Sampling and Sampled-Data Models

The interface
between the
continuous world
and digital
algorithms
Graham C. Goodwin,
Juan Carlos Agero, Mauricio E.
Cea Garrido, Mario E. Salgado,
and Juan I. Yuz
Digital Object Identifier 10.1109/MCS.2013.2270403

Date of publication: 16 September 2013
34 IEEE CONTROL SYSTEMS MAGAZINE OCTOBER 2013
Texture background: Kentoh/Shutterstock.com
Sampling
and
Sampled-Data
Models
odern signal processing and control algorithms

are invariably implemented digitally, yet most
real-world systems evolve in continuous time.
Hence, the interaction between sampling and
the behavior of continuous-time systems is an
important ingredient in all real-world signals and systems
problems.
The literature on sampled-data systems goes back several
decades [1][5]. Modern systems allow much faster sampling
rates than were previously possible, which suggests that it is
timely to reexamine sampled-data models [6][8]. Such a
re-examination is the main goal of this article. A tutorial overview is provided of several related topics, including
exact and approximate sampled-data models arising
from an underlying continuous-time system
connections between sampled-data models and the
underlying continuous-time systems at fast sampling
rates
intersample behavior.
1066-033X/13/$31.002013ieee
Interest in sampling has grown in the industrial electronics area

over the past decade, with sophisticated control strategies such as model
predictive control becoming increasingly popular in applications.
Motivational Example
angle measurement, was not successful. The lack of success

was caused by the conjunction of the high sampling rate
required by the MPC and the measurement noise due to
the angle quantization. Moreover, this noise is amplified in
the speed estimate.
This motivating example shows that the use of sophisticated sampled-data models is a key enabling tool to achieve
appropriately designed digital controllers for continuoustime systems. Other related ideas can be found in the recent
control literature; see, for example, the discussion of multiresolution MPC in [14].
Digital control and estimation appear in almost all aspects

of modern society including, although not restricted to,
telecommunications, transportation, chemical processes,
biotechnology, semiconductor manufacture, heating and
air conditioning, energy systems, minerals exploration,
and health care. In every case, sampling and sampled-data
models play a central role. Interest in sampling has grown
in the industrial electronics area over the past decade, with
sophisticated control strategies such as model predictive
control (MPC) becoming increasingly popular in applications [9][12]. The development of these control strategies
depends, among other things, upon the availability of Interfacing
sophisticated sampled-data models for the system.
When interconnecting a continuous-time physical system of
Figure 1 depicts a power system [13] that exemplifies the type shown in Figure 1 to a digital computer, interface
two of the central ideas of this articlefast sampling and devices are needed at the input and output, as shown in
sampling-zero dynamics.
Figure 3. There are four elements in the figure that play a key
The performance of the control scheme has been exper- role in determining the properties of the sampled system:
imentally tested for a 4-kW permanent magnet synchro Hold: The hold is used to convert the discrete-time
nous motor (PMSM) driven by a commercial 7-kW inverter.
sequence {u k} from the computer to a continuous-time
The inverter was modified to receive external gate signals.
input signal suitable for application to the system. The
The control algorithm was implemented on a dSpace 1104
zero-order hold (ZOH)
platform with a sampling period of 30 n s. This rapid control prototyping board has an embedded processor that
u (t) = u k for kD # t 1 (k + 1) D (1)
performs the real-time control tasks and communicates
with a host PC for data capture. The control algorithm
is most commonly used, where D is the sampling time.
uses a reduced-order extended Kalman filter to estimate
Physical system: The system typically evolves in conthe state variables. To load the PMSM, a 4-kW induction
tinuous time and is usually described by a set of
machine was coupled to the same shaft by a semiflexible
linear or nonlinear differential equations.
coupling. The loading machine is fed by a commercial
Anti-aliasing filter (AAF): This device prepares the convector-controlled inverter with rotor speed feedback for
tinuous-time output signal prior to taking samples.
improved performance. The inverter receives an analog
Sampler: This device creates a discrete-time sequence
torque reference signal from the control platform. The dc
{} k} by instantaneous sampling
links of both inverters are
connected in parallel to produce recirculation of power,
Inverter
thus avoiding the use of brak"
~'m*
Digital
vs
ing resistors.
Controller
"
is
Figure 2 shows the meaTe
Tt
~'m
~k
sured torque and current for
ik
i'm
this setup and compares it to
k
Tt
model estimates. An observaTl
tion pointed out in [13] is that
PMSM
Load
the MPC strategy, when implemented using an Euler approxFigure 1 Sampled-data control scheme for a 4-kW permanent magnet synchronous machine
imation to estimate the speed
(PMSM) coupled with a 4-kW induction machine that acts as a load. The control algorithm is model
based on a 4096 ppr encoder
predictive control (MPC) with a sampling period of 30 s (that is, the sampling frequency is 33 kHz).
OCTOBER 2013 IEEE CONTROL SYSTEMS MAGAZINE 35
hl, h*l (r/min)
Folding
Folding is an inevitable consequence of sampling continuous-time signals. To illustrate the idea, consider a continuous-time signal, f (t), having Fourier transform F (j~) .
Continuous-time Fourier transform [15]:
-2000
id, i*d (A)
(a)
5
0
-5
iq (A)
20
0
-20
ia, ib, ic (A)

Ttt (nm)
f (t) e -j~t dt. (3)
-1
{F (j~)} = f (t) = 1
2r
F ( j~) e j~t d~. (4)
-3
The uniform sampling of f (t) with period D produces a

sequence { f (kD)} having discrete-time Fourier transform
(DTFT) Fd (e j~D) .
DTFT [15]:
(c)
Ttl, T*l (nm)
F { f (t)} = F (j~) =
-3
(b)
20
0
-20
Fd { fk} = Fd (e j~D) = D
fk e -j~kD . (5)
k =-3
r/D
(e)
The above equations are scaled by D (in the definition of

the DTFT) to obtain consistency between discrete time and
continuous time [15].
The sampled sequence { fk} does not have energy and
thus does not have a continuous-time Fourier transform.
However, a related signal (sometimes called the instrumental signal) is defined by
0
-10
10
5
0
0
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4

t (s)
(f)
Figure 2 Experimental results for the operation of the permanent

magnet synchronous machine shown in Figure 1, using a fast-sampling model predictive control scheme. The signals are: (a) the load
speed h k (red) and reference h )k (dashed); (b) the direct stator current component i d (green) and reference i )d (dashed); (c) the
quadrature stator current component i q ; (d) the stator currents i a
(red), i b (green), and i c (blue); (e) the estimated torsional torque in
the flexible coupling Ttt ; and (f) the estimated load torque Ttk (purple)
and reference T )k (dashed) used for the induction machine used as
a load.
Disturbances
o
w(t)
Discrete Input
uk
Hold
F d- 1 {Fd (e j~D)} = fk = 1 # Fd (e j~D) e j~kD d~. (6)

2r - r/D
(d)
10
-5
} k = } (kD) . (2)
2000
fD (t) = D
fk d (t - kD), (7)
k =-3
where d ($) is the impulse function (a.k.a. Dirac delta function). The signal fD (t) has a continuous-time Fourier transform that satisfies
F { fD (t)} = Fd { fk} . (8)
F { fD (t)} and Fd { fk} are related to the Fourier transform

F (j~) of f (t) by [15]
Fd ( fk) =
F ( j~ + j2rl/D), ~ ! [r/D, r/D] . (9)
l =-3
Measurement
Noise
o
v(t)
Continuous
Physical
Input
Continuous-Time
u(t)
System (Plant)
o
z(t) = y(t)
Sampling
Period
D
AAF
}(t)
}k
Sampled-Data Model
Figure 3 Sampled-data system showing the interface devices, a hold on the input, and an anti-aliasing filter on the output.
Equations (8) and (9) establish a link between the continuousand discrete-time domains.
The result shown in (9) is commonly called folding.
The result can be stated as sampling in the time domain produces folding in the frequency domain. (The dual result is that
sampling in the frequency domain produces folding in the time
domain.) The folding process is illustrated in Figure 4.
OF( j~)S
Sampled-data Models for Linear Systems

having Deterministic Inputs
-r
D
Sampling has an impact on models for systems. A convenient simplification is to focus on sampled inputs and sampled outputs only (for discussion of intersample issues, see
Intersample Properties).
Consider a general linear time-invariant, continuous-time
system described in state-space form by

xo (t) = Ax (t) + Bu (t), (10)
z (t) = yo (t) = Cx (t) . (11)
The notation z (t) = yo (t) is used for consistency with continuous-time stochastic models as discussed later. The model
(10) and (11) can also be expressed in incremental form as

dx (t) = Ax (t) dt + Bu (t) dt, (12)
z (t) dt = dy (t) = Cx (t) dt. (13)
For the model (10) and (11), an exact discrete-time model

linking the sampled inputs to the sampled outputs can be
obtained by integrating the continuous-time model [16], [17].
Here, it is assumed that the AAF is included in the model
and thus the output is denoted by } (t) . Also, the sampling
is considered to be regular in time (for a discussion of alternatives, see Event-Based (Lebesgue) Sampling).
u (t) = u k, for t ! [kD, (k + 1) D) (14)
and that the output is instantaneously sampled at uniform

period D. When the input of the continuous-time system
(10)(11) is generated from the input sequence u k using a
ZOH, a state-space representation of the resulting sampleddata model is

x = x k +1 = A q x k + B q u k, (15)
} k = Cx k, (16)
+
k
where the sampled output is } k = } (kD) . The discretetime system matrices satisfy
OF( j~)S
A q = e AD and B q =
#
0
e Ah Bdh. (17)
4
-r
D
r
D
Figure 4 The folding process. The blue line shows the magnitude of
the spectrum, | F ( j~)| , of a continuous-time signal. The red line
shows the magnitude of the discrete-time spectrum Fd (e j~D) . The
arrows represent how the spectrum at different bandwidth locations
overlap on the same frequency range [- r/D, r/D] .
A discrete-time transfer function representation of the

sampled-data system can also be obtained directly from
(15)(16). For example, in the scalar case,

G q (z) = C (zI n - A q) -1 B q , (18)
G q (z) =
rfn -1 z n -1 + g +rf0
Fq (z)
= n
, (19)
E q (z)
z + re n -1 z n -1 + g + re 0
where z denotes the Z-transform variable. When s = m , is a

continuous-time pole, that is, an eigenvalue of the matrix
A, then z = e m, D is a pole of the discrete-time transfer function, that is, an eigenvalue of A q .
The expressions obtained in (18)(19) are equivalent to
the pulse transfer function obtained directly from the continuous-time transfer function.
Fact 2 (See [16])

The sampled-data transfer function (18) can also be
obtained using the inverse Laplace transform of the continuous-time step response by computing its Z-transform and
dividing by the Z-transform of a discrete-time step. Hence
OFd(e j~D)S
Fact 1 (See [15] and [16])

Assume that the continuous-time input signal is generated
by a ZOH
r
D
G q (z) = (1 - z -1) Z ' L-1 '

-1
= 1 -z
2rj
c + j3
# -j3
c
G (s)
1
1, (20)
s t = kD
e sD G (s) ds, (21)

z - e sD s
Intersample Properties
he main results described in this review article focus on

the at sample response. Two useful ways of describing the
intersample response are outlined below.
Fact 11
The continuous- and discrete-time signals in Figure S1 satisfy
W d (e j~T) = [G (j~) U (j~)] q, (S4)

Frequency domain
The modified Z-transform is a commonly used tool for analyzing intersample behavior [4]. Related ideas from [21, Chap. 14]
are outlined below.
For linear systems, the frequency response of the discretetime signal can be related to the continuous-time signal prior
to sampling. To illustrate, consider the signals in Figure S1.
The relationships among different signals are described below.
Fact 9
The continuous- and discrete-time signals in Figure S1 satisfy
the identity
U ( j~) = 1 H ( j~) U d (e j~D), (S1)
D
where H (s) = ^1 - e -sDh s is the transfer function of a ZOH

3
3
and U (j~) = # z (t) e -j~t dt and U d (e j~T) = D / k =-3 u k e -j~kD
-3
are the continuous- and DTFs of z (t) and u k, respectively.
Fact 9 follows immediately from the definition of H (j~) and
U d (e j~) . Note that U (j~) is the product of a nonperiodic function H (j~) and periodic function U d (e j~T) .
Fact 10
The Fourier transform of the discrete-time signals in Figure S1
satisfy
W d (e j~T) = [GH] q U d (e j~T), (S2)
where W d (e j~T) is the (scaled) DTFT given by W d (e j~T) =

3
D / -3 } k e -j~kD and [GH] q denotes the folded frequency
response of GH, that is

[GH] q = 1 / G ^ j~ + j2r, /D h H ^ j~ + j2r, /D h . (S3)

D , =-3
where [GU] q denotes the folded form of GU, that is

[GU] q = 1 / G ^ j~ + j2r, /D h U ^ j~ + j2r, /D h .

D , =-3
3
(S5)
Fact 11 follows from the usual folding produced by sampling.

The above facts have important implications in the digital
control of continuous-time processes [21]. For example, it follows that
1 / G c j c ~ + 2r , mm H c j c ~ + 2r , mm
D , =-3
D
D
W d (e )
[GH] q
=
=
W (j~)
1 (GH)
1 G (j~) H (j~)
D
D
(S6)
3
j~
Folding (as evident in the numerator of the above expression) leads to sampling zeros. For example, if the relative
degree of G is even, then there is an asymptotic sampling
zero at ~ = r/D. In this case, the ratio of W (j~) (the continuous-time frequency response) and W d (e j~T) (the discrete-time
frequency response) can become very large near the Nyquist
frequency.
For this reason, it is generally never appropriate to have
significant frequency content in W d (e j~T) near the Nyquist
frequency since doing so leads to a very large (approaching
3 as T " 0 ) component in the continuous-time response at
this frequency.
Two illustrations of this idea are presented:
Consider a continuous-time plant with transfer function
[21, p. 366]
Fact 10 follows from the observation that the discrete-transfer function is the folded version of GH.
uk
Ud(e j~D)
ZOH
z(t)
U( j~)
G(S)
}(t)
W( j~)
Wd(e j~D)
1
. (S7)
s (s + 1)
The sampling period is chosen as T = 0.1.

It is desired that the closed-loop response time be one
sampling period. Recall the discussion in the section Are
Deterministic Sampling Zeros Important? that suggests
that the sampling zeros cannot be ignored in this case.
The exact sampled-data model in shift-operator form is
D }k
Figure S1 Signals involved in a sampling process: ZOH represents a zero order hold, G ^s h is any system, and D is the sampling time.
G (s) =
G q (z) = 0.0048
z + 0.967
. (S8)
(z - 1) (z - 0.905)
Plant Output
1.5
1
0.5
0
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

Time (s)
Figure S2 Sampled response (red line) and continuous-time

response (blue line).
When the feedback controller

C q (z) = 208.33 z - 0.905 (S9)

z + 0.967
Then, over the period D,

R x k +1 V R0 g 0 Alq V Rx k -m +1V
WS
S
W S
W
h
h WS h W
S x k +2 W S h
W
S h W =Sh
S
h
h W x k -1 W
S
W SS
W
mW S
l
g
x
(
A
xk X
0
0
q)
T k +mX T R
XT
V
Blq
0 g 0 W R uk V
S
S
W
S Alq Blq
Blq j h W S u k +1 W
.
+S
W
h
j j 0 WS h W
S
S(Alq) m -1 Blq g g BlqW Su k +m -1W
X
T
XT
(S11)
It is then possible to constrain the relationship between the

inputs. For example, a ZOH has the property

u k = u k +1 = g = u k +m -1 . (S12)
Substituting into (S11) leads to the state-space system
x (k +1) m = (Alq) m x km + [Blq + Alq Blq + g + (Alq) m -1 Blq] u km, (S13)

is used, the discrete-time response reaches the set-point
in one sample period.
The sampled response of the closed loop for a step
reference signal is shown in Figure S2. The corresponding continuous-time response is also in Figure S2. Note
the large intersample response, as predicted above.
The basic idea of repetitive (or iterative learning) control is to track a periodic discrete-time reference signal
(for example, see [S1] and [S2]). However, the design
bandwidth is then comparable to the sample period.
Two consequences are 1) sampling-zero dynamics
cannot be ignored and 2) there is the strong possibility
of large intersample behavior (see further discussion
in [21, p. 375]). Similar comments apply to the use of
generalized holds (see [15] and [S3]). One option to
reduce the undesirable intersample behavior is to filter the control action so that the tracking bandwidth is
made small relative to the Nyquist frequency. Alternatively, lifting could be used to describe the intersample
behavior, as discussed below.
Time Domain
It is also possible to capture the intersample response in the
time domain using lifting ideas [S4]. The key idea is to use a
form of series-to-parallel conversion. To illustrate, consider the
final goal of using a sampling period of D. Then, it is convenient to employ an up-sampling period Dl = D /m , where m is
an integer $ 1. Consider a discrete-time deterministic system
with model appropriate to the period Dl ,
x k +1 = Alq x k + Blq u k . (S10)
from which the other intersample values of the state are given
by the output equation
R
V
R x km V R I n V
0
W
S
W
S
W S
S
W
Blq
S x km +1 W S Alq W
=
+
x
km
S
W
S
W u km .
S
W
h
h W
h
S
S
W
S
W S
m -1W
m -2
S
l
Blq + Alq Blq + g + (Alq)
BlqW
Tx km +m -1X T(A q)
X
T
X
(S14)
Any required design (H 2, H 3, f) can then be carried out
in a hybrid form with sampled control and a cost function that
reflects the intersample response. Similar ideas can be applied
to optimal filtering. Indeed, it is shown in [S5] that the hybrid
optimal filtering problem and the hybrid regulator problem are
dual to each other with the AAF in the hybrid filter being dual to
the hold circuit in the hybrid regulator. Related ideas have also
been used in the context of nonlinear filtering; see [S6].
REFERENCES
[S1] R. H. Middleton, G. C. Goodwin, and R. W. Longman, A method
for improving the dynamic accuracy of a robot performing a repetitive
task, Int. J. Robot. Res., vol. 8, no. 5, pp. 6774, Oct. 1989.
[S2] R. W. Longman and C. P. Lo, Generalized holds, ripple attenuation, and tracking additional outputs in learning control, J. Guid. Control Dyn., vol. 20, no. 6, pp. 12071214, 1997.
[S3] A. Feuer and G. C. Goodwin, Generalized sample hold functionsFrequency-domain analysis of robustness, sensitivity, and intersample difficulties, IEEE Trans. Automat. Contr., vol. 39, no. 5, pp.
10421047, May 1994.
[S4] T. Chen and B. A. Francis, Optimal Sampled-Data Control Systems. London: Springer-Verlag, 1995.
[S5] G. C. Goodwin, D. Q. Mayne, and A. Feuer, Duality of hybrid optimal regulator and hybrid optimal filter, Int. J. Control, vol. 61, no. 6,
pp. 14651471, 1995.
[S6] M. G. Cea and G. C. Goodwin, Temporal sampling issues in discrete
nonlinear filtering, Automatica, vol. 49, no. 1, pp. 138146, Jan. 2013.
Event-Based (Lebesgue) Sampling
his article has emphasized regular sampling; indeed, most

current implementations of digital control and estimation
use regular sampling with fixed period D; see, for example,
[8], [15], [16], and [S7]. However, there is sometimes strong
practical motivation to change this paradigm to one in which
samples are taken only when something interesting happens. The corresponding strategy is called event-based
(or Lebesgue) sampling. In this framework a measurement
is taken (or transmitted) only when the variable crosses a
given threshold. Thus, the sampling is not regular in the time
domain. The latter strategy has many advantages, including
conserving valuable communication resources, in the context
of networked control or sensor networks since, in principle,
only 1 bit is needed to indicate that the signal has crossed the
upper or lower threshold.
Substantial literature exists on event-based sampling.
An early seminal paper was [S8]. Other related publications
include [S9][S11]. The core idea is illustrated in Figure S3.
Several important issues arise in the context of eventbased sampling [S6].
1) Alternative considerations apply to the design of the AAF.
2) Between threshold crossings, there remains an important
piece of information, namely, the signal is not arbitrary.
Instead, the signal lies in the interval between the sampling thresholds.
where G (s) is the continuous-time transfer function, D is

the sampling period, and c ! R is such that all poles of
G (s) /s have real part less than c. Furthermore, when the
integration path in (21) is closed by a semicircle to the
right,

G q (z) = (1 - z -1)
, =-3
G ((log z + 2rj,) /D)

. (22)
log z + 2rj,
4
Equation (22), when considered in the frequency domain
by substituting z = e j~D, again illustrates folding; namely,
the frequency response of the sampled-data system is
obtained by folding the continuous-time frequency
response of the plant plus hold,
Riemann Sampling
3
G q (e j~D) = 1 / H ZOH (j~ ,) G (j~ ,), (23)
D , =-3
where ~ , = ~ + (2r/D) , and H ZOH (s) is the Laplace transform of the ZOH impulse response,

-sD
H ZOH (s) = 1 - e . (24)
s
Equation (23) can be also derived from (18) using the statespace matrices in (17) (for example, see [15, Lemma 4.6.1]).
Time
D
(a)
Time
(b)
Figure S3 Riemann versus Lebesgue sampling.

REFERENCES
[S7] D. Hristu-Varsakelis and W. S. Levine, Handbook of Networked
and Embedded Control Systems. Boston, MA: Birkhuser, 2005.
[S8] K. J. strm and B. M. Bernhardsson, Comparison of Riemann
and Lebesgue sampling for first order stochastic systems, in Proc. 41st
IEEE Conf. Decision Control, Las Vegas, Nevada, 2002, pp. 20112016.
[S9] M. G. Cea and G. C. Goodwin, Event based sampling in non-linear
filtering, Control Eng. Pract., vol. 20, no. 10, pp. 963971, Oct. 2012.
[S10] P. Tabuada, Event-triggered real-time scheduling of stabilizing
control tasks, IEEE Trans. Automat. Contr., vol. 52, no. 9, pp. 1680
1685, Sept. 2007.
[S11] Y. K. Xu and X. R. Cao, Lebesgue-sampling-based optimal control problems with time aggregation, IEEE Trans. Autom. Contr., vol. 56,
no. 5, pp. 10971109, May 2011.
Example 1
Consider a continuous-time system with transfer function

G (s) =
6 (s + 5)
. (25)
(s + 2) (s + 3) (s + 4)
The corresponding exact sampled-data model for sampling period D = 0.01 is given by
Lebesgue Sampling
G q (z ) =
2.96 # 10 -4 (z + 0.99) (z - 0.95)

. (26)
(z - 0.98) (z - 0.97) (z - 0.96)
Asymptotic Sampling Zeros

The exact model given in (26) has two zeros. The presence of
these zeros contrast with the original continuous-time model
(25), which has only one finite zero. The extra zero in the discrete-time model arises from the folding process. Indeed,
discrete-time models generally (save for certain nongeneric
cases) have relative degree one, independent of the relative
degree of the underlying continuous-time system. To better
understand this phenomenon, it is convenient to begin by
considering an rth-order integrator. Such systems are the key
to understanding more general results. Indeed, as the sampling
rate increases, all systems of relative degree r, behave as an
rth-order integrator over short intervals of time [18].
Fact 3 [18]
For any sampling period D, the pulse transfer function corresponding to an r th-order integrator G (s) = s -r is exactly
given by
r B (z)
r
G q ( z) = D
, (27)
r! (z - 1) r
The above result highlights the fact that the folding process is directly responsible for the occurrence of the sampling zeros [see also (22)]. The idea can be extended to more
general systems:
Fact 5 [18, Thm. 1]

Let G (s) be a rational function
where

B r (z) = b 1r z r -1 + b r2 z r -2 + g + b rr, (28)
r +1
m . (29)
b = / (- 1) k -, , r c
k -,
, =1
r
k
4
The polynomials defined in (28)(29) are known as the
Euler-Frobenius polynomials. These polynomials are also called
reciprocal polynomials [19] and satisfy several properties [20].
1) The coefficients can be computed recursively, that is,
b r1 = b rr = 1, for all r $ 1, and

for k = 2, g, r - 1.
2) The coefficients satisfy b rk = b rr -k +1 . Hence it follows
that, if B r (z 0) = 0, then B r (z 0-1) = 0.
3) The roots are always negative real.
4) The polynomials satisfy an interlacing property,
namely, every root of the polynomial B r (z) lies
between every two adjacent roots of B r +1 (z), for r $ 2.
5) The recursive relation
B r +1 (z) = z (1 - z) Blr (z) + (rz + 1) B r (z) (31)
B 1 (z) = 1, (32)
B 2 (z) = z + 1, (33)
B 3 (z) = z 2 + 4z + 1

= (z + 2 + 3 ) (z + 2 - 3 ),
3
(34)
B 4 (z) = z + 11z + 11z + 1

= (z + 1) (z + 5 + 2 6 ) (z + 5 - 2 6 ) .
(35)
(37)
and let G q (z) be the corresponding pulse transfer function.

Assume that m 1 n, that is, G (s) is strictly proper, having
relative degree r = (n - m) $ 1. Then, as the sampling
period D goes to 0, m zeros of G q (z) tend to one as e ci D, and
the remaining r - 1 zeros of G q (z) tend to the zeros of the
polynomial B r (z) defined in Fact 3,

holds for all r $ 1, and where Blr = (dB r /dz) .

The first polynomials in the series are
b rk = kb rk -1 + (r - k + 1) b rk --11 , (30)
F (s)
E (s)

(s - c 1) (s - c 2) g (s - c m)
=K
(s - p 1) (s - p 2) g (s - p n)
G (s) =
G q (z)
D.0
D r (z - 1) m B r (z)
. (38)
r! (z - 1) n
4
The above result explains the term (z + 0.99) in the
numerator of (26). As predicted, this term is very close to
the asymptotic term (z + 1) in (33).
Approximate Deterministic
Discrete-Time Models
For linear systems, it is possible to obtain exact discretetime models by use of a matrix exponential as in (15) and
(16). However, such models cannot be readily obtained for
nonlinear systems. This observation motivates the study of
approximate discrete-time models.
Euler Approximate Models

One appealing choice for an approximate model is to use
Euler integration. Beginning with the continuous-time
system (10)(11), the corresponding Euler approximate
model is

(x Ek ) + = A Eq x Ek + B Eq u k, (39)
} k = Cx k , (40)
In the frequency domain, a special case of interest is

when the infinite sum (22) is combined with Fact 3, leading
to the following fact.
where

A Eq = I + AD, (41)
Fact 4 [18]
B Eq = BD, (42)
The identity

r
r -1 (z)
(36)
/ log z +1 j2rk r = (r -D 1) ! zB
z
(
- 1) r
k =-3 c
m
D
3
holds, where z = e j~D and B r -1 (z) are the Euler-Frobenius

polynomials.

4
and the superscript E denotes states and matrices in the

Euler model. The resulting discrete-time transfer function is

G Eq (z) = C (zI - I - AD) -1 BD. (43)
This model is often called a simple derivative replacement

(SDR) model since the approximate model is obtained by
replacing the Laplace transform variable s by (z - 1) /D.

The SDR model has error of order D 2 in the state response
since e AD is approximated by I + AD.
The above analysis seems to lead to a suitable approximate model, provided that the sampling rate is sufficiently
high. However, there is a subtle trap. In most practical
applications, what matters is the relative error of the model.
As a simple explanation of the importance of relative
errors, consider an error of 0.01. This error is small (1%)
compared to a nominal size of one. However, when an error
of 0.01 occurs in a quantity of nominal size 0.001, then the
error is 1000%.
Relative errors usually appear as gain factors. For
example, in robust control, a sufficient condition for
robust stability is that |T0 G D| be less than one at all frequencies. Here G D is the relative error in the plant transfer
function and T0 is the nominal complementary sensitivity
function [21].
20
Magnitude (dB)
10
D = 0.1
D = 0.01
D = 0.001
-30
R (z ) =
plotted as a function of frequency. As predicted, the relative error does not tend to zero as D tends to zero.
Two alternative methods for achieving approximate
sampled-data models whose relative error goes to zero (as
D " 0 ) are described below.
One idea for achieving a more accurate sampled-data

model is to append the asymptotic sampling zeros to the
Euler approximate model. This strategy leads to
-40
-60
-70
10-1
E
G sz
q = kG q (z) B r (z), (45)
-50
100
101
102
103
Frequency (rad/s)
Figure 5 Magnitude of relative error as a function of frequency for
the Euler model, at different sampling rates. Note that 0 dB corresponds to a relative error of 100%.
where k is a constant that can be chosen to set the dc gain

to the exact value.
The significance of model (45) is that this approximate
model achieves the objective of having its relative errors go
to zero as D approaches zero. Figure 6 shows the corresponding magnitude of the relative error as a function of
frequency for the continuous-time system (25), where

R (z) =
20
10
Magnitude (dB)
G q (z) - G Eq (z)
(44)
G q (z)
Approximate Models in the Frequency Domain
-10
-20
Returning to sampled-data models, all transfer functions of relative degree r have response of order D r at the
sampling frequency. Consider, for example, 1/s r . Then, at
frequency ~ = r/D, the magnitude of the continuous-time
response is D r /r r . Hence, although the error in Euler
models is of order D 2, the relative error in such models
does not go to zero as D tends to zero for relative degree
greater than or equal to two. This observation motivates
the search for approximate models that are more accurate
than those obtained by Euler integration.
To further illustrate the problem, consider again the continuous-time linear system (25). Figure 5 shows the magnitude of the relative error
In this case, the relative errors go to zero as D approaches

zero.
0
-10
-20
D = 0.1
Approximate Models in the Time Domain
-30
D = 0.01
-40
-50
D = 0.001
-60
-70
10-1
G q (z) - G sz
q ( z)
. (46)
G q (z)
100
101
102
103
Frequency (rad/s)
Figure 6 Relative errors for model with sampling zeros. The relative
errors go to zero as D " 0 .
The frequency-domain ideas described above do not extend

readily to nonlinear systems. As a prelude to the nonlinear
case, alternative time-domain methods are described next.
To explain the ideas, it is convenient to first express the
system in a special form called the normal form [22].
Consider a continuous-time linear system having relative degree r = n - m expressed in transfer function form as

G (s) =
b m s m + b m -1 s m -1 + g + b 1 s + b 0
, (47)
s n + a n -1 s n -1 + g + a 1 s + a 0
where b m ! 0. Transfer function (47) can be modeled in

state-space form as
r -1
[Q p + Q 12 h + b m u] t = t2 ,
p 2 (kD + D) = p 2 (kD) + g + D
(r - 1) ! 11
(59)
xo = Ax (t) + Bu (t), (48)
z (t) = Cx (t), (49)
h (kD + D) = h (kD) + D [Q 21 p + Q 22 h] t = t r +1 , (61)
where
0 n -1 # 1
0 n -1 # 1
I n -1
E, B = ;
E, (50)
1
-a 0 -a 1 g - a n - 1
A =;
C = 6b 0 b 1 g b m -1 b m 0 g 0@ . (51)
A state-space representation of a linear system in normal

form is then given by
R o V R
V
p2
S p1 W S
W
S h W S
W
h
S
W S
W
o
pr
Sp r -1W = S
W , (52)
S o W S
W
p
p
h
Q
+
Q
+
b
u
r
11
12
m
S
W S
W
S ho W S Q p + Q h W
21
22
T
X T
X
z = p 1 , (53)
where g = [p 1, f, p r] T, h = [p r + 1, f, p n] T, and

= G = Mx, (54)
for some (unknown) time instants kD 1 t , 1 kD + D ,

, = 1, f, r + 1. The model (58)(61) is exact. An approximate
sampled-data model is obtained by replacing the unknown
time instants t , with kD, that is,

pt 1 = pt 1 + Dpt 2 + g +
pt 2 = pt 2 + g +
D r [Q pt + Q ht + b u ], (62)
11
12
m k
r!
D r -1 [Q pt + Q ht + b u ], (63)
12
m k
(r - 1) ! 11
pt r = pt r + D [Q 11 pt + Q 12 ht + b m u k], (64)
ht = ht + D [Q 21 pt + Q 22 ht], (65)
where pt, = pt, (kD), pt+, = pt, (kD + D), ht =ht (kD), ht+ =ht (kD + D),
and u k is the ZOH input.
The above model (62)(65) is called the TTS model. The
TTS model can be expressed compactly as [23]
p
h
R
V
C
S
W
W, (55)
M =S
h
S
W
r -1
S CA
W
S Im 0m # r W
T
X
where Q 11, Q 12, Q 21, and Q 22 satisfy
pt = A r pt + B r [Q 11 pt + Q 12 ht + b m u], (66)
ht = ht + D [Q 21 pt + Q 22 ht], (67)
where

CA r M -1 = G = Q 11 p + Q 12 h, (56)
6I m 0@ AM -1 = G = Q 21 p + Q 22 h. (57)
p
h
A key observation concerning the above normal form is

that the first r states (where r is the relative degree) are a chain
of integrators. Indeed, this observation is consistent with the
smoothness of the output resulting from the relative degree of
the system. The first state p 1 corresponds to the output z, and
the second state p 2 to zo . It is then possible to use Taylor series
of different orders for the states. In particular, a truncated
Taylor series (TTS) expansion of order r, r - 1, f, 1 is used for
the states p 1, f, p r, respectively, and a first-order expansion is
used for all the components in h . Performing this calculation,
the states at time kD + D can be exactly expressed as
p 1 (kD + D) = p 1 (kD) + Dp 2 (kD) + g
r
+ D [Q 11 p + Q 12 h + b m u] t = t1 ,
r!
(58)
R
Tr - 1 V
S1 T g (r - 1)! W
S0
j h W
A qr = S
W (68)
h
j
T W
S
S0 g 0
1 W
T
X
R Tr V
S r! W
B qr = S h W . (69)
SS WW
TTX
Remarkably, the above approximate sampled-data

model contains the asymptotic sampling zeros. To illustrate, consider the continuous-time system (25). The above
procedure results in the approximate sampled-data
model

G TTS
q (z) =
3D 2 (z + 1) (z - 1 + 5D)
r (z) , (70)
(z - 1 + 4 D ) E
where

p r (kD + D) = p r (kD) + D [Q 11 p + Q 12 h + b m u] t = t r , (60)
r (z) = z 2 - 2z + 1 + 3D 2 z + 3D 2 + 5Dz - 5D. (71)

E
The term (z + 1) in the numerator is the asymptotic sampling-zero polynomial; see (33).
Nonlinear Deterministic Systems
Truncated Taylor Series Approximate Model
The TTS sampled-data model can be extended to nonlinear

systems.
For simplicity, consider the class of nonlinear systems
where the model is affine in the input. An appropriate continuous-time, state-space model is
As in the linear case, a Taylor series expansion of different

orders can be applied to z (t) and to each of its r - 1 derivatives. Thus, the state variables g , at t = kD + D can be
exactly expressed by
xo (t) = f (x (t)) + g (x (t)) u (t), (72)
z (t) = h (x (t)), (73)
p 1 ( k D + D) = p 1 ( k D ) + D p 2 ( k D ) + g
Dr
r!
[a (g, h) + b (g, h) u] t = p 1,
(81)
r -1
p 2 (kD + D) = p 2 (kD) + g + (rD-1)! [a (g, h) + b (g, h) u] t = p 2, (82)
where x (t) is the state evolving in an open subset M 1 R n

and the vector fields f ($) and g ($), and the output function
h ($), are analytic.
The extension of the TTS to nonlinear systems requires
an appropriate extension of the notion of relative degree to
the nonlinear case. The nonlinear system (72)(73) is said to
have relative degree r at a point x o if [22]
i) L g L kf h (x) = 0 for all x in a neighborhood of x o and all
k = 0, f, r - 2
ii) L g L rf -1 h (x o) ! 0,
where L g and L f correspond to Lie derivatives. For example, L g h (x) = (2h/2x) g (x) .
Intuitively, the relative degree, as defined above, corresponds to the number of times that the output z (t) must be
differentiated for the input u (t) to appear explicitly.
for some time instants kD 1 p , 1 kD + D, , = 1, f, r + 1.

This sampled model is exact within the sampling interval
kD # p , 1 kD + D (for some unknown time instants p , ),
where the input u is continuous (in fact, constant due to the
ZOH).
The approximate discrete-time model is
Normal Form
pt1 = pt1 + D pt2 + g +
+
p2
ptr = ptr + D[a (gt, ht) + b (gt, ht) u k], (87)
Similar to the linear case described earlier, there exists a

coordinate transform for the nonlinear case, n = M (x), such
that the model in the new coordinates is in normal form [22],
R
V
R0V
S0
W
S W
Sh
I r -1 W
ShW
go = S
g + S W (a (g, h) + b (g, h) u (t)), (74)
W
0
0
S
W
S W
S 0 0 g 0W
T1X
T
X
ho = c (g, h), (75)
z (t) = g 1 = h (x), (76)
where the state vector is
Rn V RM (x)V
S 1W S 1 W
SM 2 (x)W
g (t )
n2
E = SS WW = S
n (t ) = ;
= M (x) (77)
h (t )
h WW
h
S W SS
W
Tn nX TM n (x)X
and
a (g, h) = a ( n) = L rf h (M -1 ( n)), (78)
b (g, h) = b ( n) = L g L rf -1 h (M -1 ( n)), (79)
L f M r +1 (M -1 ( n))
c (g, h) = c ( n) = >
h
H. (80)
L f M n (M -1 ( n))
p r (kD + D) = p r (kD) + D[a (g, h) + b (g, h) u] t = p r, (83)

and
h (kD + D) = h (kD) + D[c (g, h)] t = p r +1, (84)
= pt2 + g +
D r -1
(r -1)!
Dr
r!
[a (gt, ht) + b (gt, ht) u k], (85)
[a (gt, ht) + b (gt, ht) u k], (86)
and

ht = ht + Dc (gt, ht), (88)

+
where pt, = pt, (kD), pt+, = pt, (kD + D), ht = h (kD), ht+ = ht (kD + D),
and u k is the ZOH input.
As for the linear case, the model (84)(86) is known as a
TTS model (see [24] and [25]). The model has extra sampling-zero dynamics. An important fact [24] is that these
extra dynamics are identical to the sampling-zero dynamics that arise in the linear case for a system having the same
relative degree.
Measures of Accuracy
Different measures can be used to quantify the accuracy of
nonlinear approximate sampled-data models. For example,
the output of the model could be compared with the true
system output after one sampling interval, after a fixed number
of sampling instants or at the end of a fixed continuous-time
interval. These notions are captured in the definitions presented below. These definitions combine system theory ideas
(normal forms) and numerical analysis tools [26].
To quantify the errors, define the notation
1) local vector fixed-step truncation error of order

(D r +1, D r, f, D 2, D 2)
2) global vector fixed-time truncation error of order
(D, f, D) .
f (D) ! O (g (D)) (89)
for two functions f ($) and g ($) if

f (D) # Cg (D) (90)
for all D 1 D 0 and where C is a constant.

The local vector fixed-step truncation error of the approximate model is said to be of the order of (D m1, f, D mn) if and
only if, for initial state errors

xt 1 [k] - x 1 [k] ! O (D mr 1),

h
(91)
*
xt n [k] - x n [k] ! O (D mr n),
for any m
r i $ m i, i = 1, f, n, then after N steps, where N is
a finite fixed number,

xt 1 [k + N] - x 1 [k + N] ! O (D m1),
h
(92)
*
xt n [k + N] - x n [k + N] ! O (D mn) .
This definition describes the accumulation of errors over a

fixed number of time steps.
Now consider an alternative definition that captures the
errors when an approximated discrete-time model is
applied for a given continuous-time interval. The global
vector fixed-time truncation error of an approximate model is
said to be of the order of (D um1, f, D umn) if and only if, for
initial state errors

xt 1 [k] - x 1 [k] ! O (D mr 1),

h
(93)
*
xt n [k] - x n [k] ! O (D mr n),
for any m
r i $ mu i, i = 1, f, n, then after a fixed (continuous)
time T, that is after N = 6T/D@ steps,
Z
m1
] xt 1 [k + N] - x 1 [k + N] ! O (D u ),
(94)

h
[
] xt n [k + N] - x n [k + N] ! O (D umn) .
\
The key difference between local and global errors is
that, in the case of global errors, the number of steps is a
function of the sampling time D. As D decreases, the
number of iteration steps, N, where the error bound is measured, increases since T remains fixed. In the case of local
errors, the error bound is always measured after a fixed
number of steps.
The next result captures the error properties of the nonlinear TTS model.
4
The fact that the output has a local vector truncation error
of order D r +1 is particularly significant. Recall that an r thorder integrator has response of order D r /r r at ~ = r/D.
Hence, it seems heuristically reasonable that a model should
be required whose output errors are at least of order D r +1, if
it is desired that the relative errors go to zero as D " 0 . This
idea is captured by the TTS approximate model.
Are Deterministic Sampling

Zeros Important?
Whether deterministic sampling zeros are important
depends on how the sampled-data model is used. Two possible scenarios (amongst many) are considered below.
Design Bandwidth Small Relative

to Sampling Frequency
Consider the situation where the goal is to achieve a fixed
(continuous) response time or, equivalently, a design bandwidth independent of D. Select the sampling period so the
Nyquist frequency (r/D) is well above the chosen design
bandwidth. In this case, the sampling zeros play a diminishing role as the sampling frequency increases. Specifically,
provided the sampling frequency is greater (e.g., by an order
of magnitude) than the design bandwidth, then it usually
suffices to use the derivative replacement model obtained by
means of Euler integration and to ignore the artifacts of sampling (including the sampling-zero dynamics). This principle underlies the observation that discrete-time designs
typically converge to the underlying continuous-time design
as D " 0 (with the caveat that the design bandwidth does not
vary with D ). An illustration of this principle is given in the
section Connecting Sampled-Data Models to the Underlying Continuous-Time Model Using Incremental Models,
where it is shown that the discrete-time Kalman filter converges to the continuous-time Kalman filter as D " 0 .
Design Bandwidth Comparable

to the Sampling Frequency
Next consider the situation where the desired response
time is comparable to the sampling period. Then, the
design bandwidth is comparable to the Nyquist frequency (r/D) . In this case, a high-fidelity model is needed
that also captures the sampling-zero dynamics. An illustration of this idea is given below.
Fact 6 [25]
Assume that the continuous-time nonlinear model (72)
(73) has uniform relative degree r # n in the open subset
M 1 R n, and, thus, the system can be expressed in the
normal form (74)(77). Then, the approximate TTS model
(84)(86) has
Example 2
Consider the third-order continuous-time system

G (s) =
1
. (95)
(s - 1) 3
The corresponding state-space model in normal form is

Z
0 1 0
0
]
] xo (t) = >0 0 1H x (t) + >0H u (t),
[
(96)

1 -3 3
1
]
]
z (t) = 61 0 0@ x (t) .
\
This system is unstable and has relative degree three.
The sampling period is taken to be D = 0.01. The exact
sampled-data model for the system, assuming a ZOH
input, can be readily obtained as

G q (z ) =
1.6792 # 10 -7 (z + 3.76) (z + 0.27)

. (97)
(z - 1.01) 3
The SDR model obtained from (39)(42) written as a

transfer function is
G SDR
(z) =
q
10 -6
. (98)
(z - 1.01) 3
The TTS approximate model obtained by using (62)(65)

has the transfer function

G TTS
q (z) =
1.6667 # 10 -7 (z + 3.732) (z + 0.2679)

. (99)
(z - 1.009) (z 2 - 2.021z + 1.021)
The TTS model is extremely close to the true model (97).

Assume that all of the states (that is, the output z and its
first two derivatives) are sampled with period D = 0.01. Sampling these variables is reasonable since the system has relative degree three and therefore the output trajectory is smooth.
Now consider designing the state variable feedback using
the different models to place the closed-loop poles at the
origin (in the shift domain). Note that allocating the discretetime, closed-loop poles to the origin means that the desired
response time is comparable to the sampling period.
For the SDR model obtained by using (39)(42) on the
system (96), the state-feedback gain is

Continuous-Time Stochastic Signals

A key concept underpinning continuous-time stochastic
signals is that of a wide-sense continuous-time stationary process. A special instance of such signals is a Wiener process
v (t) ([27][29]), which is a signal with the properties
1) v (t) has zero mean, that is, E " v (t) , = 0, for all t
2) The increments of v (t) are independent, that is,
E {(v (t 1) - v (t 2)) (v (s 1) - v (s 2))} = 0 for all t 1 2 t 2 2
s1 2 s2 $ 0
3) For every s and t, s # t, the increments v (t) - v (s)
have a Gaussian distribution with zero mean and
variance E " (v (t) - v (s)) 2 , = v 2v | t - s |.
This process is not differentiable almost everywhere [28].
However, the continuous-time white noise (CTWN) process,
vo (t), formally defined as the derivative of v (t), is a useful
heuristic device. Note that the third condition implies that
CTWN has infinite variance,

(102)
Although CTWN is a mathematical abstraction, it can be

approximated to any desired degree of accuracy by a conventional stochastic processes with broadband spectra [30].
Conversely, broadband noise can often be approximated as
white noise having the same spectral density over the frequency range of interest.
Three alternative interpretations of v 2v are
1) Equation (102) shows that v 2v may be interpreted as
the incremental variance of the Wiener process v (t) .
2) Alternatively, vo (t) can be considered as a generalized
process. Introducing a Dirac delta function to define
the associated autocorrelation structure,

r vo (t - s) = E {vo (t) vo (s)} = v 2v d (t - s) . (103)

3) In the frequency domain, v 2v can be interpreted as
the power spectral density S vo (~) (the Fourier transform
of the autocorrelation) of vo (t) [15]. Indeed, (103)
implies that the power spectral density satisfies
K SDR
= 10 6 61.000001 0.029997 0.000303@ . (100)
d
For the TTS model obtained by using (62)(65) on the

system (96), the state feedback gain is
E {dv dv} = E {(v (t + dt) - v (t)) 2} = v 2v dt,

dt " o
E {vo 2} = 3.
S vo (~) =
# r vo (x) e -j
~x
dx = v 2v (104)
-3
K TTS
= 10 6 61.00001 0.019997 0.0001863@ . (101)
d
for ~ ! (- 3, 3) . The power spectral density of vo (t)

is constant for all ~, which corresponds to the usual
heuristic notion of white noise. The power spectral
density is also called the intensity of the continuoustime white noise.
When applied to the true plant, it is seen that K TTS

gives
d
excellent results, and the closed-loop poles are located at
{- 0.2931, 0.1270 ! j 0.1512} . However, when using K SDR
d ,
the state-feedback strategy fails to stabilize the true system.
In fact, the closed-loop poles are now located at
{- 2.7079, 0.4897 ! j0.1157} . The asymptotic sampling zeros
are important in this case.
Instantaneously sampling a continuous-time signal, } (t),

with sampling period D produces the sequence
Stochastic Systems
The above set of ideas can be extended to stochastic systems with an important caveat, namely, it is the power
spectral density that folds rather than the signal.
When the continuous-time signal is a wide-sense stationary stochastic process, then the autocorrelation r d} [,] of the
Sampled Stochastic Signals
} k = } (kD) . (105)
sequence {} k} is equal to the continuous-time signal autocorrelation at the sampling instants,

}
r d [,] = E {} k +, } k}
= E {} (kD + ,D)} (kD)} = r } (,D) . (106)
The power spectral density of the sampled signal is equal to

the DTFT of the sampled autocorrelation function, namely,

S Wd (e j~T) = D
r d [k] e -j~kD, ~ ! 6 -Dr , Dr @ .

}
k =-3
(107)
The next result describes the action of folding and

relates the power spectral density of the sampled sequence
to the power spectral density of the original continuoustime process.
Fact 7 [15]
Consider a continuous-time stochastic process } (t), with
spectrum given by S } (~), together with its sequence of
samples } k = } (kD), having discrete-time spectrum given
by (107). Then

S Wd (e j~T) =
, =-3
S } ^~ + 2Dr , h . (108)
4
This expression illustrates the folding process induced

by sampling. Note that here it is the power spectral density
that folds.
Stochastic-Linear Sampled-Data Systems

Stochastic-linear system models can be obtained by passing white noise through a continuous-time linear system.
A suitable continuous-time model is

dx (t) = Ax (t) dt + dw (t), (109)
} (t ) =
1 # z (t) dt, (113)

D t-D
and at t = kD,
kD
}k =
1
# dy = D1 [y k - y k - 1] . (114)
D (k - 1) D
An interesting property of the averaging AAF is the transformation of continuous-time white noise having constant
power spectral density R into discrete-time white noise (after
sampling) having constant power spectral density R [15].
Returning to the model (109), (110) [or formally (111)
(112)], an exact discrete-time model can be obtained by integrating the continuous-time model to obtain a sampleddata model having the same second-order statistics at the
sampling instants. The resulting discrete-time model when
an averaging AAF is used takes the form [31], [32]

xlk +1 = A q xlk + wlk, (115)
} k = C q xlk + vlk, (116)
where k ! Z is the discrete-time index, {xlk} ! R n is the state

of the discrete-time system, and {} k} ! R p is the output.
The discrete-time system matrices are A q ! R n # n and
C q ! R p # n . The process noise wlk ! R n and the output measurement noise vlk ! R p are white with zero mean and have
joint covariance matrix

Qq Sq
wlk wlk T
G , (117)
R q = E '; E; E 1 = = T
Sq Rq
vlk vlk
z (t) dt = dy (t) = Cx (t) dt + dv (t), (110)
where dw (t), dv (t) are two independent vector Wiener processes having incremental covariance Qdt and Rdt, respectively (see [28] and [31]).
Equations (109)(110) can be transformed by formal differentiation to a more familiar form

indeed, a broadband noise process), then it is essential that

an AAF be used prior to sampling to avoid folding high-frequency noise components back into the range [0, r/D] .
Recall that an averaging AAF leads to the sampled output
dx = Ax (t) + ~ (t), (111)

o
dt
dy
z (t) =
= Cx (t) + vo (t), (112)
dt
where ~o , vo are white noise processes with constant

power spectral density R and Q, respectively. Note the
link between (112) and (11).
In the event that the output is corrupted by a white
noise process, it makes no sense to sample the output. The
reason is that folding of the output noise power spectral density leads to discrete-time noise having infinite variance.
Hence, if the output contains a white noise process (or,
where the matrices Q q ! R n # n and R q ! R p # p are positive

semi-definite. The system matrices in (115) and (116) satisfy

A q = e AD, (118)
C q = 1 C # e Ax dx = 1 C A -1 (e AD - I), (119)
D 0
D
and R q in (117) is given by

where
I 0 D
I 0
r x ;Q 0 E e Ar T x dx > 1 H , (120)
R q = >0 1 H # eA
0
0
R
D 0
D
R
V
Ax
0W
S De
A 0
r = ;C 0E & e rAx = SSC # e Av dv I WW . (121)

A
S 0
W
T
X
It is important to note that the presence of the AAF correlates measurement and process noise in the sampleddata model [see (117)].
Stochastic Sampling Zeros

As for the deterministic case, sampling produces folding,
and this leads to, among other things, stochastic sampling
zeros. The ideas are captured by examining the respective
power spectral density.
Consider the case when no white noise appears directly on
the output z = yo . This case occurs, for example, when a finitedimensional linear low-pass AAF is used. Begin with the model
dx (t) = Ax (t) dt + dw, (122)
z (t) = Cx (t), (123)
where dw has incremental covariance Qdt with Q = B T B

and z (t) is taken to be a scalar.
Then, the power spectral density S z (~) of z (t) can be
written as

S z (~) = C (j~I - A) -1 Q (- j~I - A) -T C T . (124)
By continuous-time spectral factorization, this spectrum

can be expressed as
S z (~) = |H ( j~)|2 v 2 . (125)
Hence, a simpler single-input model is obtained,

dx (t) = Ax (t) dt + Bdn, (126)
z (t) = Cx (t), (127)
where H (s) = C (sI - A) -1 B and dn is a scalar Wiener process with incremental variance v 2 dt. In the sequel, it is
assumed that H (s) has a relative degree r.
The corresponding sampled-data model in the form
of (115) is

r k, (128)
xlk +1 = A q xlk + w
z k = Cxlk, (129)
where {w
r k} is a vector white process having full rank covariance
D
Xq = v2
e Ah BB T e A h dh. (130)
Note that, although (126) has a single noise input, (128)

has a vector noise input.
Discrete-time spectral factorization can be used to
obtain a discrete-time model having a scalar discrete-time
white noise input
S d (e j~D) = C (e j~D I - A q) -1 X q (e -j~D I - A qT) -1 C T,
z
= |H q (e j~D)|2 v d2,
(131)
where H q generically has relative degree one. Hence, as for

the deterministic case, the discrete-time spectrum contains
extra stochastic sampling zeros [33]. To explain this process,
as in the deterministic case, it is convenient to begin by considering a simple continuous-time spectrum of the form
S z (s) = 12r , s = j~. (132)

s
Fact 8 [33]
When the continuous-time spectrum is given by
S z (s) = 1/s 2r , where r is an arbitrary positive integer,
then the corresponding discrete-time spectrum is

S d (e j~D) =
z
B 2r -1 (z)
D 2r
, z = e j~D . (133)
(2r - 1) ! (z - 1) 2r
4
Note the connection between the deterministic and stochastic sampling zeros.
Equation (133) applies to the simple integrator model
(132). It is also straightforward, as in the deterministic case,
to extend the idea of stochastic sampling zeros to more
general spectra having relative degree 2r. Also, approximate sampled-data models can be obtained for stochastic
linear systems by applying analogous ideas to those discussed for the deterministic case in the section Approximate Deterministic Discrete-Time Models. In particular,
these methods append the sampling zeros as in (133) to an
Euler-type model.
Exactly the same mechanism applies to both the deterministic and stochastic cases, namely, sampling zeros are a
consequence of folding. To elucidate the equivalence
between deterministic and stochastic cases, it is important
that the effect of the hold (in the deterministic case) and the
AAF (in the stochastic case) be considered. For example, in
the deterministic case, a ZOH on the input adds an extra
integrator in the folded function. Similarly, in the stochastic
case, an averaging AAF adds an extra integrator to the
folded function. The various connections are summarized
in Table 1.
In Table 1, u k and vo (t) denote a discrete deterministic
input and continuous-time white noise input, respectively.
From Table 1, the following can be seen:
Deterministic case with ZOH: There are two fewer sampling zeros than the relative degree of the folded function (the plant transfer function plus ZOH in this case).
Stochastic case with instantaneous sampling: There are
two fewer sampling zeros than the relative degree of
the folded function (the continuous-time power spectral density in this case).
Stochastic case with averaging AAF: There are two
fewer sampling zeros than the relative degree of the
folded function (the continuous-time power spectral
density of the output prior to the sampler when an
averaging AAF is deployed).
Finally, note that the deterministic sampling zeros are
the same as the stochastic sampling zeros that appear in
the discrete-time power spectral density. Of course, when
the discrete-time power spectral density is spectrally factored to obtain a discrete-time model, then the sampling
zeros can be factored into those inside and outside the unit
disc, and a unique model is obtained by using, for example,

the zeros inside the unit disc.
As an illustration, consider a deterministic continuoustime system of relative degree three, then with ZOH, the
folded function has relative degree four, and hence there
are two asymptotic sampling zeros.
Similarly, consider a continuous-time stochastic model
having relative degree two; then the continuous-time power
spectral density has relative degree four. With instantaneous
sampling, the discrete-time power spectral density has two
asymptotic sampling zeros since the folded function has relative degree four. The corresponding discrete-time spectral
factor has one sampling zero. On the other hand, if an averaging AAF is used, then the folded function has relative degree
six, and hence the discrete-time power spectral density has
four asymptotic sampling zeros. The corresponding discretetime spectral factor has two asymptotic sampling zeros.
Approximate Sampled-data Models

for Stochastic Linear Systems
It is possible to build approximate models for stochastic
systems, similar to the deterministic case. Three approaches
are outlined below.
Euler Integration
Consider again the system (126)(127). When the output is
instantaneously sampled (note that there is no white
noise directly contaminating the output), the approximate
discrete-time Euler model is
(x Ek ) + - x Ek
= Ax Ek + B~ Ek , (134)
D
E
E
} k = Cx k , (135)
where ~ E is a discrete-time white noise process of spectral

density v 2 . (Euler integration is called Euler-Maruyama
integration in the stochastic case [30].)
Attaching the Asymptotic Sampling-Zero Dynamics

to an Euler-Maruyama Model
It is straightforward to add asymptotic stochastic sampling zero dynamics to the Euler-Maruyama approximate
model. The details are the same as for the deterministic
case [34], [35].
Truncated Taylor Series

The continuous-time model (126)(127) can also be converted
to normal form and then successive high-order integration
can be used while moving up the chain of integrators [34]. It
can then be shown, after some further technicalities, that
this procedure automatically leads to the required (asymptotic) stochastic sampling-zero dynamics [34].
Nonlinear Stochastic
Sampling-zero dynamics
As might be anticipated, in the case of nonlinear continuous-time stochastic models, sampling also leads to additional zero dynamics. The development is more technically
involved due to issues associated with solving nonlinear
stochastic differential equations [30]. Nonetheless, the
same general principles apply, that is, sampled-data models
for continuous-time stochastic nonlinear systems have
extra zero dynamics that can be asymptotically ^as D " 0)
characterized. Moreover, the sampling-zero dynamics turn
out to be identical to those of linear stochastic systems of
the same continuous-time relative degree.
Are Stochastic Sampling Zeros Useful?

Not surprisingly, based on the deterministic case, there are
cases where the inclusion of stochastic sampling zeros is
crucial. Whether or not stochastic sampling zeros are
important depends on the relationship between the design
bandwidth and the Nyquist frequency ( r/D). Provided
the design bandwidth is small relative to the sampling
frequency, then it often suffices to ignore the artifacts of
Table 1 Relative degree of deterministic plants and spectrum of stochastic signals and the corresponding relative degree of
discrete-time systems and spectra. F (s) represents an averaging antialiasing filter and ) denotes convolution.
Deterministic Case
uk
ZOH
o
v(t)
o
v(t)
G(s)
}(t) D }k
Relative degree of G ^s h
r
Stochastic Case
}(t) D }k
G(s)
Stochastic Case
G(s)
F(s)
}(t) D }k
Relative degree of folded

function (ZOH ) G (s))
r +1
r -1
Number of sampling zeros

}
in S d (z)
2r - 2

}
of S d (z)
2r
Relative degree of S (s)

2r
Relative degree of S (s)
2r + 2
sampling. However, if the design bandwidth is comparable

to the Nyquist frequency, then more care is needed.
To illustrate, consider the continuous-time stochastic
system having relative degree two,
d2 z
dz
+ a1
+ a 0 z = do , (136)
dt
dt
dt 2
where do/dt is a continuous-time white noise process.

The corresponding continuous-time power spectral density has relative degree four.
An approximate discrete-time model obtained by EulerMaruyama integration is
c
q -1 2
q -1
m z + al1 c
m z + al0 z - ~l , (137)
D
D
where ~l is discrete-time white noise and q is the forward

shift operator qx = x + . If (137) were valid, then al1 and al0
could be estimated by ordinary least squares [36]. Moreover, it would be reasonable to expect that the estimates of
al1 and al0 would tend to a 1 and a 0 as D tends to zero. Alas,
this conclusion is not true [36]. Instead, the estimate of al1
tends to 2/3 of a 1 . The problem is that least squares uses
the full bandwidth of data from dc to the Nyquist frequency. Hence, the approximate model (137) is inadequate
since it does not contain the appropriate sampling zeros. A
more accurate sampled-data model can be obtained by
appending the asymptotic sampling zeros, leading to

q -1 2
q -1
m z + am1 c
m z + am0 z - E (q) ~l , (138)
D
D
where E (q) represents the spectral factor of the appropriate

discrete-time stochastic zero dynamics for a continuoustime stochastic system having power spectral density of relative degree four. There are two asymptotic sampling zeros
in the discrete power spectral density. Thus, the appropriate
filter E (q) is E (q) = q + 2 - 3 , which is the stable spectral
factor of z + 4 + z -1 . This observation motivates the use of
filtered ordinary least squares to estimate am1 and am0, where
the filter is 1/E (q) . The associated least-squares estimates
can then be shown to converge to a 1 and a 0 as D tends to
zero. It is clear that sampling zeros are crucial in this problem. Further discussion can be found in [36][38].
It is also shown in [37][39] that robust system identification methods can be developed that use frequency domain
data from a restricted frequency range. These methods are
insensitive to the effect of sampling zeros. The reason is that
sampling-zero dynamics mainly impact the system frequency
response in the vicinity of the Nyquist frequency. Hence, limiting the frequency range of the data can be thought of as an
estimation equivalent of restricting the design bandwidth.
Robustness Issues
The precise location of sampling zeros depends on the
behavior of the system above the Nyquist frequency. When
this behavior is well approximated by 1/s r, then the use of

the asymptotic sampling-zero dynamics B r +1 (z) is appropriate. However, the use of these zeros is not robust with
respect to the presence of unmodeled dynamics above the
sampling frequency, such as unmodeled poles or zeros or
broadband noise modeled as continuous-time white noise.
In the presence of under-modeling in the continuous-time
model above the Nyquist frequency, then an appropriate
model can be obtained by either
1) using discrete-time system identification techniques
to estimate the true sampling-zero dynamics that
apply
2) ignoring the sampling zeros and employing an EulerMaruyama model. However, an important caveat is that
the model will then be valid only up to about one-tenth
of the sampling frequency since, above that frequency,
the impact of sampling zeros becomes important.
Connecting Sampled-data Models

to the Underlying Continuous-Time
Model using Incremental Models
It is traditional that discrete-time models are described
using the shift operator q and the Z-transform [16], [17],
[40], [41]. Indeed, all of the developments in this article up
to this point have adopted this paradigm. However, this
choice leads to a disconnect between the continuous- and
discrete-time cases [42]. The reason is that continuous-time
models describe the derivative (or incremental change in
the state) [see (10), (11), (109), and (110)]. On the other hand,
discrete-time models, when expressed in terms of the shift
operator, describe the next state (rather than the change in
state) [see (39), (40), (115), and (116)]. This difference leads to
anomalies when attempting to connect discrete- and continuous-time models.
For example, it can be seen from (17) that

lim A q = I and lim B q = 0 (139)

D"0
D"0
holds for all linear systems. Thus, information about the

underlying continuous-time system is potentially lost as
D " 0.
An equivalent model is obtained by rearranging the
model to describe the change in the state between samples.
Moreover, it is helpful to simultaneously make the sample
period D explicit. The exact model (15) then becomes

dx +: = x k +1 - x k = A i x k D + B i u k D, (140)
where A i and B i are simple functions of A q and B q,

A i = 1 (A q - I) and B i = 1 B q . (141)
D
D
The model (140) is called an incremental model.
A feature of (140) is that the model has the same structure as the incremental continuous-time model (12). More
importantly, taking the limit as the sampling period tends
to zero, in (141) yields the intuitively pleasing result

Ai
D"0
A and B i
D"0
B, (142)
where A and B are the corresponding continuous-time

matrices. The above result is a by-product of the use of the
incremental model (140). Importantly, use of the incremental
model emphasizes the connections between continuoustime models and their discrete-time counterparts rather
than the differences.
It is also possible to divide both sides of (140) by D. This
operation leads to the discrete-time delta operator [8], [42]
model defined as
q-1
dx k : = 1 dx k+ = 1 (x k + 1 - x k) =
xk = Ai xk + Bi uk .
D
D
D
(143)
The associated complex variable used in the transforms is
c [8], [15]. The connections between q, d, z and c are

d=
q -1
, c = z - 1 . (144)
D
D
Use of the d -operator makes the sampling period D

explicit and is important in showing how discrete-time
results revert back to their continuous-time counterparts
when D tends to zero.
It is important to note that d -operator models (or
equivalently, incremental models) have no explicit connection to models based on Euler integration. Indeed, the
use of the d -operator is a way of reparameterizing any
discrete-time model by means of the substitution
q = dD + 1 or d = (q - 1) /D. In this context, it is important
to note that any shift-domain model can be converted to d
form and vice-versa. The substitution q = Dd + 1 does not
change the accuracy of the model. The substitution does
have the advantage of highlighting the link between discrete- and continuous-time domains. When solving an
incremental model, the appropriate methodology is to
first calculate the increment [for example, the right-hand
side of (143)] and then to add this result to the current
value of the variable. The procedure is similar to delta
modulation as used in communications (see [43, pp. 560]).
The change in operator has the advantage of improved
numerical properties [6], [8]. This observation parallels
analogous results in communications where it is often
possible to use 1 bit per sample (in delta modulation) provided high sampling rates are utilized.
Consider again the discrete-time stochastic model given
in (115) and (116). This model has several conceptual problems as D " 0. For example, as in (139) A q " I as D " 0.
Another example in the stochastic case is that the variance
of the discrete-time process noise tends to zero and the
variance of the measurement noise tends to 3 as D " 0 (see

[44]). These observations are important when specifying
the noise variances in discrete-time stochastic models
when fast sampling rates are used. Otherwise, anomalous
results are likely to occur in the modeling process [44].
The above anomalies are resolved if the discrete-time
stochastic model (115)(121) is expressed in the equivalent
incremental form (again, by describing the change in the
variables over a sampling interval and making the sample
period explicit)

r k, (145)
dx +k = xlk +1 - xlk = A i xlk D + w
d y +k = y k - y k -1 = C i xlk D + vr k, (146)
where

uk w
u k -, T
w
E 1 = R i D d K (,) . (147)
E '; E;
vu k vu k -,
Note the resemblance between (145), (146) and (109), (110),

respectively. Now,

D"0
A i = 1 (A q - I) = A + 12 A 2 D + g
A, (148)
D
Q 0
D"0
E . (149)
;
Ri
0 R
To illustrate the application of these ideas to an important problem in system theory, consider the incremental
form of the discrete-time Kalman filter [45]. The filter can
be expressed as

dxt k+ = A i xt k D + K i, k (dy k+ - C i xt k D), (150)
where the filter gain is given by

K i, k = [(I + A i D) Pk C iT + S i] [DC i Pk C iT + R i] -1 . (151)
The state covariance Pk satisfies the incremental form of the

Riccati equation,

dP k+ = Pk +1 - Pk (152)
= D [Pk A Ti + A i Pk - Pk C Ti
# (DC i Pk C Ti + R i) -1 C i Pk + Q i] + c (D), (153)
where c (D) is a correction term given by

T
c (D) = D A i Pk A i
- D A i Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk
- D 2 Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk A Ti
- D 3 A i Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk A Ti

- DS i (DC i Pk C Ti + R i) -1
# (C i Pk (I + DA i) T + S Ti )
- D ((I + DA i) Pk C Ti + S Ti )
# (DC i Pk C Ti + R i) -1 S Ti .
2
(154)
In this incremental form of the discrete-time Kalman filter, the

corresponding continuous-time filter is obtained by setting D
equal to zero. Moreover, the incremental form of the Kalman
filter has improved numerical properties [45] relative to the
usual shift-operator form. Indeed, it is generally true that
incremental models and algorithms exhibit improved numerical properties at fast sampling rates. For example, a numerically robust discrete-time stability test is described in [6].
Sampling Zeros Revisited

It is interesting to note that, in the shift-operator domain,
the intrinsic poles and zeros of the sampled-data model
all converge to the point (1 + 0j) in the complex plane
[see (142)], while the sampling zeros (which are artifacts
of folding) converge to fixed locations (for example,
-1 + 0j for deterministic relative degree two). On the
other hand, in the incremental domain, the intrinsic
poles and zeros all converge to the continuous-time
poles and zeros while the sampling zeros converge to
locations that depend upon D. Moreover as D " 0, the
sampling zeros (in the incremental domain) converge to
-3 where they re-emerge as the continuous-time relative degree. The incremental form reinforces the connection between continuous- and discrete-time models.
Indeed, the incremental form of the sampling-zero polynomial B r (z) is p r (Dc) where
R
r -1 V
S1 D g D
W
!
! W
r
2
S
r -2
D
S
W

p r (Dc) = det S-c 1 g (r - 1) ! W (155)
S h j j
h W
SS
WW
0 g -c
1
T
X
B r (1 + Dc)

, (156)
=
r!
where B r ($) is the Euler-Frobenius polynomial defined in
(28). The description of the asymptotic sampling zero
dynamic polynomial as in (155) emphasizes that the sampling zeros, in the incremental domain, depend upon the
sample period.
As an example, consider again the deterministic continuous-time system (25) and the exact discrete-time model
(26). There seems to be little connection between these two
models. However, making the substitution q = (1 + Dd)
leads to the equivalent sampled-data model expressed in
terms of the d operator,

G i (d) = G q (1 + Dd)
5.882 (0.005d + 1) (d + 4.88)
=
.
(d + 1.98) (d + 2.96) (d + 3.92)
(157)
This equation closely resembles (25) except for the extra

term (0.005d + 1) . Thus, the discrete-time model (157)
reflects the underlying continuous-time model, which is
not true of the earlier shift operator representation. The origins of the extra term, (0.005d + 1), are, as discussed earlier,
the sampling-zero dynamics.
Conclusions
This article has provided a tutorial overview of sampled-data
models for linear and nonlinear systems. The ideas are motivated, in part, by advances in computing that allow high
sampling rates to be used. Under these conditions, traditional
approaches to the modeling and analysis of sampled-data
systems have deficiencies. It has been shown that these difficulties can be resolved by working with incremental models.
The results presented here emphasize the connections
between continuous- and discrete-time cases rather than the
differences. Also, for nonlinear systems, approximate models
have been developed that have important advantages over
the commonly used Euler models. These results and the associated analysis provide a seamless connection between continuous- and discrete-time systems. The ideas outlined in
this article are explained in greater detail in the book [46].
Acknowledgment
The authors are thankful for partial support from ARCAustralia and CONICYT-Chile through grants ACT-053
and FONDECYT 1130861.
Author Information
Graham C. Goodwin (Graham.Goodwin@newcastle.edu.au)
obtained the B.Sc. (physics), B.E. (electrical engineering), and
Ph.D. degrees from the University of New South Wales. He is
currently Professor Laureate of Electrical Engineering at the
University of Newcastle, Australia. He holds honorary doctorates from the Lund Institute of Technology, Sweden, and the
Technion, Israel. He is the coauthor of nine books, four edited
books, and many technical papers. He is the recipient of the
IEEE Control Systems Society 1999 Hendrik Bode Lecture
Prize, a best paper award by IEEE Transactions on Automatic
Control, a best paper award by the Asian Journal of Control,
and two best control engineering textbook awards from the
International Federation of Automatic Control (IFAC) in 1984
and 2005. In 2008 he received the IFAC Quazza Medal, and in
2010 he received the IEEE Control Systems Award. He is a Fellow of the IEEE; IFAC; the Australian Academy of Science; the
Australian Academy of Technology, Science and Engineering;
and the Royal Society, London. He is an honorary fellow of
the Institute of Engineers, Australia, a member of the International Statistical Institute, and a foreign member of the Royal
Swedish Academy of Sciences. He can be contacted at the
School of Electrical Engineering and Computer Science, The
University of Newcastle, Callaghan, NSW 2308, Australia.
Juan Carlos Agero obtained the professional title of
ingeniero civil electrnico and a master of engineering
from the Universidad Tcnica Federico Santa Mara, Chile,
in 2000 and a Ph.D. from the University of Newcastle, Australia, in 2006. He gained industrial experience in the copper mining industry at El Teniente, Codelco (19971998). He
is currently a research academic at the University of Newcastle. His research interests include system identification,
control, and statistical signal processing.
Mauricio E. Cea Garrido obtained the professional title

of ingeniero civil electrnico and a master of science of engineering from the Universidad Tcnica Federico Santa Mara,
Chile, in 2008 and received the Best Electronic Engineering
Student Award. He received a Ph.D. from the University of
Newcastle, Australia, where he is currently a research associate in the Centre for Complex Dynamic Systems and Control. His research interests include sampled-data systems
and nonlinear filtering.
Mario E. Salgado received the professional title of ingeniero civil electrnico from the Universidad Tcnica Federico Santa Mara, Chile. He received the degree of M.Sc.
in control systems from Imperial College London and a
Ph.D. in electrical engineering from the University of Newcastle, Australia. He was, until recently, a professor in the
Departamento de Electrnica, UTFSM, where he is now an
associate researcher. His research interests are in the field
of control system design and, in particular, nonsquare multivariable system control.
Juan I. Yuz received the professional title of ingeniero
civil electrnico and masters degree in electronic engineering from Universidad Tcnica Federico Santa Mara, Chile
in 2001, from which he received the Best Electronic Engineering Student Award. He received his Ph.D. in electrical
engineering from The University of Newcastle, Australia, in
2006. He is currently an associate professor in the Departamento de Electrnica, UTFSM. His research interest include
control and identification of sampled-data systems.
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Digital Object Identifier 10.1109/MCS.2013.2270403

34 IEEE CONTROL SYSTEMS MAGAZINE OCTOBER 2013

Texture background: Kentoh/Shutterstock.com

odern signal processing and control algorithms

Interest in sampling has grown in the industrial electronics area

angle measurement, was not successful. The lack of success

Digital control and estimation appear in almost all aspects

hl, h*l (r/min)

id, i*d (A)

ia, ib, ic (A)

f (t) e -j~t dt. (3)

F ( j~) e j~t d~. (4)

The uniform sampling of f (t) with period D produces a

Ttl, T*l (nm)

The above equations are scaled by D (in the definition of

0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4

Figure 2 Experimental results for the operation of the permanent

F d- 1 {Fd (e j~D)} = fk = 1 # Fd (e j~D) e j~kD d~. (6)

F { fD (t)} and Fd { fk} are related to the Fourier transform

F ( j~ + j2rl/D), ~ ! [r/D, r/D] . (9)

Sampled-data Models for Linear Systems

xo (t) = Ax (t) + Bu (t), (10)

z (t) = yo (t) = Cx (t) . (11)

dx (t) = Ax (t) dt + Bu (t) dt, (12)

z (t) dt = dy (t) = Cx (t) dt. (13)

For the model (10) and (11), an exact discrete-time model

u (t) = u k, for t ! [kD, (k + 1) D) (14)

and that the output is instantaneously sampled at uniform

A discrete-time transfer function representation of the

G q (z) = C (zI n - A q) -1 B q , (18)

where z denotes the Z-transform variable. When s = m , is a

Fact 2 (See [16])

Fact 1 (See [15] and [16])

G q (z) = (1 - z -1) Z ' L-1 '

e sD G (s) ds, (21)

OCTOBER 2013 IEEE CONTROL SYSTEMS MAGAZINE 37

he main results described in this review article focus on

where H (s) = ^1 - e -sDh s is the transfer function of a ZOH

where W d (e j~T) is the (scaled) DTFT given by W d (e j~T) =

[GH] q = 1 / G ^ j~ + j2r, /D h H ^ j~ + j2r, /D h . (S3)

where [GU] q denotes the folded form of GU, that is

[GU] q = 1 / G ^ j~ + j2r, /D h U ^ j~ + j2r, /D h . 

Fact 11 follows from the usual folding produced by sampling.

38 IEEE CONTROL SYSTEMS MAGAZINE OCTOBER 2013

The sampling period is chosen as T = 0.1.

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

Figure S2 Sampled response (red line) and continuous-time

C q (z) = 208.33 z - 0.905 (S9)

Then, over the period D,

It is then possible to constrain the relationship between the

x (k +1) m = (Alq) m x km + [Blq + Alq Blq + g + (Alq) m -1 Blq] u km, (S13)

x k +1 = Alq x k + Blq u k . (S10)

OCTOBER 2013 IEEE CONTROL SYSTEMS MAGAZINE 39

Event-Based (Lebesgue) Sampling

his article has emphasized regular sampling; indeed, most

where G (s) is the continuous-time transfer function, D is

G ((log z + 2rj,) /D)

Figure S3 Riemann versus Lebesgue sampling.

2.96 # 10 -4 (z + 0.99) (z - 0.95)

Asymptotic Sampling Zeros

Fact 5 [18, Thm. 1]

B r (z) = b 1r z r -1 + b r2 z r -2 + g + b rr, (28)

f (t) e -j~t dt. (3)

F ( j~) e j~t d~. (4)

F d- 1 {Fd (e j~D)} = fk = 1 # Fd (e j~D) e j~kD d~. (6)

F ( j~ + j2rl/D), ~ ! [r/D, r/D] . (9)

xo (t) = Ax (t) + Bu (t), (10)

z (t) = yo (t) = Cx (t) . (11)

dx (t) = Ax (t) dt + Bu (t) dt, (12)

z (t) dt = dy (t) = Cx (t) dt. (13)

u (t) = u k, for t ! [kD, (k + 1) D) (14)

G q (z) = C (zI n - A q) -1 B q , (18)

e sD G (s) ds, (21)

[GH] q = 1 / G ^ j~ + j2r, /D h H ^ j~ + j2r, /D h . (S3)

[GU] q = 1 / G ^ j~ + j2r, /D h U ^ j~ + j2r, /D h .

C q (z) = 208.33 z - 0.905 (S9)

x (k +1) m = (Alq) m x km + [Blq + Alq Blq + g + (Alq) m -1 Blq] u km, (S13)

x k +1 = Alq x k + Blq u k . (S10)

B r (z) = b 1r z r -1 + b r2 z r -2 + g + b rr, (28)

B r +1 (z) = z (1 - z) Blr (z) + (rz + 1) B r (z) (31)

G Eq (z) = C (zI - I - AD) -1 BD. (43)

xo = Ax (t) + Bu (t), (48)

z (t) = Cx (t), (49)

h (kD + D) = h (kD) + D [Q 21 p + Q 22 h] t = t r +1 , (61)

p r (kD + D) = p r (kD) + D [Q 11 p + Q 12 h + b m u] t = t r , (60)

r (z) = z 2 - 2z + 1 + 3D 2 z + 3D 2 + 5Dz - 5D. (71)

xo (t) = f (x (t)) + g (x (t)) u (t), (72)

z (t) = h (x (t)), (73)

p 2 (kD + D) = p 2 (kD) + g + (rD-1)! [a (g, h) + b (g, h) u] t = p 2, (82)

ptr = ptr + D[a (gt, ht) + b (gt, ht) u k], (87)

z (t) = g 1 = h (x), (76)

a (g, h) = a ( n) = L rf h (M -1 ( n)), (78)

b (g, h) = b ( n) = L g L rf -1 h (M -1 ( n)), (79)

p r (kD + D) = p r (kD) + D[a (g, h) + b (g, h) u] t = p r, (83)

[a (gt, ht) + b (gt, ht) u k], (85)

[a (gt, ht) + b (gt, ht) u k], (86)

ht = ht + Dc (gt, ht), (88)

f (D) ! O (g (D)) (89)

f (D) # Cg (D) (90)

r vo (t - s) = E {vo (t) vo (s)} = v 2v d (t - s) . (103)