State Space
State Space
State Space
8.1 Stability
For continuous-time system, the state space model is
d
X (t ) AX (t ) Bu (t )
dt
y CX (t )
adj sI A
G ( s ) C( sI A) B C
B
det sI A
1
8.1 Stability
For discrete-time system, the state space model is
X(k 1) X (k ) u (k )
y (k ) CX (k )
det( zI )
8.1 Stability
Therefore, we can tell the stability of a system
by calculating the eigenvalues of A or .
We can easily tell the stability of a system by
inspecting its plant matrix A in
continuous-time system or in discretetime system if A or are in Diagonal or
Jordan canonical form.
8.1 Stability
Liapunov stability analysis plays an important role in
the stability analysis of control systems
described by state space equations. From the
classical theory of mechanics, we know that a
vibratory system is stable if its total energy is
continually decreasing until an equilibrium state
is reached. Liapunov stability is based on a
generalization of this fact.
8.1 Stability
Liapunov stability: If a system has an
asymptotically stable equilibrium state, then the
stored energy of the system displaced within a
domain of attraction decays with increasing time
until it finally assumes its minimum value at the
equilibrium state (Details for Liapunov
stability and theorems are given in section 5.6
on page 321- 336 in our textbook).
8.1 Stability
Liapunov theorem on stability: Suppose a system
is described by x=f(x,t) where f(0,t)=0 for all t.
If there exists a scalar function V(x,t) having
continuous first partial derivatives and satisfying
the conditions
1. V(x,t) is positive define (V(x,t)>0) .
2. V(x,t) is negative semi-definite (V(x,t)<0).
Then the equilibrium state at the origin is stable.
8.1 Stability
Liapunov stability of Linear system: Consider the
system described by x=Ax, where x is a state
vector and A is an nonsingular matrix. A
necessary and sufficient condition for the
equilibrium state x=0 to be asymptotically stable
is that, given any positive definite Hermitian (or
any positive defined real asymmetric) matrix Q,
there exists a positive definite Hermitian (or a
positive definite real asymmetric) matrix P such
that ATP+PA=-Q.
8.1 Stability
Liapunov stability of Linear system: Consider the
system described by x(k+1)=x(k), where x is a
state vector and is an nonsingular matrix. A
necessary and sufficient condition for the
equilibrium state x=0 to be asymptotically stable
is that, given any positive definite Hermitian (or
any positive defined real asymmetric) matrix Q,
there exists a positive definite Hermitian (or a
positive definite real asymmetric) matrix P such
that TP -P =-Q.
8.2 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.
X (k ) (k ) X (0) (k j 1)u ( j )
j 0
k 1
k X (0) ( k j 1) u ( j )
j 0
[ 2 k 1]
u (0)
matrix
is an] k1 matrix or
column vector. That is the matrix
k 1
isan
[ 2
k]k matrix. If its determinant
is not zero, we can get the inverse of this matrix.
Then we have
u (k 1)
u ( k 2)
[ 2 k 1] 1 [ X (k ) k X (0)]
u
(
0
)
]
is available.
Or the rank of the
controllability matrix is k.
1 x1 (k ) 0
x1 (k 1)
0
x (k 1) 0.16 - 1 x (k ) 1 u (k )
2
2
x1 (k )
y (k ) (2 1)
x
(
k
)
2
[ 2 k 1] [ ]
0
1
[ ]
- 0.16 - 1
0 1 1
1 1 - 1
1 -1
det[ ] det
x (k 1) 0.25 0 x (k ) 0.5 u (k )
2
2
x1 (k )
y (1 1)
x
(
k
)
2
is it controllable?
8.3 Observability
Observability: A control system is said to be observable if
X (k ) (k ) X (0) (k j 1)u ( j )
j 0
k 1
X (0) ( k j 1) u ( j )
k
j 0
And y(k) is
k 1
y (k ) CX (k ) C X (0) C ( k j 1) u ( j )
k
j 0
n2
y (n 1) CX (n 1) C n -1 X (0) C ( n j 2 ) u ( j )
j 0
C
C
y ( 0)
y (1)
y (n 1)
n 1
0 u (n 1)
C u (n 2)
X ( 0)
n -2
u
(
0
)
0 C C
0
0
0
0
WO
n 1
C
C
C
X ( 0)
C
C
n 1
n 1
C
X ( 0)
n 1
y (0)
y (1)
y (n 1)
C
C
n 1
0 u (n 1)
C u (n 2)
n -2
0 C C u (0)
0
0
0
0
C
C
n 1
y (k ) (1 - 0.5)
x 2 (k )
x1 (k ) 1
x (k ) 0.5 u (k )
C
C
C 1 -0.5
1.1 -0.3
C 1 -0.5
(0.6 - 0.3)
1 0
C 1 -0.5
C 0.6 -0.3
0.6 -0.3
T
n 1
x (k 1) 0.25 0 x (k ) 0.5 u (k )
2
2
x1 (k )
y (1 1)
x
(
k
)
2
C
CA
CA
n 1
y (t ) (1 0)
x 2 (t )
0 1
det[ B AB] det
1 0
1 0
C
1 0
det
det
1 0
CA
0 1
(t ) e L ( sI A)
1
At
(t ) |t T e |t T e
At
e Bdq
At
AT
y (k ) (1 0)
x 2 (k )
system
obtained
by
sinT x1 (k ) 1 cos T
u (k )
cosT x2 (k ) sin T
cosT 1 - 2cos 2 T
sinT
- sinT 2cosTsinT
1 - cosT
If T n , n 1,2,
,
the system will
controllability and observability.
lose
its
Tutorials
Exercise 1& 2: Given the following system
1 x1 (k ) 1
x1 (k 1) 1
x (k 1) 0.25 0 x (k ) 0.5 u (k )
2
2
x1 (k )
y (1 1)
x
(
k
)
2
Tutorials
Solution:
0.5
1
WC [ ]
0
0.5 - 0.25
k 1
WO
C
C
1
1
1 0.75 0
0.75 1
n 1
Tutorials
Exercise 3: Consider the system given by following
transfer function
z -1 (1 0.8 z 1 )
G( z)
1 1.3z -1 0.4z -2
Tutorials
Solution:
Y ( s ) b1 s n 1 b2 s n 2 bn
G ( s)
U (s)
s n a1 s n 1 a n
x1 (t )
x 2 (t )
d
dt
x n 1 (t )
x
(
t
)
n
- a n - a n -1
y (t ) b n
x1 (t )
1
x 2 (t )
0 1 x n 1 (t )
- a n -2 - a 1 x n (t )
x1 (t )
x 2 (t )
x n 1 (t )
x n (t )
0
b n -1 b1
u (t )
0
1
Tutorials
Controllability matrix & Observability matrix
WC [ 2 k 1] ?
WO
C
C
n 1
Tutorials
The apparent difference in the controllability and
observability of the same system is caused by the
fact that the original system has a pole-zero
cancellation in the transfer function. If a pole-zero
cancellation occurs in the transfer function, then
the controllability and the observability vary,
depending on how the state variables are chosen.