DIGITAL CONTROL

SUBMITTED BY:
SWATI NEGI
SEMINAR
1. State Variable
Response
2.State Transition
Matrix
3.Controllability 4.Observability
State Space
Analysis
= AX + BU ( 1 )
Y = CX + DU
WHERE X I S THE NX1 STATE VECTOR,
U I S THE I S A SCAL AR I NPUT, A I S NXN CONSTANT MATRI X AND B
I S THE NX1 CONSTANT VECTOR

STATE -EQUATION FORM:

STATE-VARIABLE RESPONSE OF LINEAR SYSTEMS


Matrix exponential power series is given by:
e
At
= I+At+A
2
t
2
/2! +A
k
t
k
/K!+. (3)
Homogenous state equation is given by
= Ax
The solution of above equation is given by
X(t)= e
At
x(0) (4)
From the equation no.4 it is observed that the initial
state x(0) at t=0 is driven to a state x(t) at time t.
This transition in state is carried out by the matrix
exponential e
At
.Therefore e
At
is known as State
Transition Matrix

PROPERTIES OF STATE TRANSITION MATRIX
(0) = I, which simply states that the state
response at time t = 0 is identical to the initial
conditions.
(t) =
1
(t).

(t
1
)(t
2
) = (t
1
+ t
2
)

If A is a diagonal matrix then e
At
is also diagonal,
and each element on the
diagonal is an exponential in the corresponding
diagonal element of the A
matrix, that is e
aiit
.
EVALUATION OF STATE TRANSITION MATRIX
Evaluation using Inverse Laplace Transforms
e
At
= L
-1
[sI-A]
-1
Evaluation using Similarity Transformation
e
At
=Pe
t
P
-1
THE FORCED STATE RESPONSE OF LINEAR SYSTEMS

Non Homogenous equation is given by
(t) = ax(t) +bu(t)

State transition Equation is given by

X(t)= e
At
x(0)+ e
A(t-)
bu()d
}
T
0
SOLUTION OF STATE DIFFERENCE EQUATION
We will find the solution of the state equation
X(k+1)=Fx(k)+gu(k)
Recursion procedure is simple and convenient for
digital computations.
By repeative procedure we obtain the solution of state
equation as

=

+ =
1
0
) 1 ( k
) ( ) 0 ( ) (
k
i
i k
i gu F X F k X
STATE TRANSITION MATRIX
We can also write the solution of the homogenous
state equation x(k+1)=Fx(k)
as x(k)=F
k
x(0)
F
k
is called state transition matrix.
Evaluation using inverse z-transforms
F
k
=z
-1
[(zI-F)
-1
z]
Evaluation using Similarity Transformation
F
k
= Pe
k
P
-1

CONTROLLABILITY
Controllability: A control system is said to be
completely state controllable if it is possible to
transfer the system from any arbitrary initial state to
any desired state in a finite time period. That is, a
control system is controllable if every state variable
can be controlled in a finite time period by some
unconstrained control signal. If any state variable is
independent of the control signal, then it is
impossible to control this state variable and therefore
the system is uncontrollable.
CONTROLLABILITY
u = + x Ax B
o A system is completely controllable if there exists an
unconstrained control u(t) that can transfer any initial state
x(t
0
) to any other desired location x(t) in a finite time t
0
stsT.
nn
nxm
rank[ ]
c
n = P
0
c
= P
2 1
Controllability Matrix [ ]
n
c

= P B AB A B A B
nn
CONTROLLABILITY FOR A DISCRETE-TIME
CONTROL SYSTEM
Consider the discrete-time system defined by


. If given the initial state X(0), can we find a
control signal to drive the system to a desired
state X(k)? In other words, is this system
controllable.
Using the definition just given, we shall now
derive the condition for complete state
controllability.
) ( ) (
) ( ) ( 1) X(k
k CX k y
k gu k FX
=
+ = +
Controllability For A Discrete-time Control System
Since the solution of the above equation is
) 1 ( ) 1 ( ) 0 ( ) 0 (
) ( ) 0 ( ) (
2 1 k
1
0
) 1 ( k
+ + + + =
+ =

k gu gu F gu F X F
i gu F X F k X
k k
k
i
i k

Controllability For a Discrete-time Control System

That is
(
(
(
(

=
+ + + =
+ + + =

) 0 (
) 2 (
) 1 (
] [
) 0 ( ) 2 ( ) 1 (
) 1 ( ) 1 ( ) 0 ( ) 0 ( ) (
1 2
1
2 1 k
u
k u
k u
g F g F Fg g
gu F k Fgu k gu
k gu gu F gu F X F k X
k
k
k k

Controllability for a discrete-time control system

As g is an k1 matrix, we find that each term of
the matrix is an
k1 matrix or column vector. That is the
matrix
is an kk matrix. If its
determinant is not zero, we can get the
inverse of this matrix. Then we have
] g [
1 2
g F g f Fg
k

)] 0 ( ) ( [ ] [
) 0 (
) 2 (
) 1 (
k 1 1 2
X F k X g F g F Fg g
u
k u
k u
k
=
(
(
(
(

] [
1 2
g F g F Fg g
k

Controllability for a discrete-time control system

That means that if we chose the input as the
above, we can transfer the system from any
initial state X(0) to any arbitrary state X(k) in
at most k sampling periods.
That is the system is completely controllable if
and only if the inverse of controllability
matrix
is available. Or the rank
of the controllability matrix is k.
] [
1 2
g F g F Fg g W
k
C

=
Example for controllability
Example 1: Considering a system defined by


is this system controllable?
First, write the state equation for the above
system
16 . 0
2
) (
) (
) (
2
+ +
+
= =
z z
z
z U
z Y
z G
) ( ) (
) ( ) ( 1) X(k
k CX k y
k gu k FX
=
+ = +
Examples for controllability
That is



Next, find the controllability matrix
(

=
(

+
(

=
(

+
+
) (
) (
1) 2 ( ) (
) (
1
0
) (
) (
1 - 16 . 0
1 0
) 1 (
) 1 (
2
1
2
1
2
1
k x
k x
k y
k u
k x
k x
k x
k x
] [ ] g [
1 2
Fg g g F g F Fg
k
=

Examples for controllability

0 1 1 0
1 - 1
1 0
det ] g det[ = = =
(

= Fg
(

=
(

|
|
.
|

\
|

=
(

|
|
.
|

\
|
|
|
.
|

\
|
=
1 -
1
1
1

1
0
1 - 0.16 -
1 0
] [Fg
(

=
1
0
g
rank[ ]
o
n = P
Controllable
OBSERVABILITY
Observability: A control system is said to be
observable if every initial state X(0) can be
determined from the observation of Y(k) over a finite
number of sampling periods. That is, a control
system is observable if every initial state is
determined from the observation of Y(k) and input
in a finite time period. If any state is not determined,
then the system is unobservable.

Observability
u
y=
= + x Ax B
Cx
o A system is completely observable if and only if there exists
a finite time T such that the initial state x(0) can be
determined from the observation history y(t) given the
control u(t).
nn
nn
rank[ ]
o
n = P
rank[ ]
o
n = P
0
o
= P
1
Observability Matrix [ ]
n T
o

= P C CA CA
nn
Observability For a Discrete-time Control System
Consider the discrete-time system defined by



We assume that u(k) is a constant. If given the
input signal u(k) and the output y(k), can we
track back to the initial state X(0)? Or, is this
system observable?
) ( ) (
) ( ) ( 1) X(k
k CX k y
k gu k FX
=
+ = +
Observability For a Discrete-time Control System
Since the solution of the above equation is




And y(k) is

) ( ) 0 ( ) (
1
0
) 1 ( k

=

+ =
k
i
i k
i gu F X F k X

=

+ = =
1
0
) 1 ( k
) ( ) 0 ( ) ( ) (
k
i
i k
i gu CF X CF k CX k y
Observability For a Discrete-time Control System
Let k=0, 1, 2n-1, we have

=

+ = =
+ + = =
+ = =
=
2
0
) 2 ( 1 - n
2
) ( ) 0 ( ) 1 ( ) 1 (
) 1 ( ) 0 ( ) 0 ( ) 2 ( ) 2 (
) 0 ( ) 0 ( ) 1 ( ) 1 (
) 0 ( ) 0 (
n
i
i n
i gu CF X CF n CX n y
Cgu CFgu X CF CX y
Cgu CFX CX y
CX y

Observability For a Discrete-time Control System

Rewrite all the above equations in matrix
equation, we have
(
(
(
(

(
(
(
(
(

+
(
(
(
(
(

=
(
(
(
(

) 0 (
) 2 (
) 1 (
C C 0

C 0 0
0 0 0
) 0 (
) 1 (
) 1 (
) 0 (
2 - n 1
u
n u
n u
g F g
g
X
CF
CF
C
n y
y
y
n

Observability For a Discrete-time Control System

As C is an 1n matrix, we find that each term of
the following matrix is an 1n matrix or row
vector. That is the matrix is an nn matrix. If
its determinant is not zero, we can get the
inverse of the observability matrix.
(
(
(
(
(

=
1 n
O
CF
CF
C
W

Observability For a Discrete-time Control System

Then we have
(
(
(
(

(
(
(
(
(

(
(
(
(
(

(
(
(
(

(
(
(
(
(

=
(
(
(
(
(

(
(
(
(
(

) 0 (
) 2 (
) 1 (
C C 0

C 0 0
0 0 0
) 1 (
) 1 (
) 0 (

) 0 ( ) 0 (
2 - n
1
1
1
1
1
1
1
u
n u
n u
g F g
g
CF
CF
C
n y
y
y
CF
CF
C
X
CF
CF
C
CF
CF
C
X
n n
n n

Observability For a Discrete-time Control System
This means that if we knew the input and the
output in n sampling periods, we can track
back to the system initial state.
That is the system is completely observable if and
only if the inverse of observability matrix is
available. Or the rank of the observability
matrix is n.
Example for observability
| | | |
0 1 2
0 1 0 0
0 0 1 0 u
1
y= 1 0 0 0 u
a a a
( (
( (
= +
( (
( (

+
x x
x
| |
| |
| |
0 1 2
2
0 1 0
0 0 1 ,
1 0 0
0 1 0 ,
0 0 1
a a a
(
(
=
(
(

=
=
=
A
C
CA
CA
1
1 0 0
[ ] 0 1 0
0 0 1
n T
o

(
(
= =
(
(

P C CA CA
1
o
= P
Observable rank[ ]
o
n = P
Controllability And Observability For Continuous System
For a continuous system



We can draw the similar conclusions as the
discrete system
) (
) ( ) ( ) (
t CX y
t Bu t AX t X
dt
d
=
+ =
Controllability of Continuous System
A system is completely controllable if and only if
the inverse of controllability matrix
is available. Or the rank


of the controllability matrix is n.

] [
1 2
B A B A AB B
n

Observability of Continuous System

A system is completely observable if and only if the
inverse of observability matrix is available.
Or the rank of the observability matrix is n.
(
(
(
(
(

1 n
CA
CA
C

Controllability And Observability Of a Two-state

System
Example
| |
2 0 1
u
1 1 1
y= 1 1
( (
= +
( (


x x
x
| |
| | | | | |
1 2 1 2
, ,
1 2 1 2
1 1
1 1 , 1 1 ,
1 1
c
T
o
( ( (
= = = =
( ( (


(
= = = =
(

B AB P B AB
C CA P C CA
Rank =2=n hence,
0
c o
= = P P


Not Controllable and Not Observable
THANK
YOU