2-1 State Space

State‐Space Design
N.H. Jo, H. Shim, Y.I. Son
Lecture Topics
자동화 및 DSP 연구실
State space representation

Stability
Controllability & Observability
RHP pole/zero cancellation
State feedback
Observer
Integral controller
Internal model principle
State Variables
Electrical circuit example
Differential equations in terms of energy storage

variables
Inductor currents
capacitor voltages
State Variables
Inverted pendulum
State variables

SS Representation is NOT Unique
State space representation is NOT unique
State variables x1, x2

x1: inductor current
x2: capacitor voltage
SS Representation is NOT Unique

State space representation is NOT unique (continued)
State variables
: inductor current
: capacitor voltage
SS Representation from Transfer Function
How to write a state space representation

from given transfer function ?
Control canonical form

Observer canonical form
Control/Observer Canonical Form

Control canonical form
Observer canonical form

Phase Variable Form
Phase variable form
Transfer Function from SS Representation

How to obtain the transfer function from state

space representation ?

Matlab commands
[nu,de]=ss2tf(a,b,c,d)
[A,B,C,D]=tf2ss(num,den)
Example: Single-input single-output system
Transfer Function from SS Representation
Example: Multi-input multi-output system
State Transformations
State Transformation
How can we go from one state space realization to
another ?
New state vector z :
P : nonsingular matrix
Transformed equation
Two important properties

Transfer function is NOT changed by state transformation
Eigenvalues are NOT changed by state transformation

State Transformation into Modal Canonical Form

State transformation
λi , vi : eigenvalue & eigenvector of A, i.e.,

New state space representation
Eigenvalues and Eigenvectors

Eigenvalue λ
For x ≠ 0, λ x = A x
Characteristic equation : det (λI – A) = 0
Eigenvector xi
For each eigenvalue λi , λi xi = A xi
State Transformation into Control canonical Form

State transformation
New state space representation
Controllability is NOT affected by the state transformation

State Transition Matrix
Time domain response

Linear system
Laplace transform
State transition matrix
Time domain response
State Transition Matrix

Example
The linear system
The state transition matrix

Stability
BIBO Stability
Based on transfer function representation
A system is BIBO stable if system output is bounded for
all bounded inputs
Necessary and Sufficient Condition
All the transfer function poles must be in the LHP
Asymptotic Stability (A.S.)

Based on the state space representation
is asymptotically stable if all the states
approach zero with time, i.e.,
Necessary and Sufficient Condition

All eigenvalues must be in the LHP
Stability
What is the difference between BIBO stability and A.S. ?

Does one imply the other ?
Transfer function
In the absence of pole-zero cancellations, BIBO stability and

Asymptotic stability are equivalent
Two stabilities differ only when RHP pole-zero cancellations
occur (including imaginary axis pole-zero cancellation)
Example
Asymptotic stability
Eigenvalues = 1, -2 ⇒ unstable
BIBO stability
Pole= -2 ⇒ stable
Stability
Two stabilities are different for the system
BIBO stable but not asymptotically stable

Why does this happen ?
Diagonalization by state transformation
The unstable mode at +1 is not connected to the output

So, even if the first state may “blow up,” you will not be
aware of it
Stability - Lyapunov Theorem

Positive definiteness
A symmetric matrix M is said to be positive definite,
denoted by M >0, if x’Mx > 0 for every nonzero x
Lyapunov theorem
All eigenvalues of A have negative real parts ⇔
for any positive definite matrix N, the Lyapunov equation
has a unique solution M and M is positive definite

The solution can be expressed as
The sketch of the proof

Internal Stability
Motivating exam.
Is it O.K. to cancel RHP plant poles by compensator zero, for example,
BIBO stability of TYR(s)
How about BIBO stability of TYD(s) ?
The slightest disturbances in the system will grow unbounded

A design lesson
We must NEVER cancel the RHP plant poles by RHP compensator zeros, for
this will render the closed-loop system internally unstable
A controller example
Internal Stability
Block diagram of a feedback system

Plant, controller, sensor dynamics
Reference input, sensor noise,
disturbance inputs are included
Internal stability
All signals within the feedback system should remain bounded for
all bounded inputs
All possible Transfer function between all inputs and outputs should
be stable
Only nine Transfer function between (R,D,N) and (U,Y,W) are sufficient
How to check this ?
Necessary and sufficient condition
The product of KGH has NO pole-zero cancellations in the RHP
(including jw-axis)
Transfer function (1+KGH) has NO zeros in the RHP
(including jw-axis)
Previous example revisited :
KGH has RHP pole-zero cancellation at +1 ⇒ Unstable !!
Controllability
Motivating example 1
Can the input u control x2 ?
Open circuit across y ⇒ cannot control x2

Can the input u transfer
x1 and x2 to any values ?
If, x1(0)=x2(0)=0
⇒ x1(t)=x2(t), ∀ t ≥ 0
x1 and x2 cannot be controlled independently
Controllability
Definition
The system is controllable if there exists a
control u(t) that will take the state of the system from any initial
state x0 to any desired final state xf in a finite time interval
Theorem: Controllability
The system (A,B) is controllable iff the controllability matrix C
has full row rank
PBH rank test: The system (A,B) is controllable iff the matrix
has full row rank at every eigenvalue λ of A
The system (A,B) is controllable iff
K can be chosen s.t. λ (A-BK) are arbitrary
How to find an uncontrollable mode ?

The modes associated with λ are uncontrollable ⇔
Controllability
Theorem: Controllability
The system (A,B) is controllable ⇔ the controllability
Gramian
is nonsingular for any t>0

How to transfer x0 to x1 at time t1 ?
A control input, that transfers x0 to x1 at time t1, is
given by
Why ?
Observability
Can we estimate the behavior of x1 by measuring y ?
The current passing through 2-Ω resistor always equals the current
source u
⇒ The response excited by the initial state x1 will not appear in y
⇒ The initial state x1 cannot be observed from the output
Can we estimate the behavior of x
by measuring y ?
If, u(t) = 0, ∀ t ≥ 0 ⇒ y(t) = 0, ∀ t ≥ 0
No matter what x(t) is
x(t) cannot be estimated by measuring y
Observability
Definition
The system
is observable if, for any x(0), there is a finite time τ such that x(0)
can be determined from u(t) and y(t) for 0 · t · τ
Roughly speaking, observability condition is required in order to
design an observer
Theorem: Observatility
The system (A,C) is observable iff the observability matrix O has full
column rank
PBH rank test: The system (A,C) is observable iff the matrix
has full column rank at every eigenvalue λ of A
The system (A,C) is observable iff

L can be chosen s.t. λ (A-LC) are arbitrary
Controllability, Observability
Theorem of duality
The pair (A,B) is controllable ⇔
The pair (AT,BT) is observable
Canonical decomposition
Kalman decomposition theorem
Controllable and observable
Controllable and unobservable
Uncontrollable and observable
Uncontrollable and unobservable
Controllability vs. Observability
Controllability: whether or not the state can be
controlled from the input
Observability: whether or not the initial state can be
observed from the output
Lack of Controllability or Observability
Example
Transfer function
If b1=0
The mode at 1: uncontrollable, pole 1: canceled out
If c1=0
The mode at 1: unobservable, pole 1: canceled out
If b2=0
The mode at 2: uncontrollable, pole -2: cancelled out
If c2=0
The mode at 2: unobservable, pole -2: cancelled out
Lack of either controllability or observability ⇒
pole-zero cancellation in the transfer function
Unstable Pole-Zero Cancellation

When an unstable pole is canceled by a zero,

it does not really disappear,
it simply becomes either uncontrollable or
unobservable
If uncontrollable, you will observe the state blow up,
but you can do nothing about it
If unobservable, you will not even be aware that
something is wrong because the unstable state
does not appear at the output
In either case, the results are disastrous
Inverted Pendulum Example
Transfer function
Measuring θ alone
Unstable pole/zero cancellation (at 0)
A.S.: unstable ⇒ stabilization is NOT possible by measuring θ alone
Measuring x alone
No pole/zero cancellation
A.S.: stable ⇒ Stabilization is possible by measuring cart position x
alone
Inverted Pendulum Example

Controllable ?
Full row rank ⇒ controllable

Inverted Pendulum
Stabilizable by measuring pendulum angle θ only ?

Observability check
Sensing pendulum angle ⇒ C=[1 0 0 0]
Observability matrix
: singular ⇒ unobservable
Unobservability can be expected by pole/zero cancellation

Stabilizable by measuring cart positioin x only ?
Sensing cart position : C=[0 0 1 0]
: nonsingular ⇒ observable
Sensor location problem

It makes a big difference which state variable we
measure !!
State Feedback Control Law

Control-law design for

Reference input is set to zero at this time
Choose K so that eigenvalues of

(A-BK)
are in desirable locations, e.g., LHP
MATLAB
K=acker(a,b,p)
Calculation of K for u = -K x
Useful for small( · 10 ) number of state variables
K=place(a,b,p)
Numerically more reliable than ‘acker’
Restriction : NONE of the desired poles may be repeated
Pole Placement Theorem
Example 1
Desired pole location : -4, -4, -5

⇒ K=[75 49 10]
Example 2
Desired pole location : -2, -3

No such controller exist !
Mode at -1 cannot be moved

Pole Placement Theorem
For arbitrary pole placement, system must be controllable
Stabilizability
For uncontrollable systems, which poles can be moved ?

Previous example
Mode at 1 : cannot be moved ⇒ uncontrollable mode
Mode at 2 : can be placed anywhere ⇒ controllable mode
PBH rank test
Uncontrollable modes are fixed
Controllable modes can be shifted
Is the controllability necessary for a system to be

stabilized by using state feedback ?
Stabilizability condition is sufficient !!
Stabilizability
A system is stabilizable if
The unstable modes are controllable, or
The uncontrollable modes are stable
Observer Design
A weak point of state feedback control

Not all the states are measurable
Some sensors are very expensive
Physically impossible to measure all the states
How to reconstruct all the states from a few
measurements ?
Observer Design
When does
Observer error go to zero ⇔ (A-LC) is a stable matrix
If (A,C) observable
⇒ L can be chosen s.t. λ (A-LC) are arbitrary
Observer Design
Observer Design Example
Example: a simple pendulum
An observer is given by
How to compute an observer gain

Duality
Observer gain can be computed using state feedback design procedure
λ [(A-LC)] = λ [(AT-CTLT)]⇔ LT = [state feedback gain for (AT,CT)
system]
Separation Principle
Control using observers

How to stabilize the system when all the states are not available ?
Combined control law
State feedback control law is combined with an observer
Separation principle
Plant equation with feedback
The overall system dynamics (plant + observer error)
Characteristic Equation
⇒ Closed-loop poles = controller poles + observer poles

The designs of the control law & the observer can be carried out
independently, yet when they are used together in this way, the
poles remain unchanged
Observer-Based Controller
Observer-based controller
Observer-based controller = Control using observers
(= Output feedback controller)
Observer-based controller can be used when full state are not available
But, No guaranteed stability margins
A simple Pendulum System
State feedback control

Desired control roots: -2, -2
Observer
Desired observer roots: -10, -10
Observer-based controller
Robustness & Stability Margins

Robustness & Stability Margins

Usually, we have imperfect model of our systems
Stability margins provide some protection against
model uncertainties
System designed with low margins
are inherently sensitive to model errors and
may become unstable in actual operation
High margins provide good robustness properties
Robustness of LQR design
Return-difference inequality
Stability margins of open loop system
GM : ½ < GM < ∞
LQR gain matrix K can be multiplied by a large scalar or
reduced by half with guaranteed closed-loop systems stability
PM : PM ≥ 60
Integral Control
How to handle tracking problem ?

Adding an integrator will increase the system type
Integral control
New state variable
The augmented plant
The Integral controller
K0 & KI should be chosen s.t.
is stable
System type is increased (+1) ⇒ Tracking error = 0 is guaranteed (step
input)
Integral Control
The double integrator system example
Desired pole location : -1±j, -5

Control gain
Integral controller
Tracking error verification

SS output due to unit step reference input
Integral Control
Internal Model Principle

Disk-drive Servomechanism
Because the data on the disk is not exactly on a

centered circle, the servo must track a sinusoid of
radian frequency w0 determined by the spindle speed

Objective
Tracking a non-decaying input (with zero SSE) such
as
step
ramp
sinusoidal input
Rejecting a non-decaying disturbance (with zero
SSE)
The key idea
including the equations satisfied by these external
signals as part of the problem formulation and
solving the problem of control in an error space
so we are assured that the error approaches zero
even if the output is following a non-decaying
command
System equation
Assumption
Reference input & disturbance satisfy differential
equations of
order 2
The extension to more complex signals are not difficult

Initial conditions on the 2nd order differential equations (of
reference input and disturbance) are unknown
For example, the input could be a ramp whose slope and
initial value are unknown

Tracking error
Error-space
The state in error space
The control in error space
Overall system
Control law in the error space

Assumption : is controllable
In fact, it is controllable if (A,B) is controllable and (A,B) does not
have a zero at any of the roots of the reference-signal characteristic
equation
Control law
Robustness: the state z will tend to zero for all perturbations

as long as is stable
Disk-Drive Servomechanism
A simple normalized model of a computer disk-drive

servomechanism
Tracking reference input r (t) = A sin w0t with zero SSE

Controller Design
Error space representation
Characteristic Equation of (A-BK)
Controller

END

2-1 State Space

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2-1 State Space

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State‐Space Design

 State space representation

 Electrical circuit example

 Differential equations in terms of energy storage

 State space representation

 State space representation is NOT unique

 State variables x1, x2

SS Representation is NOT Unique

 State space representation is NOT unique (continued)

 How to write a state space representation

 Control canonical form

Control/Observer Canonical Form

 Control canonical form

 Observer canonical form

 Phase variable form

Transfer Function from SS Representation

 How to obtain the transfer function from state

 Example: Multi-input multi-output system

 Two important properties

 Eigenvalues are NOT changed by state transformation

 State Transformation into Modal Canonical Form

 λi , vi : eigenvalue & eigenvector of A, i.e.,

 Eigenvalues and Eigenvectors

 State Transformation into Control canonical Form

 New state space representation

 Controllability is NOT affected by the state transformation

 Time domain response

 State transition matrix

 Time domain response

State Transition Matrix

 The state transition matrix

 Asymptotic Stability (A.S.)

 Necessary and Sufficient Condition

 What is the difference between BIBO stability and A.S. ?

 In the absence of pole-zero cancellations, BIBO stability and

 Two stabilities are different for the system

 BIBO stable but not asymptotically stable

 The unstable mode at +1 is not connected to the output

Stability - Lyapunov Theorem

has a unique solution M and M is positive definite

 The sketch of the proof

 Is it O.K. to cancel RHP plant poles by compensator zero, for example,

 BIBO stability of TYR(s)

 How about BIBO stability of TYD(s) ?

 The slightest disturbances in the system will grow unbounded

 Block diagram of a feedback system

 Open circuit across y ⇒ cannot control x2

 How to find an uncontrollable mode ?

is nonsingular for any t>0

 The system (A,C) is observable iff

Unstable Pole-Zero Cancellation

 When an unstable pole is canceled by a zero,

Inverted Pendulum Example

 State space representation

 Full row rank ⇒ controllable

 Stabilizable by measuring pendulum angle θ only ?

 Unobservability can be expected by pole/zero cancellation

 Sensor location problem

State Feedback Control Law

 Control-law design for

 Choose K so that eigenvalues of

 Desired pole location : -4, -4, -5

 Desired pole location : -2, -3

State space representation

Electrical circuit example

Differential equations in terms of energy storage

State space representation

State space representation is NOT unique

State variables x1, x2

State space representation is NOT unique (continued)

How to write a state space representation

Control canonical form

Control canonical form

Observer canonical form

Phase variable form

How to obtain the transfer function from state

Example: Multi-input multi-output system

Two important properties

Eigenvalues are NOT changed by state transformation

State Transformation into Modal Canonical Form

λi , vi : eigenvalue & eigenvector of A, i.e.,

Eigenvalues and Eigenvectors

State Transformation into Control canonical Form

New state space representation

Controllability is NOT affected by the state transformation

Time domain response

State transition matrix

Time domain response

The state transition matrix

Asymptotic Stability (A.S.)

Necessary and Sufficient Condition

What is the difference between BIBO stability and A.S. ?

In the absence of pole-zero cancellations, BIBO stability and

Two stabilities are different for the system

BIBO stable but not asymptotically stable

The unstable mode at +1 is not connected to the output

The sketch of the proof

Is it O.K. to cancel RHP plant poles by compensator zero, for example,

BIBO stability of TYR(s)

How about BIBO stability of TYD(s) ?

The slightest disturbances in the system will grow unbounded

Block diagram of a feedback system

Open circuit across y ⇒ cannot control x2

How to find an uncontrollable mode ?

The system (A,C) is observable iff

When an unstable pole is canceled by a zero,

State space representation

Full row rank ⇒ controllable

Stabilizable by measuring pendulum angle θ only ?

Unobservability can be expected by pole/zero cancellation

Sensor location problem

Control-law design for

Choose K so that eigenvalues of

Desired pole location : -4, -4, -5

Desired pole location : -2, -3

Mode at -1 cannot be moved

For uncontrollable systems, which poles can be moved ?

Controllable modes can be shifted

Is the controllability necessary for a system to be

A weak point of state feedback control

Example: a simple pendulum

How to compute an observer gain

Control using observers

The overall system dynamics (plant + observer error)

State feedback control

Robustness & Stability Margins

How to handle tracking problem ?

The augmented plant

The Integral controller

K0 & KI should be chosen s.t.

The double integrator system example

Desired pole location : -1±j, -5

Tracking error verification

Because the data on the disk is not exactly on a

The extension to more complex signals are not difficult

The control in error space

Control law in the error space

Robustness: the state z will tend to zero for all perturbations

A simple normalized model of a computer disk-drive

Tracking reference input r (t) = A sin w0t with zero SSE

Characteristic Equation of (A-BK)