4)
I/O description of systems
5)
Linearity
1.1 Introduction to Design of Physical Systems

a) Performance Specification
b) Modeling
A tool for study
A representation of the physical system
ODE or difference equations
c) Simulation
A tool for studying behavior of ODEs or difference equations
d) Analysis
Qualitative: stability, controllability, observability
Quantitative: simulation
e) Optimization/control
Optimize parameters of the system
f) Realization
Linear system: Lecture 1
Example 1: Vehicle suspension system

Seat Mass
x1
Seat damping
Seat springness
Mass of Body
Spring
x2
Shock absorber
Wheel Mass
x3
Tires springness
f(t)
Road Profile
Figure 1-1.
Vehicle suspension system.
1.2 System Classification

System classes
Distributed parameter
Lumped parameter
Stochastic
Continuous time
Deterministic
Discrete time
Nonlinear
Time-varying
Figure 1-2.
System classification.
Page 2 of 115
Linear
Time invariant
1.3 Applications
Linear spring:
Nonlinear spring:
x1 f1 kx1
x1 f1 kx13
x2 f 2 kx2
x2 f 2 kx23
x1 x2 f1, 2 k ( x1 x2 )
x1 x2 f1, 2 k ( x1 x2 ) 3
f1 f 2
f1 f 2
1.3 Applications
a) Deterministic Control Problem
x
y
Output
Known plant
Unknown
input
Parameters known
I/O description known
Figure 1-3.
Sensor
Measured
output
Application #1.
b) Estimation Problems
x
Known
input
Known plant
States
(unknown)
Figure 1-4.
Sensor
Measured
output
Application #2.
Internal representation: State characterization
c) Stochastic Control Problem

x
y
Output
Known plant
Unknown
input
Noise input
Sensor
Measured
output
Noise input
Figure 1-5.
Application #3.
Page 3 of 115
d) System Identification
x
Unknown
input
Unknown
plant
y
Output
Sensor
Measured
output
Noise
Noise
Parameters unknown, however I/O description known

Figure 1-6.
Application #4.
e) Adaptive Control Problem
y
Output
Unknown
plant
Unknown
input
Noise
Sensor
z
Measured
output
Noise
Figure 1-7.
Application #5.
1.4 I/O Description of Dynamical Systems

L{.}
input
u(t)
Figure 1-8.
output
y(t)
Plant
(system)
y(t) = L{u(t)} (*) ,

Under
what conditions (*) holds.
Input/output system representation.
R
+
+
i
C
-
Figure 1-9.
Ri
idt
i
de
de
i
c
o i c o
1
dt
c
dt
eo idt
c
RC network.
ei RC
deo
eo
dt
Page 4 of 115
1.5 Definition: Linearity 5
1) ei 0 and eo (0) 0
zero input response
2) ei 0 and eo (0) 0
zero state response
3) ei 0 and eo (0) 0
general response
Case 1
ei 0 RC
deo
eo 0
dt
eo (t ) eo (0)et / RC
(zero input response)
Case 2
eo (0) 0 and ei A (constant)
RC
deo
eo A ; eo (0) 0
dt
eo (t ) A 1 et / RC
(zero state response)
eo (t ) eo (0)et / RC A 1 et / RC
Case 3
(general response)
Relaxed (at rest):
Condition for defining the I/O

map
A system is relaxed (or at rest), if the initial conditions (i.c.) are set to zero.
1.5 Definition: Linearity

A relaxed system is said to be linear, if and only if
L{a1u1 (t ) a2u2 (t )} a1L{u1 (t )} a2 L{u2 (t )}

(Superposition principle)
Page 5 of 115
2 Lecture 2
Objectives:
1)
Examples
2)
Introduction to causality and time-invariance system
Examples of linear systems :

Example 1 : RC net.
RC
de
1
1
deo
eo
ei (*)
eo ei o
dt RC
RC
dt
Since Integrating factor
de
d t / RC
1 t / RC
e eo e t / RC o
e eo (**)
dt
dt RC
d t / RC
1 t / RC
d t / RC
1 t / RC
e eo dt
e ei dt
e eo
e ei
(*)(**)
dt
RC
dt
RC
0
0
e
/ RC
eo ( ) e eo (0)
0
1 t / RC
e ei dt
RC
Since the system is relaxed eo (0) 0

/ RC
1
1 / RC t / RC
eo ( )
et / RC ei dt eo ( )
e
0 e ei dt
RC 0
RC
1
eo ( )
e (t ) / RC ei dt
RC 0
(I/O representation)
2.1 Definition: Causality 7
Q: Show if the above I/O representation is linear?

To show this, we use superposition principal
L
L
e1
e01 ; e2
e02
1
e ( )
e(t ) / RC e1dt ;
RC 0
1
e ( )
e(t ) / RC e2 dt
RC 0
1
0
2
0
L
a1e1 a2e2
e0
1
e0 ( )
e(t ) / RC (a1e1 a2e2 )dt
RC 0
1
1
e (t ) / RC a1e1dt
e(t ) / RC a2e2 dt
RC 0
RC 0
e0 a1e01 a2e02 The system is linear.

t
Example 2: System y (t ) u ( )d , is this system linear?

0
u1 y1 u2 y2 y1 u1d ; y2 u2 d
u a1u1 a2 u 2 y
t
y (a1u1 a2u2 )d a1 u1d a2 u2 d a1 y1 a2 y2

Therefore, the system is linear.
t
Example 3:
y (t ) u 2 ( )d is nonlinear
0
2.1 Definition: Causality

The system is said to be causal if the output at time t does not depend on the input at times
after t.
A system which is not causal is said to be noncausal or anticipatory.
Page 7 of 115
2.2 Definition: Time-Invariance

u(t)
y(t)
u
Time-invariant
Time-varying
Figure 2-1.
Time varying systems.

t
Example 4: RC net.
1
e0 (t )
e (t ) / RC ei ( )d
RC 0
Show if this system is time varying or not.

t
Change
1
e (t ) / RC ei ( T )d
ei ( ) ei ( T ) e0 (t )
RC 0
Let
T T , d d
1
e0 (t )
RC
Since
t T
( t T ) / RC
ei ( )d
ei ( ) 0 for all 0 !
1
e0 (t )
RC
t T
( t T ) / RC
e
ei ( )d
e0 (t ) eo (t T )
The system is time-invariant
Page 8 of 115
2.2 Definition: Time-Invariance
Example 5: y (t )
1
y (t ) u (t )
t
Is this system time-invariant or time-varying?
Is this system linear or nonlinear?
y(t)=L{u(t)}
In general, for y a(t ) y , by using integrating factor
e a ( ) d ,
d
a (t ) dt y (t )a(t )e a (t ) dt y (t )e a (t ) dt
y
(
t
)
e
dt
since
y (t ) ay (t ) u (t ) y (t ) u (t ) ay (t )
d
a (t ) dt ue a (t ) dt
y(t )e
dt
For this example
dt
t
d
t y(t ) 1 y(t ) t y t u(t )
dt
so,
a ( t ) dt
1
a(t ) e
e
t
d
b dt y tdt b t u dt
b is the initial time
y ( ) y (b)b t u dt
b
For a relaxed system, y(b) = 0
y ( )
t u dt u dt
Page 9 of 115
eln t t
10
Q: Linear or nonlinear?
y (t ) u ( )d
t
b
u2 y2 y2 u2 d
t
u1 y1 y1 u1d ;
t
a1u1 a2u2 y
t
y (a1u1 a2u2 )d a1u1d a2u2 d a1 y1 a2 y2

t
t
t
b
b
b
Therefore, the system is linear.
Q: Time-invariant or time-varying?
t
y (t ) u ( )d , y(t) = L{u(t)}
t
b
u( ) u( T ) Due to the shifted input, the resulting output y1 is
t
y1 (t ) u ( T )d
t
b
t T
y(t T )
t T
Question: Is
y1 (t ) y(t T ) ?
u ( )d
Chang of variable T T , d d (T is constant)

at
b b T ;
t T
y1 (t )
at
b T
t t T
u ( )d
y1 (t ) y(t T )
The system is time-varying
Page 10 of 115
3 Lecture 3
Objectives
1)
Impulse Response of LTI and LTV systems
2)
Computation of the Convolution Integral for Linear Systems
dny
d n 1 y
d mu
d m 1u
an n an 1 n 1 a0 y bm m bm 1 m 1 b0u
dt
dt
dt
dt
This is a linear system since y y (n ) and u u (m ) enter linearly.
If the coefficients an a0 and bm b0 are constant, then the system is time-invariant.
If they are time dependent, then the system is time-varying.
A nonlinear example is
yy , y 2 , y 2 , uy, uy , ....
3.1 Impulse Response

Let h(t , ) be the response of the system at time t due to an impulse applied at time .
h(t , ) is called the impulse response of the system.
Unit impulse
t
0
Figure 3-1.
0
Delta function.
Figure 3-2.
11
Impulse at t = .
12
0
Figure 3-3.
Property of step function.
0
Figure 3-4.
Behavior of rectangular pulse.
In the limit as
0 (t ) lim [u(t ) u (t )]
0
For a given u , we can always write
u (t ) u ( ) (t )d , since
f ( x) ( x x0 ) f ( x0 ) ( x x0 )
u (t ) u (t ) (t )d
u (t ) (t )d
u (t )
f(x)
x
Figure 3-5.
Multiplication of a function with a delta function.
Page 12 of 115
3.2 Computation of the Convolution Integral for Linear Systems
3.2 Computation of the Convolution Integral for Linear

Systems
The output y(t) due to u(t) is
y(t ) L{u(t )}
y(t ) L u ( ) (t )d L is an operator in time t

y (t )
L (t )u ( )d
Lu( ) (t )d
h ( t , )
y (t ) u ( )h(t , )d
(General Convolution Integral for a Linear, Relaxed LTI or LTV systems).
3.2.1 For a Causal, Linear, Relaxed, and Time-Varying System

For a causal, linear, relaxed, and time-varying system we now get
y (t ) u ( )h(t , )d u ( )h(t , )d
y (t ) u ( )h(t , )d
For a causal system h(t , ) 0 for all
causal
Figure 3-6.
noncausal
Causal versus non-causal system.

Page 13 of 115
13
14
If the input is applied at time t t0 and is zero before that, then

t
y (t ) u ( )h(t , )d
t0
Let h(t) be the impulse response due to (t ) ,
(t ) h(t , )
(t ) h(t ,0) h(t )

Figure 3-7.
For a time-invariant system
Delta function and its shifted value.
(t ) h(t ,0) h(t )
Example 1:
are time-varying
( t ) 2
While
are time-invariant
3.2.2 For a Linear, Relaxed, Causal, Time-Invariant System

For a linear, relaxed, causal, time-invariant system, we now get
t
y (t ) u ( )h(t )d
0
t
We want to show that alternatively this is the same as y (t ) h( )u (t )d

0
Let
t d d , t
0
y (t ) u (t )h( )(d ) h( )u (t )d
t
h( )u (t )d
0
Page 14 of 115
4 Lecture 4
Objectives
1)
Impulse response computation using differential equation
2)
Impulse response computation using Laplace transform
4.1 Computation of Impulse Response Using Differential

Equation
For a given general system given by,
dny
d n 1 y
d mu
d m 1u
an n an 1 n 1 a0 y bm m bm 1 m 1 b0u
dt
dt
dt
dt
to find the impulse response, let u(t) be an impulse.
Assuming as and bs are constant
this is a linear time-invariant system
System is assumed to be relaxed, that is initial conditions (I.C.s) are zero at

u(t)
1
t
0
Figure 4-1.
Unit impulse at t = 0 , 0, 0+.
15
16
Example 1: For RC network we have: RC
For finding the impulse response
for
for
From (**)
deo
eo ei . Let us find the impulse response:
dt
ei (t ) e0 h(t )
t0
RC
dh
h (t )
dt
t0
RC
dh
h0
dt
(*)
(**)
the system is relaxed eo (0 ) 0
h(0 ) 0 h(t ) 0 (t 0)
from (*), integrate it from t 0 to t 0 . We do this to get the initial
condition at t 0 , in other words, we need to find h(0 ) .
0
dh
RC dt dt hdt (t )dt RC h(0 ) h(0 ) 0 1

0
0
0
0
RCh(0 ) 0 RCh(0 ) 1 h(0 )

For t > 0, the system becomes RC
Therefore, h(t )
1 t / RC
e
RC
1
RC
dh
1
h 0 with h(0 )
dt
RC
t 0
0
Since h(t) does not contain an impulse, therefore
h dt 0
0-
So,
Page 16 of 115
4.1 Computation of Impulse Response Using Differential Equation
Example 2: For the system Mx Bx Kx F ,
x
K
find impulse response.
Since this system is relaxed
x(0 ) x (0 ) 0
Mass-spring-dashpot system.
Figure 4-2.
We need x(0 ) and x (0 ) for F (t )
Mh Bh Kh (t )
for t 0
for t 0
for
t<0
for
t0
Mh Bh Kh 0
h(0 ) h(0 ) 0
h(t) = 0, t < 0
integrate from t 0 to t 0
M h(0 ) h(0 ) B h(0 ) h(0 ) 0 1
Since
Mh(0 ) Bh(0 ) 1
By double integrating the equation from t 0 to t 0

0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Mhdtdt Bhdtdt Khdtdt dtdt
M h(0 ) h(0 ) 0 0 0
1
h(0 ) 0 , now since Mh(0 ) Bh(0 ) 1 h(0 )
For t > 0
Mh Bh Kh 0
t 0
h(t )
0 t 0
with
h(0 ) 0
1
h(0 )
M
The explicit solution depends on

particular value of M, B and K.
Page 17 of 115
17
18
4.2 Computation of Impulse Response Using Laplace

Transform
This method is only applicable to LTI systems.
deo
eo ei Find impulse response using Laplace transform (L.T.)
dt
method.
Example 3: RC
Let ei (t )
dh
eo h(t ) RC h
dt
dh
Take L.T. of both sides LRC

h
dt
RC sH (s) h(0 ) H (s) 1
x(t ) X ( s) x(t )e st dt
L
Since the system is relaxed h(0 ) 0 RCsH H 1 H ( s)
h(t ) L1 H ( s)
1 t / RC
e
RC
1
1 RCs
t0
For system
y (t ) h(t )u ( )d , take L.T.

0
st
Ly (t ) L h(t )u ( )d Y ( s) e h(t )u ( )d dt
0
Since the system is causal

Y ( s ) e h(t )u ( )d dt h(t )e st dt u ( )d
0
0
0
0
st
H ( s ) e s
H ( s )e
0
u ( )d H ( s ) e s u ( )d
0
U (s)
Y(s) = H(s)U(s) H (s)

Page 18 of 115
Y ( s)
U (s)
4.2 Computation of Impulse Response Using Laplace Transform 19
Example 4: For system
y 4 y 3 y 4u u
1) Find T.F. and impulse response.

Taking the L.T of the system,
s 2Y (s) 4sY (s) 3Y (s) 4sU (s) 5U (s)
Y (s) s 2 4s 3 U (s)4s 5
T .F . H ( s)
Impulse response
Y (s)
4s 5
2
U ( s) s 4s 3
h(t ) L1H (s)
4s 5
h(t ) L1 2
s 4s 3
Using partial fraction expansion
1
7/2
h(t ) L1
s 3 s 1
h(t )
2)
7 3t 1 t
e e
2
2
t0
Find the output for a step input using the convolution integral for a
relaxed system.
t
y (t ) h(t )u ( )d ( )
0
7 3t 1 t
h
(
t
)
e e
t0
2
2
t 0
1
u (t ) us (t )
t0
0
1
7
y (t ) e 3(t ) e (t ) 1 d
2
2
0
t
Page 19 of 115
20
y(t )
3)
5 7 3t 1 t
e
e Step Response
3 6
2
Find the output for a step input using T.F. for a relaxed system.
Y(s) = H(s)U(s)
H ( s)
Y ( s)
4)
4s 5
1
; U ( s)
s
s 4s 3
2
4s 5
5 7
1
y (t ) e 3t e t
ss 4s 3
3 6
2
2
If y(0) = 1 and y (0) 0 , find y(t) for a step input.
Ly 4 y 3 y 4u 5u
L{y} s 2Y (s) sy(0 ) y (0 )
L{ y} sY (s) y(0 )
s 2Y (s) s 1 0 4sY (s) 1 3Y (s) 4sU (s) 5U (s)
Y (s) s 2 4s 3 s 4 U (s)4s 5
Y ( s)
4s 5
s4
U ( s) 2
s 4s 3
s 4s 3
2
due to i .c . 0
Y ( s)
4s 5
s4
2
s s 2 4 s 3 s 4 s 3
y (t )
5 5 3t
e e t
3 3
Page 20 of 115
5 Lecture 5
Objectives
1)
State Diagram
2)
State Space Representation
5.1 State Diagram

State diagram basic mathematical operations are
shown in figure 5-1.
Integrator
Example1: Draw state diagram for system
Solve for
dy
du
ay b
cu .
dt
dt
dy
in terms of the rest.
dt
Minimal Representation:
dy
du
b
cu ay
dt
dt
ax
Differentiator
Scalar
Summary
Integrate both sides of the equation
Multiplier
to get
Figure 5-1.
dy
du
y dt b
dt cu dt ay dt
dt
dt
y bu (cu ay)dt
u
c
Figure 5-2.
Basic state diagram operations.
state diagram is shown as below.
cu
ay
Non-minimal internal state representation.

21
22
Figure 5-3.
External representation.
bu
y(0)
cu
cu - ay
+
-
ay
Minimal internal state representation.
Figure 5-4.
Example 2: Single Input Single Output (SISO) y 3 y 5 y 8u 4u
y 3 y 5 y 8u 4u
y 3 y 5 y 8u 4u
y 4u 5 y (8u 3 y)
State diagram is drawn as below:
8
u
(8u-3y)
5
Figure 5-5.
System state diagram for example 2.
Example 3: For a multi - input - multi - output(MIMO) system
y1 2 y1 3 y1 5 y 2 8 y y 6u1 3u1
y2 9 y 2 6 y2 y1 y1 u 2
draw state diagram for it.
Page 22 of 115
5.1 State Diagram 23
y1 2 y1 3 y1 5 y 2 8 y2 6u1 3u1
y2 9 y 2 6 y2 y1 y1 u 2
y1 2 y1 3 y1 5 y 2 8 y 2 6u1 3u1
y 9 y 6 y y y u
2 2 1 1 2
2
y1 3 y1 8 y 2 3u1 2 y1 5 y 2 6u1
y 2 y1 u 2 6 y 2 9 y 2 y1
Therefore, state diagram of this system is drawn below:
6
-
3
5
8
6
+
+
-
9
Figure 5-6.
Example 4:
y sin( y) u y u sin( y) (this is a nonlinear system)

u
sin(y)
Figure 5-7.
sin

Page 23 of 115
24
5.1.1 Concept of State
(Time) State Equations

External Representation I/O Representation
Internal Representation
I/O is partitioned into (a) Convolution Integral (time) and (b) Transfer Function (frequency)
State: The minimal number of variables x(t) that their knowledge at time t t0 , and the
input u(t) for t t0 will completely characterize the response of the system.
Example 5:
RC
deo
eo ei ; eo (t 0 )
dt
eo
is the state
1
eo (t ) eo (t0 )e
e (t ) / RC ei ( )d
RC
t0
zero inputresponse
t / RC
zero state response
Example 6:
C
+
R
i
-
Figure 5-8.
RLC network.
di 1
L
i dt Ri
i
dt
C
Ri
o
d 2i 1
di de
i R i ei (t ) ( t t0 ), i(t0 ) , di (t0 ) should be specified !
2
dt
C
dt dt
dt
States are i(t) and
di
(*)
dt
dei L d 2e0
de
1
eo o States are eo and deo (**)

2
dt R dt
RC
dt
dt
Case (*) and (**) reveal that states are NOT UNIQUE , there is another
choice for the states !
Let
1
dv i
v i dt
C
dt C
d 2v
dv
ei LC 2 v RC
dt
dt
Page 24 of 115
5.1 State Diagram 25
In order to solve for v(t) , we need v(t0 ) ,
dv
(t0 ) and
dt
ei , since
i(t )
dv
(t0 ) 0
dt
C
so, to solve the system we need v(t0 ) and i (t0 ) .

Therefore, for an RLC network the voltage across the capacitor and the current
through an inductor are the states.
5.1.2 State Vector

Given n states we define the state vector as an (n1)-dimensional column vector
x1 (t )
x (t )
x(t ) 2 , x(t ) R n

xn (t ) n1
5.1.3 State Space

The space where the states are evolving in.
5.1.4 State Trajectories

x(t ) f t ; t0 , x(t0 ), u (t )
Example 7:
y 3 y 2 y 0
x1 (t ) y
x1
Let
, x is the state vector, x R 2 is the state space.
x 2 (t ) y
x2
y(t ) c1e2t c2et x1 (t ) with c1 and c2 depending on y(t0 ) and y (t0 )
y (t ) 2c1e 2t c2 e t x2 (t )
x1 (t ) c1e 2t c2 e t
x (t ) 2c e 2t c e t
1
2
2
let t 0 0 , y(0) =0 and y (0) 1

(t = 0)
x1 (t ) e t e 2t
2t
t
x2 (t ) 2e e
Figure 5-9.
Page 25 of 115
System state trajectory for example 1.
26
5.2 General State Space Representation

x(t ) f ( x(t ), u (t ), t )
y (t ) g ( x(t ), u (t ), t )
State Equations
Output Equations
x R n n dim state
y R m m dim output
u R q q dim input
This is a nonlinear, time varying, causal system.
x (t ) f ( x(t ), u (t ))
y (t ) g ( x(t ), u (t ))
Nonlinear, time invariant, causal:

Linear, time varying system:
x(t ) A(t ) x(t ) B(t )u (t )
y (t ) C (t ) x(t ) D(t )u (t )
MIMO system
x1
x
x 2

xn
n 1 vector
x1
x
x 2

x n
B (t )
A( t )
a1n (t ) x1 b11 (t ) b12 (t )
a2 n (t ) x2 b21 (t ) b22 (t )

ann (t ) xn bn1 (t ) bn 2 (t )
x1 a11 (t ) a12 (t )
x a (t ) a (t )
22
2 21

xn an1 (t ) an 2 (t )
n1
nn
n1
b1q (t ) u1
b2 q (t ) u2

bnq (t ) uq
q1
nq
n1
(t )
(t )
D
y1 c11 (t ) c12 (t ) c1n (t ) x1 d11 (t ) d12 (t ) d1q (t ) u1

y c (t ) c (t ) c (t ) x d (t ) d (t ) d (t ) u
22
2q
22
2n
2
2 21
2 21

cm1 (t ) cm 2 (t ) cmn (t ) xn d m1 (t ) d m 2 (t ) d mq (t ) u q
y m
n1
q1
mn
mq
m1
m1
Page 26 of 115
6 Lecture 6
Objectives
1)
State Models
2)
Canonical Representations:
Observable Canonical Form (OCF)
6.1 State Models

x (t ) Ax (t ) Bu (t )
Linear Time Invariant System
y (t ) Cx(t ) Du(t )
State Equations
Output Equations
A, B, C and D are now constant matrices.

State Diagram
D
u
+
+
A
Figure 6-1.
State diagram for a linear time invariant system.
Example 1: y (t 1) y t 2 y u , find the state space representation,

in another word, state equation and output equation
Let x1= y, x2 y x1 x2 , now we need x2 ?
x 2 y u t 2 y (t 1) y x2 u t 2 x1 (t 1) x2
x1 x2
2
x 2 u t x1 (t 1) x2
State Equation
y x1
Output Equation
27
28
x1
In order to get A, B, C and D, define x
x2
1 x1
x1
0
0
x
t 2 (t 1) x
1 u11
2
2 21
22
21
21
Example 2: For system shown as below, find the state and output equations.
R
1
1) u Ri1 (i1 i2 )dt
C
1
1
2) Ri 2 i2 dt (i2 i1 )dt 0
C
C
C
i
1
1
i1dt , x2 i2 dt cx1 i1 ,
C
C
RC network.
cx2 i2
u RCx1 x1 x 2
0 RCx 2 x2 x2 x1
1
1
1
x1 RC x 2 RC x1 RC u
1
2
x1
x2
x 2
RC
RC
1
i2 dt x2
C
y x2
State Equation
Output Equation
Find A, B, C and D
1
RC
A
1
RC
C 0 112
1
RC
2
RC 22
B RC
0 21
D 011
This system is Time invariant since A, B, C and D are constant.

Now with the voltages across the capacitors as states, we get
Page 28 of 115
C
-
Figure 6-2.
Let x1
+
u
6.1 State Models
(i1 i2 )dt i1 i2 Cx1
C
i1 Cx1 Cx2
1
x2 v2 i2 dt i2 Cx2
x1 v1
u RC ( x1 x2 ) x1
0 RCx2 x2 x1
x2
from 1)
from 2) (**)
1
1
x1
x2
RC
RC
(*) (**) u RCx1 x2 2 x1
x1
2
1
1
x1 RC x1 RC x 2 RC u
x 1 x 1 x
2 RC 1 RC 2
1
1
2
u
x2
x1
RC
RC
RC
State Equation
y v2 x2 y x2
2
RC
A
1
RC
(*)
Output Equation
1
1
RC
; B RC ; C 0 1 ;
1
RC
D 0
Example 3: System as below:
my1 ky1 k ( y1 y 2 ) F
my2 ky2 k ( y 2 y1 ) 0
x
K
x
K
Figure 6-3.
Mass-Spring system.
Choose the states as x1 y1 , x2 y1 , x3 y 2 , x4 y 2

x1 x 2
F 2k
k
x 2 y1
x1 x3
m m
m
x
4
3
2k
k
x 4 y2 m x3 m x1
x1
x
2
State Equations, let x
x3

x4
Page 29 of 115
29
30
(i)
y1 x1
y x
2 3
Output Equations
(ii)
y y1 x1
Output Equation
or
(valid)
or
(iii) y y2 x3
Output Equation (valid)
or
(iv) y y1 y2 x1 x3
Output Equation
etc.
(valid)
0
2k
A m
0
k
1
0
0
0
0
k
m
0
2k
m

0
1
0
; B m

1
0

0
44

0 41
x 41 A44 x41 B41 F11
y21 C24 x41 D21 F11
(i)
1 0 0 0
0
C
, D , y 2 1 C 2 4 D 2 1
0 0 1 0 24
0 21
(ii)
C 1 0 0 014 , D 011 , y 1 1 C 1 4 D 1 1
(iii) C 0 0 1 014 , D 011

(iv) C 1 0 1 014 , D 011
Now choose the states as follows: x1 y1 , x2 y1 , x3 y1 y 2 , x4 y1 y 2
x1 x 2
x y F k x k x
1
1
3
2
m m
m
x 3 x 4
x 4 y1 y2 F 3k x3
m m
k
m
A
0
k
m
3k
m
0
44
0

1
m
B
0

1

m 41
Let
Page 30 of 115
State Equations
as an example,
(Output Equation)
6.2 Canonical Representations
6.2 Canonical Representations

a) Observable Canonical Form (O.C.F)
b) Controllable Canonical Form (C.C.F)
(also known as Phase Variable CF)
c) Jordan Canonical Form (J.C.F)
6.2.1 Observable Canonical Form

dny
d n1 y
d nu
d n1u
a
y
b
b0u
For system
n1
0
n
n1
dt n
dt n1
dt n
dt n1
n
n1
n
n1
d
, then D y an1D y a0 y bn D u bn1D u b0u
dt
we define D
D n y an1 D n1 y a0 y bn D n u bn1 D n1u b0 u

y bn u
1
bn1u an1 y 1n b0u a0 y
D
D
State Diagram:
u
Figure 6-4.
State diagram.
Define the states as the output of each integrator.
x1 x 2 bn 1u a n 1 y
x 2 x3 bn 2 u a n 2 y
and y bnu x1
x n 1 x n b1u a1 y
x n b0 u a 0 y
x1 a n 1 x1 x 2 (bn 1 a n 1bn )u
x 2 a n 2 x1 x3 (bn 2 a n 2 bn )u

x n a 0 x1 (b0 a 0 bn )u
State Equations
Page 31 of 115
31
32
The coefficients of
the characteristic
polynomial
bn 1 an 1bn
b a b
n2 n
n2
b1 a1bn
b0 a0bn n1
C 1 0 01n
D bn 11
y x1 bn u
Output
The pair (A, C) is known as one of the Observable Canonical forms.

Alternatively, from the state diagram, reverse the assignment for the states, i.e. the output
of the left integral is denoted by x1 and consecutively increased to x then we get,
C 0 0
0 1.
The pair (A, C) is now considered as the selected Observable Canonical Form (OCF) in
this course.
Page 32 of 115
7 Lecture 7
Objectives
1)
Controllable Canonical Forms (CCF)
2)
Jordan Canonical Form (JCF)
7.1 Controllable Canonical Form

Y ( s) bn s n bn1s n1 b1s1 b0
U ( s) s n an1s n1 a1s1 a0
U
all zeros system
all pole system

Figure 7-1.
Decomposition of the transfer function.
Z ( s)
1
n
n1
U ( s) s an1s a0
x1 z
x1 x 2
x z
x x
2
3
Let
x z ( n2)
x x
n 1 ( n 1)
n 1 ( nn)
x n z
x n z
z ( n) an1 z ( n1) a0 z u
z ( n ) u a0 z a1 z an1 z ( n1)
u a0 x1 a1 x2 an1 xn
33
34
x1 x 2
x x
3
2
Therefore,
x x
n
n 1
x n u a 0 x1 a1 x 2 a n 1 x n
State Equation
Output Equation
Y
( n)
( n 1)
b0 z
bn s n bn1 s n1 b0 y bn z bn 1 z
Z
y bn u a0 x1 a1 x2 an1 xn bn1 xn b0 x1
y (b0 bn a0 ) x1 (b1 bn a1 ) x2
(bn1 bn an1 ) xn bnu Output equation
0
0

B

0
1
C (b0 bn a0 ) (b1 bn a1 ) (bn1 bn an1 )
D bn
The pair (A,B) is in the Controllable Canonical Form (CCF) also known as the Phase
Variable Canonical Form
7.2 Jordan Canonical Form

Y (s)
bn s n bn 1s n 1 b1s1 b0
N ( s)
U ( s) bnU ( s)
U (s)
n
n 1
1
s an 1s a1s a0
D( s )
Where N (s) (bn1 an1bn )s n1 (bn2 an2 bn )s n2 (b0 a0 bn ) and
D(s) s n an1s n1 a0
Page 34 of 115
7.2 Jordan Canonical Form 35
7.2.1 Characteristic Polynomial D(s) = 0 Contains N Distinct Poles

D(s) (s 1 )(s 2 )(s n )
2 n U ( s)
s n
s 1 s 2
then Y ( s) bnU ( s)
Construct the state diagram.

Example 1: Consider Y
+
+
Figure 7-3.
Figure 7-2.
State diagram.
+
+
+
+
Figure 7-4.
Parallel configuration.
Page 35 of 115
Alternative state diagram.
y u y
y/
y/
36
x1 1 x1 u
x x u
2 2
2
x x u
n 1 n 1
n 1
xn n xn u
Sate Equation
y bnu 1x1 2 x2 n xn
1 0
0
2
A 0 0

0 0
Output Equation
0
1
1
0
0 ; B 1 ; C 1 2 3 n ; D nn

1
n
Jordan Canonical Form (JCF)
7.2.2 Characteristic Polynomial D(s) = 0 Contains Multiple Repeated

Poles
Suppose that D(s) can be expressed as
D(s) (s 1 ) (s 2 ) (s 3 )(s 4 )(s n )

1
2
Y bnU
U
( s 1 )
( s 1 ) 1
( s 1 )
2
1
( s 2 ) 1
( s 2 )
1 2
s 3 s 4

U
( s 2 )
n
U
s n
Page 36 of 115
This bracket is
represented in the next
state diagram
7.2 Jordan Canonical Form 37

First, construct sate diagram for ( s 1 ) terms in
Y
1
as shown below..
U ( s 1 )
terms
+
+
State diagram of the term in bracket.
Figure 7-5.
Then, similarly construct state diagram for ( s 2 ) and ( s 3 ), ( s 4 )(s n )

parallel with the above state diagram (detail omitted).
Finally, the combined state diagram leads to the following A and B matrices.
J1
0
A0
i
0
0
J
i
where
J2
i 0
Jordan Block
B1
B
0
2
0 , B 1
1
n
0
0
0
0
0

0
0
, Bi for i = 1 and i = 2
0
1

i
1
Page 37 of 115
38
1 1 0
0 1
1
0 0 1
J1
In other words,

0 0 0
0 0 0
2
0
0
J2
0
0
0
0
0
0
Page 38 of 115
0
0

0
B1
and
0

1 1
0
0

0
B2
0

1 1
8 Lecture 8
Objectives
1)
Transformation from state equations to Transfer Function
2)
Examples for C.C.F., O.C.F., J.C.F
8.1 Transformation From State Equations to Transfer Function

x Ax Bu
Y ( s)
Given
, find the transfer function (TF)
?
U ( s)
y Cx Du
Take Laplace transform (L.T.)
sX ( s) AX ( s) BU ( s)
Y ( s) CX ( s) DU ( s)
( x(0) = 0 )
(*)
(**)
sI A) X ( s) BU ( s)
(*) sX (s) AX (s) BU (s) (
nn
Assuming (sI A) is nonsingular, then ( sI A) 1 exists.
X (s) (sI A)1 BU (s)

Y (s) C (sI A) 1 BU (s) DU (s)
pq
p1
q1
Y
( s) C ( sI A) 1 B D U
( s)
11
Y ( s)
C ( sI A) 1 B D
U ( s)
T.F. for SISO system
11
11
(T .F .)
y1 * * * u1
y

2 * * * u2

* * * u p
y p
Transfer Matrix
Transfer Matrix for MIMO system
39
Y GU
40
x1 1 0 x1 1
x1
u; y 1 1 u
Example 1: Find T.F. for system

x2 2 1 x2 0
x2
First approach: Brute Force
x1 x1 u
Write down equations for system: x2 2 x1 x2

y x x u
1
2
Since
y x1 x2 u y x1 x2 u
y x1 u 2 x1 x2 u x1 x2 u u
y x1 x2 u u x1 u 2 x1 x2 u u
y 3x1 x2 u u u
Since
1
1
y y 2 x2 2u u x2 u u ( y y )
2
2
Since
y x1 x2 u x1 y x2 u
x1 y 0.5u 0.5 y 0.5 y
y 3( y 0.5u 0.5 y 0.5 y ) (u 0.5u 0.5 y 0.5 y ) u u u
y 2 y y u 2u u
y 2 y y u 2u u
Therefore, Transfer Function (T.F.):
s 2 y 2sy y s 2u su 2u
Y ( s) s 2 s 2
U ( s) s 2 2s 1
Page 40 of 115
8.1 Transformation From State Equations to Transfer Function 41
Second Approach: Using formula
Y ( s)
C ( sI A) 1 B D
U ( s)
1 0
1
With A
, B , C 1 1 , D 1 to find (sI A) ?
0
2 1
s 0
s 0 1 0 s 1 0
, sI A
sI
0 s
0 s 2 1 2 s 1
( sI A) 1
s 1 0
1
s 1
( s 1)(s 1) 0 2
s 1
s 1 0
( s 1)( s 1)
2
s 1
2
( s 1)( s 1)
( sI A) 1 B
1 0
s 1
0
1
( s 1)( s 1)
0
1 s 1 0 1
1 s 1
2
s 1 0 ( s 1) 2 2
( s 1) 2
( s 1)
( s 1) 2
s 3
1
s 1 2
C ( sI A) B 1 1
2
2
2 ( s 1)
( s 1)
( s 1) 2
2
( s 1)
Y ( s)
s 3
s 3 ( s 1) 2
1
U ( s) ( s 1) 2
( s 1) 2
Y ( s) s 3 s 2 2s 1 s 2 s 2
2
U ( s)
s 2 2s 1
s 2s 1
Page 41 of 115
42
8.2 Examples for C.C.F., O.C.F., J.C.F.

8.2.1 Observable C.F.
Example 2: y 5 y 6 y 2u u , for observable C.F. draw the state diagram
y 5 y 6 y 2u u y 5 y 6 y 2u u
2
Figure 8-1.
x1 u 6 x2
x2 x1 2u 5 x2
x1
x ;
x 2
State diagram for example 2.
y x2
State Equations
Output Equation
x Ao x Bo u
y C o x Do u
0 6
1
Ao
B
,
o
2 , Co 0 1 , Do 0 Observable C.F.
1 5

8.2.2 Controllable C.F.
y 1 2 x
0 u
1
0
0
x u
Example 3: x
6 5
1
Ac AoT
Dc
Cc
Bc
Ac
Bc CoT
Cc BoT
Dc Do
To get C.C.F, directly from the differential equation, we find the T.F.
Y ( s)
2s 1
2
U ( s ) s 5s 6
Figure 8-2.
Transfer function decomposition for example 3.
Page 42 of 115
8.2 Examples for C.C.F., O.C.F., J.C.F. 43
X
1
2
x 5 x 6 x u
U s 5s 6
x1 x2
x1 x
Let
, then
x2 x
x2 x
x2 x u 5x 6 x u 5x2 6 x1
x1 x2
x2 6 x1 5 x2 u
Since y 2 x x
State Equations
Y (2s 1)
Y (2s 1) X 2sX X
X
1
y 2 x2 x1
1
0
Ac
6 5
Output Equation
0
Bc
1
Cc 1 2
Dc 0
8.2.3 Jordan Canonical Form

For system
Y
2s 1
, in order to find the J.C.F., follow the steps listed below:
2
U s 5s 6
1) Using partial fraction expansion,
Y
5
7
U s2 s3
2) Draw the state diagram
-5
x1 2 x1 u
x2 3 x2 u
y 5 x 7 x
1
2
Figure 8-3.
System state diagram.
2 0
1
Therefore, for Jordan C.F. A

, B , C 5 7 , D 0
0 3
1
Page 43 of 115
44
Example 4: y 2 y y u 2u , show
1
0
Ac
1 2
0 1
Ao
1 2
0
Bc

1
2
Bo

1
Cc 2 1
Co 0 1
, Dc 0
Do 0
For Jordan Canonical Form
Y ( s)
s2
s2
a
b
3
a
3 as a
2
2
2
2
U ( s) s 2s 1 ( s 1)
( s 1) ( s 1)
( s 1) ( s 1)
( s 1) 2
a 1
Y
1
3
U s 1 ( s 1)2
T.F.=
u
T.F.=
x1 x2 x1
x2 u x2
y 3x1 x2
1
T.F.=
Figure 8-4.
State diagram.
Jordan Block:
1 1
0 1
0
B

1
C 3 1
Example 5: Given poles: -1, -1, 3what is A and B?
A=
Page 44 of 115
B=
D 0
8.2 Examples for C.C.F., O.C.F., J.C.F. 45

Example 6: Armature Controlled DC Motor
R
+
i
L
Figure 8-5.
Armature controlled DC motor.
From the above figure, the governing equations are

This is a 3rd order system,
let x1 ia , x2 , x3
J B K T ia
dia
Ra ia K b e
La
dt
J B T
T KT ia
di
e Raia La a eb
dt
eb K b
dia
R
K
1
a ia b
e
dt
La
La
La
Ra
Kb
1
x1 L x1 L x3 L e
a
a
a
x 2 x3
x K T x B x
1
3
3
J
J
Defining the output as the angular position of the motor
y x2 , Jordan Canonical Form is:

Ra
L
a
A 0
KT
1
Kb
L
La
a
1 , B 0 , C 0 1 0 , D 0

B

0
J

0
0
0
Page 45 of 115
9 Lecture 9
Objectives
1)
Solution of State Equation
2)
Fundamental Matrix
3)
State Transition Matrix
9.1
Solution of State Equation
x A(t ) x B(t )u , x R n , u R m
Given
y C (t ) x D(t )u , y R q
Example 1: x R
, uR
, yR
; x a(t ) x b(t )u , x(t0 )
is given
Integrating factor
46
9.1 Solution of State Equation 47
x ax b(t )u
Example 2: Let a(t ) a ( constant )
t0 0 x(t ) e x(0) e a (t ) b( )ud

at
Example 3: Let
Show this by using Laplace Transform method !

We have x ax b(t )u , t 0 ,
Lx ax b(t )u sX(s) - x(0) aX(s) Lb(t)u(t)

X ( s)
1
1
x(0)
Lb(t )u (t )
as
sa
taking
L1
x(t ) e at x(0) L1
Lb(t )u (t )
s a
L G1 ( s)G2 ( s) g1 (t ) g 2 ( )d g1 (t ) g 2 (t )
1
x(t ) e x(0) e a (t )b( )u ( )d

at
Example 4: x
1
x tu with u = t ,
t
x(1) =1
We know
1
1
d
t
a(t ) b(t ) t a( )d d
ln 1 ln t
t
t0
1
1
t
t0 a ( ) d
ln t
ln
1
t
1
x(t ) 1 (e ln t ln ) d
t
1
for t 1
Page 47 of 115
48
9.2 Fundamental Matrix

9.2.1 Definition:
Given x A(t ) x, x(t 0 x0 , x R n , an nn matrix M(t) is said to be a fundamental
matrix of x A(t ) x , if and only if the n columns of M(t) , denoted as
M1 (t ), M2 (t ), , Mn (t ) are any n linearly independent solutions of x A(t ) x .
9.2.2 Examples:
1 0
x , find M(t).
Example 5: Given x
0 2t
x11
Let M (t ) M 1 (t ) M 2 (t ) , M 1 , since M 1 is a solution, it has to

21
21
x12
satisfy the dynamic equation, namely M 1 A(t )M1 .
x11 x11 x 11 e t , x 11 0
2
x12 2tx12 x12 e t , x12 0
e t
0
let M 1
; M2

t2
e
0
et
0
Why not M 1 , M 2 ? Linear combination of M1 and M2 is
t2

0
e
et
0 0
1
2 , since 2 0 these vectors are linearly dependent
t2

0 0
e
NOT ACCEPTABLE FOR M(t) !

e t
0 0
Now 1
2 since 1 2 0 linearly independent M(t)

t2
e 0
0
e t
M (t )
0
is the fundamental matrix.
2
et
Page 48 of 115
9.2 Fundamental Matrix 49

Fundamental matrix is not unique! Why?
2et
Choose M (t )
0
, now it is still an acceptable fundamental
2
4et
matrix as it satisfies the differential equations.

1
t
Example 6: Given x
2
2
t
0
x , find M(t).
2
x11
Let M (t ) M1 (t ) M 2 (t ) , M 1

x12
with
x11 t x12
2
2
x12 x12 1
t
t
with
x11 0 x12
2
x12 x12 t 2
t
t
0
t 0
M1
M (t )
, M2
2
1
t
1 t
Check to see if M(t) satisfies the dynamic equation: M (t ) A(t )M

1
1 0 ?
2
0 2t 2
t
0 t 0 1 0
2
2
1
t
0
2
t

Page 49 of 115
50
9.3 State Transition Matrix

9.3.1 Definition
Given x A(t ) x , an nn matrix (t , t0 ) is a state transition matrix if and only if
x(t ) (t , t0 ) x(t0 ) is a solution of the state equation with x(t0 ) given.
9.3.2 Proposition
Let M(t) be the fundamental matrix of x A(t ) x , then
(t , t 0 ) M
(t ) M 1 (t 0 )
not unique
unique
e t
1 0
x M (t )
Example 7: x
0 2t
0
We need
e t0
M (t0 )
e t
(t , t 0 )
0
, find (t , t ) .
0
t2
e
e t0
0
1
, then M (t )
0
2
et0
0
0 e t0
2
e t 0
0 e t t 0
2
e t0 0
2
e t0
2
2
e t t0
Moreover, x(t ) (t , t 0 ) x(t 0 )
e t t 0
x(t )
0 x10

2
2
e t t0 x 20
9.3.3 Properties of (t , t0 )
1)
(t , t0 )
A(t )(t , t0 )
t
2)
(t0 , t0 ) I
Page 50 of 115
x1 (t ) et t 0 x10
x (t ) et 2 t 02 x
20
2
9.3 State Transition Matrix 51
3)
(t , t0 )
A(t0 )
t
t t0
4)
Transition property: (t2 , t0 ) (t2 , t1 )(t1 , t0 )
5)
Inversion property: (t1 , t0 ) (t0 , t1 )
A(t )
t
Since x(t ) (t , t0 ) x(t0 ) and x(t) is a solution, therefore it should satisfy the differential
1)
equation (d.e.), i.e.
(t , t ) x(t ) A(t )(t , t ) x(t )

x
0
0
0
0
(t , t 0 ) A(t )(t , t 0 )
2)
(t0 , t0 ) I
Since (t , t0 ) M (t ) M
(t0 )
at t t 0 , (t 0 , t 0 ) M (t 0 )M 1 (t 0 ) I
3)
(t , t0 ) A(t )(t , t0 )
Follows from (1) and (2), since
(t , t ) A(t )(t , t )
(t , t )
at t t 0 ,
0 0
0
0 0
0 t t A(t 0 )
4)
(t2 , t0 ) (t2 , t1 )(t1, t0 )
x(t ) (t , t 0 ) x(t 0 ) t t 0 (*) x(t1 ) (t1 , t 0 ) x(t 0 ) for t1 t0
x(t ) (t , t1 ) x(t1 ) t t1 (**) x(t 2 ) (t 2 , t1 ) x(t1 ) for t2 t1
x(t 2 ) (t 2 , t1 )(t1 , t0 ) x(t0 )
From (*) x(t 2 ) (t 2 , t 0 ) x(t 0 )
(t2 , t1 )(t1, t0 ) x(t0 ) (t2 , t0 ) x(t0 )
Figure 9-1.
Page 51 of 115
Transition property.
52
5)
1 (t1 , t0 ) (t0 , t1 )
1
Since (t1 , t 0 )(t1 , t 0 ) I (t 0 , t 0 ) (t 0 , t1 )(t1 , t 0 )
1 (t1 , t 0 )(t1 , t 0 ) (t 0 , t1 )(t1 , t 0 )
1 (t1 , t 0 ) (t 0 , t1 )
1 0
et t0
x (t , t )
Example 8: x
0
0
0 2t
1 0 e t t0
2
2
2te t t0 0 2t 0
0
2
2
2te t t0
0
(t0 , t0 ) I
e t 0 t 0
(t0 , t0 )
, check the above properties.

t 2 t02
e
(t , t0 ) A(t )(t , t0 )
e t t 0
(t , t )
e t t0
t t0
0 1 0
2
2
et 0 t 0 0 1
A(t0 )
2 2
2te t t0
0
t t 0
e 0
0 1 0
A(t )
0
0
2t0 e 0 2t0
Page 52 of 115
10 Lecture 10
Objectives
1)
State Transition Matrix for LTI Systems
2)
Cayley-Hamilton technique
10.1 State Transition Matrix for LTI Systems

10.1.1 Definition
Assuming system x Ax , x(t0 )
is given, for a scalar system x ax , x R , x(t0 )
x(t ) ea (t t 0 ) x(t0 ) , generalization to an n-th order system x Ax , x(t0 ) , x R n ,

suggests that the solution can be expressed as
satisfies the differential equation x
x(t ) e A(t t 0 ) x(t0 ) . Check to see if x
Ae A(t t0 ) x(t0 ) Ax(t ) .
Since x(t ) (t , t0 ) x(t0 )
(t , t0 ) e
A( t t 0 )
is a state transition matrix for a LTI system
(t , t0 ) (t t0 )
Now at t0 0 , (t ,0) (t ) e
At
(t0 0) , from property (5), 1 (t ) ?
1 (t , t0 ) (t0 , t ), 1 (t t0 ) (t0 t ) for t0 0 1 (t ) (t )
1 (t ) (t )
53
54
10.1.2 Approaches to Compute (t )

1) (t ) e
At
L1(sI A) 1
2) Cayley-Hamilton technique
3) The Jordan Form technique
4)
At
Ak t k
k 0 k!
For approach 1), given x Ax with x(t0 ) , take L-transform
sX (s) x(t0 ) AX (s) (sI A) X (s) x(t 0 )

X ( s) ( sI A) 1 x(t0 )
n1
nn
n1
x(t ) L1 (sI A) 1 x(t0 )

1
Since x(t ) (t , t0 ) x(t0 ) (t , t0 ) L
(sI A)
1
e At L1(sI A)1
Computation of
( sI A) 1 , using Leverriers algorithm:
adj ( sI A) Pn1s n1 Pn2 s n2 P1s P0

( sI A)
det(sI A)
s n an1s n1 a1s a0
1
where Pi ' s are n n matrix, ai ' s are scalars

Algorithm:
1)
Pn1 I nn
2)
an1 tr ( A)
3)
Pn2 Pn1 A an1 I

Page 54 of 115
10.1 State Transition Matrix for LTI Systems
a n2
1
tr ( Pn 2 A)
2
4)
Pk Pk 1 A a k 1 I
ak
1
tr ( Pk A)
nk
Final verification test is P0 A ao I 0 .
Example 1:
3 0 1
P2 I
P1 P2 A a2 I 1 3 0
5
2
1 1 4
2 1 2
1
a1 tr ( P1 A) 7 P0 P1 A a1 I 1 1 1
2
3 2 4
a0
P s 2 Ps P0
1
1
tr P0 A 1 sI A 3 2 2 1
3
s a2 s a1s a0
s 2 3s 2
1
s2
1
3
s 1
s 2 3s 1
1
2
s 5s 7 s 1
2
s3
s2
s 4s 4
1
0
Example 2: System x
x , y 1 5 x , i.c. y(0) = 0 , y (0) 1 , find y(t).
4 4
y (t ) x1 (t ) 5 x2 (t )
y (t ) x1 (t ) 5 x2 (t )
x1 x2
t x2 4 x1 4 x2
t
y x2 5(4 x1 4 x2 ) 20 x1 19 x2
x1 (0) 81
y (0) x1 (0) 5 x2 (0) 0
y
(0)
20
x
(0)
19
x
(0)
1
1
1
2
x2 (0) 81
Page 55 of 115
55
56
e At L1 (sI A) 1
s4
1 s 1
s 0 0
( s 2) 2
1
( sI A)
( sI A)
4
0 s 4 4 4 s 4
( s 2) 2
At
2te 2t e 2t
2t
4te
1
( s 2) 2
s
( s 2) 2
2te 2t
te 2t
e 2t
x1 (t ) 2te 2t e 2t
x(t ) e x(0)

2t
x 2 (t ) 4te
5 / 81
2te 2t 1 / 81
te 2t
At
e 2t
y(t ) x1 (t ) 5x2 (t ) y(t ) te2t
10.2 Cayley-Hamilton Technique

10.2.1 Cayley-Hamilton Theorem
For a given nn matrix A with characteristic polynomial A ( ) det(I A) 0 , the
matrix A satisfies its characteristic polynomial (C.P.), i.e. A ( A) 0 .
In other words, if
A ( ) n 1n1 n1 n 0
then
An 1 An1 n1 A n I 0 .
1
1
0
2 2 1 0
Example 3: A
, A ( ) det(I A) det
1 2
1 2
We want to show that (from C.H. Theorem): A2 2 A 1 0

2
1 0
2 1 0 ? 0 0
0
1 2 2 4 0 1
0 0
2 0 0
1 2 1
3 2 3 0 0
2
Page 56 of 115
10.2 Cayley-Hamilton Technique 57
10.2.2 Cayley-Hamilton Technique

Given an nn matrix A with characteristic polynomial (C.P.) A ( ) 0 , the matrix
polynomial P(A) can be computed by considering the scalar polynomial P( ) .
P ( )
R ( )
Q ( )
A ( )
A ( )
We compute
Polynomial of degree n-1

with unknown coefficients
P( ) A ( )Q( ) R( )
at i ( i is the eigenvalue of A or the roots of the C.P.)
P(i ) A (i )Q(i ) R(i )
P(i ) R(i )
1 i = 1,, n (distinct i ' s )
Now, from C.H. Theorem P( A) A ( A)Q( A) R( A)
P( A) R( A)
10.2.3 Algorithm to Apply Cayley-Hamilton Technique
1) Find the eigenvalues of A.
2) If the eigenvalues are distinct, use equation (1) for the coefficients of R( ) by
solving n simultaneous equations. If the eigenvalues are repeated, lets say for an
eigenvalue with multiplicity m, then instead of (1) use:
3) Use the constants found in step (2) to get P( A) R( A) .
P( A) e At ; A101; A2 ; e A t ]
2
[Examples of
P(i ) R(i )
dP
dR
d i d i
d 2P
d 2R
d2 d2
i
d m 1 P
d m 1 R
dm 1 dm 1
i
Page 57 of 115
58
1
0
for A
3 4
101
Example 4: Find A
1) P( A) A101 ; P( ) 101
2) n 2 R( )
3) A ( ) det( I A) 0 1, 3
4) Apply P(i ) R(i ) for i 1, 2,
, i.e.
101
1 (1)
101
3 (3) 3
(1)101 (3)101
2
3(1)101 (3)101
2
5) Apply P( A) R( A)
101
P( A) A101 R( A) A I
1
0
101
101
(1)101 (3)101
3(1) (3)
2
2
3 4
3(1)101 (3)101
2
A101
3(1)101 3(3)101
Example 5: Find e
At
(1)101 (3)101
1(1)101 3(3)101
1
0
for A
1 2
n 2, P( A) e At , P( ) et , R( )
A ( ) ( 1) 2 0 1,1 (Repeated)
Page 58 of 115
1 0
0 1
10.2 Cayley-Hamilton Technique 59
P( ) R( ) et
@ 1 apply dP dR
tet at 1 tet
d d
tet , et tet
Apply P(A) = R(A) , hence
e At A I te t
e At
1
0
(te t e t ) I
1 2
e t te t
te t
0 1
, find
Example 6: A
2 2
t
t
e te
te t
e At .
2
A ( ) det( I A) det
2 2 0 1 j
2 2
0 1
1 j
A
(distinct)
2 2
P( A) e AtP( ) etR( )
Apply
P( ) R( ) at 1 j
e (1 j )t (1 j )
e (1 j )t (1 j )
Page 59 of 115
60
et (cos t j sin t ) 2e j / 4
et (cos t j sin t ) 2e j / 4
jt
e e t
e jt
et
e jt e jt
2 e j / 4
1 j 2e j / 4
et
2 e j / 4
e jx cos x j sin x
Use
it will be a real number
2 e j / 4 e j / 4 2 j sin t
et
to find ,
et
et

sin t
2
et
0 1
e
sin t
2 2
At
1 0
0 1
.2
5
.4
.6
.8
2
1.2
1.4
-2
-4
-6
-8
Figure 10-1.
System plot.
Page 60 of 115
1.6
1.8
2 (2 j )
11 Lecture 11
Objectives
1)
Using Cayley Hamilton technique to calculate for LTI Systems
2)
Using Cayley Hamilton technique to calculate for LTV Systems
3)
Solution of the state equations and output equation
11.1 (t, t0) for LTI System

t2 2
From the scalar case: e 1 t , we get
2!
t
t2 2
e I tA A
2!
At
Some of the properties of
t k Ak
k 0 k !
e At are :
1)
e0 I
2)
e A(t1 t 2 ) e At1 e At 2
t1 ,t2
3)
e( A B )t e At e Bt
if and only if (iff.) AB = BA (A & B commute)
4)
scalars
d At
e Ae At e At A
dt
Proof of (1): from (*) with either t= 0 or A= 0!
61
62
Proof of (2):
A( t1 t 2 )
A2
I A(t1 t2 )
(t1 t2 ) 2
2!
A2 2 A2 2
I At1 At2
t1
t2 A2t1t2
2!
2!
At1
e e
At 2
A 2 t12
A 2 t 22
I At1
I At 2

2!
2!
A2t22
A2t12
2
I At2
At1 A t1t2
2!
2!
Since (*) = (**)
Proof of (3): e
( A B ) t
**
e A(t1 t2 ) e At1 e At2
t2
I ( A B)t ( A B)
2!
2
A2t 2
B 2t 2
e At e Bt I At
I Bt

2!
2!
I Bt
B 2t 2
AB 2t 3 A2t 2 A2 Bt 3
At ABt 2
2!
2!
2!
2!
A2 B 2
I ( A B)t t
AB
2! 2!
( A B) 2 ? A 2 B 2
AB
2
2
2
? 1
1 2
2
( A B AB BA) ( A 2 B 2 2 AB )
2
2
If and only if AB = BA
AB+BA=2AB
that is, A & B should commute!
Page 62 of 115
11.1 (t, t0) for LTI System 63
d At d t k Ak
e
Proof of (4):
dt
dt k 0 k!
kt k 1 Ak
t k 1 Ak

k
!
k
1
k 1 ( k 1)!
t k Ak 1
t k Ak A t k AA k t k Ak

k!
k!
k!
k 0
k 0
k 0
k 0 k!
t k Ak
A
k 0 k!
e At A Ae At
A &
e At
commute!
At
Jordan Canonical Representation e
1) A has distinct eigenvalues

2) A has repeated eigenvalues
Case 1: (Distinct ) For LTI System
, find
{
[
Page 63 of 115
64
Case 2: ( Repeated )
1 1 0
0 1 1
0 0 1
J

0 0 0
0 0 0
, find e Jt
1 nn
Using Cayley-Hamilton technique:

1) J ( ) det(I J ) ( 1 ) n
Jt
t
2) P( J ) e , P( ) e
R( ) 0 1 ( 1 ) 2 ( 1 )2 n1 ( 1 )n1
3)
P(1 ) R(1 )
e1t 0
dP
dR
d 1 d 1
te 1t 1
d 2P
d2
t 2 1t
e 2
2
d 2R
d2
d n1P
d n1R
dn1
dn1
1
t n 1 1t
e n 1
(n 1)!
Page 64 of 115
11.2 (t, t0) for LTV Systems 65
4) e
Jt
0 I 1 ( J 1 I ) n1 ( J 1 I ) n1
1t
e
te 1t
1t
t 2 1t
e
2!
te
1t
t n 1 1t
e
(n 1)!
t n 2 1t
e
(n 2)!
n 3
t
e 1t
(n 3)!
1t
te
e 1t
t n 2 1t
e
(n 2)!
t n 3 1t
e
(n 3)!
e 1t
t n 4 1t
e
(n 4)!
e 1t
11.2 (t, t0) for LTV Systems

1) (t , t0 ) M (t )M 1 (t )
2) Direct solution of
x A(t ) x to get x(t ) (t , t0 ) x(t0 ) . Brute Force (Hyperlink)
reference to lecture 8 Example 1.

t
3) If A(t) and A(t0 ) commute, then
4) If
(t , t 0 ) e
A( ) d
t0
are constant matrices where

t
, then
(t , t 0 ) e
i 1
Page 65 of 115
M i i ( ) d
t0
are scalars and
66
Example 3:
Since
(This can be shown by applying Cayley-Hamilton technique -- details not shown)
Therefore,
1
t
Example 4: A(t )
2
2
t
Check to see that A(t) and A(t0 ) do not commute, therefore #3 does not apply.
1
2
2
Use method #2 x1 x1 ; x2 2 x1 x2
t
t
t
t
x1 (t ) e t0
x1 (t0 )
2
2
t
x2
x1 (t 0 )
x1 (t0 ) x 2 (t )
t
tt 0
t0
a (t )
Page 66 of 115
b (t )u (t )
11.2 (t, t0) for LTV Systems 67

t
x2 (t ) et0
d 2
x2 (t0 ) e
x1 (t0 ) d
t0
t0
t
ln t 2 ln t02
x2 (t0 ) eln t
ln 2
t2 x (t ) d
t0
t 2
t2
t 2 x1 (t0 )
d
2 x2 (t0 ) 2
t0
0
t0
t2
t2
2
2 x2 (t0 ) x1 (t0 ) 3 d
t0
t0
t0
t
1 1
t2
t2
x2 (t ) 2 x2 (t0 ) x1 (t0 ) 2 2
t0
t0
t0
t
t
0 x1 (t 0 )
x1 (t )
t0
2
t2
1 t
x2 (t 0 )
x 2 (t ) t
3
2
t0
t 0
0
( t ,t 0 )
Example 5:
1 0
A(t )
0 2t
1 0
A(t0 )
A(t ) A(t 0 ) A(t 0 ) A(t ) , therefore, use method #3
0 2t0
[
This follows from Cayley-Hamilton technique.

Page 67 of 115
68
t 1
Example 6: A(t )
1 t
t 0
A(t 0 )
1
1
t 1 t0 1 tt0 1 t t0 ( shows )
A(t ) A(t0 )
A(t0 ) A(t )
1 t 1 t0 t t0 1 tt0
t 0
t
Method #3 applies
(t , t 0 ) e
0
t
2
1
2
2
t t0
t t0
,
1
t0
t 02
A( )d
t0
t 2 t 2
0
t t0
t t0
2
2
t t0
eB ?
P( B) e B , P( ) e , R( ) 0 1
Find eigenvalues of B
t 2 t 02
2
det(I B) det
t t0
t t0
t 2 t 02
0 1, 2
(t t 0 )
2
t 2 t 02
t t 0
t t
t t0
1
0 e 2 e 0 sinh(t t 0 )
2
P(1 ) R(1 )
P(2 ) R(2 )
t 2 t02
1 e 2 sinh(t t 0 )
t t0
2
e B 0 I 1B
2
2
cosh(t t 0 ) sinh(t t 0 ) t t0
(t , t 0 ) e
e 2
sinh(t t 0 ) cosh(t t 0 )
Page 68 of 115
11.3 Solution of the State Equations and Output Equation 69
11.3 Solution of the State Equations and Output Equation

x Ax Bu
For system
,
y Cx Du
t
the complete solution is given by x(t) = (t, t 0 ) x(t 0 ) + (t, )B()u()d
t0
zero inputrespond
zero state respond
Proof:
Left=
Since
Leibnitzs Rule
f ( x, t )
v
u
f ( x, t )dx
dx f (v, t ) f (u, t )
t u (t )
t
t
t
u (t )
v (t )
v (t )
Given x Ax Bu, A and B are constant
x(t) e
A ( t t 0 )
x(t 0 ) e A(t ) Bu ( )d
t0
Page 69 of 115
12 Lecture 12
Objectives
1)
Controllability; Observability
2)
Canonical Transformations: C.C.F., O.C.F
12.1 Definitions
12.1.1 Controllability
x Ax Bu
Given
, x R n , y, u R (SISO), the system is controllable if and only if
y Cx Du
the nn matrix
(known as the controllability matrix)
is nonsingular; i.e. Rank Cx n .
Figure 12-1.
State trajectory as a result of the control u.
12.1.2 Observability
Given the above system, we say it is observable if and only if the nn matrix Ox (known
as the observability matrix) is nonsingular, in another word, Rank Ox n , where
C
CA
Ox

CA n 1
n n
Controller
System
Observer
Control loop
x
Figure 12-2.
70
System diagram.
12.1 Definitions 71
12.1.3 Examples for Controllability and Observability

0 1
1 1
Example 1: A
, B
B1
1 1
1 0
B2 , is this system controllable ?
Rank (C x ) 2 full rank
controllable !
Q: check to see if the system is controllable from individual inputs.

[
] Rank (C1x ) 1 2
not controllable from u1
] Rank (Cx2 ) 1 2
not controllable from u2
1 0 C1
1 2
Example 2: A
, is this system observable?
, C
0 1 C2
0 4
1
0
C
Ox Ox
1
CA
1
Rank (Ox ) 2
2
Observable
Q: is the system observable from each output alone?
C1 1 0
O1x
Rank (O1x ) 2
C1 A 1 2
Observable from y1
C 2 0 1
Ox2
Rank (Ox2 ) 1 2
C2 A 0 4
Page 71 of 115
Unobservable from y2
72
12.2 Canonical Transformations

12.2.1 A Canonical Decomposition of Dynamic System
C/O
u
C/NO
y
NC/O
NC/NO
Figure 12-3.
System classification.
If Ox singular
system is not observable
If Cx singular
system is not controllable
1 0
1
Example 3: x
x
u , y 1 1 x (n = 2)
0 2
0
For Controllability
C x B
1 1
AB
Rank (C x ) 1 2 Uncontrollable
0 0
For Observability
C 1 1
Rank (Ox ) 2 Observable
Ox

CA 1 2
1
0
Rank (Ox ) 1 2 Unobservable
1 0
Let us set C as C 1 0, then Ox
x1 x1 u
x 2 2 x2
y x1
Uncontrollable mode is also unobservable

(in addition to being unstable)
Page 72 of 115
12.2 Canonical Transformations 73
12.2.2 Controllable Canonical Form (C.C.F.)

12.2.2.1 Theorem
x Ax Bu
x R n , y, u R , assume that the system is controllable i.e.
y Cx Du
is nonsingular. We want to find a nonsingular transformation
xc Ac xc Bcu
xc T x , so that in the new coordinate system we have

y Cc xc Dcu
1
c
where
[
[ ]
Cc does not have any particular form and Dc D .

For xc Tc1 x , x c Tc1 x Tc1 ( Ax Bu ) Tc1 Ax Tc1 Bu .
Since x Tc xc x c Tc1 ATc xc Tc1 Bu , y CTc xc

Du
D
Bc
Ac
Cc
Ac Tc1 ATc
B T 1 B
c
c
C c CTc
Dc D
The controllability matrix for the new system
n 1
c
C xc Bc Ac Bc A
1
1
1
1
n 1
1
Bc Tc B (Tc ATc )(Tc B) (Tc ATc ) (Tc B)
Tc1 B Tc1 AB Tc1 A n1 B) Tc1 B AB A n1 B Tc1C x
Cx
A n 1
(T 1 AT ) n 1 (T 1 B) (T 1 AT )(T 1 AT ) (T 1 AT )(T 1 B)
c
c
c
c
cc
c
cc
I
I
I
I
Page 73 of 115
74
By assumption, original system is controllable, Rank (Cx ) n
Rank C xc Rank (Tc1Cc ) n C x1 and C xc1 exist

Tc C x C xc1 or Tc1 C xc C x1
12.2.2.2 Procedure for Controllable Canonical Form
0) Check to see if the system is controllable.
If yes, proceed to the following steps; if not, stop as there is no CCF possible.
1) Determine the coefficients of the C.P. of matrix A.
2) Form Ac and Bc .
3) Calculate C x and Cxc , using A, B and Ac , Bc .
4) Find the transformation Tc CxCxc1 .
5) Use Cc CTc to get Cc .
6) As a check, verify that Ac Tc1 ATc and Bc Tc1B .
7) Dc D .
12.2.3 Observable Canonical Form (O.C.F.)

12.2.3.1 Theorem
x Ax Bu
y Cx Du
Given this system, find a transformation that takes the system into an
xo Ao xo Bou
observable canonical form. The transformed system takes the form

y Co xo Dou
Where
Bo does not have any particular structure, Do D

Page 74 of 115
Define xo To1 x , x To xo
x o To1 x To1 ( Ax Bu ) To1 ATo xo To1 Bu
Ao
1
1
x o To ATo xo To Bu Bo
y Cx Du CTo xo Du
y CTo xo Du
C o
Do
Form Ox
To1 ATo
To1 B
CTo
D
Co
C
C o Ao
CA
, it follows that Oxo OxTo .
and O xo
and Oxo as O x

C o Aon 1
CA n 1
Rank (Oxo ) Rank (OxTo ) . Since To is full rank, Ox is full rank Rank (Oxo ) n
Oxo is nonsingular! To1 Oxo1Ox or To Ox1Oxo
12.2.3.2 Procedure for Observable Canonical Form

0) Check to see if the system is observable.
If yes, proceed to the following steps; if not, stop as there is no possible OCF.
1) Find the coefficients of the C.P. of A.
2) Form Ao and Co .
3) Calculate Ox and Ox0 using A, C and Ao , Co .
4) Find the transformation To1 Oxo1Ox .
5) Use To1B to get Bo To1B .
6) As a check, verify that Ao To1 ATo and Co CTo .
7) Do D .
Page 75 of 115
76
1 2 0
2

Example 4: System given as x 3 1 1 x 1 u , y 0 0 1x

0 2 0
1
transform it into C.C.F and O.C.F.
Controllable form
0) Check that C x is nonsingular?
1) C.P. = det(I A) 0 3 9 2 0
0 1 0
0

2) Ac 0 0 1 ; Bc 0 then Cc ?

2 9 0
1
Cx B
AB
2 4 16
A2 B 1 6 8 ; C xc Bc
1 2 12
Ac Bc
2 4 2
Tc C x C xc1 1 6 1
3 2 1
2 4 2
C c CTc 0 0 1 1 6 1 3 2 1
3 2 1
x c 0
y 3 2
1 0
0

0 1 x c 0 u

1
9 0
1 x c
Page 76 of 115
0 0 1
Ac2 B c 0 1 0
1 0 9
Observable Canonical Form
C 0 0 1
0) Ox CA 0 2 0
CA2 6 2 1
0 0 2
Ao 1 0 9 AcT
0 1 0
nonsingular
Observable
; Co 0 0 1 BcT
Co 0 0 1
Oxo Co Ao 0 1 0
Co Ao2 1 0 9
3

To O x1O xo Bo To1 B 2 C cT

1
Page 77 of 115
13 Lecture 13
Objectives
1)
Diagonalization of a matrix Jordan canonical form
2)
Controllability of J.C.F; Observability of J.C.F.
13.1 Diagonalization of a Matrix

13.1.1 Jordan Canonical Form (J.C.F.) Distinct Eigenvalues Case
Given an nxn matrix A with distinct eigenvalues, the diagonal form of A denoted by A
1 0
takes the form A 0 2

0 0
0 where A
M 1 AM , with M x x
xn
1
2
n
Eigenvectors corresponding to eigenvalues
( known as modal transformation).
x Ax Bu
Given
, transformation into Jordan Canonical Form is achieved through
y Cx Du
x J M 1 x, x Mx J , x J M 1 x M 1 Ax M 1 Bu M 1 AMx J M 1 Bu
x J M 1 AMx J M 1 Bu
, if A has n distinct eigenvalues, then choose M as the modal
y CMx J Du
1 0 0
b1
0 2 0
b2
x J
xJ u
matrix, then

0 0 n
bn
y c1 c 2 c n x J Du
78
13.1 Diagonalization of a Matrix 79
The above system in Jordan Canonical Form is

Controllable if and only if bi 0 i, i 1,2,..., n and
Observable if and only if ci 0 i, i 1,2,..., n
1
0
1

Example 1: x
x u,

3 4
0
Transform it into J.C.F. and also check its controllability and observability
1
0
1 1
A
det(I A) 0
3 4
2 3
Given a matrix A and eigenvalue , the eigenvalue and eigenvector v

relations are given by: Av v, where v is eigenvecto r
1 x1
0
1
x

2
A
v1
x1
x1 x 2 0
1
x1 1

v1
x2
3x1 3x 2 0 x 2 1
v1
Similarly,
Without loss of generality, normalize
to a unit length, named
1 x1
0
2
3 4 x 2
v2
x1
3x1 x 2 0
1
x1 1

3
x
x2
2
3x1 x 2 0
v2
Normalizing
to unit length
1
1 1 nv1
2
1
1
2 3 nv2
2
10
Page 79 of 115
10
80
Modal matrix:
1
2
M
1
10
20
M 1
2
3
10
3
10
1
2
1 3 2
10 2

1 10
2 2
1 0
M 1 AM
0 3
3 2
1 0
x J
u
xJ
10
0 3
2
y 0
2 2
xJ
10
1
0
1
A
, B ,
3 4
0
1 0
C x B AB
0 3
C 2
Ox
CA 3 2
3 2
10
2
rank = 2
rank = 1
Page 80 of 115
Controllable
Unobservable
13.1.2 Jordan Canonical Form (J.C.F.) Repeated Eigenvalues Case

13.1.2.1 Diagonalization of Matrices
An nn matrix A may be diagonalized by a similarity transformation where A M 1 AM
if and only if nullity of ( A i I ) (which is n rank ( A i I ) ) is equal to the multiplicity
of the eigenvalues, and moreover the modal matrix M is the matrix of eigenvectors.
Therefore, if
multiple eigenvalues, then
same number of linearly independent
eigenvectors. If this is not the case, then a diagonal form is not possible, and Jordan form is
used as the standard form.
1
0
Example 2: A
det( A I ) ( 1) 2 0 1,1
1 2
1 1
rank ( A I ) rank
1,
1 1
therefore, nullity of
one linearly independent eigenvector.
For 1 A cannot be diagnolized.
1 1
We will show later in example3 that the proper form is A
0 1
13.1.2.2 Generalized Eigenvectors

A nonzero vector x for which ( A I ) k 1 x 0 but ( A I ) k x 0 is called a generalized
eigenvector of rank k of A associated with the eigenvalue .
Generalized eigenvectors are defined as
xk x
xk 1 ( A I ) x ( A I ) xk
xk 2 ( A I ) 2 x ( A I ) xk 1
x1 ( A I ) k 1 x ( A I ) x2
generalized eigenvectors x1 , x2 ,, xk
Page 81 of 115
82
Theorem:
The set of generalized eigenvectors x1 , x2 ,..., xk for the same eigenvalue are
linearly independent.
The generalized eigenvectors of A associated with different eigenvalues are

linearly independent.
1
0
Example 3: A
, 1,1
1 2
Here k = 2, x x2 is computed from ( A I ) x2 0 and ( A I ) 2 x2 0
2
1 1
0 0
x2 0
x 2 0 Any vector that satisfies ( A I ) x2 0
1 1
0 0
can be used. Choose x2 1 0
( A I ) x2 1 1 0
T
1 1 1 1
Calculate x1 ( A I ) 21 x2

1 1 0 1
1 1
M
x1
1 0
x2
1 1
A M 1 AM A
0 1
1 0 0
Example 4: A 0 1 0
1 0 2
det( A I ) (1 ) 2 (2 ) 0 2, 1, 1
0
1
A I 0 1
1
0
Page 82 of 115
Q : Nullity A i I ? when i 1
0 0 0
A I 0 0 0 , rank ( A I ) 1 ,
1 0 1
n rank ( A I ) 3 1 2 multiplici ty of 1
2 linearly independent eigenvectors for 1

0 0 0
1
0

( A I ) x1 0 0 0 x1 0 x1 0, x 2 1

1 0 1
1
0
1 0 0
0

For 2 0 1 0 x3 0 x3 0

1 0 0
1
M x1
x2
1 0 0
1 0 0
x3 0 1 0 A M 1 AM 0 1 0
1 0 1
0 0 2
13.1.3 Matrix Reduction to Jordan Form

13.1.3.1 Definition
The Jordan form J of an nn matrix A is an upper triangular matrix whose diagonal entries
are of the matrix form Lij ( j )
Page 83 of 115
84
The general case of the Jordan Matrix J is
Lij ( j ) matrices are called Jordon blocks.
13.1.3.2 General Rules for Constructing the Jordan Matrices

1) There is one and only one linearly independent eigenvector associated with each
Jordan block. In general, there are n rank ( A i I ) linearly independent
eigenvectors for a general nn matrix A with its associated eigenvalue i .
2) The number of 1s directly above the diagonal terms equal the order of A minus the
number of linearly independent eigenvectors r, in another words, n1' s n r
3) The number of Jordan blocks associated with each eigenvalue is equal to the
number of linearly independent eigenvectors associated with each eigenvalue r.
1 generalized eigenvector; 1 linearly independent eigenvector for
Example 5:
1 l.i.e.v. for
[
]
2 g.e.v.;
1 l. i.e.v. for
1 l.i.e.v. for
1 l.i.e.v. for
For J1 (with r # of blocks) n r 4 3 1 only 1 one in JCF.

For J 2 (with r # of blocks) n r 4 2 2 only 2 one' s in JCF.
Page 84 of 115
1
0
0
0
0
0
1
0
Example 6: Transform A into Jordan form A

0
0
0
1
2 7 9 5
det( A I ) 4 53 92 7 2 0 1,1,1,2
# of l.i.e.v. n rank ( A i I )
1 1 0 0
0 1 1 0
rank
rank ( A 1 I ) rank
0 0 1 1
- 2 - 7 - 9 - 4
1
0
0
1
0
0
0
0
1
0
0
0
3
0
only 4 - 3 1 l.i.e.v. associated with -1.
( # of 1s in J are n - 2 = 4-2 = 2,
Thus
[
Check: Let M x1
x2
x4
x3
where A has 2 l.i.e.v.)
( A 1 I ) 3 x3 0
Define x3 by
and subsequently
( A 1 I ) 2 x3 0
x2 ( A 1I ) x3 , x1 ( A 1I ) x2 and ( A 2 I ) x4 0 .
3
3
1
1
2 6 6 2
x3 0
For x3 , we have: ( A I ) 3 x3 0
4
12
12
4
8 24 24 8
only 1 linearly independent vector

a 3b 3c d 0 x3 1 0 0 1
x2 ( A I ) x3 1 0 1 2 ,
T
x1 ( A I ) x2 1 1 1 1
x4 is calculated from ( A 2I ) x4 0 x4 1 2 4 8
M x1
x2
x3
x4 A M 1 AM
Page 85 of 115
86
13.1.3.3 A Procedure for Generating a JCF

1) Compute the eigenvalues of A by solving det( A I ) 0 . Let 1 , 2 ,n be these
distinct eigenvalues with multiplicity n1 , n2 ,nn , respectively.
2) Compute the number of linearly independent eigenvectors for 1 . This is also the
number of Jordan blocks for 1 .
3) For eigenvalue 1 determine its Jordan blocks from the information in (1) and (2)
and the general rules.
4) Determine the linearly independent eigenvector for 1 associated with each Jordan
block and the remaining generalized eigenvectors for each block. Denote the
linearly independent one with the subscript of the order of the Jordan block. Thus if
the Jordan block were of order 3, then denote the linearly independent vector as x3
and the generalized eigenvectors as x2 and x1 ..
5) Repeat steps (2), (3), and (4) for eigenvectors 2 , 3 ,n to generate a Modal
matrix by placing the eigenvectors as columns. The order of the column placement
is important and is directly related to how they are numbered in step (4).
As an example, suppose that A is 5 5 with eigenvalues 1 , 1 , 1 , 2 , 3 . Also, suppose
there are two linearly independent eigenvectors associated with 1 , that is
rank ( A 1 I ) 3 nullity of (A - 1 I ) 2 . Therefore, there are two Jordan blocks
associated with 1 as J11(1 ) 1 & J 21 (1 ) 1

0
1
1
The Jordan form is

[
[
Page 86 of 115
13.2 Controllability of JCF and Observability of JCF 87
J 11 (1 ) an eigenvector x1 from Ax1 x1 .For block
Assume we have found for block
J 21(1 ) , we need two generalized eigenvectors x3 from ( A 1I ) 2 x3 0 and

( A 1I ) x3 x2 . Eigenvalues 2 and 3 will contribute the two eigenvectors x4 and x5 ,
respectively from Ax4 2 x4 and Ax5 3 x5 .
The Modal matrix is formed by M x1
x2
x3
x4
x5
13.2 Controllability of JCF and Observability of JCF

13.2.1 Theorem
x Ax Bu
x Rn , u R p , y Rq
Cx
Du
A1
A nn
B1

, B B2 , Cqn C1
n p

Am
Bm
A2
C2 Cm
A has m distinct eigenvalues 1 , 2 ,m ; Ai denotes the Jordan blocks associated with i .

r(i) is the number of Jordan blocks in Ai ; Aij is the j-th Jordan block in Ai .
A diagn A1 , A2 ,
Ai ( ni ni )
Ai1
Ai 2
, Am ; Ai diagn Ai1 , Ai 2 ,
Air (i )
Ci ( qni ) Ci1 Ci 2
Aij ( nij nij )
Bi ( ni p )
Bi1
B
i2
Bir (i )
m
m r (i )
i 1
i 1 j 1
n ni nij
Cir (i )
, Air (i )
1
i
Bij ( nij p )
b1ij
b
2 ij
,

blij
Page 87 of 115
C ij ( nij p )
c1ij
c
2 ij

clij
88
The n-dimensional LTI Jordan form is controllable if and only if for each i =1, 2,,m,
bli1
b
li 2
l
the rows of the r (i) p matrix Bi
are linearly independent.

blir (i )
and the system is observable if and only if for each i = 1, 2,,m the columns of the
q r (i) matrix
are linearly independent.
13.2.2 Examples
Example 7:
1 0 0
B1l 0 1 0 full rank B1l mode 1 controllab le
0 0 1
B2l 0 0 1 linealry independent mode 2 controllab le

1 2 0
C11 1 1 2 full rank C11 mode 1 observable
1 2 3
Page 88 of 115
0
C 0 rank 0 mode 2 unobservable
0
1
2
Block diagram of this system:

u
u
y
+
u
y
Figure 13-1.
Block diagram.
If bl 21 0 all modes in the chain can be controlled;

If c121 0 all modes in the chain can be observed.
uncontrollable.
Example 8:
[
observable.
controllable.
observable.
What is the JCF for a system with complex conjugate eigenvalues?

Page 89 of 115
90
x 1 A1
Let
2
x 0
0 x1 b1
u , y c1

A1 x 2 b2
x1
c1
2
x
where A1 is the Jordan block associated with and A1 is the complex

conjugate of A1 , in another word, A1 is the Jordan block associated with 1 .
Introduce the equivalence transformation x Px
I
where P
jI
I
I
1
1
and P
2 I
jI
jI
jI
x 1 Re A1 Im A1 x 1 2 Re b1

u
x 2 Im A1 Re A1 x 2 2 Im b1
It can be verified that
x1
y Re c1 Im c1
x 2
This system can now be used in computer simulations.
Example 9: A 2 , 1 2 j , 1 2 j
Let x Px , where
[
Page 90 of 115
[ ]
All the coefficients are real!
Example 10: A 1 j , 2 3 j
Page 91 of 115
14 Lecture 14
Objectives
State Space Control Method
1)
State Feedback: General Case
2)
State Estimation: Full Order Observer
3)
State Estimation: Reduced Order Observer
14.1 Stable Feedback: General Case

State: x Ax Bu , x R n , u R
Control: u Kx with K K1
K 2 K n 1n
D
r +
Ax
+
C
Figure 14-1.
Closed-loop system state diagram.
x ( A BK ) x A f x
,
A f A BK closed - loop matrix
the characteristic polynomial for the closed-loop system is

det(sI A f ) det(sI A BK ) 0
Let the Design Specification require closed-loop eigenvalues at 1 ,2 ,,n .

c (s) (s 1 )(s 2 )(s n ) s n n1 s n1 1 s 0 0
Pole-placement design procedure is achieved by setting
det(sI A BK ) s n n1 s n1 1 s 0
92
14.1 Stable Feedback: General Case 93
Solve for n unknown K1 ,..., K n . The equations are linear!

K can be computed directly from this formula if and only if (A,B) is controllable.
Consider the transfer function G p ( s)
bn1s n1 b1s b0
s n an1s n1 a1s a0
The controllable canonical form is
a
0
a1
y b0
0 0

0 0

u

1 0

a n 1 1
a2
b1 bn1 x
The control law is u Kx
Closed - loop A f matrix is

0
A f A BK
a K
1
0
a1 K 2
a2 K 3
a n 1 K n
0
Characteristic polynomial det(sI A BK ) 0
s n (an1 K n )s n1 (a1 K 2 )s (a0 K1 ) 0

Since desired characteristic polynomial is
c (s) s n n1s n1 1s 0 0
K i i 1 ai 1
i 1,2,...n
Alternatively, K can be computed according to the Ackermanns Formula as follows:
Page 93 of 115
94
K 0 0
0 1 B AB
n
n 1
where c ( A) A n 1 A
n 1
A B c ( A)
An 2 B
Cx
1 A 0 I
0 1
0
Example 1: x
x u
0 0
1
Let the desired characteristic polynomial be
c (s) s 2 (1 2 )s 12 0
Based on Ackermanns formula, need to compute C x
0 1
0 1
AB
C x1
1 0
1 0
C x B
12
c ( A) A 2 (1 2 ) A 12 I
0
K 0 1B
AB c ( A) K K1
1
1 2
12
K 2 12
1 2
Example 2: Let the design specifications require a critically damped system with a
settling time of 1 sec., i.e, 4 1 .
n
n 4 1 (criticall y damped), n 4
c (s) (s 4)(s 4) s 2 8s 16
K1 12 16, K 2 1 2 8
If we compute the closed-loop transfer function, we get the figure 14-2.

Also, T ( s) 1 0sI A BK 1 B
1
s 8s 16
2
as desired!
As a different example, let .707, .25 s 4 j 4 c (s) s 2 8s 32

K1 12 32
K 32 8
K 2 1 2 8
Page 94 of 115
14.2 State Estimation: Full-Order Observer 95
.5
Figure 14-2.
1.5
System plot for example 2.
14.2 State Estimation: Full-Order Observer

14.2.1 Theorem
n
x Ax Bu x R , u R
y Cx y R
y(t)
u(t)
Plant
x(t)
State
Estimator
The estimator equation is expressed as
x Fnn x H n1 u Gn1 y
Figure 14-3.
Block diagram of combined plant & observer.
We need to choose matrices F, G, and H such that x (t ) is accurate estimate of x(t). Then
in the control system, the estimated states are used to generate the feedback control, i.e.
u Kx . To do this, the transfer function from u to xi must be equal to the transfer
function from u to xi , i =1,2,,n, that is

X i ( s) X i ( s)
U i ( s) U i ( s)
i 1,2,...n
The Laplace Transform of state equations are
sX ( s) x(0) AX ( s) BU ( s), x( 0 ) is unknown
Y ( s) CX ( s), A, B, C, and D known

By neglecting i.c. X (s) (sI A) 1 BU (s)
X i ( s)
can be obtained.
U ( s)
The Laplace Transform of estimator is (neglecting i.c.)

sX (s) FX (s) HU (s) GY (s) FX (s) HU (s) GCX (s)
Since Y (s) CX (s)
X (s) (sI F ) 1 HU (s) GCX (s) (sI F ) 1 H GC(sI A) 1 B U (s)

Page 95 of 115
96
We want
X i ( s) X i ( s)
U (s)
U ( s)
(sI A) 1 B (sI F ) 1 H GC(sI A) 1 B
Collecting (sI A) 1 B terms
I (sI F )
GC (sI A) 1 B (sI F ) 1 H
Since (sI F ) 1 (sI F ) I (sI F ) 1 sI F GC (sI A) 1 B (sI F ) 1 H
sI F GC (sI A) 1 B H (sI A) 1 B (sI F GC) 1 H

This equation is satisfied if we choose H B and F GC A
F A GC and H B
G is chosen such that an acceptable transient response or frequency response for the state
estimator is achieved.
x Ax Bu Gy GCx
x ( A GC) x Bu Gy, y Cx
x Ax Bu G ( y y )
y Cx
Plant
B
+
+
y
+
+
+
observer gain
G
-K
Figure 14-4.
Plant and observer diagram.
Let e(t ) x(t ) x(t ) e x x Ax Bu ( A GC) x Bu Gy

Since y Cx , hence e Ax ( A GC) x GC x ( A GC) ( x x)
e ( A GC) e
Page 96 of 115
The error in the estimation of the states is governed by the above dynamic equation with
the characteristic polynomial: det(sI A GC) 0
The gain vector G is chosen to make the dynamics of the estimator faster than the openloop system dynamics (~ 2 to 4 times faster).
14.2.2 Design of the State Estimator

1) x ( A GC) x Bu Gy , the characteristic polynomial is det(sI A GC) 0
2) Let the desired char. poly. be e (s) , that reflects the desired transient behavior:
e (s) s n n1s n1 1s 0 0
3) The gain matrix G is calculated to satisfy det(sI A GC) e (s)
4) Using the transformation xo To1 x transforms the system into observable
Canonical form
[
Now A GC becomes
[
]
n
n 1
det(sI A GC) e (s) s n1 s 1 s 0
g i i 1 ai 1 i 1,2,...n
Now using Ackermanns formula we have [if and only if (A, C) is observable]
1
C 0
CA
G ( A)

e
n1
n 1
CA
( A) An An 1 A I
n 1
1
0
e
Page 97 of 115
98
0 1
0
x
x u
Example 3:
0 0
1
y 1 0 x
A controller was designed for the characteristic polynomial c (s) s 2 8s 32 ,
which yielded a time constant .25 sec, .707
We choose the estimator to be critically damped with a .1 sec .
e (s) (s 10) 2 s 2 20s 100

100 20
e ( A) A 2 20 A 100 I
0 100
1
C 1 0
1 0
C 0 20
Now Ox
, Ox1
G e ( A)
0 1
CA 1 100
CA 0 1
g1
g1 20 , g 2 100 ; G
g 2
20
Example 4: Combining previous two examples: K 32 8, G
100
The estimator equations x ( A GC) x Bu Gy ( A GC BK ) x Gy
20 1
Since u Kx , now A GC BK
132 8
20 1
20
x
x y
100
Observer/Controller 132 8
u 32 8 x
acting as input
acting as output
The T.F. from output u to input y is Gec (s) K (sI A BK GC) 1 G
Gec ( s)
1440s 3200
s 2 28s 292
The transfer function of the controller-estimator is
Gec (s) K (sI A BK GC) 1 G

Page 98 of 115

Controller-Estimator
R=0
Plant
+
-
Block diagram for example 4.
Figure 14-5.
The characteristic polynomial of the closed-loop system is

1 Gec (s)G p (s) 0
0 1
0
Example 5: x
x u,
0 0
1
y 1 0 x
20 1
20
x
x
y
The controller-estimator is given by
132 8
100
u 32 8 x
Signal flow graph of the controller-estimator
-20
20
32
+1
-132
100
8
-8
Figure 14-6.
-1
Signal flow graph.
Defining
[ ]
][ ]
.5
1.5
Estimator response.
Page 99 of 115
Figure 14-7.
100
14.2.3 Closed-Loop System Characteristics

The characteristic polynomial with full state feedback is
and the characteristic polynomial of a state estimator is
We now derive the characteristic polynomial of the closed-loop system.
, the plant equations are {
First consider
Hence,
The error dynamic equation is
[ ]
, therefore the closed-loop system is

[
][ ]
The characteristic polynomial of the closed-loop system is

[
The 2n roots of the closed-loop characteristic polynomial are then the n roots of the poleplacement design plus the n roots of the estimator. This is fortunate, since otherwise the
roots from the pole-placement would have been shifted by the addition of the estimator.
This is called the separation principle.
Example 6: From the previous examples we have
We have
or equivalently from
)
[
The above characteristic polynomial is obtained.

Page 100 of 115
14.3 Reduced-Order Estimators 101
14.3 Reduced-Order Estimators

Estimators developed so far are called full-order estimators since all states of the plant are
estimated. However, usually from output measurement some states are directly available.
Hence it is not logical to estimate states that are directly measured.
Assume without loss of generality that
Partition x into
[ ], where
Partition also[ ]
are the states to be estimated.
][ ]
The equation of the states to be estimated

And the equation of the state that is measured
unknown and to be estimated and
where
and u are known.
To derive the equation of the estimator observer that for the full state estimation
{
For the reduced order observer we have
x e Aee xe ( Ae1 x1 Be u )

unknown
x1 a11 x1 b1 u ) A1e x1e

(
known
known
unknown
known
x(t ) xe (t ) replace x with xe
A Aee
Comparing we have Bu Ae1 x Be u
y x1 a11 x1 b1u
C A1e
Making these substitutions for the full-order observer equations yield
[ x ( A GC) x Bu Gy]
x e ( Aee Ge A1e ) x e Ae1 y Be u Ge ( y a11 y b1u)

Page 101 of 115
is
102
Thus the error dynamic is e x e xe e ( Aee Ge A1e )e

Thus, the characteristic polynomial of the reduced-order estimator is
e (s) det(sI Aee Ge A1e ) 0

We then choose
to satisfy this equation where
is chosen to give the estimator desired
dynamics. This can be achieved if and only if ( Aee , Aie ) is observable.

Ackermanns formula yields
A1e
A1e Aee
Ge e ( Aee )

A A n2
1e ee
0

0

1
The above estimator requires measurement of y . To relax this requirement, define a new
variable x e1 x e Ge y or
x e x e1 Ge y
Substituting in observer dynamic yields
x e1 Ge y ( Aee Ge A1e )( x e1 Ge y) Ae1 y Be u Ge ( y a11 y b1u)
x e1 ( Aee Ge A1e ) x e1 ( Ae1 Ge a11 Aee Ge Ge A1e Ge ) y ( Be Ge b1 )u

The control u is
u K1 y K e x e K1 y K e ( x e1 Ge y)
Where
.
u
Plant
x
+
Reduced
Order
Observer
Figure 14-8.
Block diagram of the combined plant and reduced order observer.

Page 102 of 115
14.3 Reduced-Order Estimators 103
Example 7: {
[ ]
the controller designed earlier yielded
As for the estimator of reduced order (1st order), let
From Ackermanns formula:
The estimated value of
is then
Example 8: If we combine plant equations with the estimator and the control we have
The signal flow graph becomes

1
-10
-8
1
-32
1
10
-100
Figure 14-9.
System signal flow graph.
The characteristic polynomial is
Now opening the graph from u we calculate
Page 103 of 115
104
Controller - estimator
plant
R=0 +
Figure 14-10.
Closed-loop combined plant and controller estimator.
14.4 Reduced-Order State Estimator: General Case

n
p
x Ax Bu , x R , u R
Consider
q
y Cx , y R
Assumption: C has full rank,

Define:
[ ] , where
arbitrary as long as P is nonsingular.
Define
[ ]
Define the equivalence transformation
Partition above system as
][ ]
{
Therefore, only the last (n - q) elements of
need to be estimated.
We need only an (n - q)-dimensional state estimator.

Page 104 of 115
14.4 Reduced-Order State Estimator: General Case 105
Using
Define
Lemma:
The pair (A, C) or equivalently
Therefore,
is observable, iff. the pair
is observable.
a (n - q)-dimensional estimator of in the form
x 2 ( A22 G A12 ) x 2 G ( y A11 y B1u) ( A21 y B2 u)
such that the eigenvalues of
can be arbitrarily assigned by proper choice
of
To eliminate define z x 2 G y
Define
by proper choice of .
x1 y
, since
Now x
x Gy z
2
y
[Q1
Q2 ]
Gy z
x Px x P x Qx x Qx [Q1
1
Iq
Q2 ]
G
0
y

I n q z
which is an estimate of the original vector x.

y
Figure 14-11.
Block diagram for system with reduced order estimator.
Page 105 of 115
15 Lecture 15
Objectives
1)
Tracking Problem
2)
Closed-Loop Pole-Zero Assignment
3)
General Case Using Phase Variable Canonical Form
15.1 Tracking Problem

x Ax Bu
u Kx K r r
y x1
r
Plant
- -
Figure 15-1.
State feedback diagram.
It is assumed that K is designed to meet a desired closed-loop characteristics. Problem is to

design
to satisfy the tracking requirement.
, where a choice for
106
is to defined as
15.1 Tracking Problem 107
Example 1: System {
[ ]
from lecture 14
Example 2. (Hyperlink)
r +
32
Figure 15-2.
For the general case, if
, instead
then we express
since we want the system to be driven by the difference between the input
and output.
Comparing with
{
Hence one gain has to be determined from other design criteria.
Page 107 of 115
108
15.2 Closed-Loop Pole-Zero Assignment

Fixed Field
+
e
-
Amplifier
A
Position Sensor
(Potentiometer)
+
-
+
-
Current
Sensor
Amp.
Figure 15-3.
Velocity Sensor
(Tachometer)
+
-
ADC motor system schematic.
Figure 15-4.
System close-loop block diagram.
{
0.1
R
+
UE A
+
Figure 15-5.
System block diagram.
Y ( s)
G( s)
200A
, G( s)
2
R( s) 1 G( s) H eq ( s)
s( s 6s 5)
Y (s)
200 A
3
2
R( s) s (6 100k3 A) s (5 200k2 A 100k3 A)s 200k1 A
Page 108 of 115
15.2 Closed-Loop Pole-Zero Assignment 109
k3 s 2 (2k2 k3 ) s 2k1
H eq ( s)
2
must be designed such that
and other design specifications are
satisfied.
Observations:
1) To have zero steady state error due to
.
2) Poles of
are poles of G.
3) Zeros of
are zeros of
4) Use of state feedback produces additional zeros in loop transfer function without
adding poles! Additional zeros move the root locus to the left
stable and time response is improved.
s - plane
j4
-8
-3
-j4
Figure 15-6.
Root Locus.
Let the desired closed-loop poles be located at
Therefore, solve for
Page 109 of 115
system is more
110
15.3 General Case Using Controllable Canonical Form

Let G( s)
Y ( s) K ( s m cm1s m1 c1s c0 )
, mn
U ( s)
s n an1s n1 a1s a0
a0
y c0 c1
1
0
0
1
0
0
0
0

x u
1
0

an 1
1
a1 a2
cm
0 x Cx
k T X ( s) k T X ( s) k1 X1 ( s)
H eq ( s)
Y ( s)
CX ( s) c0 X 1 ( s)
Since X j ( s) s
GH eq ( s)
j 1
kn X n ( s )
X m1 ( s)
kn s n 1 kn 1s n2 k2 s k1
X 1 ( s) s Y ( s) H eq ( s) n
s cm1s m1 c1s c0
j 1
K kn s n1 kn 1s n2
s n an1s n 1
k2 s k1
a1s a0
kn K s n1 n2 s n2
s n an1s n 1
1s 0
a1s a0
K ( s m cm1s m1 c0 )
Y ( s)
Now
R( s) s n (an1 Kkn ) s n1 (a0 Kk1 )
Example 2: Given system as below,

U(s)
Y(s)
design a state feedback such that

%OS = 4.3% and
Page 110 of 115
due to a unit step is zero and
15.3 General Case Using Controllable Canonical Form 111

R
+
+
Y(s)
Figure 15-7.

G
Figure 15-8.
Block diagram of the closed-loop system for example 1.
To get ess unit step 0, with R R0us (t ) k1 1
%OS 4.3 s1,2 0.708 j 0.7064

Given
Ts 5.65, n 0.708
Now we place the 3rd pole arbitrarily at s3 100
Therefore, the desired closedloop transfer function is
Y (s)
10 A
10 A
3
2
R( s) ( s 100)(s 0.708 j 0.7064) s 101.4s 142.6s 100
A 10
6
2
Ak
101.4
3
k1 1
5 (k2 k3 )10 A 142.6
k2 3.393
10 A 100
k3 4.77
Geq ( s)
100
s( s 101.4s 142.7)
2
Figure 15-9.
(type 1 systm)
Closed-loop diagram 3 for a unity feedback of example 1.

Page 111 of 115
112

s - plane
Root Locus
3
-5
-6
-3
-4
-2
-1
0
-1
-2
Figure 15-10.
Root Locus for the standard feedback control system of example 2.
1 KGH 0
1
1
GH K GH K
GH 2k , k 0
GH (2k 1) , k 0
G ( s)
K
s ( s 1)( s 5)
s - plane
Root Locus
3
-100
-5
-2
-1
0
-1
-2
Figure 15-11.
Root Locus for the state feedback control system of example 2.
GH eq ( s)
9.54 A( s 0.721 j 0.726)

s( s 1)( s 5)
As a result of vicinity of desired pole locations with the zero of the controller,
a system is insensitive to variations in A.
Page 112 of 115
Example 3: Given system as below,

R
+
+
Y(s)
Figure 15-12.
System sate diagram for example 3.
Figure 15-13.
Closed-loop block diagram for example 3.
Y ( s)
A( s 2)
3
2
R( s) s [6 (k3 k2 ) A]s [5 (k3 2k2 k1 ) A]s 2k1 A
A desired closed-loop T.F. is selected as
Y (s)
2( s 2)
2
2
2
; s1.2 1 j, n 2, 0.707
R( s) ( s 2s 2)( s 2) s 2s 2
2( s 2)
s 4s 2 6s 4
3
k1 1, k2 0.5, k3 1.5
No non-dominant pole.
s - plane
Root Locus
3
-5
-2
-1.18
-1
1.68
-1
-2
Figure 15-14.
Root Locus for example 3.

Page 113 of 115
114
A( s 2 0.5s 2)
GH eq ( s)
s( s 1)( s 5)
Unfortunately the system is sensitive to variations in A. In order to achieve
this we must have one non-dominant pole. Let the desired closed-loop T.F.
be
Y ( s)
2( s 2)
2
, k1 50, k2 0.5, k3 47.5
R( s) (s 2s 2)(s 100)
48s 2 98.5s 100

48s 2 98.5s 100
H eq
, Hence, GH eq
( s 2)
s( s 1)( s 5)
s - plane
Root Locus
-5
-1
Sensitivity to variations in
A is reduced significantly
-1
Figure 15-15.
Example 4: Alternatively, since in no dominant pole cases there are 3 dominant poles
at
must have 3 zeros to be insensitive to A.
However, to have 3 zeros in
requires having 4 poles in G. Therefore, one
pole is added to G by using a cascade compensator

can have one non-dominant pole p and
Y ( s)
A( s 2)
2
R( s) desired ( s 2s 2)( s 2)( s p)
Selection of A and p are independent since

The closer poles and zeros are the less sensitivity of changes in A.
Selecting
is non-dominant.
Y ( s)
100( s 2)
4
3
R( s) s 54s 206s 2 304s 200
Page 114 of 115
Then
Y(s)
Figure 15-16.
Closed-loop block diagram for example 4.
Figure 15-17.
To guarantee a controllable and observable plant
, let a = 1.
Therefore, with A = 100, a =1

Y ( s)
R( s)
100( s 2)
s (7 100k4 ) s [11 100(6k4 k3 k2 )]s 2 [5 100(5k4 k3 k2 k1 )]s 200k1
4
Due to a unit step reference input, with
GH eq
0.47 A( s3 4.149s 2 6.362s 4.255)

s 4 7 s3 11s 2 5s
s - plane
Root Locus
-50
-5
-2.07
-1
-2
-1
Figure 15-18.
Page 115 of 115

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Contents

Introduction to Design of Physical Systems ............................................................ 1

System Classification ............................................................................................... 2

I/O Description of Dynamical Systems.................................................................... 4

Definition: Causality ................................................................................................ 7

Computation of the Convolution Integral for Linear Systems ............................... 13

For a Causal, Linear, Relaxed, and Time-Varying System ............................ 13

For a Linear, Relaxed, Causal, Time-Invariant System .................................. 14

Computation of Impulse Response Using Differential Equation ........................... 15

Computation of Impulse Response Using Laplace Transform .............................. 18

State Diagram ......................................................................................................... 21

Concept of State .............................................................................................. 24

State Space ...................................................................................................... 25

State Trajectories ............................................................................................ 25

General State Space Representation....................................................................... 26

State Models .......................................................................................................... 27

Canonical Representations .................................................................................... 31

Observable Canonical Form ........................................................................... 31

Controllable Canonical Form ................................................................................ 33

Jordan Canonical Form .......................................................................................... 34

Characteristic Polynomial D(s) = 0 Contains N Distinct Poles ..................... 35

Characteristic Polynomial D(s) = 0 Contains Multiply Repeated Poles ........ 36

Transformation From State Equations to Transfer Function ................................. 39

Examples for C.C.F., O.C.F., J.C.F. ...................................................................... 42

Observable C.F. ............................................................................................. 42

Controllable C.F. ........................................................................................... 42

Jordan Canonical Form .................................................................................. 43

Solution of State Equation ..................................................................................... 46

Fundamental Matrix .............................................................................................. 48

State Transition Matrix .......................................................................................... 50

Approaches to Compute (t ) ....................................................................... 54

Cayley-Hamilton Technique .................................................................................. 56

Cayley-Hamilton Theorem ............................................................................. 56

Cayley-Hamilton Technique ........................................................................... 57

Algorithm to Apply Cayley-Hamilton Technique .......................................... 57

(t, t0) for LTI System ........................................................................................... 61

(t, t0) for LTV Systems ........................................................................................ 65

Solution of the State Equations and Output Equation ............................................ 69

Examples for Controllability and Observability ............................................. 71

Canonical Transformations .................................................................................... 72

A Canonical Decomposition of Dynamic System .......................................... 72

Controllable Canonical Form (C.C.F.) ........................................................... 73

Observable Canonical Form (O.C.F.) ............................................................. 74

Diagonalization of a Matrix ................................................................................. 78

Jordan Canonical Form (J.C.F.) Distinct Eigenvalues Case ........................ 78

Jordan Canonical Form (J.C.F.) Repeated Eigenvalues Case...................... 81

Matrix Reduction to Jordan Form ................................................................... 83

Controllability of JCF and Observability of JCF ................................................... 87

Design of the State Estimator ......................................................................... 97

Closed-Loop System Characteristics ........................................................... 100

14.3 Reduced-Order Estimators .................................................................................. 101

Figure 6-2. RC network. ................................................................................................... 28

Figure 15-3. ADC motor system schematic. .................................................................... 108

Introduction to design of physical systems

I/O description of systems

1.1 Introduction to Design of Physical Systems

Linear system: Lecture 1

Example 1: Vehicle suspension system

Vehicle suspension system.

1.2 System Classification

Internal representation: State characterization

c) Stochastic Control Problem

Linear system: Lecture 1