Chapter 6 State Space Analysis

Chapter 6: State-space Analysis & Design
Outline Concept of state, state variable and model What are state-space models? Why should we use them ? How are they related to the TFs? System response from State space model

State transition matrix
eigenvalues & eigenvectors State feedback controller design Concept of controllability & Obserivability State estimator design
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[6.1] State Concept:
The state of a dynamical system is a minimum set of variables ( known as state variables, x(t) ) such that the t theses variables at t knowledge tof together with tthe 0 0 knowledge of the input for t t 0 completely determines the behavior of the system for
Input variables
. :
Controlled System State variable
: .
Output variables
Figure 6.1 Structure of general control system
x(t) is called state of the system at t because: Future output depends only on current state and future input Future output depends on past input only through current state State summarizes effect of past inputs on future output-like the memory of the system

SS Introduction:
State
space model: a representation of the dynamics of an Nth order system as a first order differential equation in an N-vector, which is called the state. Convert the Nth order differential equation that governs the dynamics into N first-order differential equations.
Example 5.1: For the mechanical system shown below find the differential equation relating u & y. For the same find SS representation
Figure 6.2 Second order mass-spring system

Solution:
Let
, then
, and
( ) If the measured output of the system ( Example 5.1) is the position, then we have that
Most general continuous-time linear dynamical system has form
Where

is the state ( vector) is the input or control is the output is the dynamics matrix is the input matrix is the output or sensor matrix is the feedthrought matrix
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We will typically deal with the time-invariant case Linear Time-Invariant (LTI) stat dynamics So that now A,B,C,D are constant and dont depend on t.
y
B
+ +
A D
+ +
Figure 6.3 Block diagram representation of the state model of a linear time invariant MIMO system

Why should we use SS Model ?
State variable form convenient way to work with complex dynamics. Matrix format easy to use on computers. Transfer function only deal with input/output behavior, but state-space form provides easy access to the internal features/response of the system. Allow us to explore new analysis and synthesis tools. Great for multiple-input multiple-output systems(MIMO), which are very hard to work with using transfer functions. Easy to study/design optimal control systems.
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[6.2] System response from State Space Model
Consider the classical method of solution by considering a 1st order scalar DE:
[6.1 ] [6.2 ]
Let us now consider the state space equation: ; [6.3 ] Which represents a HOMOGENEOUS ( unforced ) Linear system with constant coefficients. By analogy with the scalar case, we assume a solution of the form
Where
are vector coefficients.

Substituting the assumed solution into [6.3] gives
Equating coefficients of equal powers of t, yields
: .
: .
In the assumed solution, equating the solution of X(t) is thus found to be
, we find that
[6.4 ]

Because of the similarity of the entity inside the bracket with a scalar exponential of eqn.[6.1], we call it a MATRIX EXPONENTIAL , which may be written as
[6.5 ] [6.6 ]
From [6.6] its observed that the initial state x0 at t = 0 , is driven to a state x(t) at time t. This transition in state is carried out by the MATRIX EXPONETIAL , eAt. Because of this property, eAt is known as STATE .
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The solution X(t) can now be written as
TRANSITION MATRIX and is denoted by

Let us now determine the solution of the Nonhomogeneous state equation ( Forced system)
[6.7 ]
Rewriting [6.7] as
Multiplying both sides by e-At
Chain rule
Integrating both sides w.r.t t between the limits 0 & t gives
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Now pre-multiplying both sides by eAt , we have
[6.8 ]
Homogeneou s solution Forced solution
Properties of the State Transition Matrix

(i) (ii) or (iii)
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How

to Compute State transition Matrix ?
Laplace transformation Cayley-Hamilton Theorem Infinite sum series Similarity transformation method And other methods ( 15 more) and an matrix with
Cayley-Hamilton Theorem
Assume we are given characteristics polynomial
Where Define
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Its a polynomial of degree with - unknown coefficients. These unknowns are to be solved from the following set of equations.
for Where
and
and
Then we have
and is said to be equal on the Spectrum of
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Example 6.2 : Compute the fundamental matrix/state transition matrix of A, where
Using Cayley-Hamilton Theorem. Solution: The problem is given

The
what is is the solution of the
characteristics polynomial of
equation
or
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Example 6.2 Let Then applying Cayley-Hamilton Theorem, we have
equations using Gausss
Solving these simultaneous elimination technique, i.e.,
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Example 6.2
Back substitution gives ;
Thus
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Exercise: For the Matrix A, given below , compute the state transition matrix using Cayley-Hamilton Theorem.
Answer: Same as to that of Example 6.2. Q. What is your conclusion? Remark: If two system matrix have same characteristics polynomial then their state transition matrix is the same. The two system matrix are called similar.
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Eigenvalues & Eigenvectors
is an eigenvalue of if exist a nonzero ( eigenvector) for which , which is true iff there
Repeat the process to find all of the Eigenvectors, i.e., ; Example 6.3 Compute the eigenvalues & eigenvectors for the system given by
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Eigen Values & Eigenvectors
Example 6.3
Eigenvectors:
Note , Either or
can be chosen arbitrarily. So let
Similarly,
, choose
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Eigen Values & Eigenvectors Remark: The locations of the eigenvalues determine the pole locations for the system, thus;
they determine the stability and /or performance & transient behavior of the system It is their locations that we want to modify when we start controller design work. for stability, For steady-state to exist one of must be equal to Zero and the other
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[6.3] State Feedback Controller Design
Our focus:
State feedback control law design to satisfy specified closed loop performance in terms of both transient and steady-state response characteristics.
Preliminaries concepts: State Controllability:
-the ability to manipulate the state by applying appropriate
inputs ( in particular , by steering the state vector ) from one vector value to any other vector value in finite time.
State Observability:
- the ability to determine the state vector of the system from
the knowledge of the input and the corresponding output over some finite time interval.
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Mathematical
condition for State Controllability
& Observability (6.9)
The system in (6.9) is controllable if the Controllability Matrix, U has full rank (i.e., det U 0) Where U is given by (6.10) Similarly, the system in (6.9) is state observable if the Observability Matrix, V has full rank ( i.e., det(V) 0)
Where V is given by
(6.11)
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Full State Feedback Controller Design
Recall that the system poles are given by the eigenvalues of A - want to use the input u(t) to modify the eigenvalues of A to change the system dynamics r
+-
A, b, C x(t)
Assume a full-state feedback of the form
(6.12) Where is some reference input

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r
+A, b, C x(t)
Find the closed-loop dynamics
and
Objective
Pick K so that have the desired properties, e.g., making unstable (A) into stable , putting 2 poles @ say
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Example 6.4 consider the dynamical system given below
Following the previous outlined procedure , we have
So that
Thus , the FB control law can modify the pole @ s = 1, but it cant move the pole @ s =2 This system cant be Stabilized with full-state feedback control law
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Reference Input
so far we have looked at how to pick K to get the dynamic to have some nice properties(i.e., Stabilize A) The question remains as to how well this controller allows us to track a reference command ? - performance issue rather than just stability
Start with
For good tracking performance we want

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Reference Input
Consider this performance issue in the frequency domain. From the final value theorem: Thus, for good performance , we want
So , for good performance , the transfer function from R(s) to Y(s) should be approximately 1 at DC (i.e., @ s=0)
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Reference Input
Example 6.5 Consider
Design a control law such that the poles of the closed loop system are placed in and the stationary gain becomes 1
Solution:
so the system is Unstable! Define

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Reference Input Example 6.5
Which gives
To put the poles at characteristics equation, i.e.,
, compare the desired
With
the closed-loop one
;
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Reference Input Example 6.5 The transfer function becomes
Assume that
is Step , then by the FVT
So the Step response is quite poor!
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Reference Input Example 6.5 One solution is to scale the reference input so that
extra gain used to scale the closed-loop TF.
Now we have
So that
- If we made
, then
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Reference Input Example 6.5
So with a step input,
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[6.4] Full-state Observer/Estimator Design
The State feedback in the preceding section is introduced under the assumption that all state variables are available for connection to a gain. However, this assumption may or may not hold in practice u
y
to be implemented via software
Figure 6.4 Open-loop state estimator
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Open-loop
State estimator
Let the output of the Estimator/Observer in Figure 6.4 be denoted by
Then the system in Figure 6.4 can be described by

(6.13) Subtracting (6.13) from (6.9a) gives
Let define state estimation error as Then its governed by (6.14) And its solution is
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Open-loop
State estimator
Note: Even if all eigenvalues of A has negative real parts, we have no control over the rate at which approaches zero. Hence rarely used in practice. Although the output is available , it is not utilized in the openloop estimator in Figure 6.4. Alternative Approach/ Strategy Feedback the difference ( i.e., estimate of the state. Closed-loop State Estimator/Observer
) to improve our
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Closed-loop
State Estimator/Observer
+ +
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Closed-loop
The output
of the ESTIMATOR is governed by
Or (6.16) Remark: If (A, C) is observable , the (6.16) can be designed so that the estimated state will approach the actual state as quickly as desired. Subtracting (6.16) from (6.9a) gives ( noting )
Or equivalently,
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Closed-loop
Bottom line:
Can select the gain L to attempt to improve the convergence of the estimation error ( and/or speed it up) Estimator problem such the closed-loop poles becomes choosing/designing
are in the desired locations. Example 6.6 For the system given below
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Closed-loop
Example 6.6 Design a full-order state observer/estimator, assuming the desired eigenvalues of the observer matrix are -10. Solution: the characteristics equation for the observer is given by
Define
then
, the characteristics equation becomes
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Closed-loop
Example 6.6
Since the desired characteristics equation is
Comparing the two characteristics equations gives
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Chapter 6 State Space Analysis

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Chapter 6 State Space Analysis

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Chapter 6: State-space Analysis & Design

State transition matrix