Solution of State Equations

After obtaining the various mathematical models such as physical, phase and
canonical forms of state models, the next step to analysis is to obtain the solution of state
equation. From the solution of the state equation, the transient response can then be
obtained for specific input. This completes the analysis of control system in state-space.
The solution of state equation consists of two parts; homogenous solution and forced
solution. The model with zero input is referred as homogenous system and with non-zero
input is referred as forced system. The solution of state equation with zero input is called
as zero input response (ZIR). The solution of state model with zero state (zero initial
condition) is referred as zero state response (ZSR). Hence total response is sum of ZIR
and ZSR.
a)

Zero Input Response (ZIR):

Consider the n-th order LTI system with zero input. The state equation of such system
with usual notations is given by

X (t ) AX (t )
(1)

with x(0) x 0

(2)

Let the solution of Eq.(1) be of the form

x(t ) e at .k

(3)

where eat is matrix exponential function defined as

A 2 t 2 A3t 2
e At I At

......
2!
3!
and k is a constant vector.

(4)

Differentiating Eq. (3);

X (t ) Ae at k

(5)

k (e At ) 1 x(t 0) e At x(0)

(6)

Hence, x(t ) e At e At x(t 0)

e A(t t 0 ) x(t 0)

(7)

At t=0 (zero initial condition),

x(t ) e at x(0)

(8)

From Eq.8, it is observed that the initial state x(0) x 0 at t=0 is driven to a state x(t) at
time t by matrix exponential function e At . This matrix exponential function, which
transfers the initial state of the system x(0) to arbitrary state x(t ) in t seconds, is called
STATE TRANSITION MATRIX (STM) and is denoted by (t ) .

Properties of State Transition Matrix (t):

1). (0)=I proof follows from the definition,
A 2 t 2 A3t 2
e At I At

......
2!
3!
(t )

Substituting t=0 results into (0)=I.

2). 1 (t ) (t ) :
Proof: Consider (t ) I At

A2t 2
....
2!

A 2 t 2 A3t 3

.....
2!
3!
Multiplying (t ) and (t ) ,
(t ) I At

(t ) (t ) I
Pre-multiplying both sides with 1

(t ) 1 (t )
3). (t1 ) (t 2 ) (t1 t 2 ) :
2

A 2 t1
A 3 t1
Proof: (t1 ) I At1

....
2!
3!
2
3
A2t 2
A 3t 2
and (t 2 ) I At 2

....
2!
3!
A2(t1 t2)2 A3(t1 t3)3
(t1)(t2) I A(t1 t2)

.........
2!
3!
(t1 t 2 )

4). (t 2 t1 ) (t1 t 0 ) (t 2 t 0 ) :
(This property implies that state transition processes can be divided into a number of
sequential transitions), i.e. the transition from t0 to t2,
x(t 2 ) (t 2 t 0 ) x(t 0 ) ; is equal to transition from t0 to t1 and from t1 to t2 i.e.,
x(t1 ) (t1 t 0 ) x(t 0 )

x(t 2 ) (t 2 t1 ) x(t1 )
A 2 (t 2 t1 )
....
2!
A 2 (t1 t 0 )
(t1 t 0 ) I A(t1 t 0 )
....
2!
A2(t t )2 A3(t t )3
(t2 t1)(t1 t0) I A(t2 t0) 2 0 2 0 .........
2!
3!
(t 2 t 0 )

Proof: (t 2 t1 ) I A(t 2 t1 )

Evaluation of State Transition Matrix (t ) :

Few method to evaluate the STM are;
1) Power series method
2) Inverse Laplace transform method
3) Cayley-Hamilton theorem
1). Power series method:
It is infinite solution which can be trunkated to 2 or 3 terms.
By the definition,
A 2 t 2 A3t 2
e At I At

......
2!
3!
Example: Compute the STM by power series method given

1
0
1
a) A
,
b) A

1 2
0
A 2 t 2 A3t 2
a) (t ) I At

......
2!
3!
2
1 0
1 t2 0
1 0 0

0 1 1 2 1 2 2! 1

1
1

1 t3
....
2 3!

t2 t3
t3
2
1

...
t

...

2 3
2

3
2
t
3
t
2t 3
t t 2 ... 1 2t

...

2
2
3

e t te t

t
te
b) (t ) I At

te t

e t te t

A 2 t 2 A3t 2

......
2!
3!
2

1 0 1 1 1 1 t 2

.....

0 1 0 1 0 1 2!

t2 t3
t3
2
1

...
t

...

2! 3!
2

2
t
t3

0
1 t ...
2! 3!

e t

te t

et

2
0
Example: For system matrix A
show that the STM is
2 5

4 t 1 4 t
3e 3e
2
2

e t e 4 t
3
3

2 t 2 4 t
e e
3
3
1 t 4 4 t

e
e
3
3

2). Inverse Laplace Transform Method:

Consider the state equation with zero input as
x (t ) Ax(t );

x(t 0) x(0)
Taking Laplace Transform on both sides,
Sx( s ) x(0) Ax( s )
[ SI A]x( s ) x(0)
Premultying both sides by [SI-A]-1,
x( s ) [ SI A] 1 x(0)
Taking Laplace Inverse on both sides,
-1[ SI A] 1 x(0)
x(t )
Comparing the above example with
x(t ) e At x(0)
It shows that
1
e At STM (t ) -1 [ SI A]
1
(t ) -1 [ SI A]
Example:
Obtain the STM by Laplace Transform (Inverse Laplace Transform) method for given
system matrices
1
1
1 1
0
0
a). A
,
b). A
,
c). A

0 1
1 2
2 3
1 1
S 1 1
a). A
[ SI A]

S 1
0 1
0

1
S 1

S 1
S 1 1 0
1
( s ) [ SI A]

S 1
[ S 1] 2
0
e t te t
-1 ( s )
t
(t )
0 e

1
1
0
S
b). A
[ SI A]

1 2
1 ( S 2)
S2
( S 1) 2
1
S
(t ) [ SI A] 1

1
1 S 2
( S 1) 2
(1 t )e t
te t
-1 (t )

t
(t )
(1 t )e t
te
1

1
0
S
c). A
[ SI A]

2 3
2
S
[ SI A] 1
2

1
( S 1)

S
( S 1) 2

1
S 3

S 3 1
2 S
1

S 3 ( S 2)( S 1)

S 3 1
2 S

Hence (t )
( S 2)( S 1)
S 3 1
2 S

(t ) -1 (t ) -1 ( S 2)( S 1)

2e t e 2t

t
2t
2e 2e

e t e 2t

e t 2e 2 t

3. STM by Calley-Hamilton Theorem:

This method is useful for large systems. The theorem states that Every nonsingular square matrix satisfies its own characteristic equation. This theorem helps for
evaluating the function of a matrix.
For nxn, non-singular matrix A the matrix poly function f(A) is given by
f ( A) 0 I 1 A 2 A 2 .... n A n 1
(t )

where 0 , 1,..... n constant coefficients which can be evaluated with eigen values of
matrix A as described below.
Step 1: For a given matrix, form its characteristic equation I A 0 and find
eigen values as 1 , 2 ,..... n .

Step2 (Case 1):If all eigen values are distinct, then form n simultaneous
equations as,

e 1t f (1 ) 0 11 2 1 .....
2

e 2t f ( 2 ) 0 1 2 2 2 .....
2

e nt f ( n ) 0 1 n 2 n .....
2

Solve for 0 , 1 , 2 ,.... n

(Case 2): If some Eigen values are repeated then obtain one independent equation
by using this Eigen value and find co-efficents 0 , 1 , 2 ,.... n .
Step 3: Substitute the co-efficients 0 , 1 , 2 ,.... n in function
f ( A) 0 I 1 A .... n A n 1
(t )

Examples:

1
0
1) Find f ( A) A10 for A

1 2
Now characteristic equation is I A 0 .

1
0 ( 1) 2 0.
1 2

Hence, Eigen values are 1 1, 2 0, 2 1.

Since A is of 2x2, the corresponding poly function is
f ( ) 10 0 1

(1)

f (1 ) 1 0 11
10

(1)10 0 1

0 1 1
Since it is case of repeated Eigen values, to obtain the second equation
differentiating the expansion for f() on both sides (i.e. Eq 1),
d 10
[ ] 1 1
d
109 1 1 10

Hence, 0 1 1 1 10 9

 f ( A) A10 0 I 1 A

1
1 0
0
0
1

0 1
1 2

0
0

0 0

0 1

1
2 1

1 9 10

1 0 21 10 11
2). Find STM by Cayley Hamlton method, given;

1 1
a) A

0 1

1
0
b) A=

1 2

c)

1
0
A

2 3

1 1
a) Consider A

0 1
Characteristic equation is I A 0

1 1

1 1and 2 1 . Since A is of 2x2 second order system, hence,

1
0
e t 0 1

(1)

e t 0 1 at 1

will be e 1t 0 11

et 0 1

(2)

Differentiating Eq. (1) with respect to and substituting = 2

te t 1 at 2
te t 1

(3)

From Eqs. (2) and (3) 0 e t 1 e t te t

e t (1 t )
Hence STM is given by
(t ) e At 0 I 1 A

1 0
1 1
0
1

0 1
0 1

e t (1 t )
0 te t
=

e t (1 t ) 0
0

te t

te t

e t
=
0

te t

et

1
0
b) A
; characteristic equation is I A 0
0

1 2
1 2
1 1, 2 1.
For second order system,
e t 0 1

(1)

e 1t 0 11

e t 0 1 ; ( 1 1 ) (2)
Differentiating Eq. (1) with respect to and substituting = 2=-1

1 te t
hence 0 e t (1 t ) from Eq. (2).
The STM is given by (t ) e At 0 I A
On simplification,

(1 t )e t
(t )
t
te

te t

(1 t )e t

1
0
c). A
characteristic equation is I A 0 .
2 3

1
0 1 1, 2 2.
2 3

Eigen values are distinct. The corresponding functions are,

e 1t 0 11

(1)

e t 0 1

(2)

And e 2t 0 1 2
e 2t 0 2 1

(3)

From Eqs. (2) and (3) solving for 0 and 1 ,

0 2e t e 2t and

1 e t e 2t .
Hence the STM will be
(t ) 0 I 1 A . On simplification,

1

0

2 1 0 3 1
2e t e 2t

t
2t
2e 2e

e t e 2t

e t 2e 2 t

as before.

Deterimine the STM of system matrix

2 1 4
A 0 2 0 by Cayley-Hamilton method.
0 3 1
Now characteristic equation is,

I A

Eigen values are 1 2, 1 2, 2 1

Corresponding function will be
2
e 1t 0 11 2 1

(1)

e 2t 0 2 1 4 2

(2)

Differentiating Eq. (1) with respect to 1 and substituting 1=2,

On simplification

te 2t 1 4 2

(3)

and e 2t 0 1 2 2 2

0 1 2
From Eqs. (2), (3) and (4), solving for 0 , 1 , 2 ,

(4)

0 2te t 3e 2t 4e t ;
1 3te 2t 4e 2t 4e t
2 te 2t e 2t e t

Hence STM (t ) 0 I 1 A 2 A 2
e 2 t

0
0

12e t 12e 2t 13te 2t

e 2t
3e t 3e 2t

4e t 4e 2 t

Solution of Non-homogeneous State Equation

Consider the state equation with forced input u(t) as
x (t ) Ax(t ) Bu (t ) ;

(1)

x(t o ) xo
x (t ) Ax(t ) Bu (t )

Pre-multiplying both sides by e At ,

e At [ x (t ) Ax(t )] e At u (t )
Consider,
d At
[e x(t )]
dt
Ae At x(t ) e At x (t )
e At [ x 9T 0 Ax(t )]
hence Eq (2) can be written as
d At
[e x(t )] e At u (t )
dt
Integrating both sides with time limits 0 and t

At

(2)

(3)

x(t ) | e A Bu ( )d
t
o

e At x(t ) x(0) e A Bu ( )d
o

At

x(t ) x(0) e A Bu ( )d
o

Pre-multiplying both sides by e At ,

t

x(t ) e Atx ( 0 ) x(0) e A( t ) Bu ( )d

o
ZIR

ZSR

x(t ) (t ) x(0) (t ) Bu ( )d .
o

If the initial time is to instead of o then,

t

x(t ) (t t o ) x(t o ) (t ) Bu ( )d

(4)

to

The Eq (4) is the solution of state equation with input as u(t) which represents the
change of state from x(to) to x(t) with input u(t).
Example 1: Obtain the response of the system for step input of 10 units given state model
as

10

 1 1
0
x (t )
x(t ) u (t )

1 10
10

y (t ) 1 0x(t ); x(0) 0
Solution: The state equation solution is

x(t ) e At x(0) e A( t ) Bu ( )d

(1)

Since x(0)=0,
t

x(t ) e A(t ) Bu ( )d
o

(t ) Bu ( )d

(2)

Now, the state transition matrix (t ) can be evaluated as

1
e At (t ) -1 [ SI A]

1.0128e a1t 0.0128e a2t

a1t
a2t
0.114e 0.114e

0.114e a1t 0.114e a2t

0.0128e a1t 1.012e a2t

1.0128e a1 (t ) 0.0128e a2 (t )
(t )
a1 ( t )
0.114e a2 (t )
0.114e
Hence
t
0
x(t ) (t ) 10d
10
o

0.114e a1 (t ) 0.114e a2 (t )

0.0128e a1 (t ) 1.012e a2 (t )

9.094 10.247e a1t 1.153e a2t

a1t
a2t
0.132 1.151e 1.019e
y (t ) Cx(t ) 1 0x(t )
9.094 10.247e a1t 1.153e a2t ;
where, a1=1.1125, a2=9.88
Example 2: Consider the system
1
0
0
x (t )
x(t ) u (t )

2 3
1
1
y (t ) 1 1x(t ); x(0)
1
Solution: The state transition matrix (t )
1
(t ) -1 [ SI A]

S
-1
2

1
S 3

11

 2e t e 2t

t
2t
2e 2e

e t e 2t

e t 2e 2 t

ZIR (t ) x(0)

2e t e 2t
e t e 2t 1

t
2t
e t 2e 2t 1
2e 2e
2e t e 2t e t e 2t

t
2t
t
2t
2e 2e e 2e
e t
= t
e
t

ZSR (t ) Bu ( )d
o

t
2e (t ) e 2 (t
e (t ) e 2 (t ) 0

1d
t ( t )
2e 2 (t ) e (t ) 2e 2 (t ) 1
o 2e
e ( t ) e 2 ( t
( t )
d
2 ( t )

2
e

1
1

e t e 2t
2
2
e t e 2t

x(t ) ZIR ZSR

1
1

e t
e t e 2t
t 2
2
e t e 2t
e

(1 e 2t

2
e 2t

y (t ) Cx(t ) 1 1x(t )
1

(1 e 2t

1 1 2
e 2t

1
= (1 e 2t ) e 2t
2
1
(1 e 2t ) )
2
2
0
0
Example 3: x (t )
x(t ) u (t )

2 5
1
T
y (t ) 2 1x(t ); x(0) 1 2

12

Solution: State transition matrix

2 t 2 4t
4 t 1 4t
e e
3e 3e
3
3
(t )
2 t 2 4t 1 t 4 4t

e e
e e
3
3
3
3

x(t ) (t ) x(0) (t )Bu ( )d

o

4 4t
10 t
2t
3 e e 3e

5 t
8

e e 2t e 4t
3
3

t
2 t
and y (t ) 5e e

13

Controllability and Observability

Concept:
Consider the typical state diagram of a system.

The system has two state variables. X1(t) and X2(t). The control input u(t) effects
the state variable X1(t) while it cannot effect the effect the state variable X2(t). Hence the
state variable X2(t) cannot be controlled by the input u(t). Hence the system is
uncontrollable, i.e., for nth order, which has n state variables, if any one state variable is
uncontrolled by the input u(t), the system is said to be UNCONTROLLABLE by input
u(t).
Definition:
For the linear system given by
X (t ) AX (t ) Bu (t )
Y (t ) CX (t ) Du (t )
is said to be completely state controllable. If there exists an unconstrained input vector
u(t), which transfers the initial state of the system x(t0) to its final state x(tf) in finite time
f(tf-t0) i.e. ff. It can be seen if all the initial states are controllable the system is completely
controllable otherwise the system the system uncontrollable.
Methods to determine the Controllability:
1) Gilberts Approach
2) Kalmans Approach.
Gilberts Approach:
It determines not only the controllability but also the uncontrollable state variables, if the
it uncontrollable.
Consider the solution of state equation
X (t ) AX (t ) Bu (t ); X (t o ) X (0)
as
t

X (t ) e X (0) e A(t ) Bu ( )d . Assuming without loss of generality that X(t)=0, the

At

solution will be
t

X (0) e A Bu ( )d
0

The system is state controllable, iff the none of the elements of B is zero. If any
element is zero, the corresponding initial state variable cannot be controlled by the input
u(t). Hence the system is uncontrollable. The solution involves A, B matrices and is
14

independent of C matrix, the controllability of the system is frequently referred to as the

controllability of the pair [A, B].
Example: Check the controllability of the system. If it is uncontrollable, identify the state,
which is uncontrollable.
1 1
1
X (t )
X (t ) u (t )

0 2
0
Solution: First, let us convert into diagonal form.
1
1
I A
0
0
2
[ 1][ 2] 0
2 3 2 0
( 2)( 1) 0
2, 1
Eigen vector associated with 2

2 1
1
v1
0 0
1
Eigen vector associated with 1

11
1
0 1

0
1 2
0 1
1
1 1
v2 P

0
1 0

P 1

0
1

1
1

0 1

1 1

0 1 1 1 1 1
P 1 AP

1 1 0 2 1 0
0 2 1 1 2 0

1 1 1 0 0 1
0 1 1 0
P 1 B

1 1 0 1
As P-1B vector contains zero element, the system is uncontrolled and state X1(t) is
uncontrolled.

15

2) Kalmans approach:
This method determines the controllability of the system.
Statement: The system described by
x (t ) Ax(t ) Bu (t )
y (t ) Cx (t )

is said to completely state controllable iff the rank of controllability matrix Qc is equal to
order of system matrix A where the controllability matrix Qc is given by,

Qc [ B |AB|A2B||An-1B].
i.e., if system matrix A is of order nxn then for state controllability

(Qc ) n
where (Qc ) is rank of Qc.
Example: Using Kalmans Approach determine the state controllability of the system
described by
y 3 y 2 y u u
(1)
with x1 y, x 2 y u
x 2 3x 2 2 x1 2u
x1 x 2 u

1 x1 1
x1 0
x 2 3 x 2u (t )
2
2
1
0
1
A
,
B

2
2 3

1 1 2
0
Now AB

2 3 2 4
1 2
Qc B | AB

2 4
1 2
0
2 4
hence rank (Qc ) is <2 and system matrix A is of 2x2. Therefore system is not state
controllable.
Qc

Example: Determine the state controllability of the system by Kalmans approach.

0
0 1
0

x (t ) 0 0
1 x(t ) 0u (t )
0 2 3
1

16

Verify the result with Gilberts approach.

Solution: Kalmans approach: Here,

0
0 1
0
0
1

2
A 0 0
1 , B 0; AB 1 ; A B 3
0 2 3
1
3
7
B|A2B|AB

1
0 0

Qc 0 1 3 | Qc | 0.
1 3 7
(Qc ) 3
= Order of system.
Therefore, system is state controllable.
Verification by Gilberts approach:
Transferring the system model into canonical form with usual procedure.
1
0
0 0
2

Z (t ) 0 1 0 Z (t ) 1u (t )
1
0 0 2

2
1
Here, B
2

1
has no zero element in any row, hence system is controllable.
1
2

Observability:
Concept:
A system is completely observable, if every state variable of the system effects
some of the outputs. In other words, it is often desirable to obtain information on state
variables from the measurements of outputs and inputs. If any one of the states cannot be
observed from the measurements of the outpits and inputs, that state is unobservable and
system is not completely observable or simply unobservable.
Consider the state diagram of typical system with state variables as x1 and x2 and
y and u(t) as output and inputs respectively,

17

On measurement of y(t), we can observe x1(t) but we cannot observe x2(t) by

measuring out y(t), hence state is not completely observable.
Definition:
A system described by
x (t ) Ax(t ) Bu (t )
y (t ) Cx (t ) Du (t ) is said to be completely observable iff with measurement of output
y(t) over finite time interval tottf along with input u(t); tt o the initial state x(to) can be
estimated.
Explanation:
Consider the output equation
y (t ) Cx (t ) Du (t )
Assuming D=0, y(t)=Cx(t).
All the state variables x(t) can be estimated with measurement of y(t) provided C
matrix do not contain the zero element. If any element of C matrix is zero, the
corresponding state cannot be estimated and hence system is unobservable.
Kalmans Approach:
The system described by the model
x (t ) Ax(t ) Bu (t )
y (t ) Cx (t ) Du (t )
is said to be completely observable iff the rank of observability matrix o is equal to the
order of system matrix A where,
2
n 1
o [C T A T C T A T C T A T C T ]
For nth order system, rank of o must be n.
i.e. ( o ) n
It involves A and C matrices. The pair A, C is observable.
Example: Consider the system
2 0
3
x (t )
x
(
t
)

1u (t )
0 1

y (t ) 1 0x(t )
Test the observability using Kalmans approach.
Solution: Here

2 0
A
; C 1 0
0 1
2 0 1 2
AT C T

0 1 0 0

o C T

1 2
AT C T

0 0

18

 o 0 ( o ) 2
Order of system is 2. So, system is unobservable.
Example: Show that the system

1
0
0
0

x (t ) 0
0
1 x(t ) 0u (t )
6 11 6
1

y (t ) 4 5 1x(t ) is not completely observable by

1) Kalmans approach
2) Gilberts approach
Solution: Kalmans approach

1
0
0
0 0 6

T
A 0
0
1 A 1 0 11
6 11 6
0 1 6
4
C 4 5 1 C 5
1
T

6
6

T2
T
A C 7; A C 5
1
1
T

CT T

4
o
5

AT C T
6
7
1

AT C T

6
o 0
5
1
2

( o ) 3 and order of system is 3. Therefore system is unobservable.

Gilberts approach:
Transferring the system model into observable canonical form with usual
procedure, the output equation will be
y (t ) 0 2 2z (t )
As C matrix contains the element 0 the corresponding state z 1 cannot be
observed. Hence the system is unobservable.

19