Digital Control Module 7 Lecture 4

Module 7: Discrete State Space Models

Lecture Note 4

In this lecture we would discuss about the solution of discrete state equation, computation
of discrete state transition matrix and state diagram.

1 Solution to Discrete State Equation

Consider the following state model of a discrete time system:

x(k + 1) = Ax(k) + Bu(k)

where the initial conditions are x(0) and u(0). Putting k = 0 in the above equation, we get

x(1) = Ax(0) + Bu(0)

Similarly if we put k = 1, we would get

x(2) = Ax(1) + Bu(1)

Putting the expression of x(1) ⇒ x(2) = A2 x(0) + ABu(0) + Bu(1)

For k = 2,

x(3) = Ax(2) + Bu(2)

= A3 x(0) + A2 Bu(0) + ABu(1) + Bu(2)

and so on. If we combine all these equations, we would get the following expression as a
general solution:

k−1
X
k
x(k) = A x(0) + Ak−1−i Bu(i)
i=0

As seen in the above expression, x(k) has two parts. One is the contribution due to the initial
state x(0) and the other one is the contribution of the external input u(i) for i = 0, 1, 2, · · · , k−1.

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Digital Control Module 7 Lecture 4

When the input is zero, solution of the homogeneous state equation x(k + 1) = Ax(k) can be
written as

x(k) = Ak x(0)
where Ak = φ(k) is the state transition matrix.

2 Evaluation of φ(k)
Similar to the continuous time systems, the state transition matrix of a discrete state model
can be evaluated using the following different techniques.

1. Using Inverse Z-transform:


φ(k) = Z −1 (zI − A)−1

2. Using Similarity Transformation If Λ is the diagonal representation of the matrix A,

then Λ = P −1 AP . When a matrix is in diagonal form, computation of state transition
matrix is straight forward:  k 
λ1 0 . . . 0
Λk =  0 λk2 . . . 0 
0 0 . . . λkn
Given Λk , we can compute Ak = P Λk P −1

3. Using Caley Hamilton Theorem

Example Compute Ak for the following system using three different techniques and hence find
y(k) for k ≥ 0.
     
0 1 0 k 1
x(k + 1) = x(k) + (−1) ; x(0) =
−0.21 −1 1 0
y(k) = x2 (k)
 
0 1
Solution: A = and eigenvalues of A are −0.3 and −0.7.
−0.21 −1

Method 1

( −1 )
z − 1 −1
Ak = Z −1 (zI − A)−1 = Z −1
1 z−1

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Digital Control Module 7 Lecture 4

z+1 1
 
z 2 +z+0.21 z 2 +z+0.21
Ak = Z −1  
−0.21 z
z 2 +z+0.21 z 2 +z+0.21
 1.75 0.75 2.5 2.5

z+0.3
− z+0.7 z+0.3
− z+0.7
= Z −1  
−0.525 0.525 −0.75 1.75
z+0.3
+ z+0.7 z+0.3
+ z+0.7
1.75(−0.3)k − 0.75(−0.7) k
2.5(−0.3)k − 2.5(−0.7)k
 

= 
k k k k
−0.525(−0.3) + 0.525(−0.7) −0.75(−0.3) + 1.75(−0.7)
Method 2
(−0.3)k
 
k k k 0
A = P Λ P where Λ =
−1
. Eigen values are −0.3 and −0.7. The corre-
0 (−0.7)k    
1 1
sponding eigenvectors are found, by using equation Avi = λi vi , as and respec-
−0.3 −0.7
tively. The transformation matrix is given by
   
1 1 −1 1.75 2.5
P = ⇒ P =
−0.3 −0.7 −0.75 −2.5
Thus,
Ak = P Λk P −1
(−0.3)k
   
1 1 0 1.75 2.5
=
−0.3 −0.7 0 (−0.7)k −0.75 −2.5
1.75(−0.3)k − 0.75(−0.7)k 2.5(−0.3)k − 2.5(−0.7)k
 

= 
k k k k
−0.525(−0.3) + 0.525(−0.7) −0.75(−0.3) + 1.75(−0.7)
Method 3: Caley Hamilton Theorem
The eigenvalues are −0.3 and −0.7.
(−0.3)k = β0 − 0.3β1
(−0.7)k = β0 − 0.7β1
Solving,
β0 = 1.75(−0.3)k − 0.75(−0.7)k
β1 = 2.5(−0.3)k − 2.5(−0.7)k
Hence,
φ(k) = Ak = β0 I + β1 A
1.75(−0.3)k − 0.75(−0.7)k 2.5(−0.3)k − 2.5(−0.7)k
 

= 
k k k k
−0.525(−0.3) + 0.525(−0.7) −0.75(−0.3) + 1.75(−0.7)

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Digital Control Module 7 Lecture 4

The solution x(k) is

k−1
X
k
x(k) = A x(0) + Ak−1−i Bu(i)
i=0
k−1 
1.75(−0.3)k − 0.75(−0.7)k 2.5(−0.3)k−1−i − 2.5(−0.7)k−1−i
  X 
= + (−1)i
−0.525(−0.3)k + 0.525(−0.7)k −0.75(−0.3)k−1−i + 1.75(−0.7)k−1−i
i=0

Since y(k) = x2 (k), we can write

k−1
X
k k
y(k) = −0.525(−0.3) + 0.525(−0.7) + [−0.75(−0.3)k−1−i + 1.75(−0.7)k−1−i ](−1)i
i=0
k−1
X k−1
X
= −0.525(−0.3)k + 0.525(−0.7)k − 0.75(−0.3)k−1 (1/0.3)i + 1.75(−0.7)k−1 (1/0.7)i
i=0 i=0

Now,
k−1 k−1
X
i
X 1 − (3.33)k
(1/0.3) = (3.33)i = = −0.43[1 − (3.33)k ]
i=0 i=0
1 − 3.33
k−1 k−1
X X 1 − (1.43)k
(1/0.7)i = (1.43)i = = −2.33[1 − (1.43)k ]
i=0 i=0
1 − 1.43

Putting the above expression in y(k)

y(k) = 0.475(−0.3)k − 5.3(−0.7)k + (−0.3)k (3.33)k + 5.825(−0.7)k−1 (1.43)k

3 State Diagram
Conventional signal flow graph method was meant for only algebraic equation, thus these are
generally used for the derivation of input output relation in a transformed domain.

State diagram or state transition signal flow graph is an extension of conventional signal flow
graph which can be applied to represent differential and difference equations as well.

Example 1: Draw the state diagram for the following differential equation.

ÿ(t) + 2ẏ(t) + y(t) = u(t)

Considering the state variables as x1 (t) = y(t) and x2 (t) = ẏ(t), we can write

ẋ1 (t) = x2 (t)

ẋ2 (t) = −x1 (t) − 2x2 (t) + u(t)

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Digital Control Module 7 Lecture 4

1 1
1 ẋ2 s s x1 1
u(t) y(t)
U (s) ẋ1 = x2 Y (s)

−2

−1

Figure 1: State Diagram of Example 1

The state diagram is shown in Figure 1.

Example 2: Consider a discrete time system described by the following state difference equa-
tions.
x1 (k + 1) = −x1 (k) + x2 (k)
x2 (k + 1) = −x1 (k) + u(k)
y(k) = x1 (k) + x2 (k)
Draw the state diagram.

The state diagram is shown in Figure 2.

1

u(k) 1 x2 (k + 1) z −1 1 x1 (k + 1) z −1 1 y(k)
x2 (k) x1 (k)

−1

−1

Figure 2: State Diagram of Example 2

3.1 State Diagram of Zero Order Hold

State diagram of zero order hold is important for sampled date control systems. Let the input
to and output of a ZOH is e∗ (t) and h(t) respectively. Then, for the inetrval kT ≤ t ≤ (k + 1)T ,
h(t)e(kT )
Or,
e(kT )
H(s) =
s
Therefore, the state diagram, as shown in Figure 3, consists of a single branch with gain s−1 .

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Digital Control Module 7 Lecture 4

s−1
e(kT ) H(s)

Figure 3: State Diagram of Zero Order Hold

4 System Response between Sampling Instants

State variable method is a convenient way to evaluate the system response between the sampling
instants of a sampled data system. State transition equation is given as:
Z t
x(t) = φ(t − t0 )x(t0 ) + u(t0 ) φ(t − τ )Bdτ
t0

where x(t0 ) is the initial state of the system and u(t) is the external input.
Z t
when t0 = kT, x(t) = φ(t − kT )x(kT ) + u(kT ) φ(t − τ )Bdτ
kT
Since we are interested in response between the sampling instants, let us consider t =
(k + ∆)T where k = 0, 1, 2, · · · and 0 ≤ ∆ ≤ 1. This implies

x((k + ∆)T ) = φ(∆T )x(kT ) + θ(∆T )u(kT )

Z (k+∆)T
where θ(∆T ) = φ((k + ∆)T − τ )Bdτ . By varying the value of ∆ between 0 and 1
kT
all information on x(t) for all t can be obtained.

Example 3: Consider the following state model of a continuous time system.

   
−1 −1 0
ẋ(t) = x(t) + u(t)
0 −2 1
y(t) = x1 (t)

which undergoes through a sampling process with period T . To derive the discrete state
space model, let us first compute the state transition matrix of the continuous time system
using Caley Hamilton Theorem.

 
 λ+1 1 
△(λ) = |λI − A| =   = (λ + 1)(λ + 2) = 0 ⇒ λ1 = −1, λ2 = −2
0 λ+2 

Let f (λ) = eλt

This implies

e−t = β0 − β1 (λ1 = −1)

e−2t = β0 − 2β1 (λ2 = −2)

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Digital Control Module 7 Lecture 4

Solving the above equations

β1 = e−t − e−2t β0 = 2e−t − e−2t

Then

eAt = β0 I + β1 A
 −t −2t 
e e − e−t
=
0 e−2t

Thus the discrete state matrix A is given as

 
e−T e−2T − e−T
A = φ(T ) =
0 e−2T

The discrete input matrix B can be computed as

Z T  
′ 0
B = θ(T ) = Φ(T − t ) dt′
0 1
 −T 
e − 0.5e−2T − 0.5
=
0.5 − 0.5e−2T

When t = (k + 1)T , the discrete state equation is described by

 −T −2T   −T 
e e − e−T e − 0.5e−2T − 0.5
x((k + 1)T ) = x(kT ) + u(kT )
0 e−2T 0.5 − 0.5e−2T

When t = (k + ∆)T ,

   −∆T 
e−∆T e−2∆T − e−∆T e − 0.5e−2∆T − 0.5
x(kT + ∆T ) = x(kT ) + u(kT )
0 e−2∆T 0.5 − 0.5e−2∆T

If the sampling period T = 1,

   
0.37 −0.23 −0.2
x(k + 1) = x(k) + u(k)
0 0.14 0.43

At the sampling instants we can find x(k) by putting k = 0, 1, 2 · · · . If ∆ = 0.5, then

between the sampling instants,

   
0.61 −0.24 −0.08
x(k + 0.5) = x(k) + u(k)
0 0.37 0.32

The responses in between the sampling instants, i.e., x(0.5), x(1.5), x(2.5) etc., can be found
by putting k = 0, 1, 2 · · · .

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