Chapter 1 Mathematical Modeling Using State Space Modern Control

System

Chapter 1: Mathematical Modeling Using State Space

The conventional approach used to study the behavior of linear time invariant control systems, uses the time domain
or frequency domain methods. In all these methods, the systems are modelled using transfer function approach,
which is the ratio of Laplace transform of output to input, neglecting all the initial conditions. Thus this conventional
analysis faces all the limitations associated with the transfer function approach.

1.1 Limitation of Conventional Approach

Some of its limitations can be stated as:
1) Naturally significant initial conditions in obtaining precise solution of any system, loose their importance in
conventional approach.
2) The method is insufficient and troublesome to give complete time domain solution of higher order systems.
3) It is not very much convenient for the analysis of Multiple Input Multiple Output systems.
4) It gives analysis of system for some specific types of inputs like Step, Ramp etc.
5) It is only applicable to Linear Time Invariant Systems.
6) The classical methods like Root locus, bode plot etc. arc basically trial and error procedures which fail to give
the optimal solution required.
Hence it is absolutely necessary to use a method of analyzing systems which overcomes most of the above said
difficulties. The modem method discussed in this chapter uses the concept of total internal slate of the system
considering all initial conditions. This technique which uses the concept of state is called State Variable Analysis
or State Space Analysis.

State variable analysis is essentially a time domain approach but it has number of advantages compared to
conventional methods of analysis.

1.2 Advantages of State Variable Analysis

The various advantages of state variable analysis are,
1) The method takes into account the effect of all initial conditions.
2) It can be applied to nonlinear as well as time varying systems.
3) It can be conveniently applied to Multiple Input Multiple Output systems.
4) The system can be designed for the optimal conditions precisely by using this modern method.
5) Any type of the input can be considered for designing the system.
6) As the method involves matrix algebra, can be conveniently adopted for the digital computers.
7) The state variables selected need not necessarily be the physical quantities of the system.

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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8) The vector matrix notation greatly simplifies the mathematical representation of the system.

1.3 The Concept of State

The state of a system may be defined as: ‘The set of variable (called the state variables) which at some initial
time to, together with the input variables completely determine the behavior of the system for time t≥t0.
The state variables are the smallest number of states that are required to describe the dynamic nature of the
system, and it is not a necessary constraint that they are measureable. The manner in which the state variables
change as a function of time may be thought of as a trajectory in n dimensional space, called the state-space.
Two dimensional state-space is sometimes referred to as the phase-plane when one state is the derivative of the
other.
1.3.1 Definitions
1) State: The state of a dynamic system is defined as a minimal set of variables such that the knowledge of
these variables at t = t0 together with the knowledge of the inputs fort t≥t0., completely determines the
behavior of the system fort t≥t0.
2) State Variables: The variables involved in determining the state of a dynamic system X(t), arc called the
state variables. X1(t), X2(t) ...... Xn(t) are nothing but the state variables. These are normally the energy
storing elements contained in the system.
3) State Vector: The 'n' state variables necessary to describe the complete behavior of the system can be
considered as 'n' components of a vector X(t) called the state vector at time ‘t', The state vector X(t) is the
vector sum of all the state variables.
4) State Space: The space whose co-ordinate axes are nothing but the "n' state variables with time as the
implicit variable is called the slate space.
5) State Trajectory: It is the locus of the tips of the state vectors, with time as the Implicit variable
6) Input variables: A SISO (Single Input Single Output) system will only have a single input value, but a
MIMO system may have multiple inputs. We need to define all the inputs to the system, and we need to
arrange them into a vector.
7) Output variables: This is the system output value, and in the case of MIMO systems, we may have several.
Output variables should be independent of one an- other, and only dependent on a linear combination of the
input vector and the state vector.

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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1.4 State-Space Equations

In a state-space system representation, we have a system of two equations: an equation for determining the
state of the system, and another equation for determining the output of the system. We will use the variable
y (t) as the output of the system, x(t) as the state o f the system, and u(t) as the input of the system. We use
the notation 𝒙̇ (t) (note the dot) for the first derivative of the state v e c t o r of the system, as dependent on
the current state o f the system and the current input.

State Equation:
𝑥̇ (𝑡)= A(t)x(t) + B(t)u(t)
Output Equation:
y(t) = C (t)x(t) + D(t)u(t)
Note:

The first equation shows that t h e system state change is dependent on the previous system state, the
initial state of the system, the time, and the system inputs. The second equation shows that the system
output is dependent on the current system state, t h e system input, and the current time.

If the system state change 𝒙̇ (t) and the system output y(t) are linear combinations of the system state
and input vectors, then we can say the systems are linear systems.

If 𝒙̇ (t) ad y(t) are not linear combinations of x(t) and u(t), the system is said to be nonlinear.

It is important to note at this point that the state s p a c e equations of a particular system are not
u n i q u e , a n d t h e r e a r e an infinite n u m b e r of ways to represent these e q u a t i o n s by manipulating
the A, B, C and D matrices using row operations. There a r e a number of "standard forms" for these
matrices, however, that make certain c o m p u t a t i o n s easier. Converting b e t w e e n these forms will
require knowledge of linear algebra.
Matrices: A B C D
Our system has the form:

𝒙̇ (t) = g [t0 , t, x(t), x (0), u(t)]

y(t) = h [t, x(t), u(t)]

We've bolded several quantities to try and reinforce the fact that they can be vectors, not just scalar
quantities. If these systems are time-invariant, we can simplify them by removing the time variables:

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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𝒙̇ (t) = g[x(t), x (0), u(t)]

y(t) = h[x(t), u(t)]

In our time-invariant state space equations, we write these matrices and their relationships as:

𝑥̇ (t) = Ax(t) + Bu(t)

y(t) = C x(t) + Du(t)

We have four constant matrices: A, B, C, and D. We will explain these matrices below:

Name Dimension

A = System Matrix (Evolution Matrix) ⇒nxn

B = Control Matrix ⇒nxm

C = Output Matrix (Observation Matrix) ⇒p x n

D = Feedforward Matrix (Transmission Matrix) ⇒ p x m

Where: m → number of inputs

n → number of states

p → number of outputs

1.4.1 State Space Representation using Physical Variables

In general, the physical variables associated with energy storing elements, which
are responsible for initial conditions, arc selected as the stale variables of the given system.
Let’s see the following RLC network.

If the initial conditions 𝑣𝑐 (0), i1(0), i2(0) and the input signal e(t) for t ≥0 are known;
then the behavior of the electrical network is completely specified for t ≥0.

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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There are two energy storing elements L and C. So the two state variables arc current through
inductor i (t) and voltage across capacitor vc(t).

𝑑𝑣𝑐 (𝑡)
i1(t) + i2(t) + C = 0,
𝑑𝑡

𝑑𝑖1 (𝑡)
L1 + R1i1(t) + e(t) – vc(t) =0,
𝑑𝑡

𝑑𝑖2 (𝑡)
L2 + R2i2(t) – vc(t) =0,
𝑑𝑡

𝒅𝒗𝒄 (𝒕) 𝒅𝒊𝟏 (𝒕) 𝒅𝒊𝟐 (𝒕)

We are interested in expressing the variables , and as a linear combination
𝒅𝒕 𝒅𝒕 𝒅𝒕

of the variables vc(t), i1(t) and e(t).

𝑑𝑣𝑐 (𝑡) 1 1
= − i1(t) - i2(t)
𝑑𝑡 𝐶 𝐶

𝑑𝑖1 (𝑡) 1 𝑅1 1
= vc(t) - i1(t) - e(t)
𝑑𝑡 𝐿1 𝐿1 𝐿1

𝑑𝑖2 (𝑡) 1 𝑅2
= vc(t) - i2(t)
𝑑𝑡 𝐿2 𝐿2

Or in matrix form

𝑑𝑣𝑐 (𝑡) 1 1
0 − −
𝑑𝑡 𝐶 𝐶 𝑣𝑐 (𝑡) 0
𝑑𝑖1 (𝑡) 1 𝑅1 1
= − 0 [ 𝑖1 (𝑡) ] + [− 𝐿 ]e(t)
𝑑𝑡 𝐿1 𝐿1 1
𝑑𝑖2 (𝑡) 1 𝑅2 𝑖2 (𝑡) 0
[ ] [𝐿2 0 −
𝑑𝑡 𝐿2 ]

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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Let assume the output variables as

y1(t) = 𝑣𝑅2 (𝑡)=R2i2(t)

y2(t) = 𝑖𝑅2 (𝑡)= i2(t)

𝑣𝑐 (𝑡)
𝑣𝑅2 (𝑡) 0 0 𝑅2
[ ] =[ ] [ 𝑖1 (𝑡) ]
𝑖𝑅2 (𝑡) 0 0 1
𝑖2 (𝑡)

1.4.2 State Model from Differential Equation

A class of single-input, single-output systems can be described by an nth-order linear ordinary
differential equation:

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑2 𝑦 𝑑𝑦
+ 𝑎𝑛−1 + ⋯ + 𝑎2 + 𝑎1 + 𝑎0 y = u(t)
𝑑𝑡 𝑛 𝑑𝑡 𝑛−1 𝑑𝑡 2 𝑑𝑡

This class of systems can be reduced to the form of n first-order state equation as follows.
Define the state variable as

𝑑𝑦 𝑑2 𝑦 𝑑 𝑛−1 𝑦
x1 =y, x2= , x3 = 2
, ⋯, xn=
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝑛−1

These particular state variable are often called phase variables. As a direct result of this
definition, n-1first order differential equations are 𝑥̇ 1 = x2, 𝑥̇ 2 = x3, ⋯ , 𝑥̇ 𝑛−1 = xn. The nth
𝑑𝑛 𝑦
equation is 𝑥̇ 𝑛 = . Using original differential equation and the preceding definition gives
𝑑𝑡 𝑛

𝑥̇ 𝑛 = -a0x1 – a1x2 - ⋯ - an-1xn + u(t)

So that

0 1 0 0 … 0 0
0 0 1 0 … 0 0
0 0 0 1 … 0 0
𝑥̇ = ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
x+ u(t) =Ax + Bu
⋮
0 0 0 0 … 1 0
[−𝑎0 −𝑎1 −𝑎2 −𝑎3 … −𝑎𝑛−1 ] [ 1]

The output is y(t)=x1(t) = [1 0 0 ⋯ 0]x(t) = Cx(t)

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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In this case the coefficient matrix A is the companion matrix.

Example: Construct the state model using phase variables if the system is described by the
differential equation.

𝑑 3 𝑌(𝑡) 𝑑 2 𝑌(𝑡) 𝑑𝑌(𝑡)

+4 +7 + 2 Y(t) =5 u(t)
𝑑𝑡 3 𝑑𝑡 2 𝑑𝑡

Solution:

X1(t) = Y(t)

𝑑𝑌(𝑡)
X2(t) = 𝑋̇1 (t) = 𝑌̇ (t) = 𝑑𝑡

𝑑 2 𝑌(𝑡)
X3(t) = 𝑋̇2 (t) = 𝑌̈ (t) = 𝑑𝑡 2

𝑋̇1 (t) = X2(t)

𝑋̇2 (t) = X3(t)

To obtain 𝑋̇3 (t) substitute state variables obtained in the differential equation.

𝑑 3 𝑌(𝑡) 𝑑 𝑑𝑋3
⃛ (t) =
=𝑌 [𝑌̈ (t)] = = 𝑋̇3 (t)
𝑑𝑡 3 𝑑𝑡 𝑑𝑡

∴ 𝑋̇3 (t) + 4 X3(t) + 7 X2(t) + 2 X1(t) = 5U(t)

𝑋̇3 (t) = -2 X1(t) - 7 X2(t) - 4 X3(t) + 5U(t)

Then writing these 3 first order differential equation in the state space equation form will give
us the following.

𝑋̇1 (t) 0 1 0 X1(t) 0

[𝑋̇2 (t)] = [ 0 0 1 ] [X2(t)] + [0]U(t)
𝑋̇3 (t) −2 −7 −4 X3(t) 5

𝑿̇(𝒕) A 𝑿(𝒕) B U(t)

The output is, Y(t) = X1(t)

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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X1(t)
Y(t) = [1 0 0] [X2(t)] + [0 ] U(t)
X3(t)

𝒀(𝒕) 𝑪 𝑿(𝒕) 𝑫 𝑼(𝒕)

1.4.3 State Equation from Transfer Function

The process of converting transfer function to state space form is Not unique. There are various “realization”
possible. All realizations are equivalent (properties do not change). However, one representation may have some
advantages over others for a particular task.
Consider the general differential equation
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦 𝑑 𝑛−1 𝑢 𝑑𝑢
+ 𝑎𝑛−1 + … + a1 + a0y = 𝑏𝑛−1 + … + b1 + b0u
𝑑𝑡 𝑛 𝑑𝑡 𝑛−1 𝑑𝑡 𝑑𝑡 𝑛−1 𝑑𝑡
This equation can be represented by the transfer function shown below

𝑌(𝑠) 𝑏𝑛−1 𝑠 𝑛−1 + …+𝑏1 𝑠 + 𝑏0

T(s) = =
𝑈(𝑠) 𝑠 𝑛 + 𝑎𝑛−1 𝑠 𝑛−1 + …+ 𝑎1 𝑠+ 𝑎0

𝑌(𝑠) 𝑋(𝑠) 𝑌(𝑠) 𝐾

T(s) = = =( ). (𝑏𝑛−1 𝑠 𝑛−1 + … + 𝑏1 𝑠 + 𝑏0 )
𝑈(𝑠) 𝑈(𝑠) 𝑋(𝑠) 𝑠𝑛+ 𝑎 𝑛−1 𝑠 𝑛−1 + …+ 𝑎 1 𝑠+ 𝑎0

𝑋(𝑠) 𝐾
=
𝑈(𝑠) 𝑠𝑛+ 𝑎 𝑛−1 𝑠 𝑛−1 + …+ 𝑎 1 𝑠+ 𝑎0

𝑥̇ 1 = x2
𝑥̇ 2 = x3
⋮ ⋮
𝑥̇ 𝑚 = -a0x1 – a1x2 -… - an-1xn + u
𝑌(𝑠)
= 𝑏𝑛−1 𝑠 𝑛−1 + … + 𝑏1 𝑠 + 𝑏0
𝑋(𝑠)

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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Y= b0x1 + b1x2 + … + bn-1xn

Then the state equation is
0 1 0 0 … 0 0
𝑥̇ 1 𝑥1
0 0 1 0 … 0 0
𝑥̇ 2 𝑥2
0 0 0 1 … 0 0
⋮ = ⋮ + u(t)
⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
𝑥̇ 𝑛−1 𝑥𝑛−1
0 0 0 0 … 1 0
[ 𝑥𝑛 ] [ 𝑥𝑛 ]
[−𝑎0 −𝑎1 −𝑎2 −𝑎3 … −𝑎𝑛−1 ] [1]
This state space representation is called controllable canonical form and the output equation is
𝑥1
𝑥2
Y = [b0 b1 b2 … bn-1] 𝑥3
⋮
[𝑥𝑛 ]
Example: Find the state and output equation from
𝑌(𝑠) 5𝑠 2 +7𝑠+4
=
𝑈(𝑠) 𝑠 3 +3𝑠 2 +6𝑠+2

1.4.4 Transfer Function from the State Equation

Given a transfer function T(s), we can obtain the state variable equations.

𝑥̇ (𝑡)= A(t)x(t) + B(t)u(t)

y(t) = C (t)x(t) + D(t)u(t)
The Laplace transform of these equation will become
sX(s) = AX(s) + BU(s) and Y(s) = CX(s) + DU(s)
𝑌(𝑠)
T(s) = =C(𝒔𝑰 − 𝑨)−𝟏 -D
𝑈(𝑠)

Example: State space model

𝑥̇ 1 0 𝑥11 0
[ ]=[ ] [ ] + [ ]u
𝑥̇ 2 −2 −3 𝑥2 1
A B

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Chapter 1 Mathematical Modeling Using State Space Modern Control
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𝑥1
y= [1 0] [ ] + [0]u
𝑥2
C D

Solution:
𝑌(𝑠)
T(s) = =C(𝑠𝐼 − 𝐴)−1 -D
𝑈(𝑠)
−1
𝑠 0 0 1 0
= [1 0] ([ ]−[ ]) [ ] + [0]
0 𝑠 −2 −3 1
−1
𝑠 −1 0
= [1 0] [ ] [ ]
2 𝑠+3 1

1 𝑠+3 1 0
= [1 0] (𝑠(𝑠+3)+2) [ ][ ]
−2 𝑠 1
1 1 1
= [1 0] [ ] =
𝑠(𝑠+3)+2
𝑠 𝑠(𝑠+3)+2

1.5 Eigen Values and Eigen Vectors

1.5.1 Eigen Values
Consider an equation AX = Y which indicates the transformation of ‘nx1’ vector matrix X into
‘nx1’ vector matrix Y by ‘n x n’ matrix operator A. If there exists such a vector X such that A
transforms it to a vector 𝜆X then X is called the solution of the equation,

AX = 𝜆X
i.e. 𝜆X – 𝜆X = 0
i.e. |𝜆I – A|X = 0 (1)

The set of homogeneous equation (1) have a nontrivial solution only under the condition,

|𝜆I – A| = 0 (2)

The determinant |𝜆I – A| is called characteristics polynomial while the equation (2) is called the
characteristic equation.
After expanding. We get the characteristic equation as,

|𝜆I – A| = 𝜆𝑛 + 𝑎1 𝜆𝑛−1 + … + 𝑎𝑛 = 0 (3)

The ‘n’ roots of the equation (3) i.e. the values of 𝜆 satisfying the above equation (3) are called
Eigen values of the matrix A.

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The equation (2) is similar to |𝑠I – A| =0, which is the characteristic equation of the system. Hence
values of 𝜆 satisfying characteristic equation are the closed loop poles of the system. Thus Eigen
values are the closed loop poles of the system.

1.5.2 Eigen Vectors

Any nonzero vector Xi such that AXi = 𝜆𝑖 𝑋𝑖 is said to be Eigen vector associated with eigen value
𝜆i. Thus let 𝜆 = 𝜆i satisfies the equation,

(𝜆𝑖 𝐼 − 𝐴)𝑋 = 0
Then solution of this equation is called eigen vector of A associated with eigen value 𝜆𝑖 .

If the rank of the matrix [𝜆𝑖 𝐼 − 𝐴] is r, then there are (n-r) independent eigen vectors. Similarly,
another important point is that if the eigen values of matrix A are all distinct, then the rank r of
matrix A is (n-1) where n is order of the system.
Mathematically, the eigen vector can be calculated by taking cofactors of matrix (𝜆𝑖 𝐼 − 𝐴) along
any row.
𝐶𝑘1
𝐶𝑘2
Thus Eigen vector for 𝜆𝑖 = , where k= 1, 2, … n and 𝐶𝑘𝑖 is cofactor of matrix (𝜆𝑖 𝐼 − 𝐴) of
⋮
[𝐶𝑘𝑛 ]
kth row.
Example: Find the eigenvalues and the corresponding Eigen vectors for the matrix
𝟏𝟎 −𝟏𝟖
A=( )
𝟔 −𝟏𝟏
Solution: |𝜆I – A| = 0

1 0 10 −18
| 𝜆[ ] – [ ] |= 0
0 1 6 −11
𝜆 − 10 18
| |=0
−6 𝜆 + 11
𝜆2 + 𝜆 − 2 = 0, eigen values are -2 and 1
10 −18 𝑥1 𝑥1 𝑥1 3
[ ][ ] = -2[ ], the corresponding eigen vector becomes [ ]=[ ]
6 −11 𝑥2 𝑥2 𝑥2 2

10 −18 𝑥1 𝑥1 𝑥1 2
[ ][ ] = 1[ ], then eigen vector [ ] = [ ]
6 −11 𝑥2 𝑥2 𝑥2 1

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