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Module 05
Discrete Time Systems
Ahmad F. Taha
Ahmad F. Taha
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From CT to DT Systems
In the previous module, we discussed the basic idea of discretization
Basically, how to obtain state-space matrices for discretized
representation of CT systems
This necessitates understanding the calculus of DT systems, starting
from the difference equation
x (k + 1) = Ax (k) + Bu(k),
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DT Systems: An Example
The problem of compound interest/loan payment is a DT control
system
Suppose you owe $1000 to a bank at t = k = 0, and your monthly
interest rate is 1.5%
Also, suppose that the minimum payment is $50 and you never pay
more than the minimum payment
Hence, we can write:
x (k + 1) = 1.015x (k) + u(k),
x (0) = 1000
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Solution
x (k+1) = x (k)+u(k),
x (0) = x0 = 1000,
x (k) = k x (0) +
k1
j = k x (0) +
j=0
Question 1 Solution:
1 k
1
, k
4
1 1.01510
=$625.40
1 1.015
Question 2 Solution: find k such that x (k) = 0
3
4
1 1.015k
k
0 = (1.015) 1000 50
k 23.96 = 24 payments
1 1.015
x (10) = (1.015)10 1000 + (50 1)
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1 We
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k1
j=0
k1
j=0
st
0
Aj Bu(k 1 j) ()
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x (k) = Ak x (0) +
k1
j=0
k1
j=0
Aj Bu(k 1 j) ()
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k1
j=0
k1
j=0
5
1
0
Aj Bu(k 1 j) ()
6
5 6
0
1
x (k) +
u(k)
2
1
k1
1
1 k
1
2
k1
1 1
2
Ahmad F. Taha
x (k) = U
! "
T
V
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1
0.5
5
6
5 6
0.5
2
x (k) +
u(k)
0
2
6
2
u(k) = 1, x (0) =
, 1,2 = 1, 0, 1 = 2
2
jj1 =
j=0
5
6
k1
d j
d 1 k
1 kk1 + (k 1)k
=
=
d j=0
d 1
(1 )2
Find x (k)
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Solution to Example 3
x (k) = Ak x (0) +
k1
j=0
j=0
Aj Bu(k 1 j) ()
65
6
1
0.5 0.5
= TJT 1
0.5 0.5 0.5
5 k
6
0.5 k0.5k1
k
k 1
k
Find A = TJ T , with J =
, then:
0
0.5k
x (k) = TJ k T 1 x (0) + T
k1
j=0
k1
J j T 1 Bu(k 1 j)
#
T 1 Bu(k 1 j) = T 1 B = v = 0
Ahmad F. Taha
$
2 constant, hence:
Ak1 B
k 1
x (k) = TJ T x (0) + T
Jj v
j=0
Module 05 Discrete Time Systems
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Solution to Example 3 2
k
x (k) = TJ T
x (0) + T
Ak1
j=0
0.5
J =
0
k
Recall that
6
k1
k0.5
0.5k
k1
j=0
J =
k1 5
0.5j
j=0
j0.5j1
=
0.5j
Cq
k1
j=0
0.5j
D
qk1
j0.5j1
j=0
qk1 j
j=0
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0.5
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5
1
1
Q
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65 k
0.5
0
6
k
1 U 10.5
10.5
1
0
6 5
1 a 0.5k
1
0
5
1
=
1
1
1
S
65 6
0.5
2
0.5 2
T
1 k0.5k1 + (k 1)0.5k 5 6
V 0
(1 0.5)2
2
k
10.5
k0.5k1
0.5k
6
10.5k
k0.5k1
U
+ 10.5
0.5k
0
65
0.5
0.5
10.5
TR
5 6
1 k0.5k1 + (k 1)0.5k
0
2
V
b
(1 0.5)
2
k
10.5
10.5
65
65 6
1
2 0.5k 4 3k0.5k1 + 4(k 1)0.5k 0
1
2
0
2 0.5k
5
65
6
k1
k
1 1
8 6k0.5
+ 8(k 1)0.5
=
1 1
4 2 0.5k
6 5
5
6
12 6k0.5k1 + (8k 10)0.5k
x1 (k)
=
=
x2 (k)
4 6k0.5k1 + (8k 6)0.5k
Module 05 Discrete Time Systems
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Remarks
What weve done so far is analyze state solutions (and you can easily
obtain output solutions) for DT systems
DT systems emerge naturally from systems where time is discrete
DT systems also emerge from discretization of CT systems
If a discretization is computed, and its very accurate, then
x (k) x (t) between two sampling instances
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k1
j=0
k1
j=0
Aj Bu(k 1 j) ()
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Hence:
n1
rn1
j=k
j=k
A(j)b x (k)
A(j)
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k1
(k, j + 1)B(j)u(j)
j=0
(n, k) =
n1
j=k
4
5
6
(k + 1, j) = A(k)(k, j)
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TV DT Systems
State Solution of TVDT Systems
The state solution for time-varying DT systems
x (k + 1) = A(k)x (k) + B(k)u(k)
is defined as
x (k) = (k, 0)x (0) +
k1
(k, j + 1)B(j)u(j)
j=0
where (n, k) =
rn1
j=k
A(j).
Can you prove the above theorem? You can do that by induction
First, show that the formula is true for k = 0. Then, assume its
true for k, and prove it for k + 1
You should use the fact that DT systems satisfy the difference
equation: (k + 1, j) = A(k)(k, j)
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Example 4
Consider this dynamical system
x (k + 1) = Ax (k) + Bu(k),
Ahmad F. Taha
0
D
C (k + 2)B
TS
T
0
u(k)
0 V Uu(k + 1)V
D
u(k + 2)
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Example 4 (Contd)
S
T S
T
S
y (k)
C (k)
D
Uy (k + 1)V = U C (k + 1)A V x (k)+U C (k + 1)B
y (k + 2)
C (k + 2)A2
C (k + 2)AB
0
D
C (k + 2)B
TS
T
0
u(k)
0 V Uu(k + 1)V
D
u(k + 2)
Given the above equation, and since the input-output data is given,
we can write the following:
(k) + BU
(Y BU)
(k)
Y = Ax
= Ax
The LHS of the boxed equation is constant, and the only unknown
in this equation is x (k)
How to find x (k)?
This is similar to solving a linear systems of equations: Ax = b
When is this linear system solved for a unique x (k)?
is full row rank, then x (k) can be obtained
Answer: if A
Ahmad F. Taha
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Thank You!
Ahmad F. Taha
Please visit
engineering.utsa.edu/taha
IFF you want to know more ,
Module 05 Discrete Time Systems
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