Metrology ETH Zurich, Switzerland

Measurement Science and Technology Institute of Machine Tools and Manufacturing

Contact the Author © Copyright Cooperation d0000532; rev00

Module
Basic Structures of State Space Description
Karl H. Ruhm

Content
Introduction 1
1 Subsystems of Equations 2
2 Total System of Equations 4
3 Special Cases 4

Key Words
process, system, quantity, signal, structure, parameter, model, differential equation, system of equations,
state-space

Abstract
Processes are described by models which we call systems. Every model is built up systematically whereby
the different tasks in different fields are treated according to the same strategies. Great advantages arise
thereby. The state space description dealt with in the following paragraphs is a universal tool for a systematic
description of processes.

Introduction
The dynamic transfer behaviour of processes can be described in all fields by models, which we call systems
(Supplement → Module "Process and System – Survey"). And there are different ways describing dynamic
systems. All of them are based on differential and difference equations respectively and their transforma-
tions. We find a special manner to write down linear differential or difference equations in the so-called state
space domain. The following paragraphs illustrate the idea and structure of the state space description from
the perspectives of processes and process modelling respectively.
Especially we will look at deterministic, linear, monovariable and multivariable as well as non-dynamic and
dynamic systems with lumped parameters. This is not an arbitrary restriction at all: many systems may well
be approximated und represented by those structures.
We visualise and discuss all system structures and system properties within the clear signal effect diagram
too, where linear systems are denoted by simple, nonlinear systems by "double walled" functional blocks
(Supplement → Module "Elements of the Signal Effect Diagram"; Supplement → Module " Group-Notation of
Signals ").
u(t) y(t) u(t) y(t)
B0085

linear system non linear system

Multivariable systems differ from monovariable systems by thick signal lines and by bold printed symbols.
u(t) y(t) u(t) y(t)
B0086

monovariate system multivariate system

Now we are looking for a suitable quantitative (analytical) rendition for those qualitative (empirical) ideas
mentioned above. We posit that it shall be as universally valid and as flexible as possible. Special cases may
then be derived consequently from this general concept. Only thus a coherent description of different types
of processes can be expected.
 2

1 Subsystems of Equations
It makes sense to classify different structural system properties by subsystems of equations. We will do this
for the system properties "dynamic" and "non dynamic". The reason and particularly the benefit of this will
become obvious later on.
• Subsystem of Equations I
– description of the relations between the inner quantities x(t) themselves, which is needed for the
characterisation of the dynamic behaviour (delay, dead time, rate etc.)
– effects of the input quantities u(t) on the inner quantities x(t)

• Subsystem of Equations II
– description of the relations between the inner quantities x(t) themselves, which are needed for the
characterisation of the non dynamic behaviour
– effects of the input quantities u(t) and all inner quantities x(t) on the output quantities y(t)

differential equations
effects
of outer quantities on
dynamic relations
u(t)
effects
of outer quantities on
non dynamic relations
I x(t)
dynamic relations
between inner quantities
effects y(t)
of inner quantities
on environment
non dynamic relations algebraic
between inner quantities equations

B0034
II
system
That means, within the first system of equations all partial and ordinary differential equations appear describ-
ing the dynamic behaviour. In the second system of equations we find all transcendental or algebraic equa-
tions for the non dynamic behaviour. This is an important and useful partitioning of the total behaviour. Gen-
erally the systems of equations are nonlinear.
Here we will introduce the so-called state space description, which describes on the one hand the transfer
response of the dynamic parts of a multivariate system by (N) differential equations of first order and on the
other hand the transfer response of the non dynamic parts by algebraic equations:
B0518

x(0)
.
x(t) x(t)
u(t) f(x(t),u(t),t) y(t)
(N) (N) g(x(t),u(t),t)
(M) (P)

Because of the multivariate systems we are dealing with vector-matrix-relations. We write them down in
more detail for the two subsystems:
x n (t) = fn (x1(t),x 2 (t)… xn (t)… xN (t), u1(t),u2 (t)…um (t)…uM (t), t)
yp (t) = gp (x1(t),x 2 (t)… xn (t)… xN (t), u1(t),u2 (t)…um (t)…uM(t), t)

The first set of equations is the so-called state-space differential equation; the second one is the output
equation (not "measurement equation"). Both together are called state-space equations.
Input quantities u(t) can still be redivided into those, which can be effected intentionally and easily (reference
quantities, controllable quantities) and those, which cannot be kept in hand (disturbance quantities; uncon-
trollable input quantities). Uncontrollable quantities are nevertheless real input quantities, normally contained
in the input vector u(t). But if it should be necessary to distinguish uncontrollable from controllable quantities
obviously, we assign the symbol v(t) to the uncontrollable (disturbance) quantities.
The state quantities x(t) are part of the inner quantities, namely those, which define the dynamic transfer re-
sponse of the system. The vector of the initial values x(0) belongs to the state-space vector x(t). Other inner
quantities do not have any special name or symbol.
Only output quantities y(t) provide information to the environment. In this respect inner quantities are not
measurable directly.
 3

So all quantities of the same type, which play a special role in the description of the system, are combined in
different signal vectors (Supplement → Module "The Marking of Quantities"):
Quantities Symbol Index of Elements Total Number of Elements
Input quantities u m (M)
Disturbance quantities v μ (Μ)
Reference quantities w
State quantities x n (N)
Ascertainable output quantities y p (P)
Non ascertainable output quantities z π (Π)

If we have a linear system, the equation structures get simpler. Particularly one may at first view the dynamic
part and the non dynamic part separately and then superpose the results at the output summator linearly.
The most general structure for this is the known parallel connection with two transfer paths.

non
dynamic
part (P)
u(t) y(t)
Σ
(M) (P)
dynamic
B0087

part
(P)

system

In the first step one particularises the dynamic path by (N) linear differential equations of first order, dissolved
for the (N) first derivatives x (t) . This can be indicated graphically according to the rules of signal effect dia-
gram algebra by a multivariate feedback path around a multivariate block of integration.
x (0)
. solution
u (t) x (t) x (t)
B Σ
(M) (N) (N) (N)

differential
A
B0088

equation
(N)

B is the input matrix and A is the state matrix (feedback matrix). In the time-variant case the matrices are
time-dependent.
The (N) resulting quantities x(t) of the integration process normally have a special theoretical as well as a
special process-related meaning. They are so-called state quantities or memory quantities x(t) (association:
every integrator is a memory (storage)).

Remark
The differential equation corresponds only to the left part of the signal effect diagram (relations at the in-
put summator). The right part shows the solution (integration) of the system of differential equations un-
der consideration of the initial values x(0).

In a second step we have to define, whether and how these inner quantities x(t) have an effect on the output
quantities y(t). This is described by an algebraic system of equations with matrix C as output matrix (not
measurement matrix!)
(P)

x(t) y(t)
B0089

C Σ
(N) (P) (P)

In a third step one particularises the non dynamic part (memory-less section) by the feed-through matrix D. It
combines all non dynamic transfer responses between the input and the output quantities.
 4

2 Total System of Equations

Now the sub systems of equations can be combined in the signal effect diagram:

non-dynamic part

dynamic part x(0)

.
u(t) x(t) x(t) y(t)
B Σ C Σ
(M) (N) (N) (P)

B0080
dynamic system

u(t) A B y(t)
(M) C D (P)

u(t) y(t)
P
(M) (P)

We attained the state-space model of an arbitrary dynamic, time-invariant, linear system, described in an
analytical form by the following important system of equations (vector differential equation system):
Definition: Linear Dynamic Time-Invariate Multivariate System
x (t) = A x(t) + Bu(t) (dynamic relations at the input summator)
x(0) = x0 (initial values)
y(t) = C x(t) + Du(t) (non dynamic relations at the output summator)

The four system matrices A, B, C, D can be combined within one single partitioned matrix, called parameter
matrix P (Supplement → Module "Partitioning of Signals and Systems"):

⎡ x (t)⎤ ⎡ A B ⎤ ⎡ x(t)⎤ ⎡ x(t)⎤

⎢ ⎥ = ⎢ C D⎥ ⎢ ⎥ =P ⎢ ⎥
⎣ y(t)⎦ ⎣⎢ ⎥⎦ ⎣u(t) ⎦ ⎣u(t) ⎦

Conclusion
• This type of description handles a large portion of processes in a most concise and suitable way. It is
able to describe mono- and multivariate systems, deterministic, linear, time-invariate, time-variate, time-
continuous, time-discrete, non dynamic, dynamic systems with lumped parameters.
• The simplest and most complicated inner structures can be handled.
• Inner quantities must not correspond to concrete (physical) quantities.
• Inner structure and inner quantities can be designed in different realizations for the very same process.
• We get the dimensions of the matrices involved from the respective number of the input quantities, out-
put quantities and state quantities inevitably.
• The first system of equations describes the relations at the input summator, the second set at the output
summator.

3 Special Cases
a Every stable dynamic system can be in the steady state condition (being at rest). We must be able to
derive this state from the general dynamic transfer response: If one sets the (N) temporal derivatives
x (t) of the quantities x(t) in the differential equations to zero, one gets the transfer response in the
steady state condition (Supplement → Module "Dynamic System in Steady State Condition – State
Space Description").
 5

b An important special case is the monovariate system (single input, single output; SISO). Arbitrarily many
state quantities x(t) may still be inside the system, namely (N). But input matrix B and output matrix C
become vectors b (column vector) and c (row vector) and the feed-through matrix D becomes a scalar.
x (t) = A x(t) + b u(t)
x(0) = x 0
y(t) = c x(t) + du(t)

d
x(0)
.
u(t) x (t) x(t) y(t)
b Σ c Σ
(1) (N) (N) (1)

B0090
system
c Of course it is possible that only one single state quantity x(t) is present. Then all matrices become sca-
lars (scalar system, single-integrator system).
 = a x(t) + bu(t)
x(t)
x(0) = x0
y(t) = c x(t) + du(t)

d
x(0)
.
u(t) x(t) x(t) y(t)
b Σ c Σ
(1) (1) (1) (1)

a
B0091

system
d It is possible that purely dynamic systems may exist. The feed-through matrix D or the feed-through
value d thus is zero.
e There are also purely non dynamic systems (pure proportional systems, rare): Only the feed-through
matrix D or the feed-through value d is then present.

Remark
The set of coupled ordinary linear differential equations of first order derived here for the description of a dy-
namic system can also be written down by differential equations of higher order for every output quantity yp(t)
as a circuit. This form can be transferred any time into the other form. Special sub programs exist for this
purpose.

Cite this Page

Please refer to this document by the following mode:
Ruhm, K. H.; Basic Structures of State Space Description
Internet portal "Measurement Science and Technology"; document: www.mmm.ethz.ch/dok01/d0000532.pdf

Alternate Versions
There is a German version of this document: → d0000320

Modifications
Rev Datum Modification
00 05.09.2005 First edition
6