EL 625 Lecture 2

EL 625 Lecture 2
State equations of finite dimensional linear systems
Continuous-time:

x(t)
= A(t)x(t) + B(t)u(t)
y(t) = C(t)x(t) + D(t)u(t)
Discrete-time:
x(tk+1) = A(tk )x(tk ) + B(tk )u(tk )
y(tk ) = C(tk )x(tk ) + D(tk )u(tk )
state x(t) - vector of length n 1
input u(t) - r 1
output y(t) - m 1
A,B,C and D are matrices of sizes n n, n r, m n and m r
respectively.
If A,B,C,D are functions of time timevarying
If these matrices are constant with time time-invariant

EL 625 Lecture 2

State Differential equations of circuits

basic elements resistor, capacitor, inductor
Resistor:
vR (t) = R(t)iR (t)
vR (t) : the voltage across the resistor
iR (t) : the current through the resistor
R(t) : the resistance
A resistor is a zero-memory element.

iR

BB BB BB

B  B  B  B 
B
B
B
B

vR

Any circuit with only resistors (a purely resistive network) has

zero-memory and is of zero order (needs no states to describe it).

EL 625 Lecture 2

Capacitor: iC (t) = qC (t) , qC (t) = C(t)vC (t) where:

iC (t) : the current through the capacitor
qC (t) : the electrical charge in the capacitor
vC (t) : the voltage across the capacitor
C(t) : the capacitance
C (t)
C(t) dvdt
= iC (t) dC(t)
dt vC (t)

If the capacitance does not change with time,

C (t)
C dvdt
= iC (t)

iC

vC

EL 625 Lecture 2

, (t) = L(t)iL(t) where:

Inductor: vL(t) = (t)
iL(t) : the current through the inductor
vL(t) : the voltage across the inductor
(t) : the flux stored in the inductor
L(t) : the inductance
L(t) diLdt(t) = vL(t) dL(t)
dt iL (t)
If the inductance does not change with time,
L diLdt(t) = vL(t)

iL

vL

EL 625 Lecture 2

Example:

vL (t)
L

iL (t)
+

'$

v2 (t)
+



PP
P


PP
P


P
PP


P
P

C1
R1
i1 (t)

e1 (t)

&%

R2

i2 (t)

'$

C2

v1 (t)


P
PP


PP
P


PP
P


P
P

e2 (t)
&%

Applying Kirchoffs current and voltage laws,

iL = i1 + i2
e1 = vL + i1R1 + v1
e1 = vL + v2 + i2R2 + e2
From the terminal relationships of the capacitors and the inductor,
1
i1
C1
1
i2
v 2 =
C2
1
i L = vL
L
v 1 =

EL 625 Lecture 2

The inputs are e1 and e2. The output is the voltage across the
v . Choosing as our states, iL, v1 and v2,
inductor,

iL

x = v1 , u =
v2

e1
e2

, y = [vL]

Need to express x in terms of x and the inputs, e1 and e2,. . .

1
i L = vL
L
But, vL is not a state variable. . . we need to express vL in terms of
the state variables and the inputs. . .

R2
R1
R1
R1R2
+v1
+v2
+e1+e2
vL = iL
R1 + R2
R1 + R2
R1 + R2
R1 + R2

i L

R2
R1
R1R2

+ v1
+ v2

= iL
L(R1 + R2)
L(R1 + R2)
L(R1 + R2)

1
R1

+e1 + e2
L
L(R1 + R2)

EL 625 Lecture 2

Similarly,

R2
1
1
1
+e

i1 = iL
+ v1
+ v2
2
R1 + R2
R1 + R2
R1 + R2
R1 + R2

v 1 =

1
i1
C1

1
1
R2

+ v1
+ v2

= iL
C1(R1 + R2)
C1(R1 + R2)
C1(R1 + R2)

+e2
C1(R1 + R2)

1
1
1
R1
+v
+ v1
+ e2
i2 = iL
2
R1 + R2
R1 + R2
R1 + R2
R1 + R2
v 2 =

1
i2
C2

R1
1
1

+ v1
+ v2

= iL
C2(R1 + R2)
C2(R1 + R2)
C2(R1 + R2)

+e2
C2(R1 + R2)

EL 625 Lecture 2

x = Ax + Bu
y = Cx + Du
where

A =

R2
C1 (R1 +R2 )

1
C1 (R1 +R2 )

1
C1 (R1 +R2 )

R1
C2 (R1 +R2 )

1
C2 (R1 +R2 )

1
C2 (R1 +R2 )

B =

R1 R2

L(R +R )
1
2

C =

"

D =

"

1
L

R2
L(R1 +R2 )

R1

L(R1 +R2 )

1
C1 (R1 +R2 )

1
C2 (R1 +R2 )

R1 R2
R1 +R2

R1

L(R1 +R2 )

R2
R1 +R2

R1
R1 +R2

R1
R1 +R2

EL 625 Lecture 2

State Differential Equations of Mechanical Systems

Spring:
fK (t) = K(t)[z2(t) z1(t)]
Hookes Law where:
z1(t) and z2(t) : the displacements of the two ends of the spring
fK (t)

: the force applied

K(t)

: the spring constant

z1

z2
-

fK

Damping Element:
fD (t) = D(t)[v2(t) v1(t)]
where:
v1(t) and v2(t) : the velocities of the two ends of the damping element
fD (t)

: the force applied

D(t)

: the damping coefficient.

v1

v2
fD

EL 625 Lecture 2

10

Mass:
dM (t)
f
(t)

M (t) dv(t)
=
M
dt
dt v(t)

where:
v(t)

: the velocity of the mass

fM (t) : the force applied

M (t) : the mass.
If mass does not change with time,
M dv(t)
dt = fM (t)
.

v
M

fM

EL 625 Lecture 2

11

Example:

- x1

M1

- x2

M2

f (t)

f (t) is the input and x2(t) is the output. u = [f (t)],y = [x2]

Choose as the state variables

x1, x2, v1 and v2 where

x=

v1 = x 1 and v2 = x 2.

M2v 2 = f (t) + K(x1 x2)

M1v 1 = K(x2 x1) + D(v1)

x1
x2
v1
v2

EL 625 Lecture 2

12

x = Ax + Bu
y = Cx + Du
where

A =

B =

C =

"

K
M1

K
M1

K
M2

K
M2

0
0
0
1
M2

0 1 0 0

D = [0]

1 0
0 1
D
M1

0 0

EL 625 Lecture 2

13

Choice of state variables is not unique

Let xa(t) be a valid set of state variables with
x a = Aaxa + Bau
y = Caxa + Dau.

(1)

Consider xb(t) = T xa(t) where T is an n n nonsingular matrix.

x b = T x a = T AaT 1xb + T Bau
y = CaT 1xb + Dau.

(2)

xb(t) is also a valid set of state variables!

x b = Abx b + Bbu
y = Cbxb + Dbu

(3)

where:
Ab = T AaT 1
Bb = T Bb
Cb = CaT 1
D b = Da
Similarity Transformation: xb = T xa

(4)

EL 625 Lecture 2

14

Convenient choice of state variables :

inductor currents and capacitor voltages for fixed networks
inductor fluxes and capacitor charges for time-varying networks
differences in displacements of the ends of springs
from their equilibrium positions and velocities of masses
for mechanical systems

Simulation Diagrams:
Basic Simulator Elements:
1. Dynamic element
(a) integrator : for analog systems
u(t)

y(t) = y(t0 ) +

Z t

y = D1u
(b) delay : for discrete-time systems
u(tk )

y = E 1u

y(tk ) = u(tk1 )

t0

u( ) d

EL 625 Lecture 2

15

2. Summing element - adder

'$

+
-

u1 (t)
u2 (t)

.
..

ur (t)


1


y(t) =

r
X

ui (t)

i=1

+&%
6+

3. Scaling Element (Amplifier or Attenuator)

-

u(t)

HH

HH
K(t)




y(t) = K(t) u(t)

Minimal Realization: Fewest possible number of dynamic elements.

Convenient choice of state variables Outputs of integrators
and delay elements

Example:
...
y + 3t
y + 2y + (t)y = u + etu + u
D3y + 3tD2y + 2Dy + (t)y = D2u + etDu + u
(D is the derivative operator)
y = D

y = D

D u 3tD y + e Du 2Dy + u (t)y

2

D (D u 3tD y) + D

D1(etDu 2Dy)

EL 625 Lecture 2

16


+D {u (t)y}
= D

u D (3tD y) + D


D1(etDu) 2y

+D {u (t)y}
Using integration by parts,

D2(3tD2y) = D1(3tDy D1(3Dy))

= D1(3tDy 3y)
= 3ty D1(3y) D1(3y)
= 3ty D1(6y)
D1(etDu) = etu + D1(uet)
Thus,
y = D

u 3ty + D 6y + D



+D {u (t)y}
= D

u 3ty + D

etu + D1(uet) 2y
1

e u + +4y + D {u + ue

(t)y}



EL 625 Lecture 2

17

Simulation Diagram:
A

HH

HH
H
- 1 + et H





?
A (t)

A


A

A



A

A

A

+
-

x3

3t


A

?+


4
A

?


+
-

A
A



6+

?


+
-

x2



6+

A

A

t A
e

Choosing the outputs of the integrators as the states, we have

x 1 = u 3tx1 + x2
x 2 = 4x1 + x3 + etu
x 3 = u(1 + et) (t)x1
y = x1

x1

x = x2

A(t) =

3t
4

x3

1 0

0 1 ; B(t) =

(t) 0 0

x = A(t)x + B(t)u
y = C(t)x + D(t)u

1
e

1 + et

; C(t) = 0
0

; D(t) = [0]

x1

EL 625 Lecture 2

18

Example:
y(k + 3) + 3ky(k + 2) + 2y(k + 1) + (k)y(k) = u(k + 2) + ek u(k + 1)
+u(k)
E 3y(k) + 3kE 2y(k) + 2Ey(k) + (k)y(k) = E 2u(k) + ek Eu(k)
+u(k)
where E is the delay operator.
y(k) = E

E 2u(k) 3kE 2y(k) + ek Eu(k) 2Ey(k) + u(k)



(k)y(k)
= E

E (E u(k) 3kE y(k)) + E



E 1(ek Eu(k) 2Ey(k))

+E {u(k) (k)y(k)}

E 2(3kE 2y(k)) = 3(k 2)y(k)

E 1(ek Eu(k)) = ek1u(k)
Thus,
y(k) = E

u(k) 3(k 2)y(k) + E

+E {u(k) (k)y(k)}



e(k1)u(k) 2y(k)

EL 625 Lecture 2

19

Simulation Diagram:

A
A

u(k)

(k)
A
A

A
A

A

?


+
-



2
A

A

x3



6+

A3(k 2)



A
A

A

?


+
-

?


+
-

x2



6+

x1

y(k)

A

A

(k1)
A

e
A


A
6

Choosing the outputs of the delay elements as the states, we have

x1(k + 1) = u(k) 3(k 2)x1(k) + x2(k)
x2(k + 1) = e(k1)u(k) 2x1(k) + x3(k)
x3(k + 1) = u(k) (k)x1(k)
y(k) = x1(k)

x1(k)

x(k) = x2(k)

x3(k)

x(k + 1) = A(k)x(k) + B(k)u(k)

y(k) = C(k)x(k) + D(k)u(k)

EL 625 Lecture 2

20

A(k) =

B(k) =

C(k) =

3(k 2) 1 0

"

0 1

(k)

0 0

1
e(k1)
1

1 0 0

D(k) = [0]

EL 625 Lecture 2

21

Simpler method if no derivatives of the input are in the equation:

y (n)+n1(t)y (n1)+n2(t)y (n2)+. . .+1(t)y (1)+0(t)y = (t)u(t)
(y (i) ith derivative of y(t))
Choose,

x1 = y
x2 = y (1)
x3 = y (2)
...
xn = y

(n1)

x1
x2

x = x3
...
xn

x 1 = x2
x 2 = x3
...
x n1 = xn
x n = n1(t)xn n2(t)xn1 . . . 0(t)x1
+(t)u(t)
y = x1

EL 625 Lecture 2

x =

...

...

...

...

0
...

...

...

...

... ...

0
...

22

0 1 . . . n2 n1
{z

A is in companion matrix form.

"

0
x + ... u

...

| {z }

y = 1 0 0 . . . 0 x + |{z}
[0] u
{z

Another method: Let 0, 1, . . . , n1 and be constants.

Dny + n1Dn1y + n2Dn2y + . . . + 1Dy + 0y = u
Dny = n1Dn1y n2Dn2y . . . 1Dy 0y + u
y = D

= D

n1D

n1

y n2D

n1y + D

{z

y . . . 1Dy 0y + u

n2y + D1{ . . .


+D (0y + u ) . . . }
|

n2

EL 625 Lecture 2

23

z1 = n1z1 + z2

z2 = n2z1 + z3
...

z=

zn1 = 1z1 + xn
zn = 0z1 + u
y = z1

z=

n1 1 0 . . . . . . 0

n2
...

0 1 0 ...
... . . . . . . . . .

0
...

...

0 ... ... 0 1

0 ... ... ... 0

{z
A0
"

1 0

z+

0
0
...
0
0

z1
z2
...
zn1
zn

| {z }
B0

y = 1 0 0 . . . 0 z + |{z}
[0] u
|

{z

C0

D0

This method gave dif f erent A and B matrices . . . - z and x are

related through a similarity transformation.

EL 625 Lecture 2

24

z = Tx
where

n1 1
...
T =
...

...
0
...

. . . 0

.
. . . ..
...

...

. . . n1

. . . . . . n1 1

It can be checked that A0 = T AT 1, B 0 = T B, C 0 = CT 1 and

D0 = D.
The D matrix does not change under a similarity transformation.
A non-singular D matrix = the impulse response has an impulse.

EL 625 Lecture 2

25

MIMO systems:
y1 + t2y 2 + y 1 + ty1 + y2 = tu1 + u 2
y2 + ty 1 + y2 y1 = tu 1 + u2
From the first equation,
D2y1 + t2Dy2 + Dy1 + ty1 + y2 = tu1 + Du2

y1 = D2 t2Dy2 Dy1 + Du2 + tu1 ty1 y2

= D

D (t Dy2 Dy1 + Du2) + D {tu1 ty1 y2}

D1(t2Dy2) = t2y2 D1(2ty2)

Thus,
y1 = D

u2 y1 t y2 + D {2ty2 + tu1 ty1 y2}

Similarly, from second equation,

D2y2 + tDy1 + y2 y1 = tDu1 + u2

y2 = D

= D

tDu1 tDy1 + u2 + y1 y2

D (tDu1 tDy1) + D {u2 + y1 y2}

EL 625 Lecture 2

26

D1(tDu1) = tu1 D1u1

D1(tDy1) = ty1 D1y1
y2 = D

tu1 ty1 + D {2y1 y2 u1 + u2}

State-space realization:
x 1 = x1 +x2
x 2 = tx1

t2x3
+(2t 1)x3

x 3 = tx1

y2 =

+tu1
+x4 +tu1

x 4 = 2x1
y1 =

+u2

x3

x1
x2

u1 +u2

EL 625 Lecture 2

27

Simulation Diagram

A
A

A

A

u2
H

u1

HH

?


H
t HH





+
6+

@
?

R
+@
x2 -



A

A

?
A

A
A

A
A

y1

x3-

y2

A

A

+

A

A

@ 
?+
@
R
-

x1-

A

A

2t 1 A

?


x4 + 
6+

A

A

t AA
6