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Preliminaries of MCT
ctd..
is STATE.
State: The state of dynamic system is the smallest set of variables
(referred to as state variables) such that the knowledge of these
variables at t = t 0 together with the knowledge of input for t > t 0
completely determines the behavior of the process; that is,
x(t) t = t , and
0
u(t)
t > t0
Deter min es
x(t) t > t
Preliminaries of MCT
ctd..
x = [ x1
x2
x 3 . . . x4 ]
Preliminaries of MCT
ctd..
Let us consider
State equation
Output equation
State variables
x& = x + u,
y=x
Output
variables
Input variables
Preliminaries of MCT
ctd..
&&y + by& + cy = u
Control System Design-II by Dr. A.Q. Khan
Preliminaries of MCT
ctd..
x1 = y
x& 1 = y& = x 2
x& 2 = &&
y = u by& cy = u bx 2 cx1
Note that the states x 1 and x 2 are the outputs of integrator.
Remember! The state space model for a system is a set of
Preliminaries of MCT
Let us consider
State equations
ctd..
x& 1 = f1 (x1 , x 2 ,L , x n , u1 , u 2 ,L , u p , t)
x& 2 = f 2 (x1 , x 2 ,L , x n , u1 , u 2 ,L , u p , t)
x& = f (x , x ,L , x , u , u ,L , u , t)
3
3
1
2
n
1
2
p
M
M
x& n = f n (x1 , x 2 ,L , x n , u1 , u 2 ,L , u p , t)
Preliminaries of MCT
Output equation
ctd..
y1 = h1 (x1 , x 2 ,L , x n , u1 , u 2 ,L , u p , t)
y 2 = h 2 (x1 , x 2 ,L , x n , u1 , u 2 ,L , u p , t)
y = h (x , x ,L , x , u , u ,L , u , t)
3
3
1
2
n
1
2
p
M
M
y m = h m (x1 , x 2 ,L , x n , u1 , u 2 ,L , u p , t)
Preliminaries of MCT
ctd..
f
(x
,x
,
L
,x
,u
,u
,
L
,u
,t)
h
(x
,x
,
L
,x
,u
,u
,
L
,u
,t)
n 1 2
p
n 1 2
p
2 1 2
2 1 2
, h(x) =M
f(x) = M
f
(x
,x
L
L
L
L
,
,x
,u
,u
,
,u
,t
h
(x
,x
,
,x
,u
,u
,
,u
,t)
n 1 2
p
n 1 2
p
n 1 2
m 1 2
Preliminaries of MCT
The resultant state space model is
x& = f (x , u , t)
y = h (x , u , t)
It may represents
Linear System
Nonlinear System
Linear Time varying system
ctd..
Preliminaries of MCT
ctd..
x& ( t ) = A ( t ) x ( t ) + B ( t ) u ( t )
y (t ) = C (t ) x (t ) + D (t ) u (t )
x& ( t ) = Ax ( t ) + Bu ( t )
y ( t ) = Cx ( t ) + Du ( t )
11
12
State Space
Transfer function
( sI A) X ( s ) = x(0) + BU ( s )
1
X ( s ) = ( sI A ) ( x(0) + BU ( s ) )
( x(0) + BU ( s ) ) + DU (s)
U (s)
13
= C ( sI A ) B + D
adj ( sI A)
B+D
sI A
characteristics polynomial of G(s)
Poles of G(s) are the eigenvalues of A. Hence G(s) can be written as
G ( s ) = C ( sI A ) B + D = C
1
Q(s)
G(s) =
sI A
15
An Example
Example 2: Obtain the transfer function from the state-
1
b , B =
m
G (s ) = C ( s I A ) 1 B + D
= [1
s
0 ] k
1
b
s+
m
1
=
[1
b
k
2
s +
s+
m
m
Control System Design-II by Dr. A.Q. Khan
0
1
, C = [1
0
1
0 ], D = 0
+ 0
s
+
m
0]
k
0
1
1
=
m s2 + bs + k
u1
u
2
u=
M
u p
Transfer function
State Space
Let
n
n
1
y + a1 y + LLLLLL + an y = u
x1 = y
x 2 = y& = x& 1
x 3 = &&
y = x& 2
M
18
xn =
n 1
x&1 = x2
x&2 = x3
M
x&n = u an x1 an 1 x2 L a1 xn
1
0 L 0 x1 0
x&1 0
x& 0
x 0
0
1
0
L
2 =
2 + u
M M
O
O
M M M
a1 xn 1
L
x&n an an 1
Let the output of this system be
x1
y = x1 = [1 0 L
19
x
0] 2
M
xn
In compact form
x& = Ax + Bu
y = Cx + Du
where
1
0 L 0
0
0
0
1
L
0
,
A=
M
O
O
M
L
a1
an an 1
C = [1 0 L 0] ,
20
0
0
B=
M
1
D = 0
n 1
n 1
y + a1 y + L + an y = b0 u + b1 u + L + bn1 u + bnu
Let
x1 = y 0u
x2 = y& 0u& 1u = x&1 1u
x3 = &&
y 0u&& 1u& 2u = x&2 2u
M
n 1
n 1
n2
w h e r e 0 , 1 , L n a r e d e t e r m i n e d f r o m
0 = b0
1 = b1 a 1 0
2 = b 2 a 1 1 a 2 0
M
n = b n a 1 n 1 L L a n 1 1 a n 0
W ith th is c h o ic e o f s ta te v a r ia b le s , th e
e x is ta n c e a n d u n iq u n e s s o f s ta te e q u a tio n
is g u a ra n te e d . L e t u s c o n s tru c t
s ta te s p a c e e q u a tio n
x& 1 = x 2 + 1 u
x& 2 = x 3 + 2 u
22
M
x& n 1 = x n + n 1 u
x& n = a n x 1 a n 1 x 2 + L a 1 x n + n u
Combining the above set of equations
1
0 L 0 x1 1
0
1 L 0 x2 2
+
u
O
O
M M M
an 1
a1 xn n
L
x1
Note that
x
The derivatives of the control
y = x1 = [1 0 L 0] 2 + 0u only affect B matrix
M
A and C matrices are unchanged
xn
Matrix D is non-zero in this case
x&1 0
x& 0
2 =
M M
x&n an
23
4.
5.
n +1
x2 = x1
s X (s )
X (s )
x1 , s
n +2
x3 = x2 ,s X (s )
xn = x n1
X (s )
x n
X (s )
26
x = Ax + Bu
y = Cx + Du
where
0
0
1
0
0
0
0
0
1
0
A= 0
0
0
0 , B = 0 , D = b0
an an1 an2 a1
1
(bSystem
Control
Design-II
by)Dr. A.Q.
Khan b a
b
a
b
b
a
28 C =
(
)
(
)
n
0
n
n
1
0
n
1
1
0
1
Matlab functions
ss2tf: Transforms state-space to transfer function
[num,den] = ss2tf(A,B,C,D)
G(s) = num/den = Y(s)/U(s)
For multi-input systems, the above function still works; that is,
[num,den] = ss2tf(A,B,C,D,iu)
iu: ith input and should be an integer value, that is, 1,2,.
For example [num,den] = ss2tf(A,B,C,D,1) returns transfer
function from first input.
29
30
31
(M + m) x + m = u
2
I
+
m
(
) + mx = mg
or
M = (M + m) g u
Mx = u mg
Let
x1 = , x2 = , x3 = x , x4 = x , Then
x1 = x2
x2 = M + m gx1 1 u
M
M
x 3 = x4
m
1
x 4 = gx1 + u
M
M
32
0
0
1 0 0
x1 M + m
x
1 1
x 2 M g 0 0 0 x2 M
=
+
u
x 3
0
0 0 1 x3 0
x
x4 1
4 m g
0 0 0
M
x1
1 0 0 0 x 2
y=
0 0 1 0 x3
x4
33
Canonical forms
4 canonical forms are important
Controllable canonical form
Observable canonical forms
Diagonal canonical form
Jorden canonical forms
n 1
n 1
y + a1 y + L + an y = b0 u + b1 u + L + bn 1 u + bn u
and the transfer function
G (s) =
34
n 1
b0 s + b1 s + L + bn 1s + bn
n
n 1
s + a1 s + L + an 1s + an
&
L L 1 xn 1 0
0
xn 1 0
an an 1 an 2 L a1 x 1
x&n 1444442444443
n {
Ac
Bc
x1
x
2
y = [bn anb0 bn 1 an 1b0 L L b1 a1b0 ] M + b0 u
14444444
4244444444
3
{
D
Cc
xn 1 c
x
Very important in design of state-feedback
n
controller
Pole placement
35
0 L
a n x1
x&1 0 0
x&
x
1
0
0
a
L
n 1 2
2
M
= M O O O
+
M M
a 2 x n 1
x& n 1 0 0 L L
x& 0 0 L 1
a1 x n
n 1 4 4 442 4 4 4
43
b n a n b0
b a b
n 1 0
n 1
u
M
a
b
2 0
2
b1 a1b0
1 442 4 4
3
Aob
x1
x
2
+ b0 u
y = [ 0 0 L L 1] M
1 4 442 4 4 4
3
C ob
x n 1
x
n
36
B ob
Bob = CcT
Cob = BcT ,
Dob = Dc
U (s)
n 1
b0 s + b1 s + L + bn 1 s + bn
cn
c1
c1
= b0 +
+
+L +
( s + p1 )( s + p2 )L ( s + pn )
( s + p1 ) ( s + p1 )
( s + pn )
p
0
L
0
2
2
M
= M
O
O O
M
&
L L
x
0
0
n 1 0
x& 0
L
0 p n
4 4 40 4
n 1
42 4 4 4 4 4
3
Ad
37
x1
x
2
+ b0 u
y = [ c 1 c 2 L L c n ] M
1 4 4 42 4 4 43
Cd
x
n 1
x
n
Control System Design-II by Dr. A.Q. Khan
x 1 1
x
2 1
M
+ M u
x
n 1 1
x 1
n {
Bd
U (s)
= b0 +
b0 s + b1 s + L + bn 1 s + bn
( s + p1 ) ( s + p2 )L ( s + pn )
3
c1
( s + p1 )
p1
0
0
x& =
0
0
0
y = [c 1
38
n 1
( s + p1 )
1
p1
0
0
0
0
c2
c2
c2
0
1
p1
0
0
0
L
c3
cn
c4
+
+L +
( s + p1 ) ( s + p2 )
( s + pn )
0
0
0
p4
0
0
L
0
0
0
0
0
0
x+ u
0
1
M
0
p 6
1
cn ]x + b0u
0
0
0
0
p5
0
An Example
Y (s )
b1s + b 2
s+3
= 2
= 2
U ( s ) s + 3s + 2 s + a1s + a 2
39
0 1
0
Ac =
, Bc = , Cc = [3 1] , Dc = 0
2 3
1
0 2
3
T
T
T
A0 =
=
A
,
B
=
=
C
,
C
=
0
1
=
B
[
]
c
0
c
0
c , D0 = 0
1 3
1
1 0
1
AD =
, BD = , CD = [ 2 1] , D D = 0
0 2
1
Similarity Transformation
State-space representation is not unique
Often desirable to work with some especial form of state-
space models
A transformation exists from one canonical form to another
canonical form
40
Similarity Transformation
Consider
x = Ax + Bu
y = Cx + Du
Let
x = Pz
Where P is n n non-singular matrix.
z = P 1x
The transformed equation is
z = P 1x = P 1Ax + P 1Bu
= P 1APz + P 1Bu
= CPz + Du
41
Similarity Transformation
z = Az + Bu
= Cz + Du
where
1
A = P AP , B = PB C = CP ,
D=D
Invariance Properties:
42
Characteristic equation
Eigenvalues
Eigenvectors
Transfer function/Transfer function matrix (MIMO Systems)
Control System Design-II by Dr. A.Q. Khan
x = Ax + Bu
y = Cx + Du
to get the CCF, we choose P = MW
where
43
M = B AB A2B
an1 an2 a1
an2 an3 1
W =
a
1
0
1
1
0
0
Control System Design-II by Dr. A.Q. Khan
An1B
1
0
0
sI A = s + a1s
n1
+ a2s
n2
+ an1s + an = 0
Then
0
1
0
0
A = P1AP =
0
0
0
a a
n
n1 an2
C = CP, D = D
44
0
0
0
0
0
0
, B = PB = 0
1
1
a1
x = Ax + Bu
y = Cx + Du
to get the OCF, we choose P = (WN )1
where
C
an1 an2 a1 1
CA
an2 an3 1 0
N = CA2 , W =
1
0
CAn1
1
0
0
45
sI A = s + a1s
Then
46
n1
+ a2s
A = P 1AP = 0
C = CP = [0 0
n2
+ an1s + an = 0
an
0 an1
an2 ,
a1
1]
0 0
0
1
0
matrix,
The entries on the diagonal are the eigenvalues of the A
The transformation matrix is obtained as
P = [e1 e2 en1 en ]
where ei are the eigenvectors corresponding to the
eigenvalues i
If the matrix A is in CCF and has distinct eigenvalues, Then P
matrix has especial structure.
47
Diagonalization of A
Let a matrix A has distinct eigenvalues 1,2,Ln and is
represented as
0
0
A=L
L
a n
L L
L L
a n 1 L L
0
0
L
L
a1
M
2
3
n
1
Vandermonde
2
2
2
2
P = 1
2
3
M n
matrix
M
M
M
M
M
1n 1 2 n 1 3n 1 M n n 1
48
Diagonalization of A
Then
1 0 0
0
0
2
P 1AP = 0 0 3
L L L
0 0 0
L
L
L
L
L
0
0
0
L
n
An Example
Diagonalise the following system dynamics
0
x& = 0
6
y = [1 0
0
0
0
1 x + 0 u ----------- (a)
6
11 6
1
0] x
Procedure:
Step-1: Find eigenvalues of A . In this case the eigenvalues
are 1 = 1, 2 = 2, 3 = 3
Step-2: Form matrix P
1 1 1 1 1 1
P = 1 2 3 = 1 2 3
1 4 9 12 22 32
50
0
0
0 1
0
0 1
0
Pz& = 0
0 1 Pz + 0 u z& = P1 0
0 1 Pz + P1 0 u
6 11 6
6
6 11 6
6
y = [1 0 0] Pz
1 0 0 3
z& = 0 2 0 z + 6 u, y = [1 1 1] x
0 0 3 3
Transformation matrix P modifies the coefficient matrix of z into
diagonal form
All the states are decoupled from one another
The eigenvalues remain unchanged
51
I P 1 AP = P 1 P P 1 AP
(I A ) P
P 1 ( I A ) P
P 1 P ( I A )
P 1 P ( I A )
(I A )
= P
Hence proved that the eigenvalues are invariant under linear transformation
52
Example
Diagonalize the following
1
0
0
0
x& = 0
0
1 x + 0 u
9 15 7
3
y = [1 0 0] x
1 1 1 1 1 1
P = 1 2 3 = 1 3 3 P1 does not exist.
12 22 32 1 9 9
Diagonalization ?
53
Generalized Eigenvalues
A has multiple eigenvalues
The formula for computing eigenvectors
(i I A ) ei = 0
54
(jI A) enq+1 = 0
(jI A) enq+2 =enq+1
(jI A) enq+3 =enq+2
55
An Example
Diagnolize
0 6 5
A = 1 0 2 ; 1 = 2; 2 = 1; 3 = 1;
3 2 4
Solution :
Eigenvector associated to 1 = 2 is
e11 2 6 5 e11
e11 2
(1I A)e1 = (2I A) e21 = 1 2 2 e21 = 0 e21 = 1
e 3 2 4 e
e 2
31
31
31
e11 1 6 5 e12
e12
3
(2I A) e2 = (1I A) e21 = 1 1 2 e22 = 0 e22 =
e31 3 2 3 e32
e32 7
5
7
56
e11 1 6 5 e12
e13
22
e23 = ;
49
e33
46
49
2
1
1
3
22
P = 1
;
7
49
2 5 46
7
49
2 0 0
A = P 1AP = 0 1 1
0 0 1
57
Transfer function
State spaceDecomposition of transfer functions
Direct decomposition :
Cascade decomposition
4.
5.
n +1
x2 = x1
s X (s )
X (s )
x1 , s
n +2
x3 = x2 ,s X (s )
xn = x n1
X (s )
x n
X (s )
61
x = Ax + Bu
y = Cx + Du
where
62
0
1
0
0
0
1
A= 0
0
0
an an1 an2
Control
System
A.Q. Khan
C=
bbynDr.
bn2
[bDesign-II
n
1
0
0
0
0
0 , B = 0
1
a1
b1 ] , D = 0
+
a
s
( 1
)Y (s )
2
n
64
y = Cx + Du
where
65
A = 0
C = [0
0
0
1
0
0
0
bn
an
b n 1
a n 1
a n2 , B = bn3
b1
a 1
1] , D = 0
Cascade Decomposition
Y (s)
s + b1 s + b2
=K
U (s)
s + a1 s + a2
where
a1 , a2 , b1 , and b2 are real constant. Each of the first
order transfer function is decomposed by direct
decomposition.
The state space model is
66
x&1 a1 b 2 a2 x1 K
+ u
x& = 0
a2 x2 K
2
y = [ bDesign-II
b 2 a2 ] x + Ku
Control System
by2Dr. A.Q. Khan
1 a
Parallel Decomposition
Y
U
(s )
(s )
(s
+ a1
(s )
)(s +
w h e re
Q
(s )
is a p o ly n o m ia l o f o rd e r le s s th a n 2
an d a1, a
a re re a l c o n s ta n t.
P a r tia l f r a c tio n e x p a n s io n m a y le a d
Y
U
(s )
(s )
K 1
(s + a 1
K 2
(s + a
T h e s ta te s p a c e m o d e l is g iv e n a s
a1
x& =
0
y = [K 1
67
1
x + 1 u
2
]x
0
a
K
68
(1)
x ( t ) = ???
(3)
x& ( t ) = b 1 + 2b 2 t + kb k t k 1 + L
(4)
2b 2 = ab 1 = a 2 b 0 b 2 =
69
(5)
As
1
x ( t ) = 1 + at + at 2 + L b 0
2
1
x ( t ) = 1 + at + a 2 t 2 + L x ( 0 ) = e at x ( 0 )
2
N ow consider
x& = Ax
(6)
Analogy w ith scalar, w e have
x ( t ) = b 0 + b1 t + b 2 t 2 + L + b k t k + L
(7)
x& ( t ) = b 1 + 2b 2 t + kb k t k 1 + L
(8)
1
x ( t ) = 1 + At + A 2 t 2 + L x ( 0 ) = e At x ( 0 ) = (t)x ( 0 )
2
(9)
At
interest.
It is referred to as matrix exponential and analogously, it can be
represented as
At
Ak t k
=
k = 0 k!
if AB = BA
e(
if AB BA
A + B) t
e At eBt
e At e At = I
71
x (0)
1
x ( t ) = L 1 ( sI A ) x ( 0 ) x ( t ) = e A t x ( 0 )
or
x ( t ) = ( t ) x (0 )
w here
( t ) : n n m atrix and is the unique solution
: S tate transition m atr ix. It has all the inform ation about
the free m otion of the system define by x& = A x
(0 ) = I
A lso note
72
-1 ( t ) = e -A t = ( t )
e1t
(t) =
M
0
e2 t
O
0
L 0
O M
n t
L e
L
e1t , e2 t ,L en t
73
Properties of ( t )
As
( t ) = e At
( 0 ) = e A(0) = I
( t ) = e = (e
( t1 + t 2 ) = e
( t ) = ( nt )
( t 2 t1 ) ( t1 t 0 ) = ( t 2 t 0 )
At
An Example
74
At 1
A ( t1 + t 2 )
= ( t )
=e
A ( t1 ) A ( t 2 )
or 1 ( t ) = ( t )
= ( t1 ) ( t 2 )
0
For x& = Ax, where A=
2
Obtain ( t ) and -1 ( t )
Solution : As
Note that
e At = ( t ) = L-1
s
sI A =
2
( sI A )
1
s + 3
s + 3
( sI A ) =
( s + 1)( s + 2 ) 2
Using partial fraction expansion
1
1
3
1
s
2
1
s + 3 1
1
s+2
-1
-1 s + 1
(t) = L
=
L
2 s
+
+
s
1
s
2
(
)(
)
2 2
s + 1 s + 2
2e -t e 2 t
= -t
2 t
2e 2e
75
e -t e 2 t
,
-2t
t
2e e
2e t e 2 t
(t ) = t
2t
2e 2e
1
1
s + 1 s + 2
2
1
s + 2 s + 1
et e2t
2e 2t e t
x& = Ax + Bu (1)
Now
x& Ax = Bu
x n 1
n 1
u
nn
A
B np
Convolution integral
( multiply by e
e At ( x& Ax ) = e At Bu
At
both side )
e ( x& Ax )d = e
A
At
0
At
x ( t ) x (0) = e
0
d A
e x ( ) d = e A Bu ( )d
Bu ( )d
d
0
0
Bu ( )d x ( t ) = e x ( 0 ) + e
At
0
t
x ( t ) = ( t ) x ( 0 ) + ( t ) Bu ( )d (2)
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0
Control System Design-II by Dr. A.Q. Khan
A (t )
Bu ( )d
( x ( 0 ) + BU ( s ) )
t
x ( t ) = e x (0) + e
At
A ( t )
Bu ( ) d
A ( t ti )
x (0) + e
A ( t )
ti
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Bu ( ) d
An Example
Consider
x& = Ax + Bu,
where
0 1
0
0
0
A=
,
B
,
x
0
=
,
u
t
step
I/P=
=
=
( ) ()
1
-2
-3
0
1
Find x ( t ) .
Solution :
As
2e -t e 2 t
( t ) = -t
2 t
2e 2e
e -t e 2t
2e -2t e t
x ( t ) = e A ( t ) Bu ( ) d
0
1 t 1 2 t
e + e
x (t) = 2
2
t
2t
e e
78
since x ( 0 ) = 0,
for t<0
for t 0
Computation of
At
( t ) = e = L
At
-1
{(sI A) }
1
Discussed in
Previous slides
Method of Diagonalization of A:
if D = P 1 A P th en
e At = P 1e Dt P
Caley-Hamilton Theorem and minimal polynomial theorem
Minimal polynomials of A involves distinct roots
Minimal polynomials of A involves repeated roots
79