EE543a Digital Control Systems

Instructor: Dr. Eugene Lavretsky

USC, Spring 2009


Lecture 1

1. Introduction
Consider closed-loop system block-diagram:



where Plant is a dynamical system, Controller represents computer logic (HW / SW) that
generates (computes) Control Input, based on the system Tracking Error. The latter is the
difference between the Sensed Response and the Desired Response, (command).

The block-diagram may represent a continuous (e.g. aircraft dynamics) or a discrete
process, (e.g. automobile production). Dynamical systems in which all signals can
change continuously with time are called continues-time (or analog) systems. A discrete-
time system has signals that can change values only at discrete instants at time. For
example, in the above block-diagram the Controller is often implemented as a digital
device (a filter). Because of that, the block-diagram becomes representative of a closed-
loop discrete-time system.

The task of a control engineer is to design Controller logic, and then verify and validate
its performance using formal control-theoretic methods and simulation techniques.

Design, analysis, and simulation methods for digital dynamical systems constitute the
main subjects of this course, [Read Textbook Sections 1.1 1.2].

The control problem maybe stated as follows: For a given Plant (system), design a
Controller such that specified controlled output signals track their corresponding external
commands with small errors, and in the presence of:
modeling errors
environmental disturbances
unknown plant and /or control input failures.
Plant Controller
Sensors
Desired Response
Sensed Response
System Response
Control
Input
Tracking
Error
2
Control Design Criteria may involve, but not be limited to:
Tracking performance
Small steady-state errors
Transient response characteristics
Disturbance rejection
Sensitivity to parameter changes in the plant
Control reconfiguration and adaptation to unanticipated failures.

Solving the control problem will generally involve:
Writing control specifications, (specifying control goals and design criteria)
Choosing control actuators and measurement sensors
Detailed modeling the system components for performance evaluation
Reduced order modeling for control design
Performing control design based on the reduced models and the control criteria
Evaluating the design analytically, by simulation, and in laboratory environment
Iterating this procedure until satisfactory physical-system response is obtained.

In this course, we will focus on mathematic procedures for the analysis and design of
digital control systems. Design and analysis methods that we will consider are applicable
to Discrete Linear Time-Invariant (LTI) Dynamical Systems, [Read Textbook Sections
1.3 1.7].

2. Discrete-Time Systems and the Z-Transform
A discrete-time system is described by a set of difference equations. The z-transform
method for discrete-time LTI systems is analogues to the Laplace transform for
continuous-time dynamics.

To motivate our discussion, consider the digital control system shown below.

The interface block at the input of the Controller is analog-to-digital (A/D) converter. It
converts the Tracking Error signal, a continuous-time signal, into a digital sequence of
numbers, that can be processed by the Controller hardware (computer) implementation.

At the controller output, a digital-to-analog (D/A) converter is required to convert the
binary signals of the computer into a form necessary to drive the plant. The outcome is
the generation of actuator commands to the plant.

Control
Input
System
Response
Tracking
Error
Plant Controller
Sensors
Sensed Response
Desired
Response
A/D D/A
3
For example, let u be the system control input, y be the system controller output,
cmd
y
be the commanded output, and let
cmd
e y y = denote the system tracking error. Consider
the following proportional-integral (PI) continuous controller,
( ) ( ) ( )
0
t
P I
u t K e t K e d = +

(2.1)
where ( ) ,
P I
K K are the controller proportional and integral gains, respectively. For
simplicity, we assume that all signals are scalar. Then the PI controller can be written in
frequency domain, using the Laplace transform:

I
P
K
u K e
s

= +


(2.2)
In order to implement (2.1) on a digital computer, we need to choose an integration
approximation method. We choose the Rectangular Rule for numerical integration. Let T
be the sampling time. The Rectangular Rule approximates the integral of ( ) e t , on a
sufficiently small interval, by the following relation:
( )
( )
( )
1
kT
k T
e d T e k T

(2.3)
for 0,1, k = . Then,
( )
( )
( )
( )
( )
( )
( )
( )
1
0 0 1
1
k T kT kT
k T
x k x k
T e k
e d e d e d

= +

_ _
_
(2.4)
and we get:
( ) ( ) ( ) 1 x k x k T e k = + (2.5)
This is a 1
st
order LTI difference equation. The general form of a 1
st
order LTI difference
equation is:
( ) ( ) ( ) ( )
1 0 0
1 1 x k b e k b e k a x k = + (2.6)
where ( )
0 0 1
, , a b b are constants. This equation is called the 1
st
order because its right hand
side depends on the signals from the current and the last sampling instants only. The
general form of the
th
n order LTI difference equation is:

( ) ( ) ( ) ( )
( ) ( )
1 0
1 0
1
1
n n
n
x k b e k b e k b e k n
a x k a x k n

= + + +

(2.7)
This relation is usually called a digital filter. It is a dynamical system and its dynamics
can be analyzed using the Z-Transform method, [Read Textbook Sections 2.1, 2.2].

The z-transform is defined for any number sequence
( ) { } ( ) ( ) ( ) 0 , 1 , , , e k e e e k = (2.8)
and it is given by:
( ) ( ) { } ( ) ( ) ( )
1
0 1
k
E z Z e k e e z e k z

= = + + + +

(2.9)
To shorten abbreviation, we will often write,
4
( ) ( ) ( )
0
k
k
E z Z e k e k z

=
= =


(2.10)
The main equality to use when computing z-transforms in closed form is the sum of
geometric progression identity,

2
1
1
1
k
x x x
x
+ + + + + =

(2.11)
which is valid for 1 x < .

Example
Given sequence ( ) { }
1,1, e k = , find ( ) E z . Note that this sequence may be generated by
sampling a unit step function. By definition,
( ) ( )

( )
1
1
0 0
1
1
1 1
k
k
k k
z
E z e k z z
z z

= =
= = = =



which is valid for
1
1 1 z z

< > .

Example
Consider the exponential function ( )
at
f t e

= . Let the sampling period be T . Values of

the exponential can be generated (sampled) at time instants t k T = . This gives the
sequence ( )
akT
f k e

= . Its z-transform can be computed as follows,

( ) ( ) ( )
1
1
0 0 0
1
1
k
k akT k aT
aT aT
k k k
z
F z f k z e z e z
e z z e



= = =
= = = = =



which is valid for
1
1
aT
e z

< , or equivalently
aT
z e

> .

Several useful properties of the z-transform will now be developed.

Z-Transform Addition and Subtraction
( ) ( ) ( ) ( ) ( ) ( )
1 2 1 2 1 2
Z e k e k Z e k Z e k E z E z = =

(2.12)
Proof: From the definition of the z-transform,

( ) ( ) ( ) ( ) ( ) ( )
( )
( )
( )
( )
( ) ( )
1 2
1 2 1 2 1 2
0 0 0
1 2 1 2
k k k
k k k
E z E z
Z e k e k e k e k z e k z e k z
Z e k Z e k E z E z


= = =
= =

= =


_ _


Z-Transform Multiplication by a Constant
( ) ( ) ( ) Z ae k a Z e k a E z = =

(2.13)
Proof: From the definition of the z-transform,
5
( ) ( ) ( )
( )
( )
0 0
k k
k k
E z
Z ae k ae k z a e k z a E z


= =
= = =


_


Example
Compute z-transform of ( )
akT
f k a be

= + . Using (2.12) and (2.13), gives:

( ) ( ) [ ]
[ ] 1
1
1
a k T
akT akT
aT
Z
Z e
z z
F z Z f k Z a be a Z b Z e a b
z z e

= = + = + = +



_ _


We now introduce a notion of the discrete unit-step function. It is defined as:
( )
0, 0
1, 0
k
u k
k
<
=

Z-Transform Real Translation Property
( ) ( ) ( )
n
Z e k n u k n z E z

=

(2.14)
and
( ) ( ) ( ) ( )
1
0
n
n k
k
Z e k n u k z E z e k z

=

+ =

(2.15)
Proof: From the definitions of the z-transform, and the unit-step function, we get

( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
( )
( )
( )
( ) ( ) ( )
( )
( )
0
1
1
0 1
0 1
k k
k k n
n n k k n
k n
n k n
E z
Z e k n u k n e k n u k n z e k n u k n z
e k n z e z e z e k z
z e e z e k z z E z


= =

+ +
=

= =

= = + + + +

= + + + + =

_

which proves (2.14). Also,

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
( )
( ) ( ) ( )
( )
( )
( )
( ) ( )
0
1 2
1 1
0 0
1
0
1 2
k
k
k
n k n n
n n
n k n k n n k
k k
E z
n
n k
k
Z e k n u k e k n u k z
e n e n z e n z e n k z
z e n z e n k z
z e k z e n z e n k z z e k z
z E z e k z

=

+

+
= =

=
+ = + =

= + + + + + + + +

= + + + +


= + + + + +



=

_

which proves (2.15).

6
Example
Compute z-transform of
( )
( )
{ }
3
3
a k T
e u k

and
( )
( )
{ }
2 a k T
e u k T
+
. Using (2.14), yields:

( )
( )
( )
3 3 3
2
1
3
aT
a k T akT
aT aT
z
z e
z
Z e u k z Z e z
z e z z e

= = =




_

Also, using (2.15) we get:

( )
( ) ( ) ( ) ( )
2 2 1 2 1
0 1 1
a k T aT
aT
z
Z e u k T z E z e e z z e z
z e
+

= =





We now define the discrete unit impulse function,
( )
1,
0,
k n
k n
k n

=
=

(2.16)
and compute its z-transform:
( ) ( ) ( )
0
k n n
k n
k
Z k n k n z k n z z

=
=
= = =

Z-Transform Complex Translation Property
( ) ( )
ak a
Z e f k n F z e

=

(2.17)
Proof: Let ( ) ( ) F z Z f k =

. From the definition of the z-transform,
( ) ( ) ( )( ) ( )
0 0
k
ak ak k a a
k k
Z e f k e f k z f k z e F z e



= =
= = =




Example
Compute the z-transform of the sequence ( ) { } { }
ak
f k k e = . First, we compute the z-
transform of { }
0,1, k
k
=
. We recall that:

0
1
k
k
z
z
z

=
=

Differentiating both sides with respect to z , yields:

( ) ( )
1
2 2
0 0
1
1 1
k k
k k
z
k z k z
z z


= =

= =





Consequently,
{ }
( )
2
0 1
k
k
z
Z k k z
z

=
= =

Using (2.17), the z-transform of
{ }
ak
k e can now be computed as:

( )
( ) ( )
2 2
1
a a
ak a
a a
z e z e
Z e k F z e
z e z e

= = =




7
Z-Transform Initial-Value Property
( ) ( ) 0 lim
z
e E z

= (2.18)
Proof: By the definition of the z-transform of, we get
( ) ( ) ( ) ( ) ( ) ( )
1
0
lim lim lim 0 1 0
k k
z z z
k
E z e k z e e z e k z e

=
= = + + + =

Z-Transform Final-Value Property
( ) ( ) ( )
1
lim lim 1
n z
e n z E z

=

(2.19)
Note: The above relation is true provided that the left hand side exists.

Proof: Consider the z-transform of the sequence ( ) ( ) { }
1 e k e k + :

( ) ( ) ( ) ( )
( ) ( )
0
0
1 1
lim 1
k
k
n
k
n
k
Z e k e k e k e k z
e k e k z

=
+ = +

= +

Then,
( ) ( ) ( ) ( ) ( ) ( )
1
0
lim 1 lim 1 lim 1 0
n
z n n
k
Z e k e k e k e k e n e

=
+ = + = +

On the other hand, using the real translation property of the z-transform, we get:
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) 1 0 1 0 Z e k e k z E z e E z z E z z e + = =


Therefore,
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
1 1 1
lim 1 lim 1 0 lim 1 0
z z z
Z e k e k z E z z e z E z e

+ = =


Equating the two limiting expressions, results in (2.19).

Example
For the sequence ( ) { }
0,1,
1
k
e k
=
=

, compute the initial and final values of its z-transform.
Since,
( )
1
z
E z
z
=

then applying the initial-value property, we get,
( ) 0 lim 1
1
z
z
e
z

= =

and using the final-value property, results in:
( ) ( ) ( ) [ ]
1 1
lim lim 1 lim 1
n z z
e n z E z z

= = =


[Read Textbook Sections 2.3 2.4]

Solution of LTI Difference Equations using Z-Transform
8
Suppose that we are given a known sequence of numbers ( ) { }
0,1, k
e k
=
and consider the
following
th
n order LTI difference equation:
( ) ( ) ( ) ( ) ( ) ( )
1 0 1 0
1 1
n n n
x k a x k a x k n b e k b e k b e k n

+ + + = + + + (2.20)
We are interested in computing its solution the sequence of numbers ( ) { }
0,1, k
x k
=
. We
will employ the z-transform method to find the solution. This techniques is similar to the
Laplace transform method for solving LTI differential equations. Let ( ) ( ) X z x k =

.
Applying the z-transform to both sides of (2.20), and using the real translation property of
the z-transform, gives:
( ) ( ) ( ) ( ) ( ) ( )
1 1
1 0 1 0
n n
n n n
X z a z X z a z X z b E z b z E z b z E z


+ + + = + + + (2.21)
Solving for ( ) X z , yields:
( ) ( )
1
1 0
1
1 0
1
n
n n
n
n
b b z b z
X z E z
a z a z

+ + +
=
+ + +

(2.22)
Now, the sequence ( ) { }
0,1, k
x k
=
can be found by taking the inverse z-transform of the
right hand side in (2.22), [Read Textbook Section 2.5].

The Inverse Z-Transform
Suppose that for a given sequence of numbers ( ) { }
0,1, k
f k
=
, we have computed its z-
transform,
( ) ( ) { }
F z Z f k =

(2.23)
As seen from (2.23), the z-transform maps numerical sequences into complex-valued
functions. Can we compute the inverse mapping? In other words, given a complex valued
function ( ) F z , can we compute a sequence of numbers ( ) { }
0,1, k
f k
=
such that (2.23)
holds? Assuming that such a sequence exists, we will call the process of computing it
The inverse z-transform, and write:
( ) ( )
1
f k Z F z

=

(2.24)
We will consider 3 different methods to perform this operation.

Power Series Method
This method for finding the inverse z-transform is applicable to complex-valued
functions that can be represented by a ratio of two polynomials in z,
( )
0 1
0 1
m
m
n
n
b b z b z
F z
a a z a z
+ + +
=
+ + +

(2.25)
where m n < , or m n . The main idea here is to expend ( ) F z in a power series of the
form,
( )
1
0 1
0
k k
k k
k
F z f f z f z f z

=
= + + + + =

(2.26)
Then by the definition of the z-transform, the corresponding sequence of numbers is
obtained as the sequence of the coefficients in the expansion (2.26), that is:
9
( )
k
f k f = (2.27)
Series expansions such as (2.26) can be obtained using Long Division, [read Textbook
Section 2.6, pp. 39, 41].

Also, the Taylor Series Expansion Method can be used to calculate the sequence numbers
( ) f k . This method consists of the following four steps.

Step 1: Pick the largest number between m and n . Suppose that m n < . Divide both the
numerator and the denominator in (2.25) by
n
z . This gives:
( )
( ) ( )
( )
1
0 1
1
0 1
n n m n
m
n n
n
b z b z b z
F z
a z a z a


+ + +
=
+ + +

(2.28)
Step 2: Introduce,

1
w z

= (2.29)
and rewrite (2.28) as:

( ) ( )
( ) ( )
( )
1
1 0 1
1
0 1
n n m n
m
n n
n
b w b w b w
F w F w
a w a w a

+ + +
= =
+ + +

(2.30)
Step 3: Expand ( ) F w

in the Taylor series with respect to w,

( ) ( )
( ) ( ) ( )
2
2
2
0 0 0
0
2! !
k
k
k
d F d F d F
w w
F w F w
dw dw dw k

= + + + + +





(2.31)
where
( ) 0
k
k
d F
dw

is the
th
k derivative of ( ) F w

with respect to w, evaluated at 0 w = .

Step 4: Comparing (2.31) with (2.26), it is clear that the original sequence numbers are:
( )
( ) 0
1
!
k
k
d F
f k
dw k

=

(2.32)
Example
Compute the inverse z-transform of the following complex-valued function:
( )
2
3 2
z
F z
z z
=
+

We are going to use the Taylor series expansion method.
Step 1: Since 1 m = and 2 n = , we divide the function numerator and its denominator by
2
z , and get:
( )
1
1 2
1 3 2
z
F z
z z

=
+

Step 2: Changing variable according to (2.29), gives:
( )
2
1 3 2
w
F w
w w
=
+

Step 3: We now compute the corresponding Taylor series expansion of this function,
around 0 w = , as in (2.31). This requires computation of the following quantities:
10

( )
( ) ( )
( )
( )
( )
2
2 2
2
0 0
1 3 2 3 4
0
1
1 3 2
1 3 2
0
k
k
F
w w w w
d F
d F d w
dw dw w w dw
w w
d F
dw
=
+ +

= = =

+
+
=

Step 4: Using (2.32), results in the number sequence:

( )
( )
( )
( )
0 0
1 1
0
1
!
k
k
f
f
d F
f k
dw k
=
=

=

Both the Long Division method and the Taylor Series Expansion method are quite
laborious. These methods may not lead to general representation of the sequence
numbers. There exist other numerically efficient methods to perform the inverse z-
transform.

Partial-Fraction Expansion Method
We expand
( ) F z
z
as a sum of known functions for which we can use the Z-Transform
table to compute their individual inverses. For example, if

( ) F z
A B
z z a z b
= + +
+ +

then
( )
Az B z
F z
z a z b
= + +
+ +

and, consequently

( ) ( )
1 1 1
1 1 k k
Az B z
f k Z F z Z Z
z a z b
z z
AZ BZ Aa Bb
z a z b



= = + +




= + + = + +

Example
Find the inverse z-transform for
( )
( )
( )( )
1
1
aT
aT
e z
F z
z z e

=


11
Since,

( ) ( )
( )( )
( ) ( )
( )( )
( )
( )
1 1
1 1
1 1 1
aT aT
aT aT aT
e z e z
F z
z z z z e z z e z e



= = =


then,
( )
1
aT
z z
F z
z z e

=


and consequently:
( ) ( )
1 1 1
1
1
1
a k T
akT
aT
e
z z
f k Z F z Z Z e
z z e

= = =



_ _


Inversion-Formula Method
This is the most generic technique to compute the inverse z-transform. The method is
based on the well-known from complex variable theory fact: If the z-transform of a
sequence ( ) { }
f k is ( ) ( ) { }
F z Z f k =

then the inverse transform is given by the
following contour integral:
( ) ( ) ( )
1 1
1
2
k
f k Z F z F z z dz
j

= =

(2.33)
where 1 j = , and represents any path in the z-domain that encloses all the finite
poles of the complex-valued function ( )
1 k
F z z

. This integral can be evaluated using the
Theorem of Residues:
( ) ( )
( )
1
1
at poles
of
residues of
k
k
F z z
f k F z z

(2.34)
If the function ( )
1 k
F z z

has a simple pole at z a = then,
( ) ( ) ( )
1 1
residues of
k k
z a z a
F z z z a F z z

= =
=

(2.35)
For a pole of order m at z a = ,
( )
( )
( ) ( )
1
1 1
1
1
residues of
1 !
m
m
k k
m
z a
z a
d
F z z z a F z z
m dz

=
=

=

(2.36)
It is easy to see that (2.35) is the particular case of (2.36), when 1 m = .

Example
Find the inverse z-transform of
( )
( )
( )( )
1
1
aT
aT
e z
F z
z z e

=


using the Inversion-Formula method. Using (2.34), gives:
( )
( )
( )( )
( )
1
at poles
of
1
residues of
1
k
aT k
aT
F z z
e z
f k
z z e

12
The function
( )
( )( )
1
1
aT k
aT
e z
z z e

has 2 simple poles: one at 1 and the other at
aT
e

. Thus,
1 m = for both of the poles and,

( )
( )
( )( )
( )
( )( )
( )
( )
( )
( )
1
1 1
residueof residueof
1 1
1 1
1
1 1
aT
aT k aT k
aT aT
z z e
aT aT akT
akT
aT aT
e z e z
f k
z z e z z e
e e e
e
e e

= =

= +




= + =



Example
Find the inverse z-transform of
( )
( )
2
1
z
F z
z
=

using the Inversion-Formula method. Using (2.34), gives:
( )
( )
( )
1
2
at poles
of
residues of
1
k
k
F z z
z
f k
z

The function
( )
2
1
k
z
z
has a single pole of order 2 m = at 1 z = . Applying (2.36), yields:

( )
( )
1
2
1 1
1
residueof
1
k
k k
z z
z
z d
f k z k z k
dz
z

= =
=

= = = =

Discrete Convolution
Suppose that a complex-valued function ( ) F z can be expressed as a product of two
functions:
( ) ( ) ( ) ( )
( )
( ) ( ) ( )
( )
1 2
1 2 1 2
1 1 1 2 2 2
0 1 2 0 1 2
F z F z
F z f f z f z f f z f z

= + + + +


_ _
(2.37)
Direct multiplication yields:

( ) ( ) ( )
( )
( ) ( ) ( ) ( )
( )
( ) ( ) ( ) ( ) ( ) ( )
( )
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
1 2 1 2
0 0
1
1 2 1 2 1 2
0 1
2
1 2 1 2 1 2
2
1 2 1 2 1 2 1 2
0 0 0 1 1 0
0 2 1 1 2 0
0 1 1 2 2 0
k k
n n
f f
f
k
f k f k n f n f k f k n
F z f f f f f f z
f f f f f f z
f f k f f k f f k f k f z
= =

= =
= + +

+ + + +

+ + + + + +


_ _

_

_
(2.38)
Thus, the
th
k member of the sequence ( ) f k is:
13
( ) ( ) ( )
1 2
0
k
n
f k f k n f n
=
=

(2.39)
This is the discrete convolution summation. It can be used in determining the z-
transforms of the signals such as (2.37). Often, the discrete convolution of two sequences
is denoted by:
( ) ( ) ( )
1 2
* f k f k f k = (2.40)
Therefore,
( ) ( ) ( ) ( ) ( )
1
1 2 1 2
* f k Z F z F z f k f k

= =

(2.41)
[read Textbook Section 2.6].

State-Space Representation of Discrete Systems
A generic discrete dynamical system with m inputs
m
u R and p outputs
p
y R , can
be modeled by a system of n difference equations in the form:

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
1 ,
,
x k f x k u k
y k h x k u k
+ =
=
(2.42)
where k is the discrete time count, ( )
n
x k R is the system state vector, while f and h
are vector-functions of the corresponding dimensions. If these functions are linear then
the resulting set of equations,

( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
1 x k A k x k B k u k
y k C k x k D k u k
+ = +
= +
(2.43)
represents a Linear Time-Varying (LTV) discrete system. If the matrices in (2.43) are
constant, then the resulting system

( ) ( ) ( )
( ) ( ) ( )
1 x k Ax k Bu k
y k C x k Du k
+ = +
= +
(2.44)
becomes Linear Time-Invariant (LTI).

Example
Find a state-space model for the system represented by the difference equation:
( ) ( ) ( ) ( )
1 2
2 1 y k u k a y k a y k + = + + +
Define system state components,

( ) ( )
( ) ( )
1
2
1
x k y k
x k y k
=
= +

Then the system state-space model can be written,

( ) ( )
( ) ( ) ( ) ( )
1 2
2 1 2 2 1
1
1
x k x k
x k u k a x k a x k
+ =
+ = + +

with the system output defined as:
( ) ( )
1
y k x k =
Finally, this state-space model can be expressed in the vector-matrix form (2.44):
14

( )
( )
( )
( )
( )
( )

( )
( ) ( )
( )
( )
( )
1 1
2 2 2 1
1
1
2
1 0 1 0
1 1
1 0
B
A
x k x k
C
x k
x k x k
u k
x k x k a a
x k
y k
x k
+
+
= +

+


=


_ _ _
_
_


Next, we derive state-space model using transfer function description of a system:
( )
( )
( )
1 2
1 2 1 0
1 2
1 2 1 0
n n
n n
n n n
n n
G z
b z b z b z b
Y z U z
z a z a z a z a




+ + + +
=

+ + + + +

_
(2.45)
where ( ) ( ) U z Z u k =

and ( ) ( ) Y z Z y k =

are the z-transforms of the system input
and output sequences, ( ) { }
u k and ( ) { }
y k , respectively. Let us introduce intermediate
variable,
( )
( )
1 2
1 2 1 0
n n n
n n
U z
V z
z a z a z a z a


=
+ + + + +
(2.46)
Then the z-transform of the system output is,
( ) ( ) ( )
1 2
1 2 1 0
n n
n n
Y z b z b z b z b V z


= + + + + (2.47)
Relation (2.46) can be written as:

( ) ( ) ( )
1 2
1 2 1 0
n n n
n n
z a z a z a z a V z U z


+ + + + + = (2.48)
Let ( ) { } ( )
1
v k Z V z

=

. Using the real translation property of the z-transform, gives:
( ) ( ) ( ) ( ) ( ) ( )
1 2 1 0
1 2 1
n n
v k n a v k n a v k n a v k a v k u k

+ + + + + + + + + = (2.49)
The system state-space components are defined as:

( ) ( )
( ) ( )
( ) ( )
( ) ( )
1
2
3
1
2
1
n
x k v k
x k v k
x k v k
x k v k n
=
= +
= +
= +

(2.50)
Using (2.50) and (2.49), results in the state-space model,

( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
1 2
2 3
3 4
1
1 2 1 1 2 0 1
1
1
1
1
1
n n
n n n n n
x k x k
x k x k
x k x k
x k x k
x k a x k a x k a x k a x k u k

+ =
+ =
+ =
+ =
+ = +

(2.51)
15
whose output can be written using (2.47) as:
( ) ( ) ( ) ( ) ( )
1 2 1 1 2 0 1 n n n n
y k b x k b x k b x k b x k

= + + + + (2.52)
Combining (2.51) and (2.52), the system state-space model can be expressed in the
vector-matrix form (2.44).

( )
( )
( )
( )
( )
( )
( )
( )
( )
( )

( )
( )
1 1
2 2
3 3
0 1 2 3 4 1
1
0 1
1 0 1 0 0 0 0 0
1 0 0 1 0 0 0 0
1 0 0 0 1 0 0 0
1 1
n n n
B
A
x k x k
x k x k
x k x k
x k x k u k
x k a a a a a a x k
y k b b

+
+

+

+ = +



+

=

. . . . . . . . . .

_ _ _
( )
( )
( )
( )
( )
( )
1
2
1 n
C
n
x k
x k
x k
b C x k
x k

_
.
_
(2.53)
Example
Given,
( )
( )
( )
2
3 2
2 1
2 0.5
Y z
z z
G z
U z z z z
+ +
= =
+ + +

compute state-space model. Using generic transfer function from (2.45) and its state-
space representation (2.53), we get:

( )
( )
( )
( )
( )
( )
( )
( )

( )
( ) ( )
( )
( )
( )
( )
( )
1 1
2 2
3 3
1
1
2
3
1 0 1 0 0
1 0 0 1 0
1 0.5 1 2 1
1 2 1
B
x k x k
C
x k
x k x k
x k x k u k
x k x k
x k
y k x k C x k
x k
+
+

+ = +


+



= =



_ _
_
_


For a given system, there is no unique state-space model. In other words, given a
transfer function of a discrete system, various state-space models can be derived by
partitioning the transfer function into a sum or a product of simpler transfer functions,
[read Textbook Section 2.9, Example 2.20].

We now consider the concept of similarity transformations. For the LTI discrete
system in the form,
16

( ) ( ) ( )
( ) ( ) ( )
1 x k Ax k Bu k
y k C x k Du k
+ = +
= +
(2.54)
we apply the linear transformation:
( ) ( ) x k Pw k = (2.55)
where P is a constant ( ) n n invertible matrix, and ( ) w k is the new state vector.
Substituting (2.55) into (2.54), gives:

( ) ( ) ( ) ( ) ( )
( ) ( )

( )

( )
1 1
1
w w
w
w
A B
D
C
w k P AP w k P B u k
y k C P w k Du k

+ = +
= +
_ _
(2.56)
or, equivalently:

( ) ( ) ( )
( ) ( ) ( )
1
w w
w w
w k A w k B u k
y k C w k D u k
+ = +
= +
(2.57)
where:

1 1
,
,
w w
w w
A P AP B P B
C C P D D

= =
= =
(2.58)
Hence, for any invertible matrix P , a different state-space model of the LTI dynamics
(2.54) can be found. All these models represent one and the same relation between the
system input u and its output y .

A linear transformation of the form,

1
w
A P AP

= (2.59)
is called a similarity transformation. It can be used to find suitable and often simple state-
space representations of the LTI dynamics (2.54). One such representation can be
constructed in the case when the system matrix A has distinct eigenvalues. The latter are
determined as the roots of the system characteristic equation,
0 I A = (2.60)
where - denotes the determinant of a matrix. The system eigenvalues satisfy:
( )( ) ( )
1 2
0
n
I A = = (2.61)
The eigenvalues
i
are invariant through the similarity transformation (2.59). In fact,
( ) ( ) ( )
1 1 1
0
w
I A I P AP P I A P P I A P I A

= = = = = (2.62)
If the eigenvalues are distinct, we can derive a state-space model with a diagonal system
matrix. For each of the eigenvalues
i
, there exist an eigenvector
i
m
,
such that the
following system of equations holds:

i i i
Am m =
, ,
(2.63)
Therefore,
17
[ ] [ ]
1
2
1 2 1 2
0 0 0
0 0 0
0 0 0
n n
M M
n
A m m m m m m

=



, , , , , ,

_ _
.
_
(2.64)

or, equivalently
AM M = (2.65)
where the modal matrix M is composed of the eigenvectors of A, as columns, and is
a diagonal matrix with the eigenvalues of A. From (2.65), we get:

1
M AM

= (2.66)
Thus, if the linear transformation matrix P in (2.55) is set to the modal matrix M then
the transformed matrix
w
A in (2.59) becomes diagonal, that is
w
A = .

Example
Transform the system,

( ) ( ) ( )
( ) ( ) ( )
0.8 1 0
1
0 0.9 1
1 0
x k x k u k
y k x k

+ = +


=

into diagonal form. First, compute the system eigenvalues:
( )( )
0.8 1 0.8 1
0 0.8 0.9
0 0.9 0 0.9
I

= = =

They are:

1 2
0.8, 0.9 = =
Second, compute the corresponding eigenvectors using (2.63),


1 1
2 2
0.8 1
0 0.9
i i
i i
i
i i
m m
m m
m m

=


, ,

for 1, 2 i = . The eigenvectors are not unique since for each i , the above linear system has
2 dependent equations and two unknowns, (eigenvector components). For 1 i = , the 1
st

eigenvector components are determined from:

11 21 11
21 21
0.8 0.8
0.9 0.8
m m m
m m
+ =
=

Hence,
2 1
0 m = and
11
m is arbitrary. Let
11
1 m = . For 2 i = , the 2
nd
eigenvector
components satisfy:

1 2 2 2 1 2
2 2 2 2
0.8 0.9
0.9 0.9
m m m
m m
+ =
=

Now,
2 2
m can is arbitrary. We choose
2 2
1 m = . Then
1 2
10 m = , and the modal matrix is:
18

11 1 2
2 1 2 2
1 10
0 1
m m
M
m m

= =





We choose linear transformation matrix P M = . Then using (2.58), yields:

1 1
,
, 0
w w
w w
A M AM B M B
C C M D

= =
= =

and, consequently the transformed matrix
w
A becomes diagonal, with its diagonal
elements equal to the system eigenvalues.

( )
0.8 0 10
,
0 0.9 1
1 10 , 0
w w
w w
A B
C D

= =


= =

Finally, we write the resulting state-space model:

( ) ( ) ( )
( ) ( ) ( )
0.8 0 10
1
0 0.9 1
1 10
w k w k u k
y k x k

+ = +


=

Note that the new system state vector is w P x = , while the system input u and output y
didnt change.

The system transfer function can be directly calculated from the state-space model (2.54).
Let ( ) ( ) , X z U z and ( ) Y z denote the z-transforms of the sequences ( ) { }
0, 1, 2, k
x k
=
,
( ) { }
0, 1, 2, k
u k
=
and ( ) { }
0, 1, 2, k
y k
=
, respectively.
( ) ( ) ( ) ( ) ( ) ( ) , , X z Z x k U z Z u k Y z Z y k = = =

(2.67)
Taking the z-transform of the system dynamics (2.54), gives:

( ) ( ) ( ) ( )
( ) ( ) ( )
0 z X z z x A X z BU z
Y z C X z DU z
= +
= +
(2.68)
Ignoring the system initial conditions, yields:
( ) ( ) ( )
1
X z z I A BU z

= (2.69)
Thus, the system Input-Output transfer function is:
( )
( )
( )
( )
1
Y z
G z C z I A B D
U z

= = + (2.70)
Example
For the state-space model,

( ) ( ) ( )
( ) ( ) ( )
0.8 1 0
1
0 0.9 1
1 0
x k x k u k
y k x k

+ = +


=

compute the system transfer function. Using (2.70), results in:
19
( ) ( ) ( )
1
1
0.8 1 0
1 0
0 0.9 1
z
G z C z I A B D
z

= + =

Compute the matrix inverse:

( )( )
1
0.8 1 0.9 1
1
0 0.9 0 0.8 0.8 0.9
z z
z z z z

=




Finally, the system transfer function is found as:
( )
( )( )
( )
( )( )
0.9 1 0
1 1
1 0
0 0.8 1 0.8 0.9 0.8 0.9
z
G z
z z z z z

= =




[read Textbook Section 2.10].