Chapter 2

System Modeling

2.1 Introduction

In this chapter we introduce the notion of a dynamical system and describe

how to model system systems. Roughly speaking, a dynamical system is
one in which the effects of actions do not occur immediately. For example,
the velocity of a car does not change immediately when the gas pedal is
pushed nor does the temperature in a room rise instantaneously when an
air conditioner is switched on. Similarly, a headache does not vanish right
after an aspirin is taken, requiring time to take effect. In business systems,
increased funding for a development project does not increase revenues in
the short term, although it may do so in the long term (if it was a good
investment). All of these are examples of dynamical systems, in which the
behavior of the system evolves with time.

Modeling is the method by which we deseribe a dynamical system in a

precise mathematical form, for the purpose of analysis and simulation. A
model of a system is a representation of the system dynamics and it is used
to answer questions about that system. The model we choose depends on
the questions that we wish to answer, and so there may be multiple models
for a single physical system, with different levels of fidelity depending on the
phenomena of interest. In this chapter we provide an introduction to the
concept of modeling, and provide some basic material on two specific meth-
ods that are commonly used in feedback and control systems: differential
equations and different equations.

21
22 CHAPTER 2. SYSTEM MODELING

2.2 Two Views on Dynamics

Dynamical systems can be viewed from two different ways: the internal
view or the external view. The internal view which attempts to describe the
internal workings of the system originates from classical mechanics. The
prototype problem was the problem to describe the motion of the planets.
For this problem it was natural to give a complete characterization of the
motion of all planets. This involves careful analysis of the effects of gravi-
tational pull and the relative positions of the planets in a system.
The other view on dynamics originated in electrical engineering. The
prototype problem was to describe electronic amplifiers. It was natural
to view an amplifier as a device that transforms input voltages to output
voltages and disregard the internal detail of the amplifier. This resulted
in the input-output view of systems. The two different views have been
amalgamated in control theory. Models based on the internal view are called
internal descriptions, state models, or white box models. The external view
is associated with names such as external descriptions, input-output models
or black box models. In this book we will mostly use the words state models
and input-output models.

The Heritage of Mechanics

Dynamics originated in the attempts to describe planetary motion. The
basis was detailed observations of the planets by Tycho Brahe and the results
of Kepler who found empirically that the orbits could be well described
by ellipses. Newton embarked on an ambitious program to try to explain
why the planets move in ellipses and he found that the motion could be
explained by his law of gravitation and the formula that force equals mass
times acceleration. In the process he also invented calculus and differential
equations. Newtons results was the first example of the idea of reductionism,
i.e. that seemingly complicated natural phenomena can be explained by
simple physical laws. This became the paradigm of natural science for many
centuries.
One of the triumphs of Newton’s mechanics was the observation that the
motion of the planets could be predicted based on the current positions and
velocities of all planets. It was not necessary to know the past motion. The
state of a dynamical system is a collection of variables that characterize the
motion of a system completely for the purpose of predicting future motion.
For a system of planets the state is simply the positions and the velocities
of the planets. A mathematical model simply gives the rate of change of the
2.2. TWO VIEWS ON DYNAMICS 23

3 M=1
x’=Mx−y−x
y’=x

1.5

0.5

0
y

−0.5

−1

−1.5

−2

−2 −1.5 −1 −0.5 0 0.5 1 1.5 2

x

Figure 2.1: Illustration of a state model. A state model gives the rate of
change of the state as a function of the state. The velocity of the state are
denoted by arrows.

state as a function of the state itself, i.e. a differential equation.

dx
= f (x) (2.1)
dt
This is illustrated in Figure 2.1 for a system with two state variables. The
particular system represented in the figure is the van der Pol equation:
dx1
= x1 − x31 − x2
dt
dx2
= x1 ,
dt
which is a model of an electronic oscillator. The model (2.1) gives the
velocity of the state vector for each value of the state. These are represented
by the arrows in the figure. The figure gives a strong intuitive representation
of the equation as a vector field or a flow. Systems of second order can be
represented in this way. It is unfortunately difficult to visualize equations
of higher order in this way.
The ideas of dynamics and state have had a profound influence on phi-
losophy where it inspired the idea of predestination. If the state of a natural
system is known at some time, its future development is complete deter-
mined. The vital development of dynamics has continued in the 20th cen-
tury. One of the interesting outcomes is chaos theory. It was discovered that
24 CHAPTER 2. SYSTEM MODELING

Input Output
System

Figure 2.2: Illustration of the input-output view of a dynamical system.

there are simple dynamical systems that are extremely sensitive to initial
conditions, small perturbations may lead to drastic changes in the behavior
of the system. The behavior of the system could also be extremely compli-
cated. The emergence of chaos also resolved the problem of determinism,
even if the solution is uniquely determined by the initial conditions it is in
practice impossible to make predictions because of the sensitivity of initial
conditions.
The differential equation (2.1) is called an autonomous system because
there are no external influences. Such a model is natural to use for celestial
mechanics, because it is difficult to influence the motion of the planets. The
situation in control is quite different because the external influences are quite
important. One way to capture this is to replace equation (2.1) by
dx
= f (x, u) (2.2)
dt
where u represents the effect of external influences. The model (2.2) is called
a controlled differential equation. The model implies that the velocity of the
state can be influenced by the input u. Adding the input makes the model
richer. New questions arises, for example, what influence can the control
variable have on the trajectories of the system? Is it possible to reach all
points in the state space by proper choices of the control?

The Heritage of Electrical Engineering

A very different view of dynamics emerged from electrical engineering. The
prototype problem was design of electronic amplifiers. Since an amplifier is
a device for amplification of signals it is natural to focus on the input-output
behavior. A system was considered as a device that transformed inputs to
outputs, as illustrated in Figure Figure 2.2. Conceptually an input-output
model can be viewed as a giant table of inputs and outputs. The input-
output view is particularly useful for the special class of linear systems. To
define linearity we let (u1 , y1 ) and (u2 , y2 ) denote two input-output pairs,
and a and b be real numbers. A system is linear if (au1 + bu2 , ay1 + by2 )
2.2. TWO VIEWS ON DYNAMICS 25

is also an input-output pair (superposition). A nice property of control

problems is that they can often be modeled by linear, time-invariant systems.
Chapter ?? provides a much more detailed analysis of linear systems.
Time invariance is another concept. It means that the behavior of the
system at one time is equivalent to the behavior at another time. It can be
expressed as follows. Let (u, y) be an input-output pair and let ut denote
the signal obtained by shifting the signal u, t units forward. A system is
called time-invariant if (ut , yt ) is also an input-output pair. This view point
has been very useful, particularly for linear, time-invariant systems, whose
input output relation can be described by
Z t
y(t) = g(t − τ )u(τ )dτ. (2.3)
0

where g is the impulse response of the system. If the input u is a unit step
the output becomes
Z t Z t
y(t) = h(t) = g(t − τ )dτ = g(τ )u(τ )dτ (2.4)
0 0

The function h is called the step response of the system. Notice that the
impulse response is the derivative of the step response.
Another possibility to describe a linear, time-invariant system is to rep-
resent a system by its response to sinusoidal signals, this is called frequency
response. A rich powerful theory with many concepts and strong, useful re-
sults have emerged. The results are based on the theory of complex variables
and Laplace transforms. The input-output view lends it naturally to exper-
imental determination of system dynamics, where a system is characterized
by recording its response to a particular input, e.g. a step.
The words input-output models, external descriptions, black boxes are
synonyms for input-output descriptions.

The Control View

When control emerged in the 1940s the approach to dynamics was strongly
influenced by the Electrical Engineering view. The second wave of devel-
opments starting in the late 1950s was inspired by the mechanics and the
two different views were merged. Systems like planets are autonomous and
cannot easily be influenced from the outside. Much of the classical devel-
opment of dynamical systems therefore focused on autonomous systems. In
control it is of course essential that systems can have external influences.
26 CHAPTER 2. SYSTEM MODELING

The emergence of space flight is a typical example where precise control of

the orbit is essential. Information also plays an important role in control
because it is essential to know the information about a system that is pro-
vided by available sensors. The models from mechanics were thus modified
to include external control forces and sensors. In control the model given
by (2.5) is thus replaced by

dx
= f (x, u)
dt (2.5)
y = g(x, u)

where u is a vector of control signal and y a vector of measurements. This

viewpoint has added to the richness of the classical problems and led to new
important concepts. For example it is natural to ask if all points in the state
space can be reached (reachability) and if the measurement contains enough
information to reconstruct the state.
The input-output approach was also strengthened by using ideas from
functional analysis to deal with nonlinear systems. Relations between the
state view and the input output view were also established. Current control
theory presents a rich view of dynamics based on good classical traditions.
The importance of disturbances and model uncertainty are critical el-
ements of control because these are the main reasons for using feedback.
To model disturbances and model uncertainty is therefore essential. One
approach is to describe a model by a nominal system and some characteri-
zation of the model uncertainty. The dual views on dynamics is essential in
this context. State models are very convenient to describe a nominal model
but uncertainties are easier to describe using frequency response.

2.3 Linear Differential Equations

In this section we provide a brief review of linear differential equations, which
should be familiar to most readers. Chapter ?? provides a more detailed
introduction to linear differential equations in so-called state-space form.
Consider the following description of a linear time-invariant dynamical
system

dn y dn−1 y dn−1 u dn−2 u

+ a 1 + . . . + a n y = b 1 + b 2 + . . . + bn u, (2.6)
dtn dtn−1 dtn−1 dtn−2
where u is the input and y the output. The system is of order n order,
where n is the highest derivative of y. The ordinary differential equations
2.3. LINEAR DIFFERENTIAL EQUATIONS 27

is a standard topic in mathematics. In mathematics it is common practice

to have bn = 1 and b1 = b2 = . . . = bn−1 = 0 in (2.6). The form (2.6) adds
richness and is much more relevant to control. The equation is sometimes
called a controlled differential equation.
It follows from the rules for differentiation that

dk dy1k dy1k
(αy 1 + βy 2 ) = α + β
dtk dtk dtk
If (u, y) is a pair of inputs and outputs it follows that (u0 , y 0 ) is also an
input output pair. Simlarly, if the (u1 , y1 ) and (u2 , y2 ) are pairs of inputs
and outputs that satisfy the Equation (2.6) αu1 + βu2 , αy1 + βy2 ) is also
an input output pair, which is the principle of superposition.

The Homogeneous Equation

If the input u to the system (2.6) is zero, we obtain the equation

dn y dn−1 y dn−2 y
+ a 1 + a 2 + . . . + an y = 0, (2.7)
dtn dtn−1 dtn−2
which is called the homogeneous equation associated with equation (2.6).
The characteristic polynomial of Equations (2.6) and (2.7) is

a(s) = sn + a1 sn−1 + a2 sn−2 + . . . + an (2.8)

The roots of the characteristic equation determine the properties of the

solution. If a(α) = 0, then y(t) = Ceαt is a solution to Equation (2.7).
If the characteristic equation has distinct roots αk the solution is
n
X
y(t) = C k e αk t , (2.9)
k=1

where Ck are arbitrary constants. The Equation (2.7) thus has n free pa-
rameters.

Roots of the Characteristic Equation give Insight

A real root s = α correspond to ordinary exponential functions eαt . These
are monotone functions that decrease if α is negative and increase if α is
positive as is shown in Figure 2.3. Notice that the linear approximations
shown in dashed lines change by one unit for one unit of αt. Complex roots
 28 CHAPTER 2. SYSTEM MODELING

α<0 aneg
3
1
2.5
0.8
2
0.6
1.5

y
PSfrag replacements 0.4 1

0.2 0.5

0 0
0 1 2 3 4 0 0.2 0.4 0.6 0.8 1
α>0 αt αt

Figure 2.3: The exponential function y(t) = eαt . The linear approximations
of of the functions for small αt are shown in dashed lines. The parameter
T = 1/α is the time constant of the system.

s = σ ± iω correspond to the time functions.

eσt sin ωt, eσt cos ωt

which have oscillatory behavior, see Figure 2.4. The distance between zero
crossings is π/ω and corresponding amplitude change is eσπ/ω .

Multiple Roots
When there are multiple roots the solution to Equation (2.7) has the form
n
X
y(t) = Ck (t)eαk t , (2.10)
k=1

Where Ck (t) is a polynomial with degree less than the multiplicity of the
root αk . The solution (2.10) thus has n free parameters.

The Inhomogeneous Equation – A Special Case

The equation
dn y dn−1 y dn−2 y
+ a 1 + a 2 + . . . + an y = u(t) (2.11)
dtn dtn−1 dtn−2
has the solution
n
X Z t
αk t
y(t) = Ck−1 (t)e + h(t − τ )u(τ )dτ, (2.12)
k=1 0
 2.3. LINEAR DIFFERENTIAL EQUATIONS 29

σ = −0.25ω σ = 0.25ω
40
0.6
30

0.4 20

0.2 10
y

y
PSfrag replacements 0 0

−0.2 −10

−0.4 −20
0 5 10 15 0 5 10 15
ωt ωt

Figure 2.4: The exponential function y(t) = eσt sin ωt. The linear approx-
imations of of the functions for small αt are shown in dashed lines. The
dashed line corresponds to a first order system with time constant T = 1/σ.
The distance between zero crossings is π/ω.

where h is the solution to the homogeneous equation (2.7), i.e.

dn h dn−1 h
+ a 1 + . . . + an h = 0 (2.13)
dtn dtn−1

with initial conditions

h(0) = 0, h0 (0) = 0, . . . , h(n−2) (0) = 0, h(n−1) (0) = 1. (2.14)

The solution (2.12) is thus a sum of two terms, the general solution to the
homogeneous equation and a particular solution which depends on the input
u. The solution has n free parameters which can be determined from initial
conditions.
To show that (2.12) satisfies (2.11) we first observe that the sum in (2.12)
satisfies the homogeneous equation (2.7). Consider

Z t
v(t) = h(t − τ )u(τ )dτ,
0
30 CHAPTER 2. SYSTEM MODELING

It follows from (2.14) that v(0)=0. Taking derivatives we find that

Z t
0
v (t) = h0 (t − τ )u(τ )dτ + h(0)u(t)
0
Z t
v 00 (t) = h00 (t − τ )u(τ )dτ + h0 (0)u(t)
0
..
.
Z t
(n)
v (t) = h(n) (t − τ )u(τ )dτ + h(n−1) (0)u(t)
0

It follows from (2.13) and (2.14) that v satisfies the differential equation
(2.11).

The Inhomogeneous Equation - The General Case

Having found a solution to (2.11) it is straightforward to find a solution to
the general equation (2.6). If y is a solution to the (2.11) it follows that
dy/dt is a solution to the differential equation.

dn y dn−1 y dn−2 y du
n
+ a 1 n−1
+ a 2 n−2
+ . . . + an y =
dt dt dt dt
Repeating this argument for higher derivatives we find that the Equation (2.6)
has the solution
n
X Z t
y(t) = Ck−1 (t)eαk t + g(t − τ )u(τ )dτ, (2.15)
k=1 0

where the function g is given by

g(t) = b1 h(n−1) (t) + b2 h(n−2) (t) + . . . + bn h(t). (2.16)

The solution is thus the sum of two terms, the general solution to the ho-
mogeneous equation and a particular solution. The general solution to the
homogeneous equation does not depend on the input and the particular
solution which depends on the input. The particular solution is given by
Z t
y(t) = g(t − τ )u(τ )dτ
0

where g is called the impulse response,

2.3. LINEAR DIFFERENTIAL EQUATIONS 31

Notice that the impulse response has the form

n
X
g(t) = ck (t)eαk t . (2.17)
k=1

It thus has the same form as the general solution to the homogeneous equa-
tion (2.10). The coefficients ck are given by the conditions (2.14). If the
characteristic equation has distinct roots ck (t) are constants. If αk is a root
of multiplicity m then ck (t) is a polynomial of degree m − 1.
The impulse response is also called the weighting function because the
second term of (2.15) can be interpreted as a weighted sum of past inputs.

The Step Response

Consider (2.15) and assume that all initial conditions are zero. The output
is then given by
Z t
y(t) = g(t − τ )u(τ )dτ, (2.18)
0

If the input is constant u(t) = 1 we get

Z t Z t
y(t) = g(t − τ )dτ = g(τ )dτ = H(t), (2.19)
0 0

The function H is called the unit step response or the step response for
short. It follows from the above equation that

dh(t)
g(t) = (2.20)
dt
The step response can easily be determined experimentally by waiting for the
system to come to rest and applying a constant input. In process engineering
the experiment is called a bump test. The impulse response can then be
determined by differentiating the step response.

The Convolution Integral

The relation between the input and the output for a system which is initially
at rest is given by Equation (2.18), i.e.
Z t
y(t) = g(t − τ )u(τ )dτ.
0
 32 CHAPTER 2. SYSTEM MODELING

10

u(τ ) y(τ )
5

−5
0 1 2 3 4 5 6 7 8 9 10

g(10 − τ )
0.5

0
0 1 2 3 4 5 6 7 8 9 10

2
u(τ ) g(10 − τ )

PSfrag replacements 1

−1
τ 0 1 2 3 4 5 6 7 8 9 10

Figure 2.5: Illustration of the convolution integral for the impulse response
g(t) = e−4t . The top shows the input u in full lines and the output y in
dashed lines. The lower graphs illustrates how y(10) is obtained.

Mathematically the output is called a convolution of the input u and the im-
pulse response g. This integral has a nice interpretation which is illustrated
in Figure Figure 2.5. The figure illustrates that the output is obtained as a
weighted average of the input. The top plot shows the input u in full lines
and the output y in dashed lines. The lower graphs illustrates how the value
y(10) is obtained. The middle curve shows the impulse response g(10 − τ )
and the lower plot shows the product u(τ )g(10 − τ ). The value y(10) is
simply the integral of u(τ )g(10 − τ ). By understanding of the interpretation
of the convolution integral it is easy to develop an intuitive understanding
of the qualitative behavior of a system from the impulse response.

Response to Exponential Inputs

Exponential functions play an important role in linear systems. The impulse
response of a linear time invariant system is for example a sum of exponen-
tials, see (2.17). Exponential functions also appear in the general form of the
solution of a linear differential equation, see (2.15). In this section we will
2.3. LINEAR DIFFERENTIAL EQUATIONS 33

investigate how a linear time invariant system responds to an exponential

signal. Consider the system given by (2.6) and let the input be

u(t) = eαt .

The solution to the differential equation is a sum of the general solution to

the homogeneous equation and a particular solution. We will investigate if
there is a particular solution of the form

y(t) = y0 eαt

Inserting this into the differential equation (2.6) we find

αn y0 + a1 αn−1 + · · · + an y0 = b1 αn−1 + b2 αn−2 + · · · + bn

It thus follows that there the equation has a solution of the form y0 eαt and
that
b1 αn−1 + b2 αn−2 + · · · + bn
y0 = = G(α)
αn + a1 αn−1 + · · · + an
where G(s) is the transfer function of the system. Let λk be the zeros of the
characteristic polynomial a(s) of the system we thus find that the general
solution of the differential equation is
X
y(t) = Ck (t)eλk t + G(α)eαt (2.21)
k

The particular solution corresponding to the input eαt is thus G(α)eαt . If

the initial conditions are chosen as y k (0) = αk G(α) the sum disappears and
we get y(t) = G(α)eαt . If Reλk < α the particular solution will dominate
the response for large t for arbitrary initial conditions. We thus obtain
the interesting result that the number G(α) tells how exponential functions
propagate through the system.
Equation (2.21) is valid when α is a complex number. If α = iω we find
that the response to
u(t) = eiωt
is X
y(t) = Ck (t)eλk t + G(iω)eiωt
k

We have

G(iω)eiωt = |G(iω)|ei arg G(iω) eiωt = |G(iω)|ei(ωt+arg G(iω))

34 CHAPTER 2. SYSTEM MODELING

Separating the real and imaginary parts of the input and the output we find
that the input u(t) = sinωt gives the output
X
y(t) = Ck (t)eλk t + |G(iω)| sin (ωt + arg G(iω)) (2.22)
k

This result is of particular interest for stable systems. For such systems we
have λk < 0. After an initial transient the response to a sinusoidal input
will thus be sinusoidal with the same frequency as the input. The output is
thus amplified by the factor |G(iω)| and the phase is shifted by arg G(iω) in
relation to the input. This is discussed further in Section 2.4.

2.4 Frequency Response

The idea of frequency response is to characterize a linear time-invariant
system by its response to sinusoidal signals. The idea goes back to Fourier,
who introduced the method to investigate propagation of heat in metals.
Frequency response gives an alternative way of viewing dynamics. One
advantage is that it is possible to deal with systems of very high order, even
infinite. This is essential when discussing sensitivity to process variations.
This will be discussed in detail in Chapter ??.
Frequency response also gives a different way to investigate stability. In
Section 2.3 it was shown that a linear system is stable if the characteristic
polynomial has all its roots in the left half plane. To investigate stability
of a the system we have to derive the characteristic equation of the closed
loop system and determine if all its roots are in the left half plane. Even if
it easy to determine the roots of the equation numerically it is not easy to
determine how the roots are influenced by the properties of the controller.
It is for example not easy to see how to modify the controller if the closed
loop system is stable. The way stability has been defined it is also a binary
property, a system is either stable or unstable. In practice it is highly
desirable to have a notion of the degrees of stability. All of these issues can
be related to frequency response. The key is Nyquist’s stability criterion
which is a frequency response concept. Frequency response was one of the
key ideas that formed the foundation of control.

Response to a Sinusoidal Input

The response of linear systems to sinusoids was discussed in Section 2.3, see
Equation (2.22). Consider a system with the transfer function G(s) which
 2.4. FREQUENCY RESPONSE 35

0.2

0.15

0.1

Output
0.05

−0.05

−0.1
0 5 10 15

0.5
Input

PSfrag replacements −0.5

−1
0 5 10 15
Time

Figure 2.6: Response of a linear time-invariant system to a sinusoidal input

(full lines). The system has the transfer function G(s) = 1/(s + 1)2 . The
dashed line shows the steady state output calculated from (2.23).

has poles λk . The output corresponding to the input u(t) = sin ωt is

X
y(t) = Ck (t)eλk t + |G(iω)| sin (ωt + arg G(iω))
k

If the system is stable, i.e. Reλk < 0 for all k, the first term will decay
exponentially and the solution will converge to the steady state response
given by
y(t) = |G(iω)| sin (ωt + arg G(iω)) (2.23)
This is illustrated in Figure 2.6 which shows the response of a linear time-
invariant system to a sinusoidal input. The figure shows the output of the
system when it is initially at rest and the steady state output given by (2.23).
The figure shows that after a transient the output is indeed a sinusoid with
the same frequency as the input.
The steady state response to a sinusoid is completely characterized by
the function G(iω) which is called the frequency response of the system. The
argument of the function is frequency ω and the function takes complex val-
ues. The magnitude |G(iω)| is called the gain and the angle arg G(iω) is
36 CHAPTER 2. SYSTEM MODELING

called the phase. The phase is often negative and the quantity -arg G(iω),
called the phase lag, is therefore also used. The gain |G(iω)| is a generaliza-
tion of the static gain G(0) which tells steady state output when the input
is a constant. It is thus possible to talk about the gain of the system for
signals of different frequencies. The propagation of any signal can then be
obtained by representing it as a sum of sinusoids, investigating each sinusoid
individually and adding the outputs using superposition.
The frequency response can be determined experimentally by injecting
a sinusoid and measuring the ratio of the amplitudes and the phase shift
between input and output. Very accurate measurements are possible by
using correlation techniques. This is very important in practice because it
may be very time consuming or even impossible to obtain a mathematical
model from first principles.

2.5 State Models

The state is a collection of variables that summarize the past of a system
for the purpose of prediction the future. For an engineering system the
state is composed of the variables required to account for storage of mass,
momentum and energy. An key issue in modeling is to decide how accurate
storage has to be represented. The state variables are gathered in a vector,
the state vector x ∈ Rn . The control variables are represented by another
vector u ∈ Rp and the measured signal by the vector y ∈ Rq . A system can
then be represented by the model

dx
= f (x, u)
dt (2.24)
y = g(x, u)

The dimension of the state vector is called the order of the system.
The system is called time-invariant because the functions f and g do not
depend explicitly on time t. It is possible to have more general time-
varying systems where the functions do depend on time. The model thus
consists of two functions. The function f gives the velocity of the state
vector as a function of state x, control u and time t and the function g
gives the measured values as functions of state x, control u and time t. The
function f is called the velocity function and the function g is called the
sensor function or the measurement function. A system is called linear if
the functions f and g are linear in x and u. A linear system can thus be
2.5. STATE MODELS 37

PSfrag replacements

l
θ x

Figure 2.7: An inverted pendulum. The picture should be mirrored.

represented by
dx
= Ax + Bu
dt
y = Cx + Du
where A, B, C and D are constant varying matrices. Such a system is said
to be linear and time-invariant, or LTI for short. The matrix A is called
the dynamics matrix, the matrix B is called the control matrix, the matrix
C is called the sensor matrix and the matrix D is called the direct term.
Frequently systems will not have a direct term indicating that the control
signal does not influence the output directly. We will illustrate by a few
examples.
Example 1 (The Double Integrator). Consider a system described by
· ¸
dx 0 1 £ ¤
= x+ 0 1 u
dt 0 0 (2.25)
£ ¤
y= 1 0 x

This is a linear time-invariant system of second order with no direct term.

Example 2 (The Inverted Pendulum). Consider the inverted pendulum in
Figure 2.7. The state variables are the angle θ = x1 and the angular velocity
dθ/dt = x2 , the control variable is the acceleration ug of the pivot, and the
output is the angle θ.
38 CHAPTER 2. SYSTEM MODELING

R L +
M M J ω
u e
− D
i

(a) (b)

Figure 2.8: Schematic diagram of an electric motor.

Newton’s law of conservation of angular momentum becomes

d2 θ
J = mgl sin θ + mul cos θ
dt2
Introducing x1 = θ and x2 = dθ/dt the state equations become
x2
" #
dx
= mgl mlu
dt sin x1 + cos x1
J J
y = x1
p
It is convenient to normalize the equation by choosing J/mgl as the unit
of time. The equation then becomes
· ¸
dx x2
=
dt sin x1 + u cos x1 (2.26)
y = x1
This is a nonlinear time-invariant system of second order.
Example 3 (An Electric Motor). A schematic picture of an electric motor
is shown in Figure 2.8 Energy stored is stored in the capacitor, and the
inductor and momentum is stored in the rotor. Three state variables are
needed if we are only interested in motor speed. Storage can be represented
by the current I through the rotor, the voltage V across the capacitor and
the angular velocity ω of the rotor. The control signal is the voltage E
applied to the motor. A momentum balance for the rotor gives
dω
J + Dω = kI
dt
2.5. STATE MODELS 39

Figure 2.9: A schematic picture of a water tank.

and Kirchoffs laws for the electric circuit gives

dI dω
E = RI + L +V −k
dt dt
dV
I=C
dt
Introducing the state variables x1 = ω, x2 = V , x3 = I and the control
variable u = E the equations for the motor can be written as
 D k
−J
  
0 J 0
dx  1 £ ¤
= 0 0 C
 x +  0  uy = 1 0 0 x (2.27)
dt kD 1 k2 R 1
− JL − L JL − L L

This is a linear time-invariant system with three state variables and one
input.
Example 4 (The Water Tank). Consider a tank with water where the input
is the inflow and there is free outflow, see Figure 2.9 Assuming that the
density is constant a mass balance for the tank gives
dV
= qin − qout
dt
The outflow is given by p
qout = a 2gh
There are several possible choices of state variables. One possibility is to
characterize the storage of water by the height of the tank. We have the
40 CHAPTER 2. SYSTEM MODELING

following relation between height h and volume

Z h
V = A(x)dx
0

Simplifying the equations we find that the tank can be described by

dh 1 p
= (qin − a 2gh)
dt A(h)
p
qout = a 2gh

The tank is thus a nonlinear system of first order.

2.6 Difference Equations

2.7 References