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EECS 560 Handout1

Relations Between Transfer Functions, I/O Models and LTI


State Variable Models

Linear models can be written down in many different ways. We study here three
model forms and how to pass form one form of a linear model to another.
Y (s) b0 + . . . + bn−1 sn−1
= n = G (s) (TF)
U (s) s + an−1 sn−1 + . . . + a1 s1 + a0
m Laplace Transform
y (n) + an−1 y (n−1) + · · · + a1 y (1) + a0 y = b0 u + · · · bn−1 u(n−1) (I/O)
m ?? (To be determined)
ẋ = Ax + bu
(SV)
y = Cx + Du

Construct a state variable model from an I/O model

Introduce candidate state variables:




 xn = y
(1)
 xn−1 = y + an−1 y − bn−1 u



(∗) = xn−2 = y (2) + an−1 y (1) − bn−1 u(1) + an−2 y − bn−1 u
 ..


 .
 x = y (n−1) + a y (n−2) − b u(n−2) + a y (n−3) − b u(n−3) + · · · + a y − b u

1 n−1 n−1 n−2 n−2 1 1

Now observe that (*) can be rewritten as:

1 Courtesy of Jessy Grizzle.

1

 xn = y
x = ẋn + an−1 xn − bn−1 u


 n−1

(∗∗) = xn−2 = ẋn−1 + an−2 xn − bn−2 u
 ..


 .
= ẋ2 + a1 xn − b1 u

x1

2
This gives us differential equations for x2 through xn ; we are missing x1 . To
obtain a differential equation for x1 , we differentiate both sides of the last row of (*),
yielding:

ẋ1 = y (n) + an−1 y (n−1) − bn−1 u(n−1) + an−2 y (n−2) − bn−2 u(n−2) + · · · + a1 y (1) − b1 u(1)
Substituting in from the original input-output model (I/O) we obtain:
ẋ1 = −a0 y + b0 u = −a0 xn + b0 u
Now, we just rearrange this in matrix form:
 

ẋ1
 0 0 0 ··· −a0
0 x1
 
b0

 ẋ2   1 0 0 ··· −a1 
0  x2   b1 
..

 ẋ3  x3   b2
     
 .  = 

0 1 0 .
0 −a2   
+
  ..  .. u
.. ..
 
 ..   .. .. .. . .
. . .

  
 . 0 . 
   
 ẋ  x bn−2
0 0 0 10 −an−2
   
n−1   n−1
ẋn 0 0 ··· 0 1 −an−1 | x{zn } | bn−1
| {z } | {z } {z }
ẋ A x B

x1
 
 x2 
  x3   
 

y = 0 0 0 · · · 0 1 +  .. 
 + 0 u
| {z }  .   | {z }
C  x  D
n−1
xn
| {z }
x

The above is called the phase variable canonical form. Later, we will call it the
OBSERVABLE CANONICAL FORM.

3
Properties of Transfer Functions and Transfer Function Matri-
ces

Definition: A transfer function, G(s), is said to be rational if G(s) is the ratio of


two polynomials.

Definition: A rational G(s) is said to be proper if the degree of the numerator


is less than or equal to the degree of the denominator; it is strictly proper if the
degree of the numerator is strictly less than the degree of the denominator.

g11 (s) · · · g1m (s)


 

Definition: The p × m matrix G(s) =  .. .. ..  is called a transfer


. . .
gp1 (s) · · · gpm (s)
function matrix; it is just a matrix whose entries are transfer functions. The
corresponding system is Y (s) = G(s)U (s) where Y is a p-vector and U is an m-
vector.

ẋ = Ax + Bu
Definition: Σ = is a state variable representation (or realiza-
y = Cx + Du
tion) of a transfer function matrix G(s) if G(s) = C (sI − A)−1 B + D. In general
G(s) would have the same number of rows as y and the same number of columns
as the number of rows of u. If the system is SISO (single-input single-output) then
G(s) is a scalar and hence called the transfer function.

Why? Take the Laplace transform of both sides of Σ to obtain



 X(s) = L {x(t)}  
sX(s) = AX(s) + BU (s) (sI − A) X(s) = BU (s)
U (s) = L {u(t)} =⇒ =⇒
Y (s) = CX(s) + DU (s) Y (s) = CX(s) + DU (s)
Y (s) = L {y(t)}

Solving for X(s) in the top row on the far right and substituting into the bottom
row gives:
Y (s) = C (sI − A)−1 B + D U (s) ⇔ Y (s) = G(s)U (s)
 
| {z }
G(s)

4
Exercise: A transfer function G(s) is strictly proper if, and only if it has a state
variable representation with D = 0.

Dimensions of State Variable Realizations of Transfer Func-


tions

From our work on page 1, we have shown the following result:

Theorem: Every rational, strictly proper transfer function has a state variable
realization of dimension n, where n is the degree of the denominator of G(s).

Remark: A similar result is also true for transfer function matrices with (strictly)
proper, rational entries, but one has to be more careful about relating the dimension
of the state variables x to properties of the transfer functions appearing in the transfer
function matrix. We will do more on this later.

ẋ = Ax + Bu
Definition: Σ : is a minimal state variable representation
y = Cx + Du
(or minimal realization) of a transfer function matrix G(s) if

1. it is a realization;
2. there does not exist another realization with a smaller dimensional state.

Remark on Pole-Zero Cancelation

Consider
s+1 s+1
G(s) = = 2 −→ a two dimensional realization
(s + 1) (s + 2) s + 3s + 2
1
= −→ a one dimensional realization
s+2

5
Conclusion: Not canceling common poles and zeros will lead to a non-minimal
realization.

Theorem: Let G(s) be a rational, proper transfer function, and write G(s) = N (s)
D(s)
.
If N (s) and D(s) have no common factors, then G(s) has a minimal realization of
dimension equal to the degree of D(s).

Notes:

1. We have not proved this theorem in this handout. We will have the tools to
prove this later in the course. You will need to use this result in HW2.
2. When N (s) and D(s) have no common factors, n = deg D(s) is called the
Macmillan degree of G(s). There does exist a suitable generalization of this to
transfer matrices.

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