1

1. Introductory concepts
1.1 The Concept of State By way of an introduction, consider the following system:

1 , you wanted to determine the s output time response x(t). Hopefully you remember how to do this you must obtain the Inverse Laplace Transform of x(s) i.e. s+2 (1.1) x(t ) = L1 3 2 + + + s s 2 s 2 s 1 ( ) The unique solution of x(t) being, of course, determined by initial conditions for x, dx d 2x and 2 at t= 0. To solve (1.1) you must first factorize the cubic polynomial and dt dt then apply partial fraction techniques to obtain:
And lets assume that for say a step input, u ( s ) =

b cs + d a + 2 x(t ) = L1 + s s + 1 s + s + 1

(1.2)

And having solved for a, b, c and d you then look up the inverse Laplace Transform of each term and, well done, youve solved it. I shall not do it because its too boring. The point is that the process is an analytic one and totally unsuitable for solution on a computer. (As it so happens, all simulation -i.e. Finding time responsesand nearly all control design is nowadays done with the aid of a computer). Firstly computers dont like solving polynomials (the cubic of (1.1) has to be factorized) and secondly, the computer does not like working with mathematical operators how indeed would s be represented on a computer? Instead, we revert to the original differential equations defining the physical system. As far as the computer is concerned we abandon the Laplace operator s. We work in the TIME DOMAIN and not the frequency domain (or s domain). The third order system above is defined by the 3rd order differential equation:
 +x=u  + 2u x + 2  x + 2x

(1.3)

u is the forcing input and x is the solution variable. As it happens computers dont like (1.3) either they dont like higher order differentials. Instead (1.3) can be reduced to three 1st order differential equations:

2
1 = a11 x1 + a12 x2 + a13 x3 + b1u x 2 = a21 x1 + a22 x2 + a23 x3 + b2u x 3 = a31 x1 + a32 x2 + a33 x3 + b3u x

(1.4)

Dont worry how this is done well look at the methods later. We notice a few salient features of (1.4). The derivatives of u have disappeared. This will be true for all PHYSICAL systems. Second, and most important, whereas we originally had one nth order equation with one solution variable, we now have n 1st order equations with n solution variables. Before the solution variable was the output x but now we have x1 , x2 , x3 and they cant all be outputs of the system! They are not outputs. For an nth order system they are a set of n variables, which may or may not be physical real, which define the state of the system at any given point in time. They are termed STATE VARIABLES. GIVEN A PHYSICAL SYSTEM, THEN AT ANY POINT IN TIME, KNOWLEDGE OF THE STATE VARIABLES (at that point in time) TOGETHER WITH KNOWLEDGE OF THE FORCING FUNCTION u IS SUFFICIENCT TO UNIQUELY DETERMINE THE SYSTEM BEHAVIOUR FOR ALL FUTURE TIME. This statement can be seen from Eq (1.4). Given u and x1 , x2 , x3 at time t then (1.4) 1 , x 2 , x 3 at time t. Hence x1 , x2 , x3 can be determined at t + t . calculates the slopes x This becomes our new starting point and the process of calculating the slopes from the states continues. In principle this is exactly what the computer does with (1.4) It 1 , x 2 , x 3 ...x n at time t and predicts x1, x2, x3 ....xn at t + t .Using numerical calculates x
analysis, the error magnitude of this prediction can also be obtained from (1.4). The prediction can then be modified or corrected to keep numerical errors within given bounds Note the following: i. The n states of a nth order system are mutually independent. Eg. given a 3rd order system at time t, if x1 and x2 are known then x3 cannot be derived from x1 and x2 . If it could, x3 would be dependent on x2 and x1 and the system would be only 2nd order. The choice of state variables for a given system is not unique (Section 1.3). This means that a choice of state variables can be made purely for mathematical convenience. It is this fact which makes the state variable approach so powerful in control theory.

ii.

1.2 Definitions Before considering the choice of state variables for real physical systems we will first define all our terms.

3 1 State Vector The state vector, x , is the set of states x = ( x1 , x2 ,..., xn ) . It is

t

2 State Space

an n 1 column matrix. ( x1 , x2 ,..., xn ) can be said to form the axis of n-dimensional Cartesian space. At any point in time, the numeric values of x1 , x2 ,..., xn thus form a vector in the space.

3 Input vector

If a system has m inputs, u1 , u2 ,..., um then these form the vector u = ( u1 , u2 ,..., um ) . An m 1 column matrix.
t

4 Output vector

If a system has r outputs, v1 , v2 ,..., vr , these form the r 1 column vector, v = ( v1 , v2 ,..., vr ) . Note that v is the set of
t

measurements or variables of interest of the system. 5 State Space Equation Considering equation (1.4) it can be seen that the set of n 1st order equations can be written

 = Ax + Bu x

(1.5)

A is the n n system matrix. B is the input matrix and is n m . Since x defines the state of the system, it follows that the outputs or system measurement must be a function of x (some outputs may in fact be states). In general we have

v = Cx + Du

(1.6)

C is the output matrix and is r n . D is the input-output matrix of order r m . It is included for generality but for most system you will find that D is null ie. [0]. Eq (1.5) is termed the state equation. Eq (1.6) is the output equation. 6 Linear, Time-invariant System If all the plant components are linear and do not change with time then the system is said to be linear, time-invariant and the matrices A, B, C , D consist only of numbers. 1.3 State Space Equations for Physical Systems Before the states (space) equations (1.5) and (1.6) for a particular system can be derived it is necessary to have some convention for the choice of state variables. These derive form the ENERGY STROAGE (or DYNAMIC) elements within the system. Note that the state variables are associated with the plant dynamics ie. the energy interchange which causes the plant to move from one state to another. A common convention is as follows Choose state variables as

i, current through each INDUCTOR L dynamic elements for electrical system V , voltage across each CAPACITOR C m v, velocity of a lumped mass dynamic elements for mechanical system x, position/extension of spring K

Those for other system eg hydraulic, magnetic circuit, thermal, chemical, economic etc can be found from system modelling text books. Note also that since = Li , q = Cv then flux and charge can also be used as state variables since for linear C and L they are proportional to i and v respectively. Example 1.3.1 No L or C elements. No state variables. Order of u ie, system = zero. u = (V ) , the input. Note i = R current (and everything else) determined by INPUT alone. Example 1.3.2 Two energy storage elements. Order of system = 2

x = ( x1 , x2 ) = ( iL , VC )
t

u = ( u1 , u2 ) = ( E , I )
t

Let the measurement variables or variables of interest be vr , iC ie v = ( vr , ic ) . We

t

 ie want expressions for x

i diL dvc vL , . = and c C dt dt L KCL to node A yields (if R=R1=R2): iL = iC + iR I = C dvc vc + I dt R

(1.7)

KVL to mesh B yields:

E = vr + vL + vC = iL R + L
Hence

diL + VC dt

(1.8)

diL R 1 E = iL VC + dt L L L

(1.9)

dVC 1 1 I = iL VC + dt C RC C
R  x  = 1 = L x 2 1 x C
t t t

(1.10) 0 u1 1 u2 C

i.e.

1 1 x L 1 L + 1 x2 0 RC
t

since ( x1 , x2 ) = ( iL , vC ) and ( u1 , u2 ) = ( E , I ) R L A= 1 C

hence

1 1 L L ; B = 1 0 RC

0 1 C

Finally VR = RiL and the other output is iC = C Hence

dVC 1 = iL VC + I from eq (1.10). dt R

R 0 v1 Vr x1 + 0 0 u1 v = = = 1 v2 iC 1 x2 0 1 u2 R

R 0 , D = 0 0 Hence C = 1 1 0 1 R Example 1.3.3

Take care here. There are 3 inductors and is tempting to choose the states as t x = ( i1 , i2 , i3 ) , But, i3 = i2 + i1 so that i3 is NOT independent. (see section 1.1 note i). The system is only 2nd order.
i x = 1 ; u = ( E ) ; Let`s choose the output: v = vr2 i2

( )

KVL mesh A :

E = i1 R1 + L1

di1 di + L2 2 dt dt

6 di di2 di di = L3 3 + i3 R2 = L3 2 + L3 1 + i1 R2 + i2 R2 dt dt dt dt

KVL mesh B :

L2

Hence

L3 di1 di2 R2 R2 = + i1 + i2 dt L2 L3 dt L2 L3 L2 L3

Substituting into the KVL mesh A equation yields:

( L2 L3 ) E di1 L2 R2 R L R1 L3 + R2 L2 = 1 2 i1 ' i2 + ' dt L L L'

Where L' = ( L1 L2 L1 L3 + L2 L3 ) . Similarly eliminating

di1 yields: dt

L di2 L1 R2 L3 R1 LR i1 + 1 ' 2 i2 + 3 E = ' dt L L L'

and VR 2 = i1 R2 + i2 R2 Hence

( R1 L2 R1 L3 + R2 L2 ) L' A= L1 R2 L 3 R1 L'
C = ( R2

L2 R2 L2 L3 ' L' L ; B = ; L1 R2 L3 L' L'

R2 ) ; D = ( 0 )

Note; the existence of dependent variables associated with energy storage elements often leads to messy mathematics as the dependent variable is eliminated. Example 1.3.4 Now for a mechanical example which Electrical Engineering students always find positively delightful:

Follow the procedure: Assign positions/velocities of masses relative to ground. Assign positions/velocities of ends of other elements if different from those of masses.

 2 ) to the mass and y1 , v1 ( v1 = y 1 ) to the spring Weve now assigned y2 , v2 ( v2 = y damper connections. u = ( F ) , the applied force as shown. State variables are:

v2 hence x = ' y2 y1 across spring = x x v2 on mass

'

dv ' Note; element characteristics are: Fm = M ; Fk = kx ; FB = Bv1 dt

2 , x  ' equations: Need v

Newtons Law on mass: 2 = F Fk Mv = F kx ' which is of required form since only states or inputs on right-hand side. ' = y 2 y 1 = v2 v1 = v2 x = v2 k ' x B FB F = v2 K B B

Since, obviously the spring force Fk must equal the damper force FB . Hence
' 2 0 k v2 1 v m  = = x + F k ' x ' 1 x  0 B

Example 1.3.5 Now for a mixed electromechanical system a DC motor drive:

Ra , La are the resistance and inductance of the armature. E is the back emf E = ki f where is the shaft speed. The motor torque T = kia i f is balanced by an inertia
 , a friction component B and an applied load torque TL which may component J

8 change in time but is assumed independent of . What are the state variables? The energy storage components are :

La state variable ia J state variable L f state variable i f BUT if i f is kept constant then we can remove the dynamics associated with the motor field winding. i f will just become a number. There are no C s and no springs.
V i x = a ; u = a There are 2 equations. TL

a) Electtrical: b) Mechanical Hence

dia + ki f dt  + B + TL T = ki f ia = J Va = ia Ra + La

ki Ra a i f La La  = x = ki B f  J J = x A

1 0 Va ia + La 1 T 0 L J x + B u

Vote the linearity of the system given that i f is just a number. If V f was varied we and i f would be a state. The state equations would dt then be non-linear on account of ki f , ki f ia ie two state variables multiplier together. Non-linearities are treated in the next chapter. should have V f = R f i f + L f di f