1 State Space Models
1 State Space Models
2 Continuous Systems
For a continuous-time system, the dynamics can be described by 𝑛 first-order differential equations:
𝑑
𝑥®(𝑡) = 𝑓 ( 𝑥®(𝑡))
𝑑𝑡
where 𝑓 : R𝑛 → R𝑛 is a function of the state vector that returns the time derivative of the state vector
(which is an 𝑛-dimensional vector containing the time derivative of each state variable).
A system with 𝑚 input signals can be described as:
𝑑
𝑥®(𝑡) = 𝑓 ( 𝑥®(𝑡), 𝑢® (𝑡))
𝑑𝑡
where 𝑢® (𝑡) ∈ R𝑚 is a control input with which we can vary to influence the system.
We can expand out this vector dynamics equation:
𝑑
𝑑𝑡 𝑥1 (𝑡) 𝑓1 (𝑥®(𝑡), 𝑢® (𝑡))
. ..
. = ,
. .
𝑑 𝑓 (𝑥®(𝑡), 𝑢® (𝑡))
𝑑𝑡 𝑥 𝑛 (𝑡) 𝑛
where 𝑓𝑖 ( 𝑥®, 𝑢® (𝑡)) returns the time derivative of the 𝑖th state variable. A continuous-time system
is linear if it can be expressed in the form 𝑑𝑡𝑑 𝑥®(𝑡) = A 𝑥®(𝑡) + B® 𝑢 (𝑡):
where 𝑥®[𝑡 + 1] is the new state vector at the next time step.
As in the continuous case, a linear discrete-time system’s dynamics can be written as:
𝑥®[𝑡 + 1] = A 𝑥®[𝑡] + B®
𝑢 [𝑡]
1
EECS 16B Fall 2020 Discussion 6B
4 Dirty Dishes
I am a trip planner who lodges travellers at Bob’s Bed and Breakfast. At the beginning of each
day, Bob will do half of the dirty dishes in the sink. During the day, each of his guests will use 4
pounds of dishes minus an eighth pound of dishes for each pound of dishes already in the sink at
the beginning of the day (as Bob’s kitchen gets too messy).
a) Define a state vector for Bob’s kitchen sink system. Also, what are the inputs? Lastly, write out
the state space model using your state vector and inputs.
Answer
The dishes in the sink are the state variable 𝑥. The number of guests are the input 𝑢.
1 1
𝑥[𝑡 + 1] = 𝑥[𝑡] + 4 − 𝑥[𝑡] 𝑢[𝑡]
2 8
Answer
It is not a linear system since the state variable is multiplied by the input.
c) On Wednesday morning (before Bob gets up), there are 4 pounds of dishes in the sink. On
Wednesday, Bob has 4 guests, and on Thursday, he has 5 guests. How many pounds of dishes
are in the sink after Thursday?
Answer
1 1
𝑥[1] = (4) + 4 − (4) (4) = 16
2 8
1 1
𝑥[2] = (16) + 4 − (16) (5) = 18
2 8
d) I am a very eccentric trip planner and I want Bob to have exactly 12 pounds of dishes in his
sink. He has 24 pounds of dishes in his sink. How many guests should I lodge at Bob’s Bed
and Breakfast today? How many guests should I lodge tomorrow?
Answer
1 1
12 = (24) + 4 − (24) 𝑢[0]
2 8
𝑢[0] = 0
1 1
12 = (12) + 4 − (12) 𝑢[1]
2 8
12
𝑢[1] =
5
2
EECS 16B Fall 2020 Discussion 6B
𝐹® = −𝐷®
𝑣,
where 𝐹® is the drag force vector in Newtons, 𝑣® is the hovercraft velocity vector in m
s , and 𝐷 is the
coefficient 0.05 Nms .
a) If we are interested in both the position and velocity of our hovercraft, define the appropriate
state variables and inputs for the hovercraft system.
Answer
The state vector should include the 𝑥 and 𝑦 positions and the 𝑥 and 𝑦 velocities. It can be
arranged as:
𝑥
𝑦
𝑣 𝑥
𝑣 𝑦
The inputs are thursts 𝑤 𝑥 and 𝑤 𝑦 . The input vector could be arranged as:
𝑤𝑥
𝑤𝑦
b) Write out the state space model using the state variables and inputs you identified.
Hint: Newton’s Second Law states that 𝐹𝑛𝑒𝑡 = 𝑚𝑎. Also, remember that 𝑎(𝑡) = 𝑣 0(𝑡) and 𝑣(𝑡) = 𝑥 0(𝑡).
Answer
First, let’s write out the force balances in the 𝑥 and 𝑦 directions using Newton’s second law:
𝐹 = 𝑚𝑎.
𝑚𝑎 𝑥 = 𝑤 𝑥 − 𝐷𝑣 𝑥
1 𝐷
𝑎𝑥 = 𝑤𝑥 − 𝑣𝑥
𝑚 𝑚
𝑚𝑎 𝑦 = 𝑤 𝑦 − 𝐷𝑣 𝑦
1 𝐷
𝑎𝑦 = 𝑤𝑦 − 𝑣𝑦
𝑚 𝑚
3
EECS 16B Fall 2020 Discussion 6B
𝑑
Since 𝑎® = 𝑑𝑡 𝑣
®, we can now write out our equations:
𝑑
𝑥 = 𝑣𝑥
𝑑𝑡
𝑑
𝑦 = 𝑣𝑦
𝑑𝑡
𝑑 1 𝐷
𝑣𝑥 = 𝑤𝑥 − 𝑣𝑥
𝑑𝑡 𝑚 𝑚
𝑑 1 𝐷
𝑣𝑦 = 𝑤𝑦 − 𝑣𝑦
𝑑𝑡 𝑚 𝑚
Substituting in for 𝐷 and 𝑚, we get:
𝑑
𝑥 = 𝑣𝑥
𝑑𝑡
𝑑
𝑦 = 𝑣𝑦
𝑑𝑡
𝑑
𝑣𝑥 = 10𝑤 𝑥 − 0.5𝑣 𝑥
𝑑𝑡
𝑑
𝑣𝑦 = 10𝑤 𝑦 − 0.5𝑣 𝑦
𝑑𝑡
𝑑
c) Is this system linear? If it is, write it in the form 𝑑𝑡 𝑥
® = A𝑥® + B®
𝑢 . If it isn’t, explain why not.
Answer
This system is linear. Using the state vector from the first part, we can write the dynamics as
𝑑
𝑑𝑡 𝑥
® = A𝑥® + B®
𝑢 where:
0 0 1 0
0 0 0 1
A =
0 0 −0.5 0
0 0
0 −0.5
and
0 0
0 0
B=
10 0
0 10
d) Taejin places the hovercraft at (1, 0). At 𝑡 = 0, Ramsey kicks the hovercraft, so that it moves at
2 ms in the 𝑥 direction, and Taejin doesn’t touch the remote control. What will the position and
velocity of the hovercraft be at 𝑡 = 10?
Hint: Try to solve for the velocity first, then use the fact that 𝑥 0(𝑡) = 𝑣(𝑡) to solve for position.
Answer
Since there is no input from the remote control, all inputs are zero. There is no force on the
hovercraft in the 𝑦-direction so 𝑦 = 0 and 𝑣 𝑦 = 0.
Now looking at the 𝑥 dynamics, we know from our system that 𝑑𝑡𝑑 𝑣 𝑥 = −0.5𝑣 𝑥 and 𝑑𝑡𝑑 𝑥 = 𝑣 𝑥 .
Since 𝑣 𝑥 (0) = 2 and the dynamics are a homogeneous first-order differential equation, we can
say that
𝑣 𝑥 (𝑡) = 2𝑒 −0.5𝑡
4
EECS 16B Fall 2020 Discussion 6B
𝑑
Lastly, to solve for 𝑥(𝑡), we can take 𝑑𝑡 𝑥 = 𝑣 𝑥 and integrate both sides from 𝑡 = 0 to 𝑡 = 10
∫𝑡 ∫𝑡
0
𝑥 (𝑡)𝑑𝑡 = 𝑣 𝑥 (𝑡)𝑑𝑡
0 0
∫𝑡
𝑥(𝑡) − 𝑥(0) = 2𝑒 −0.5𝑡 𝑑𝑡
0
= −4𝑒 −0.5𝑡 + 4
𝑥(𝑡) = 5 − 4𝑒 −0.5𝑡