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Porto, Portugal, July 19-21, 2006

ORDER STATE-SPACE SYSTEMS

Institute of Control and Industrial Electronics,

Warsaw University of Technology, Koszykowa 75,

00-662 Warsaw, Poland, email: adziel@isep.pw.edu.pl

Institute of Control and Industrial Electronics,

Warsaw University of Technology, Koszykowa 75,

00-662 Warsaw, Poland, email: dsieroci@isep.pw.edu.pl

Abstract: This paper presents simple stability condition for the fractional order

discrete state-space system. This is one of very few attempts to give the condition

of the stability of this type of systems. It is established for the state space model

introduced by the Authors.

dimensional systems

are introduced. Section 5 discusses relation be-

The stability problem for linear, continuous, frac- tween eigenvalues of the DFOSS and poles of the

tional order state-space systems is quite well transfer function associated with DFOSS.

known. Some properties and stability results for

these systems are presented and discussed in

(Vinagre et al., 2002) and (Matignon, 1998). 2. DISCRETE FRACTIONAL ORDER

STATE-SPACE SYSTEM

For the discrete, fractional order systems however

this problem is much less treated. There are very Let us start our exposition with some basics of

few results dealing with the stability of such the fractional calculus used throughout the pa-

systems. It is even more so for the state space per. In this paper, as a definition of fractional

description of these systems. Some basic results of discrete approximation of the derivative, a follow-

defining the fractional order state space systems ing Grunwald-Letnikov definition (Oldham and

are presented in e. g. (Dorcak et al., 2002). Some Spanier, 1974; Podlubny, 1999) will be used.

remarks on poles and zeros of fractional order

systems are given in (Barbosa et al., 2004). Definition 1.

In this article more clear and suitable definitions k

1 X n

of the fractional order state-space systems origi- n xk = (1)j

xkj

hn j=0 j

nated from integer order systems are presented.

This paper is organized as follows: In Section 2 where, n R, is a fractional degree, R, is the set of

the Discrete Fractional Order State-space Systems real numbers, and h is a sampling time (this later

(DFOSS) are introduced. Section 3 presents and will be equal to 1), k N is a number of sample

discusses the stability of the DFOSS. In Section 4 for which the approximation of the derivative is

the Fractional Order Difference Equation (FODE) calculated.

Lemma 1. There exists a nonsingular matrix P

which defines the following state transformation

The binomial term in Definition 1 can be obtained

zk = P xk and transformed state space system is

from the following relation:

of the form

1 for j = 0 n zk+1 = P Ad P 1 zk + P Buk

n

= n(n 1) . . . (n j + 1) zk+1 = n zk+1

j for j > 0

j! k+1

X

(1) n

(1)j zkj+1

j

Let us assume a traditional (integer order) dis- j=1

yk = Cxk (3) Proof: Left pre-multiplying the equation (6) by P

and using the relations zk = P xk and xk = P 1 zk

This equation (2) could be rewritten as follows, the equations in Lemma 1 are achieved.

1

xk+1 = Ad xk + Buk (4) This transformation does not change the eigenval-

ues of the matrix Ad , i.e., the eigenvalues of Ad

where 1 xk is a first order difference for xk and and P Ad P 1 are the same. This fact is of great

Ad = A In where In is the identity matrix. importance as far as the stability considerations

The value of the state vector for time instance are concerned. It implies that stability of these

k+1 can be obtained from the first order difference systems depends on the eigenvalues of the state

definition matrix only and not on its particular form.

For practical realization the number of samples

1

xk+1 = xk+1 xk taken into consideration has to be reduced to the

predefined number L. In this case the equation (7)

what gives the following relation, is rewritten as

X

n

xk+1 = n xk+1 (1)j xkj+1 (9)

j

Equations (4) and (5) by using the Definition 1 j=1

can in principle be generalized for difference of

any, even non-integer, order. where L is a number of samples taken into ac-

count.

Definition 2. The linear discrete fractional order The system given by the Definition 2 can be

system in state-space representation is given as rewritten as an infinite dimensional system in the

follows: following way

linear discrete fractional order state-space system

xk+1 = n xk+1

is defined as follows

k+1

X n

(1)j xkj+1 (7)

j xk+1 xk

j=1

xk xk1

yk = Cxk (8)

xk1 = A xk2 + Buk

where n R is a system order. .. ..

. .

xk

xk1

The value of fractional order difference of state

yk = C xk2

vector for time instant k + 1 is obtained according

..

to (6), from this value the state vector xk+1 is .

calculated using relation (7). The output equation

is given by (8). where

A=

3.1 Stability criterion

2 n 3 n

(Ad + In) (1) I 2 (1) I 3 ...

Let us recall the results presented in the article

I 0 0 ... (Debeljkovic et al., 2002). The stability criterion

0 I 0 ... for the linear discrete state delayed systems pre-

.. .. .. .. sented there is stated as follows:

. . . .

N

X

kAi k < 1

B i=0

0

where Ai are the matrices of the time delayed

B=0 C = C 0 0 ...

system. This criterion implies that the transition

.. matrix satisfies the following condition

.

N

X

|(k + 1)| < |(k i)| (10)

where I is the identity matrix.

i=1

Using the notation presented in this article, this

criterion can be rewritten as:

infinite dimensional form given of the Definition 3

Let us now turn our attention to the stability is stable if (but not iff)

issues related to the previously defined state space

k+1

X

models of the discrete, fractional order systems. j n

kAd + Ink + k(1) k<1

The stability definition is adopted from the sta- j

j=2

bility definition of infinite dimensional systems

presented in (Debeljkovic et al., 2002).

Definition 4. The linear, discrete time, infinite Proof: The relation between notation in article

dimensional system, is finite time stable with (Debeljkovic et al., 2002) and the one used here is

respect to {, , N, M, k.k}, < , , R+ , as follows:

if and only if:

kx(i)k < , i = 0, 1, . . . , N, A0 = Ad + In

implies: i1 n

Ai = (1) for i = 1, 2, . . .

j

kx(i)k < , i = 0, 1, 2, . . . , M

The rest of the proof is a simple consequence of

applying the Debljkovic result in our case.

The Theorem 2 for the system given by the

The stability condition for such a redefined system Definition 2 can be rewritten as

is analogical to the traditional integer order state-

space systems.

k+1

X

n n

|Ad + In | + |(1)j In | < 1

Theorem 1. The system given by the Definition 3 1 j

j=2

is asymptotically stable iff

In order to make this criterion more useful let us

state the following lemma:

kAk < 1

n

where k.k denotes matrix norm defined as a Lemma 2. For k 2 the factors (1)k k are

max|i | where i is an i th eigenvalue of the

matrix A.

positive

for 2 > n > 1

n

(1)j = negative for 0 < n < 1 (11)

j

0 for n = 0, 1

The number of factors (1)j nj in matrix A in

real application has to be reduced. This reduction

may cause the decrease of accuracy of the stability

n

determination. Especially when the system is close Proof: Using the relation (1) for obtaining j it

to the stability margin. is easy to see that for j 2 and 0 > n > 1

n

< 0 for j = 2, 4, 6, . . .

j The r(n, k) is a stability radius of the system, i.e.,

n it is a radius of the disk in which stable eigenvalues

> 0 for j = 3, 5, 7, . . .

j (in the sense of equation (10)) of the system are

placed. The values of the r(n, k) for k = 40, 150,

The factors (1)j are equal to 1 for j = 2, 4, . . . and n h0, 2i are presented in Fig. 1.

and equal to 1for j = 1, 3, . . . . The sign of both

of the factors nj and (1)j are reversed for j th 1

k=40

factors what implies that (1)j nj are negative 0.9 k=150

k=

0.8

for j 2 and 0 > n > 1.

0.7

0.5

n 0.4

> 0 for j = 2, 4, 6, . . .

j 0.3

n 0.2

< 0 for j = 3, 5, 7, . . .

j 0.1

0

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

The sign of both of the factors nj and (1)j

are the same

for j th factors what implies that

(1)j nj are positive for j 2 and 1 > n > 2. Fig. 1. Stability radius for k = 40, 150,

Using this Lemma the following relation may be It is worth to mention that stability radius for

obtained n = 0 equal to 1 is the same as for n = 1, because

the system given by Definition 2 for n = 0 stays in

k+1

X n fact the first order system. In this case equation

|(1)j |=

j (7) has the form

j=2

xk+1 = n xk+1 = Ad xk + Buk

k+1

X

j n

(1) for 2>n1 The static relation (expected for n = 0) can be

j

j=2 obtained in the same way as in discrete first order

k+1

X

j n singular systems (by introducing matrix E for the

(1) for 0<n<1

j case when det(E) = 0).

j=2

3.2 Comparison of stability areas

k+1

X

j n (k + 2 n)

(1) = (12) The relation (10) implies that this criterion is

j=0

j (1 n)(k + 2)

quite restrictive and does not include the whole

the following expression is achieved area of stability. In Fig. 3, Fig. 4 and Fig. 5

the stability area determined numerically using

Theorem 1 are compared with the area of stability

k+1

X determined by the Theorem 3. As it could be

n (k + 2 n)

(1)j = 1 + n (13) noticed, for n h0, 1i the criterion gives the

j (1 n)(k + 2)

j=2 maximal stability radius for circle with center at

point (0,0).

Using this relation the criterion above can be

rewritten as

4. FRACTIONAL ORDER DIFFERENCE

Theorem 3. The system given by the Definition 2 EQUATION

is stable if (but not iff)

In order to identify the system parameters the

n difference equation describing input-output dy-

|Ad + I| < r(k, n) (14)

1 namic relation is more convenient than the state-

where space representation. Let the system equations (6)

(k + 2 n) and (8) be rewritten using Z transform with zero

2 n ; n h2, 1i

(1 n)(k + 2) initial conditions (xj = 0 for j 0) as follows:

r(k, n) = (k + 2 n)

+n ; n (1, 0)

(1 n)(k + 2) zn (z)X(z) = Ad X(z) + BU (z)

1 ;n=0 Y (z) = CX(z)

1.5 2

Stability area

Stability area

Criterion area

Criterion area 1.5

1

0.5

0.5

0 0

0.5

0.5

1

1.5

1.5

1.5 1 0.5 0 0.5 1 1.5

2

2 1.5 1 0.5 0 0.5 1 1.5 2

Fig. 2. Stability area for n = 0.1, L = 40, Fig. 5. Stability area for n = 1.8, L = 40,

r = 0.74479 r = 0.20022

Xk

n j

1.5

Stability area n (z) = (1)j z

Criterion area

j=0

j

1

0.5

Y (z)

G(z) =

0

U (z)

bN 1 z N 1 n(N 1) (z) + + b1 zn (z) + b0

0.5 =

z N nN (z) + + a1 zn (z) + a0

(zn (z) zb,N 1 ) . . . (zn (z) zb,1 )

1

=

(zn (z) za,N ) . . . (zn (z) za,1 )

1.5

1.5 1 0.5 0 0.5 1 1.5

matrix Ad and are associated with system poles,

Fig. 3. Stability area for n = 0.5, L = 40, zb,k for k = 1 . . . N are associated with zeros of

r = 0.58784 the system.

Then, the Fractional Difference Equation is as

1.5

follows:

Stability area

Criterion area

1

bN 1 n(N 1) uk1 + + b0 ukN

0.5

0.5 are the entries of the system matrices, eg. in the

canonical form.

1

1.5

1.5 1 0.5 0 0.5 1 1.5

Fig. 4. Stability area for n = 1.2, L = 40, The Fractional Order Transfer Function, given by

r = 0.802 equation (15), can be divided into the separate

modes, whose are associated with eigenvalues of

This immediately gives the relation

matrix Ad . For real eigenvalues each of those

modes is associated with one real eigenvalue of

Y (z) matrix Ad and can be rewritten as:

= C(I(zn (z)) Ad )1 B

U (z)

dj

p X

where n (z) is a polynomial of z given as follows: X wj

G(z) = (15)

j=1 r=1

(zn (z) za,j )r

where p is a number of an eigenvalue, dj is a obtained are conservative as can be seen from

number of multiplicity of j-th eigenvalue and wj the stability areas presented in the paper for the

are coefficients resulting from Partial Fraction system of two state variables. Future work on the

Expansion. stability criteria for these systems is still needed.

One of the directions of research will focus on

Using state-feedback control of the form (see

including also arg(zi ) into the criterion.

(Dzielinski and Sierociuk, 2005))

uk = Kxk (16)

eigenvalues of the matrix Ad can be modified REFERENCES

according to the relation Barbosa, Ramiro S., J.A. Tenreiro Machado and

Isabel M. Ferreira (2004). Least-squares De-

Ad = Ad BK (17) sign of Digital Fractional-order Operators. In:

Proceedings of 1st IFAC Workshop on Frac-

where Ad is a matrix with desired eigenvalues. tional Differentation and its Applications.

1

FDA04. Bordeaux, France. pp. 436441.

Let us take into consideration the mode zn (z)z 1

. Debeljkovic, D. Lj., M. Aleksendric, N. Yi-Yong

This mode has L poles (where L is the number of and Q.L. Zhang (2002). Lyapunov and non-

samples dependent on the realization) associated lyapunov stability of linear discrete time de-

with the eigenvalue z1 . By changing eigenvalue z1 lay systems. FACTA UNIVERSITATIS, Se-

it can be observed how the eigenvalue has an effect ries: Mechanical Engineering 1, 11471160.

on the poles of the mode. Dorcak, L., I. Petras, I. Kostial and J. Terpak

1 (2002). Fractional-order state space models.

0.8

unit disk

z1=1

In: Proceedings of International Carpathian

0.6

z1=0.05 Control Conference. ICCC 2002. Malen-

z1=0.5

0.4

z =1

1

ovice,Czech Republic. pp. 193198.

Dzielinski, Andrzej and Dominik Sierociuk (2005).

0.2

Adaptive feedback control of fractional or-

0

der discrete state-space systems. In: Proceed-

0.2

ings of International Conference on Com-

0.4

putational Intelligence for Modelling Con-

0.6 trol and Automation. Vol. 1. CIMCA2005.

0.8 pp. 804809.

1

1 0.5 0 0.5 1 1.5 2

Hilfer, R., Ed. (2000). Application of Fractional

Calculus in Physics. World Scientific.

Fig. 6. Poles for n = 0.5, L = 40 and z1 = Matignon, Denis (1998). Stability properties for

1, 0.05, 0.5, 1 generalized fractional differential systems. In:

ESAIM: Proceedings, Fractional Differential

1

unit disk

Systems: Models, Methods and Applications.

0.8 z =0.5

1

z =0.05

Vol. 5. pp. 145158.

1

0.6

z =0

1

Oldham, K. B. and J. Spanier (1974). The Frac-

z =0.05

0.4 1

z =0.5

tional Calculus. Academic Press. New York.

1

0.2 Podlubny, I. (1999). Fractional Differential Equa-

0 tions. Academic Press. San Diego.

0.2

Sierociuk, Dominik and Andrzej Dzielinski (2006).

0.4

Fractional kalman filter algorithm for states,

0.6

parameters and order of fractional system

estimation. International Journal of Ap-

0.8

plied Matchematics and Computer Science

1

1 0.5 0 0.5 1 1.5 2 16(1), 101112.

Vinagre, B.M., C.A. Monje and A.J. Calderon

Fig. 7. Poles for n = 1.8, L = 40 and z1 = (2002). Fractional order systems and frac-

0.5, 0.05, 0, 0.05, 0.5 tional order control actions. In: Lecture 3 of

the IEEE CDC02 TW#2: Fractional Calcu-

lus Applications in Automatic Control and

6. CONCLUSIONS Robotics.

of discrete, state-space fractional order system is

given. It is derived for the infinite dimensional

form of the state space equations. The results

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