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1
Solution of State Difference Equations
2
State Transition Matrix
3
Methods of evaluating State Transition Matrix
There are three methods of evaluating the state transition matrix.
1. Evaluation using Inverse Z-Transform
2. Evaluation using similarity transformation
3. Evaluation using Cayley Hamilton Technique
Evaluation of state transition matrix using Inverse Z-Transform
0 1 0
x(k 1) x ( k ) (1) K
0.21 1 1
4
1
x ( 0) y ( k ) x2 ( k )
0 01
F
0.21 1
z 1
0.21 z 1
z 1 1
z 2 z 0.21 z z 0.21
2
zI F 1
0.21 2
z 2 z 0.21 z z 0.21
2
zI F
z 0 0 1
0 z 0.21 1
5
1K 0 .. .. 0
0
K
2 .. .. 0
P : P 1
:
0 K
.. .. n
0
where’ is the transformation matrix that transforms ‘F’ into diagonal form
For the previous example, FK can be found as follows using Similarity Transformation method.
Given 0 1
F
0.21 1
0 0 1 1
I F
0 0.21 1 0.21 1
2 0.21 0
1 0.3, 2 0.7
As ‘F’ is in the comparison form, the matrix ‘P’ can be written as
1 1 1 1
P
1 2 0.3 0.7
1.75 2. 5
P 1
0.75 2.5
0 .3 0
P 1 FP
0 0.7
0.3K 0
K
0 0.7 K
6
Evaluation of FK using Caley Hamilton Theorem
For the previous example, FK can be found as follows using Caley Hamilton Theorem.
0 1
F
0.21 1
Given
g ( ) 0 1
(0.3) K 00.3 1
(0.7) K 00.7 1
Solving for ' 0' and ' 1' we get
0 1.75(0.3) K 0.75(0.7) K
1 2.5(0.3) K 2.5(0.7) K
( K ) F K 0I 1F
1.75(0.3) K 0.75(0.7) K 2.5(0.3) K 2.5(0.7) K
(K )
0.525(0.3) K 0.525(0.7) K 0.75(0.3) K 1.75(0.7) K
For the previous example, FK can be found as follows using Caley Hamilton Theorem.
Given 0 1
F
0.21 1
The eigen values are -0.3 and -0.7
(0.7) K 00.7 1
0 1.75(0.3) K 0.75(0.7) K
1 2.5(0.3) K 2.5(0.7) K
( K ) F K 0I 1F