In this Lecture we will study:

Discrete Time Systems

State Space Models
Input Output Model

 So far, we have considered continuous-time

systems and signals

Example: Discrete-State Modeling of

Systems
Arriving Products
u1(t)

Warehouse Systems

x(t)
Departing Products
u2(t)

x(t+) =

x(t) + 1 :arrival; u1(t) = 1; u2(t) = 0

x(t) - 1 :departure; u1(t) = 0; u2(t) = 1; x(t) > 0
x(t)
:otherwise
Question: Is this similar to a tank system?
What is the difference?

Liquid Storage System

 In many cases Inputs and outputs are defined only at

discrete instants of time, to, t1, .
The discrete instants of time are assumed to be an integral
multiplies of some basic unit T, say to = 0 , t1 = T, t2 = 2T,

in which case T is often not explicitly shown and assumed

that the time parameter, denoted by k, takes integral
values, k = 0, 1, 2,
so we define {y(k) = y(kT)} and {u(k) = u(kT)} as the
discrete output and input sequences.

Input-Output Description

For a linear relaxed discrete time system, we have

y ( k ) = g ( k , m )u ( m )
m=

(*)

where g(k, m) is called the weighting sequence or the

impulse response. It is the response to the input
1 n = m
( n m) =
0 n m
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 For causal systems g[k, m] = 0, for k < m

If the system given in (*) is causal, and relaxed at ko then we have

k
y(k ) = g (k , m)u (m)
m=k
o
If the system is time invariant and if we take ko = 0, then we have

k
y ( k ) = g ( k m )u ( m )
m =0

(**)

Z Transform
The Z Transform of the sequence {u(k), k = 0, 1, 2, } is defined as

u ( z ) = {u (k )} = u (k ) z k
k =0

If the Z transform is applied to ** then

y(z) = G(z) u(z)

Example
Find the difference equation, than the transfer function for the following system

The difference equation is

y[k+2] + 2y[k+1]+3y[k] = 10u[k]
To find the transfer function take the Z transform of both sides
Let X(z) be the Z-transform of x(k)

X ( z ) = {x(k )} = x(k ) z k
k =0

Let x(0) = xo then

{x(k + 1)} = x(k + 1) z k

k =0

Let m=k+1

m =1

m =1

{x( k + 1)} = x( m) z ( m 1) = z x( m) z m

= z{ x(m) z m x(0)}
m =0

= zX(z) - zxo
If the initial conditions set to zero, than
Z{x(k+1)} = z X(z)
and in general

Z{x(k+1)} = zn X(z)
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So by taking the Z transform of above difference equation and assuming

zero initial conditions we will have

z 2 y ( z ) + 2 zy ( z ) + 3 y ( z ) = 10u ( z )
y( z)
10
g ( z) =
= 2
u( z) z + 2 z + 3

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State Space Model

Time Varying
x(k+1) = A(k)x(k) + B(k)u(k)
y(k) = C(k)x(k) + D(k)u(k)

Time Invariant Systems

x(k+1) = Ax(k) + Bu(k)
y(k) = Cx(k) + Du(k)

**

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Example
Q1. How many state variables?
Q2. What are the state variables?
Q3. What are the state and output
equations?

State space description: Select output of delay elements as

state variables
Two state variables
x1[k+1] = u[k] + x2[k]
x2[k+1] = -bx1[k ] + ax2[k ]
y[k ] = x1[k ]

0 1
1
x( k + 1) =
x( k ) + u ( k )

b a
0

y(k) = [1 0]x(k )
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Transfer Function from State Space

Time Invariant Systems

x(k+1) = Ax(k) + Bu(k)
y(k) = Cx(k) + Du(k)

**

Applying z-transform to (**), gives

zX(z) z xo = Ax(z) + Bu(z)
y(z)=Cx(z)+Du(z)

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x(z)= (zI - A)-1 zxo + (zI - A)-1Bu(z)

y(z)= C[(zI - A)-1zxo + (zI - A)-1Bu(z)] + Du(z)
If xo = 0, then
y(z) = (C(zI - A)-1B + D) u(z)
G(z) = C(zI - A)-1B + D

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