Topic #8
16.31 Feedback Control
State-Space Systems
? What are state-space models?
? Why should we use them?
? How are they related to the transfer functions used in
classical control design and how do we develop a state-
space model?
? What are the basic properties of a state-space model, and how do
we analyze these?
Copyright 2001 by Jonathan How.
Fall 2001 16.31 8–1
TF’s to State-Space Models
? The goal is to develop a state-space model given a transfer function
for a system G(s).
– There are many, many ways to do this.
? But there are three primary cases to consider:
1. Simple numerator
y
u
= G(s)=
1
s
3
+ a
1
s
2
+ a
2
s + a
3
2. Numerator order less than denominator order
y
u
= G(s)=
b
1
s
2
+ b
2
s + b
3
s
3
+ a
1
s
2
+ a
2
s + a
3
=
N(s)
D(s)
3. Numerator equal to denominator order
y
u
= G(s)=
b
0
s
3
+ b
1
s
2
+ b
2
s + b
3
s
3
+ a
1
s
2
+ a
2
s + a
3
? These 3 cover all cases of interest
Fall 2001 16.31 8–2
? Consider case 1 (specific example of third order, but the extension
to n
th
follows easily)
y
u
= G(s)=
1
s
3
+ a
1
s
2
+ a
2
s + a
3
can be rewritten as the di?erential equation
y
(3)
+ a
1
¨y + a
2
˙y + a
3
y = u
choose the output y and its derivatives as the state vector
x =
?
?
¨y
˙y
y
?
?
then the state equations are
˙x =
?
?
y
(3)
¨y
˙y
?
?
=
?
?
?a
1
?a
2
?a
3
100
010
?
?
?
?
¨y
˙y
y
?
?
+
?
?
1
0
0
?
?
u
y =
bracketleftbig
001
bracketrightbig
?
?
¨y
˙y
y
?
?
+[0]u
? This is typically called the controller form for reasons that will
become obvious later on.
– There are four classic (called canonical) forms – oberver, con-
troller, controllability, and observability. They are all useful in
their own way.
Fall 2001 16.31 8–3
? Consider case 2
y
u
= G(s)=
b
1
s
2
+ b
2
s + b
3
s
3
+ a
1
s
2
+ a
2
s + a
3
=
N(s)
D(s)
? Let
y
u
=
y
v
·
v
u
where y/v = N(s)andv/u =1/D(s)
? Then the representation of v/u =1/D(s)isthesameascase 1
v
(3)
+ a
1
¨v + a
2
˙v + a
3
v = u
use the state vector
x =
?
?
¨v
˙v
v
?
?
to get
˙x = A
2
x + B
2
u
where
A
2
=
?
?
?a
1
?a
2
?a
3
100
010
?
?
and B
2
=
?
?
1
0
0
?
?
? Then consider y/v = N(s), which implies that
y = b
1
¨v + b
2
˙v + b
3
v
=
bracketleftbig
b
1
b
2
b
3
bracketrightbig
?
?
¨v
˙v
v
?
?
= C
2
x +[0]u
Fall 2001 16.31 8–4
? Consider case 3 with
y
u
= G(s)=
b
0
s
3
+ b
1
s
2
+ b
2
s + b
3
s
3
+ a
1
s
2
+ a
2
s + a
3
=
β
1
s
2
+ β
2
s + β
3
s
3
+ a
1
s
2
+ a
2
s + a
3
+ D
= G
1
(s)+D
where
D( s
3
+a
1
s
2
+a
2
s +a
3
)
+( +β
1
s
2
+β
2
s +β
3
)
= b
0
s
3
+b
1
s
2
+b
2
s +b
3
so that, given the b
i
, we can easily find the β
i
D = b
0
β
1
= b
1
? Da
1
.
.
.
? Given the β
i
,canfindG
1
(s)
– Can make a state-space model for G
1
(s) as described in case 2
? Then we just add the “feed-through” term Du to the output equa-
tion from the model for G
1
(s)
? Will see that there is a lot of freedom in making a state-space model
because we are free to pick the x as we want
Fall 2001 16.31 8–5
Modal Form
? One particular useful canonical form is called the Modal Form
– It is a diagonal representation of the state-space model.
? Assume for now that the transfer function has distinct real poles p
i
(but this easily extends to the case with complex poles)
G(s)=
N(s)
D(s)
=
N(s)
(s ? p
1
)(s ? p
2
)···(s ? p
n
)
=
r
1
s ? p
1
+
r
2
s ? p
2
+ ···+
r
n
s ? p
n
? Now define a collection of first order systems, each with state x
i
X
1
U(s)
=
r
1
s ? p
1
? ˙x
1
= p
1
x
1
+ r
1
u
X
2
U(s)
=
r
2
s ? p
2
? ˙x
2
= p
2
x
2
+ r
2
u
.
.
.
X
n
U(s)
=
r
n
s ? p
n
? ˙x
n
= p
n
x
n
+ r
n
u
? Which can be written as
˙x(t)=Ax(t)+Bu(t)
y(t)=Cx(t)+Du(t)
with
A =
?
?
p
1
.
.
.
p
n
?
?
B =
?
?
r
1
.
.
.
r
n
?
?
C =
?
?
1
.
.
.
1
?
?
T
? Good representation to use for numerical robustness reasons.
Fall 2001 16.31 8–6
State-Space Models to TF’s
? Given the Linear Time-Invariant (LTI) state dynamics
˙x(t)=Ax(t)+Bu(t)
y(t)=Cx(t)+Du(t)
what is the corresponding transfer function?
? Start by taking the Laplace Transform of these equations
L{˙x(t)=Ax(t)+Bu(t)}
sX(s) ? x(0
?
)=AX(s)+BU(s)
L{y(t)=Cx(t)+Du(t)}
Y (s)=CX(s)+DU(s)
which gives
(sI ? A)X(s)=BU(s)+x(0
?
)
? X(s)=(sI ? A)
?1
BU(s)+(sI ? A)
?1
x(0
?
)
and
Y (s)=
bracketleftbig
C(sI ? A)
?1
B + D
bracketrightbig
U(s)+C(sI ? A)
?1
x(0
?
)
? By definition G(s)=C(sI ? A)
?1
B + D is called the
Transfer Function of the system.
? And C(sI ? A)
?1
x(0
?
) is the initial condition response. It is part
of the response, but not part of the transfer function.
Fall 2001 16.31 8–7
State-Space Transformations
? State space representations are not unique because we have a lot of
freedom in choosing the state vector.
– Selection of the state is quite arbitrary, and not that important.
? In fact, given one model, we can transform it to another model that
is equivalent in terms of its input-output properties.
? To see this, define Model 1 of G(s)as
˙x(t)=Ax(t)+Bu(t)
y(t)=Cx(t)+Du(t)
? Now introduce the new state vector z related to the first state x
through the transformation x = Tz
– T is an invertible (similarity) transform matrix
˙z = T
?1
˙x = T
?1
(Ax + Bu)
= T
?1
(ATz + Bu)
=(T
?1
AT)z + T
?1
Bu =
ˉ
Az +
ˉ
Bu
and
y = Cx+ Du = CTz + Du =
ˉ
Cz +
ˉ
Du
? So the new model is
˙z =
ˉ
Az +
ˉ
Bu
y =
ˉ
Cz +
ˉ
Du
? Are these going to give the same transfer function? They must if
these really are equivalent models.
Fall 2001 16.31 8–8
? Consider the two transfer functions:
G
1
(s)=C(sI ? A)
?1
B + D
G
2
(s)=
ˉ
C(sI ?
ˉ
A)
?1
ˉ
B +
ˉ
D
Does G
1
(s) ≡ G
2
(s)?
G
1
(s)=C(sI ? A)
?1
B + D
= C(TT
?1
)(sI ? A)
?1
(TT
?1
)B + D
=(CT)
bracketleftbig
T
?1
(sI ? A)
?1
T
bracketrightbig
(T
?1
B)+
ˉ
D
=(
ˉ
C)
bracketleftbig
T
?1
(sI ? A)T
bracketrightbig
?1
(
ˉ
B)+
ˉ
D
=
ˉ
C(sI ?
ˉ
A)
?1
ˉ
B +
ˉ
D = G
2
(s)
? So the transfer function is not changed by putting the state-space
model through a similarity transformation.
? Note that in the transfer function
G(s)=
b
1
s
2
+ b
2
s + b
3
s
3
+ a
1
s
2
+ a
2
s + a
3
we have 6 parameters to choose
? But in the related state-space model, we have A?3×3, B?3×1,
C ? 1 × 3 for a total of 15 parameters.
? Is there a contradiction here because we have more degrees of free-
dom in the state-space model?
– No. In choosing a representation of the model, we are e?ectively
choosing a T,whichisalso3× 3, and thus has the remaining 9
degrees of freedom in the state-space model.