State Variable Methods

Jomo Kenyatta University of Agriculture and Technology
BSc Electrical and Electronic Engineering
EEE 2502: CONTROL ENGINEERING III
June 28, 2021

EEE 2502: CONTROL ENGINEERING III
Prerequisites
EEE 2403 Control Engineering I

EEE 2411 Control Engineering II
Purpose
The aim of this course is to equip the student with essential knowledge and skills in state space
design methods and digital control systems analysis and design
Learning Outcomes
At the end of this course, the student should be able to;
1. apply state-feedback design methods to place closed-loop poles in desired locations
2. design and implement state observers
3. apply concepts of digital control in discrete systems
4. design and implement discrete-time controllers
Course Outline
State Variable Methods: state space mode representation, flow graphs and canonical forms; similar-
ity transformations and diagonalization; Characteristic Equation, Eigen values and Eigen-vectors;
Laplace techniques; state transition, time solution by transition matrix and inverse.
Design of Control Systems in State Space: canonical forms in relation to controllability and ob-
servability; simple pole placement design technique, State observer design.
Discrete Systems: sampling, data extrapolators and spectral characteristics; impulse in variance and
hold equivalent; design of Z-transform, Z-transform inversion; pulse transfer functions and block
manipulation; stability and damping; discrete compensator realisation design examples; bilinear
transformation; root space. Frequency domain identification using least squares.
Teaching Methodology
2 hour lectures and 1 hour tutorial per week, and at least five 3-hour laboratory sessions per
semester organized on a rotational basis.
i
Instructional Materials/Equipment
1. Computer Lab with MATLAB installed
2. Overhead projector
Prescribed Text Books
1. Katsuhiko Ogata, Modern Control Engineering, Fourth Edition, Prentice Hall, 2002.
2. B. Friedland, "Control System Design: An Introduction to State Space Methods", Dover

Publications, 1986
3. Katsuhiko Ogata, Discrete-Time Control Systems, Prentice Hall, 1987.
4. Charles L. Phillips, H. Troy Nagel, Digital Control System Analysis and Design, Prentice
Hall, 1989.
References
1. J. Nagrath, M. Gopal, Control Systems Engineering, Fifth Edition, Anshan Publishers, 2008.
2. Roland S. Burns, Advanced Control Engineering, Butterworth-Heinemann, 2001.
3. G. F. Franklin, J. D. Powell, M. Workman, Digital Control of Dynamic Systems, Third

Edition, Ellis-Kagle Press, 2006.
4. Benjamin C. Kuo, Digital Control Systems, Oxford University Press, 1995
ii
Control Engineering III Lecture Notes by A. M. Muhia
1 STATE VARIABLE METHODS
1.1 State space representation
1.1.1 Introduction
State space approach is a generalized time-domain method of modelling, analysing and designing
a wide range of control systems.
The approach can deal with
1. Multiple input, multiple output (MIMO) systems or multivariable systems
2. Nonlinear and time invariant systems
3. Alternative controller design approaches
The analysis require
1. Input variables
2. Output variables
3. State variables
1.1.2 Definitions
State: State of dynamic system is the smallest set of variables (state variables) such that knowl-
edge of the variables at time t = to plus knowledge of the inputs for t ≥ to , this information
determines the behaviour of the system for any time t ≥ to .
State variables: These are variables making up the smallest set of variables that determine the
state of the dynamic system.Let a dynamic system have n variables x1 , x2 , . . . ., xn to describe the
behavior of the system while the input is given fort ≥ to and the initial state at t = to is specified.
If the future state of the system is determined, then such variables are a set of state variables.
State vector: The behavior of a given system is described by n state variables and can be
considered to be n components of a vector x. Such a vector is called a state vector. A state is thus
a vector that determines uniquely the system state x (t) for anyt ≥ to once the state at t = to is
given and the input for t ≥ to is specified.
State space: The n dimensional space whose coordinate axis consists of x1 , x2 , . . . ., xn axis is
called state space. Any state can be represented by a point in the state space.
Consider the dynamic system shown below
The above dynamic system has MIMO.
1
The state of the system is described by a set of first order differential equations in terms of the
state variables x1 , x2 , . . . ., xn and input variables u1 , u2 , . . . ., ur as
ẋ1 (t) = f1 (x1 , x2 , . . . , xn ; u1 , u2 , . . . , ur ; t)
ẋ2 (t) = f2 (x1 , x2 , . . . ., xn ; u1 , u2 , . . . ., ur ; t) (1)
ẋn (t) = (fn x1 , x2 , . . . , xn ; u1 , u2 , . . . , ur ; t)
The output of the system y1 (t) , y2 (t) ,. . .,ym (t) may be a function of input variables, state
variables and time. This may be described as
y1 (t) = (g1 x1 , x2 , . . . , xn ; u1 , u2 , . . . , ur ; t)
y2 (t) = g2 (x1 , x2 , . . . ., xn ; u1 , u2 , . . . ., ur ; t) (2)
ym (t) = gm (x1 , x2 , . . . ., xn ; u1 , u2 , . . . ., ur ; t)
Definitions of u (t) , x (t) and y (t) would be

 
x1 (t)
 x2 (t) 
 
x (t) =  . 

 state vector
 .. 
xn (t)
 
u1 (t)
u2 (t)
 
 ..  input vector
u (t) =  
 . 
ur (t)
 
y1 (t)
 y2 (t) 
 
y (t) =  . 

 output vector
 .. 
ym (t)
Using the above vectors, equations (1) and (2) become
ẋt = f (x(t), u(t), t) state equation (3)
y (t) = g (x(t), u(t), t) output equation (4)
2
Time invariant systems If the vector functions of f and g do not involve time, then the system
is said to be a time invariant system
Then
ẋt (t) = f (x, u) (5)
y (t) = g (x, u) (6)
If equations 5 and 6 are linear then
ẋt = Ax (t) + Bu (t) (7)
y (t) = Cx (t) + Du (t) (8)
where A, B, C and D are constant matrices
Time varying systems If the system is time varying, then equations 3 and 4 result to
ẋ (t) = A (t) x (t) + B (t) u (t) (9)
y (t) = C (t) x (t) + D (t) u (t) (10)
where
A (t) – state matrix
B (t) – input matrix
C (t) – output matrix
D (t) – direct transition matrix
In this study, we shall focus on Linear Time Invariant (LTI) Systems. Using equations (7) and (8),
we can model the Linear Time Invariant Systems in block diagrams as follows
Figure 1: Block Diagram of LTI Systems State Space Model
3
Example 1.1
Obtain the state space representation of the system described by
d3 y d2 y dy
+ 6 + 11 + 6y = 6u
dt3 dt2 dt
where y is the output andu is the input to the system
Solution
Knowledge of y (0) , ẏ (0)and ÿ(0) together with the input u (t) for t ≥ 0 determines completely the
future of the system. Thus if y (t) , ẏ (t)and ÿ(t)are a set of the state variables then
Defining the state variables as
x1 = y
x2 = ẏ
x3 = ÿ
Then
ẋ1 = ẏ = x2
x2 = ẏ = x3
x3 = ÿ = −6x1 − 11x2 − 6x3 + 6u
By use of vector matrix notation, then the 3 first order differential equations can be combined into
one as       
ẋ1 0 1 x1
0 0
ẋ2  =  0 0 1  x2  + 0 u
      
ẋ3 −6 −11 −6 x3 6
The output y is given by

 
h i x1
y= 1 0 0 x2 
 
x3
Example 1.2
Write the state variable formulation of the parallel RLC network shown below
Solution
Applying KCL at node A then
i = iR + iC + iL
4
ˆ
v (t) dv (t) 1
I sin ωt = +C + v (t) dt
R dt L
Differentiating with respect to t and rearranging yields
d2 v 1 dv 1 ω
+ + v = I cos ωt
dt2 RC dt LC C
Choosing
v (t) = x1 (t)
ẋ1 (t) = x2
1 1 ω
ẋ2 (t) = − x1 − x2 + I cos ωt
LC RC C
The vector-matrix differential form of the state equation can be written as
" # " #" # " #
ẋ1 0 1 x1 0
= 1 1
+ ω
ẋ2 − LC − RC x2 CI cos ωt
and the output " #

h i x
1
v= 1 0
x2
NB
Usually in the circuit problem, the current through the inductor and voltage across the capacitor
are chosen as the state variables
Example 1.3
Consider the RLC circuit of Fig 2. The input is the voltage source e(t) and the output is the voltage
across the capacitor. Obtain the state space representation of the circuit.
Solution 1
5
Figure 2: Series RLC Circuit
Using Kirchoff’s voltage law

di(t)
e(t) = L + Ri(t) + vc (t)
dt
Rearranging
di(t) R 1 1
= − i(t) − vc (t) + e(t) (11)
dt L L L
The current through the capacitor is given by
dvc (t)
i(t) = C
dt
which on rearranging can be written as
dvc (t) 1
= i(t) (12)
dt C
Writing equations 11 and 12 in matrix form

   
di(t) R 1 " # 1
 dt  − L −  i(t)
L
 dv (t)  =  1 +  L  e(t) (13)
c
0 v c (t) 0
dt C
The output is given by

y(t) = vc (t) (14)
Taking the inductor current and capacitor voltage as the states
i(t) = x1 (t), vc (t) = x2 (t)
We obtain the state space representation of the circuit as

 
" # R 1 " # 1
ẋ1 (t) − L −  x1 (t)
L
= 1 +  L  e(t) (15)
ẋ2 (t) 0 x2 (t) 0
C
6
" #
h i x (t)
1
y(t) = 0 1 + 0e(t) (16)
x2 (t)
Solution 2
From the circuit, we can also write
ˆ
di(t) 1
e(t) = L + Ri(t) + i(t) dt (17)
dt C
The charge of capacitor in terms of its current is given by

ˆ
q(t) = i dt
In terms of charge, equation 17 can be written
d2 q(t) dq(t) 1
L +R + q(t) = e(t) (18)
dt2 dt C
Defining the state variables as

dq(t)
x1 (t) = q(t), x2 (t) =
dt
We can write
dq(t)
ẋ1 (t) = = x2 (t) (19)
dt
d2 q(t) 1 R dq(t) 1 1 R 1
ẋ2 (t) = 2
=− q(t) − + e(t) = − x1 (t) − x2 (t) + e(t) (20)
dt LC L dt L LC L L
The output is given by ˆ
1 1 1
y(t) = i dt = q(t) = x1 (t) (21)
C C C
From equations 20 and 21, we obtain the state space representation of the circuit as
" #  " #  
ẋ1 (t) 0 1 x 1 (t) 0
= 1 R +  1  u(t) (22)
ẋ2 (t) − − x2 (t)
LC L L
" #
h1 i x (t)
1
y(t) = 0 + 0 u(t) (23)
C x2 (t)
NB
Equations 15,16 and 22, 23 are the different state space representation of the same circuit of Figure
2. This shows that state space representation of a system is not unique
Example 1.3
Write the state variable formulation of the network shown in Figure 3, given that R1 = R2 = 1 Ω,
L = 1 H, C1 = C2 = 1 F , i(t) as the input and the voltage across R2 as the output
7
Figure 3: RLC Network
Solution
We choose x1 = v1 , x2 = i2 and x3 = v3 as the state variables. The node and loop equations are
obtained as follows
At node n1
dv1
i(t) = i4 + i1 + i2 = v1 + + i2 (24)
dt
At node n2
dv3
i2 = i3 + i5 = v1 + + v3 (25)
dt
For loop l1
di2
v1 = vL + v3 = + v3 (26)
dt
Rearranging these equations
dv1
= −v1 − i2 + i(t) (27)
dt
di2
= v1 − v3 (28)
dt
dv3
= i2 − v3 (29)
dt
The state equation becomes
      
ẋ1 −1 −1 0 x1 1
ẋ =
 2  1 0 −1 x2  + 0 u(t) (30)
      
ẋ3 0 1 −1 x3 0
where u(t) = i(t) The output is given by
y(t) = v3
8
The output equation can be written as

 
h i x1
y(t) = 0 0 1 x2  + 0u(t) (31)
 
x3
Exercise
1. Consider the circuit of Figure 4. The input is the voltage source e(t). The outputs of the
circuit are the voltage across and current through resistor R2 . Taking the inductor currents
and capacitor voltage to be the states, determine the state space representation of the circuit.
2. Consider the circuit of Figure 5. The output of the circuit is the voltage across resistor R1 .
Determine the state space representation of the circuit.
1.2 Canonical Forms of State Space Model

We have already shown that the state space representation of a system is not unique
Given the differential equation or the transfer function of a system, the state space representation
9
of the system can be obtained in different ways;
1.2.1 Phase Variable Form
This is realized when one of the variables in the physical system and its derivatives are chosen as
state variables. The state variables are known as phase variables. Usually the output of the system
and its derivatives are chosen as state variables.
The state model can be obtained when the system is described in either differential form or in
transfer function form.
Example
Obtain the phase variable state model of the system defined by the differential equation
d3 y(t) d2 y(t) dy(t)

+ 2 +3 = u(t)
dt3 dt2 dt
Solution
We define the state variables as
x1 (t) = y(t), x2 (t) = ẏ(t), x3 = ÿ(t)
Then
ẋ1 (t) = ẏ(t) = x2 (t)
ẋ2 (t) = ÿ(t) = x3 (t)

...
ẋ3 (t) = y (t) = −x1 (t) − 3x2 (t) − 2x3 (t) + u(t)
The state space model is obtained as

      
ẋ1 (t) 0 1 0 x1 (t) 0
ẋ2 (t) =  0 0 1  x2 (t) + 0 u(t) (32)
      
ẋ3 (t) −1 −3 −2 x3 (t) 1

 
h i x1 (t)
y(t) = 1 0 0 x2 (t) + 0 u(t) (33)
 
x3 (t)
Example
Obtain the phase variable state model of the system defined by
Y (s) 2
= 3
U (s) s + s2 + 2s + 3
Solution
10
The differential equation corresponding to the transfer function is
y(t) + ÿ(t) + 2ẏ(t) + 3y(t) = 2u(2)
The state model is obtained as
      
ẋ1 (t) 0 1 x1 (t)
0 0
ẋ2 (t) =  0 0 1  x2 (t) + 0 u(t) (34)
      
ẋ3 (t) −3 −2 −1 x3 (t) 2

 
h i x1 (t)
y(t) = 1 0 0 x2 (t) + 0 u(t) (35)
 
x3 (t)
1.2.2 Controllable canonical form
Consider a system defined by
y (n) + a1 y (n−1) + · · · + a(n−1) ẏ + an y = b0 un + b1 un−1 + · · · + bn−1 u̇ + bn u (36)
where u is the input and y is the output

The equation can be written as
Y (s) b0 sn + b1 sn−1 + · · · + bn−1 s + bn

= n (37)
U (s) s + a1 sn−1 + · · · + an−1 s + an
The state space representation of the system defined by equation 36 and 37 can be presented in
controllable canonical form, observable canonical form, diagonal canonical form and Jordan canon-
ical form;
The controllable canonical form of the state space representation is given by

    
 
ẋ1 0 1 0 ··· ··· 0 x1 0
 ẋ2   0 0 1 ··· ··· 0   x2  0
      
 ..   .. .. .. ..   ..   .. 
      
 .   . . . .  .   .
   
 . =  .  + . u (38)
  
 ..   .. .. .. ..   .  .
   . . . . 
  .  .
ẋn−1   0 0 0 ··· ··· 1  xn−1  0
      
ẋn −an −an−1 −an−2 ··· ··· −a1 xn 1
and
11
 
x1
x2
 
 
..
 
 
h i  .
y = bn − an b0 bn−1 − an−1 b0 ··· ··· b1 − a1 b0 
  + b0 u
 .. (39)



 .
x
 
 n−1 
xn
Example 1.3
Consider the system given by
Y (s) s+3
= 2
U (s) s + 3s + 2
Obtain the controllable canonical form of the state space representation

Solution
n = 2 , b0 = 0, b1 = 1, b2 = 3 ,a1 = 1, a2 = 2
" # " #" # " #
ẋ1 0 1 x1 0
= + u
ẋ2 −a2 −a1 x2 1
" #" # " #
0 1 x1 0
= + u
−2 −3 x2 1
" #
h i x
1
y = b2 − a2 b0 b1 − a1 b0 + b0 u
x2
" #
h i x
1
= 3 1
x2
1.2.3 Observable canonical form
For the transfer function
Y (s) b0 sn + b1 sn−1 + · · · + bn−1 s + bn

= n
U (s) s + a1 sn−1 + · · · + an−1 s + an
The observable canonical form of the state space representation is given by
12
     
ẋ1 0 0 ··· ··· 0 −an x1 bn − an b0
 ẋ2  1 0 ··· ··· 0 −an−1   x2  bn−1 − an−1 b0 
      
 ..   .. .. ..   ..   ..
      

 .  . . .  .  
    . 
u
 .  = . + (40)
  
 ..   .. .. ..   ..  
    .. 
   . .  .   . 

ẋ
 n−1  0 0 ··· ··· 0 −a2  xn−1   b2 − a2 b0 
      
ẋn 0 0 ··· ··· 1 −a1 xn b1 − a1 b0
and
 
x1
 x2 
 
. 
 
h  .. 
i
y= 0 0 ··· ··· 0  .  + b0 u
1   (41)
 .. 
 
xn−1 
 
xn
Example 1.4
Obtain the observable canonical form of the state space representation for the system with the
transfer function
Y (s) s+3
= 2
U (s) s + 3s + 2
Solution
n = 2 , b0 = 0 ,b1 = 1 ,b2 = 3 ,a1 = 1 , a2 = 2
" # " #" # " #
ẋ1 0 −a2 x1 b2 − a2 b0
= + u
ẋ2 1 −a1 x2 b1 − a1 b0
" #" # " #
0 −2 x1 3
= + u
1 −3 x2 1
" #
h i x
1
y= 0 1 + b0 u
x2
" #
h i x
1
= 0 1
x2
1.2.4 Diagonal canonical form
If the denominator polynomial has distinct roots then the transfer function can be written as
13
Y (s) b0 sn + b1 sn−1 + · · · + bn−1 s + bn

= (42)
U (s) (s + p1 ) (s + p2 ) · · · (s + pn−1 ) (s + pn )
c1 c2 cn−1 cn
= b0 + + + + (43)
(s + p1 ) (s + p2 ) (s + pn−1 ) (s + pn )
the diagonal canonical form of the state space representation of the system is given by
    
ẋ1 −p1 0 ··· ··· 0 0 x1 1
 ẋ2   0 −p1 ··· ··· 0   x2  1
      
 ..   .. .. .. ..   ..   .. 
      
 .   . . . .   .  .
 . = .  .  + . u (44)
      
 ..   .. .. .. ..  . .
   . . .  . 
 
 .
ẋn−1   0 0 0 ··· −pn−1 0  xn−1  1
      
ẋn 0 0 −an−2 ··· ··· −pn xn 1
and
 
x1
 x2 
 
. 
 
h  .. 
i
y = c1 c2 ··· ··· cn−1  .  + b0 u
cn   (45)
 .. 
 
xn−1 
 
xn
Example1.5
Obtain the diagonal canonical form of the state space representation for the system with the transfer
function
Y (s) s+3
= 2
U (s) s + 3s + 2
Solution
s+3 s+3 c1 c2
= = +
s2 + 3s + 2 (s + 1) (s + 2) (s + 1) (s + 2)
b0 = 0 , c1 = 2 , c2 = −1 , p1 = 1 , p2 = 2
" # " #" # " #
ẋ1 −p1 0 x1 1
= + u
ẋ2 0 −p2 x2 1
" #" # " #
−1 0 x1 1
= + u
0 −2 x2 1
14
" #
h i x
1
y = c1 c2 + b0 u
x2
" #
h i x
1
= 2 −1
x2
1.2.5 Jordan Canonical Form
If the denominator polynomial involves multiple roots then the state space representation can be
written in Jordan canonical form.
For example, if the pi ‘s are different from one another except that the first three are equal i.e.
p1 = p2 = p3 , then the factored form of the transfer function becomes
Y (s) b0 sn + b1 sn−1 + · · · + bn−1 s + bn

= 3 (46)
U (s) (s + p1 ) (s + p4 ) · · · (s + pn )
The partial fraction expansion of the equation becomes
Y (s) c1 c2 c3 c4 cn
U (s)
= b0 + 3 + 2 + (s + p ) + (s + p ) + · · · + (s + p ) (47)
(s + p1 ) (s + p1 ) 1 4 n
The state space representation of the system in Jordan canonical form becomes
 
 
ẋ1 −p1 1 0 0 0    
 x1 0
−p1

   0 1 0
 ẋ2  
   
  x2  0
   ..    
 ẋ3   0 0 −p1 0 .   x  1
  3  
 =   +  u (48)
  
 ẋ4   0 ..   x4  1
 .   −p4 .    
 .   .    
 .   .. ··· 0
   
 
ẋn xn 1
0 ··· ··· ··· ··· −pn
and
 
x1
 
 x2 
h i 
 .. 
y = c1 c2 ··· ··· cn  . 

 + b0 u (49)
 . 
 .. 
 
xn
Example
Obtain the state model for the system described by the transfer function
Y (s) s
= 2
U (s) (s + 2) (s + 2)
15
Solution
In partial fraction form
Y (s) 2 1 2
= − −
U (s) s + 1 (s + 1)2 s+2
The state model is obtained as
      
ẋ1 (t) −1 1 0 x1 (t) 0
ẋ2 (t) =  0 −1 0  x2 (t) + 1 u(t) (50)
      
ẋ3 (t) 0 0 −2 x3 (t) 1

 
h i x1 (t)
y(t) = −1 2 −2 x2 (t) + 0 u(t) (51)
 
x3 (t)
NB
The characteristic equation of a given system remains invariant under different forms of state
variable representation. This can be true for the transfer function also. The choice of the states is
not unique
Example 1.6
Consider the system
...
y + 6ÿ + 11ẏ + 6y = 6u
where y is the output and u is the input. Obtain the state space representation of the system
Solution I
Let
x1 = y
x2 = ẏ
x3 = ÿ
ẋ1 = x2
ẋ2 = x3
ẋ3 = −6x1 − 11x2 − 6x3 + 6u
These can be written in the vector matrix differential equation form as
      
ẋ1 0 1 0 x1 0
ẋ2  =  0 0 1  x2  + 0 u
      
ẋ3 −6 −11 −6 x3 6
16
 
h i x1
y= 1 0 0 x2 
 
x3
The characteristic equation becomes
|SI − A| = 0
s3 + 6s2 + 11s + 6 = 0
Solution II
...
y + 6ÿ + 11ẏ + 6y = 6u
The transfer function is obtained as
Y (s) 6
= 3 2
U (s) s + 6s + 11s + 6
6
=
(s + 1) (s + 2) (s + 3)
By partial fraction expansion
Y (s) 3 −6 3
= + +
U (s) (s + 1) (s + 2) (s + 3)
3 −6 3
Y (s) = U (s) + U (s) + U (s)
(s + 1) (s + 2) (s + 3)
Defining
Y (s) = X1 (s) + X2 (s) + X3 (s)
where
3
X1 (s) = U (s) ẋ1 = −x1 + 3u
(s + 1)
−6
X2 (s) = U (s) ẋ2 = −2x2 − 6u
(s + 2)
3
X1 (s) = U (s) ẋ3 = −3x3 + 3u
(s + 3)
The state space representation becomes
17
      
ẋ1 1 0 0 x1 3
ẋ2  = 0 −2 0  x2  + −6 u
      
ẋ3 0 0 −3 x3 3
 
h i x1
y= 1 1 1 x2 
 
x3
|SI − A| = 0
s3 + 6s2 + 11s + 6 = 0
18
1.3 Similarity Transformation
It has been stated that the choice of states is not unique for a given system. Suppose that there
exists a set of state variables
h iT
X = x1 x2 ··· xn (52)
We may take another set of state variables
h iT
Z = z1 z ··· zn (53)
So that a linear or similarity transformation exists

Let X = P Z i.e
Z = P −1 X (54)
where P is a non-singular transformational matrix

Differentiating equation (27) yields
Ż = P −1 Ẋ (55)
Using the general state space equations
Ẋ = Ax + Bu
y = Cx
Then equation (28) becomes
Ż = P −1 Ax + P −1 Bu (56)
From equation (27) X = P Z

Equation (29) becomes
Ż = P −1 AP z + P −1 Bu (57)
and
y = Cx = CP z (58)
Equations (30) and (31) can be written as
Ż = Âz + B̂u (59)
19
y = Ĉx (60)
Where Â = P −1 AP, B̂ = P −1 B and Ĉ = CP

Hence similarity transformation the transformed system can be represented in the vector-matrix
differential form as
Ż = Âz + B̂u
and the output as

y = Ĉx
NB
1. The characteristic equations and hence the Eigen values of A and Âare invariant under simi-
larity transformation
2. The transfer function remains invariant under similarity transformation
1.3.1 Eigen Values and Eigen Vectors
Given the matrix equation
Ax = λx (61)
The values of the scalar λ for which non trivial solutions exist are called Eigen values and the
corresponding solutions x = 0 are called Eigen vectors
Equation (34) can be written in the form
(λI − Ax) = 0 whereI is the identity matrix
|λI − Ax| = 0 is the characteristic equation of A
The roots of the characteristic equation are called Eigen values of the matrix A
Corresponding to each Eigen value is a non-zero solution of x = expi This is called the Eigen vector
of A corresponding to λi
Example 1.7
" #
4 1
Determine the Eigen values and Eigen vectors of Ax = λx where A =
3 2
Solution
|λI − A| = 0
(λ − 4) (λ − 2) − 3 = 0
λ1 = 5, λ2 = 1
20
For λ1 = 5 , Ax = λx becomes " #" # " #

4 1 x1 x1
=5
3 2 x2 x2
4x1 + x2 = 5x1
3x1 + 2x2 = 5x2
x1 = x2
Eigen vector corresponding toλ1 = 5 is

" # " #
x1 1
exp1 = =
x2 1
simplest form
Forλ2 = 1 , Ax = λx becomes
" #" # " #
4 1 x1 x1
=1
3 2 x2 x2
4x1 + x2 = x1
3x1 + 2x2 = x2
x1 = −3x2
Eigen vector corresponding to λ2 = 1 is

" # " #
x1 1
exp2 = =
x2 −3
simplest form
We obtain the transformation matrix P from the Eigen vectors as follows
" #
h i 1 1
P = exp1 exp2 =
1 −3
The matrixÂ = P −1 AP is then obtained
21
" #−1 " #" # " #

−1 1 1 4 1 1 1 5 0
Â = P AP = =
1 −3 3 2 1 −3 0 1
Under similarity transformation the characteristic equation does not change i.e.

|λI − A| = λI − Â = λ2 + λs + 5

1.3.2 Repeated Eigen values
In some cases, the matrix A will have repeated Eigen values. The Eigen vectors are evaluated as
follows
Example 1.8
 
3 −3 2
Determine the Eigen values and Eigen vectors of Ax = λx where A = −1 5 −2
 
−1 3 0
Solution
|λI − A| = 0

λ − 3 3 −2

1 λ−5 2 =0

1 −3 λ
λ3 − 8λ2 + 20λ − 16 = 0
λ1 = 4 λ2 = λ3 = 2
For λ1 = 4
    
3 −3 2 x1 x1
−1 5 −2 x2  = 4 x2 
    
−1 3 0 x3 x3
This yield
x2 = −x1
and
x3 = −x1
and the simplest form of the corresponding Eigen vector as
22
 
1
exp1 = −1
 
−1
For λ2 = λ3 = 2
    
3 −3 2 x1 x1
−1 5 −2 x2  = 2 x2 
    
−1 3 0 x3 x3
The simultaneous equations obtained are
x1 − 3x2 + 2x3 = 0
We let x2 = α and x3 = βwhere are α and β constants

The above equation becomes
x1 − 3α + 2β = 0
x1 = 3α − 2β
and the resulting Eigen vector as

   
3 −2
exp = α 1 + β  0 
   
0 1
 
3
For β = 0and α = 1 , exp2 = 1
 
0
 
−2
Forβ = 1 and α = 0 ,exp3 =  0 
 
1
The transformation matrix P is obtained as
 
1 3 −2
P = −1 1 0
 
−1 0 1
The matrix Â = P −1 AP is then obtained as
23
 −1   
1 3 −2 3 −3 2 1 3 −2
Â = P −1 AP = −1 1 0 −1 5 −2 −1 1 0
    
−1 0 1 −1 3 0 −1 0 1
 
4 0 0
= 0 2 0
 
0 0 2
Checking the characteristic equation

|λI − A| = λI − Â = λ3 − 8λ2 + 20λ − 16 = 0

1.3.3 Diagonalization
NB: The matrix P consisting of the Eigen vectors of the state matrix can be used under similarity
transformation to diagnalize the state matrix
For an (n × n) matrix A with distinct eigenvalues given by

 
0 1 0 ··· 0
···
 
 0 0 1 0 
 . .. .. ..
 
A =  .. .. 
 . . . . 

 0 0 0 ··· 1 
 
−an −ann−1 −an−2 ··· −a1
The transformation matrix P is given by

 
1 1 · 1
···
 
 λ1 λ2 λn 
 
 2 λ22 ··· λ2n 
P =  λ1 
 . .. .. 
 .
 . . ··· . 

λn−1
1
n−1
λ2 ··· λn−1
n
where λ1 , λ2 , · · · , λn are the distinct eigenvalues. The matrix P will transform the matrix A into
diagonal matrix as
 
λ1 0 0 ··· 0
0 λ2 0 ··· 0
 
A = P −1 AP = 

 .. .. .. .. .. 
.

. . . . 
0 0 0 ··· λn
Example
24
Consider a system described by the state space representation

" # " #" # " #
ẋ1 (t) 0 1 x1 (t) 0
= + u(t)
ẋ2 (t) −2 −3 x2 (t) 1
" #
h i x (t)
1
y(t) = 1 0
x2 (t)
Obtain the state space representation of the system in diagonal form
Solution
The eigenvalues of matrix A are λ1 = −1 and λ2 = −2
The matrix P is given by " # " #

1 1 1 1
P = =
λ1 λ2 −1 −2
The transformed system is given by
ż(t) = P −1 AP z(t) + P −1 Bu(t)
y(t) = CP z(t)
which is obtained as " # " #" # " #

ż1 (t) −1 0 z1 (t) 1
= + u(t)
ż2 (t) 0 −2 z2 (t) −1
" #
h i z (t)
1
y(t) = 1 1
z2 (t)
1.4 Laplace Transform Technique

Recall I
The Laplace transform of a function f (t) is defined as the integral
ˆ ∞
L {f (t)} = exp−st f (t) dt (62)
0
Example 1.9
Obtain the Laplace transform of f (t) = expat
Solution
ˆ ∞
L {f (t)} = exp−st expat dt
0
1
=
s−a
25
Recall II
n 0 o
L f (t) = sL {f (t)} − f (0) (63)
0
L f ” (t) = s2 L {f (t)} − sf (0) − f (0)

(64)
and so on for Laplace transform of higher derivatives(you should be able to prove this with a lot of
ease)
Example 1.10
Use the Laplace transform of second derivative to derive
s
L {cos (at)} =
s2 + a2
Solution
Let
f (t) = cos (at)
0
f (t) = −a sin at
and
f ” (t) = −a2 cos (at)
0
f (0) = 0
f (0) = 1
Using equation (37)
0
L f ” (t) = s2 L {f (t)} − sf (0) − f (0)

L −a2 cos (at) = s2 L {cos (at)} − s − 0

s2 + a2 L {cos (at)} = s

s
L {cos (at)} =
s2 + a2
26
1.4.1 Transfer Function from state space equations

Y (s)
The transfer function is given by G (s) = U (s)
The general state space representation of any given systems is
ẋ = Ax + Bu (65)
y = Cx + Du (66)
Taking the Laplace transforms of (38) and (39)
sX (s) − X (0) = AX (s) + BU (s) (67)
Y (s) = CX (s) + DU (s) (68)
Assuming that the initial conditions of the system are zero i.e. X (0) = 0 and rearranging (40) then
−1
X (s) = (SI − A) BU (s) (69)
Substituting (42) into (41) yields

−1
Y (s) = C (SI − A) B + D U (s) (70)
and the transfer function is obtained as
Y (s) −1

G (s) = = C (SI − A) B + D (71)
U (s)
Example 1.11
Obtain the transfer function of the system whose state space representation is given as
" #" # " #
0 1 x1 0
ẋ = + u
−2 −3 x2 1
" #
h i x
1
y= 1 0
x2
Solution
Y (s) −1

G (s) = = C (SI − A) B + D
U (s)
where
27
" # " #
0 1 0 h i
A= , B= , C= 1 0 and D = 0
−2 −3 1
" #
−1 1 s+3 1
(SI − A) = 3
s + 3s + 2 −2 s
" #" #
1 h i s+3 1 0
−1
C (SI − A) B + D = 1 0
s3 + 3s + 2 −2 s 1
1
=
s3 + 3s + 2
1.4.2 Time Solution of state equations
Consider the homogenous case

ẋ (t) = ax (t) (72)
Approach A
Assume a solution of the form
x (t) = b0 + b1 t + b2 t2 + · · · + bk tk (73)
Substituting (46) into (45) yields
ẋ = b1 + 2b2 t + · · · + kbk tk−1 = ab0 + b1 t + b2 t2 + · · · + bk tk

(74)
If the assumed solution is to be a true solution, equation (47) must hold true for any value of t
This implies that
b1 = ab0
1 2
b2 = a b0
2
1 k
bk = a b0
k!
The value of b0 is determined by substituting t = 0 into equation (46) i.e.
X (0) = b0
The solution of x (t) can be written as
28

1 1
x (t) = 1 + at + a2 t2 + · · · + ak tk x (0)
2 k!
But
1 1
expat = 1 + at + a2 t2 + · · · + ak tk
2 k!
Therefore
x (t) = expat x (0) (75)
Approach B
Using Laplace transform of the homogeneous equation (45)
sX (s) − X (0) = aX (s)
1
X (s) = X (0)
s−a
Taking the inverse Laplace transform
x (t) = expat x (0)
1.4.3 State Transition Matrix
The approach to the solution of homogeneous scalar equation can be extended to the solution of
homogeneous state equation
ẋ (t) = Ax (t) (76)
Taking Laplace transform
sX (s) − X (0) = AX (s)
−1
X (s) = (sI − A) X (0)
Taking the inverse Laplace transform
−1
x (t) = L−1 (sI − A) x (0) (77)
x (t) = expAt x (0) (78)
29
Where
−1
expAt = L−1 (sI − A)
expAt is called the state transition matrix and contains all information about the free motions of
the system described by (49)
Example 1.12
Obtain the state transition matrix of the following state equation
" # " #" #
ẋ1 0 1 x1
=
ẋ2 −2 −3 x2
Solution
−1
expAt = L−1 (sI − A)
" #
−1 1 s+3 1
(sI − A) = 3
s + 3s + 2 −2 s
" #
1 s+3 1
=
(s + 2) (s + 1) −2 s
" # " #
s+3 1 2 1 1 1
(s+2)(s+1) (s+2)(s+1) (s+1) − s+2 (s+1) − s+2
= −2 s
= −2 2 −1 2
(s+2)(s+1) (s+2)(s+1) (s+1) + s+2 (s+1) − s+2
" #
2 1 1 1
At −1 −1 −1 (s+1) − s+2 (s+1) − s+2
exp =L (sI − A) =L −2 2 −1 2
(s+1) + s+2 (s+1) − s+2
" #
2 exp−t − exp−2t exp−t − exp−2t
=
−2 exp−t +2 exp−2t − exp−t +2 exp−2t
Non Homogeneous state equations
Consider the non-homogeneous state equation
ẋ (t) = ax (t) + Bu (t) (79)
Multiplying equation (52) by exp−at both sides
exp−at ẋ (t) = exp−at ax (t) + exp−at Bu (t)
30
exp−at [ẋ (t) − ax (t)] = exp−at Bu (t)
d
exp−at x (t) = exp−at Bu (t)

(80)
dt
Integrating equation (53) between0 and t results in
ˆ t
−at
exp x (t) = exp−at Bu (t) dt + x (0)
0
ˆ t
x (t) = expat x (0) + expat exp−aτ Bu (τ ) dτ (81)
0
From equation (54)
• The first term on the right hand side is the response to the initial conditions
• The second term is the response to the input u (t)
Extending the same approach to the solution of homogeneous state equation yields
ˆ t
x (t) = expAt x (0) + expA(t−τ ) Bu (τ ) dτ (82)
0
The solution of x (t) is the sum of a term consisting of the transition of the initial state and a term
arising from the input vector
Example 1.13
Obtain the time response of the following system
" # " #" # " #
ẋ1 0 1 x1 0
= + u
ẋ2 −2 −3 x2 1
where u (t) is a unit step input

Solution
ˆ t
x (t) = expAt x (0) + expA(t−τ ) Bu (τ ) dτ
0
From the previous example

" #
At 2 exp−t − exp−2t exp−t −2 exp−2t
exp =
−2 exp−t +2 exp−2t − exp−t +2 exp−2t
" #
A(t−τ ) 2 exp−(t−τ ) − exp−2(t−τ ) exp−(t−τ ) −2 exp−2(t−τ )
exp =
−2 exp−(t−τ ) +2 exp−2(t−τ ) − exp−(t−τ ) +2 exp−2(t−τ )
31
" #
A(t−τ ) A(t−τ ) 0 h i
exp Bu (τ ) = exp 1
1
" #
exp−(t−τ ) −2 exp−2(t−τ )
=
− exp−(t−τ ) +2 exp−2(t−τ )
ˆ t ˆ t
A(t−τ ) exp−(t−τ ) −2 exp−2(t−τ )
exp Bu (τ ) dτ = dτ
0 0 − exp−(t−τ ) +2 exp−2(t−τ )
" #
1
2 − exp−t + 12 exp−2t
=
exp−t − exp−2t
" #
1
− exp−t + 21 exp−2t
x (t) = expAt x (0) + 2
exp−t − exp−2t
" #" # " #
2 exp−t − exp−2t exp−t −2 exp−2t x1 (0) 1
2 − exp−t + 12 exp−2t
= +
−2 exp−t +2 exp−2t − exp−t +2 exp−2t x2 (0) exp−t − exp−2t
1.4.4 Controllability and Observability
These tells us whether it is at all possible to control all the states of the system completely by
suitable choice of input and whether it is possible to reconstruct the states of a system from its
input and outputs
1. Controllability
For the linear time invariant system
ẋ (t) = Ax (t) + Bu (t)
y (t) = Cx (t) (83)
The system is said to be controllable if it is possible to find some input u (t) that will transfer
the initial state of the system x (0) to the origin of the state space, x (t0 ) = 0 with t0 finite.
The solution of the state equation yields
ˆ t
x (t) = Φ (t) x (0) + Φ (t − τ ) Bu (τ ) dτ (84)
0
where Φ (t) = expAt

For the system to be controllable
32
ˆ t
x (0) = Φ (t0 ) x (0) + Φ (t0 − τ ) Bu (τ ) dτ = 0 (85)
0
with finite t0
A linear time invariant continuous time system is completely controllable iff the RANK of
the controllability matrix M is equal ton
h i
M= B AB A2 B . . . An−1 B (86)
The rank of a matrix A is the maximum number of linearly independent columns of A; that
is, it is the order of the largest non singular matrix contained in A. This implies that the
controllability matrix M must be non singular for the system to be completely controllable.
If a system is not completely controllable, it implies that it has one or more natural modes
that cannot be affected by the input directly or indirectly.
Example 1.14
Determine whether the system represented by the given state space is controllable
" # " #" # " #

ẋ1 0.5 0 x1 0
= + u (t)
ẋ2 0 −2 x2 1
Solution
The controllability matrix is given by
h i
M= A AB
" #" # " #

0.5 0 0 0
AB = =
0 −2 1 −2
" #
0 0
M=
1 −2

0 0
M = =0

1 −2
The matrix is singular hence the system is uncontrollable

This is more obvious if we write the two differential equations separately as
ẋ1 = 0.5x1
33
ẋ2 = −2x2 + u (t)
It is evident that whereas x2 can be changed byu (t) the state x1 is unaffected by our choice
of the inputs since it is not coupled either directly to the input or to the state x2 hence this
state of x1 (0) exp−0.5t is uncontrollable
On the other hand if we had
ẋ1 = 0.5x1 + x2
ẋ2 = −2x2 + u (t)
The controllability matrix is obtained as

" #
0 1
M=
1 −2

0 1
M = = −1

1 −2
The matrix is nonsingular hence the system is controllable.

x1 can be controlled indirectly through x2
2. Observability
The linear time invariant system is said to be observable if the initial condition x (0)can be
determined from the output function y (t) for 0 < t < t1 where t1 is finite
y (t) = Cx (t)
ˆ t
= CΦ (t) x (0) + C Φ (t − τ ) Bu (τ ) dτ (87)
0
Thus given u (t) and y (t)for 0 < t < t1 with t1 being some finite value, the system is observable
if equation (60) can be solved forx (0)
The system is observable if the observability matrix N is nonsingular i.e. the rank of N is
equal ton

C

CA

N = .

..

CAn−1
34
Example 1.15
Consider the system represented by
" # " #" # " #

ẋ1 0.5 0 x1 0
= + u (t)
ẋ2 0 −2 x2 1
" #
h i x
1
y (t) = 0 1
x2
Determine whether the system is observable

Solution
The observability matrix is given by
" #
C
N=
CA
" # " #
h i 0.5 0 0 1
CA = 0 1 =
0 −2 0 −2

0 1
N = =0

0 −2
The matrix is singular and therefore the system is unobservable

The state x1 does not affect the output nor does it affect the state x2 which is coupled to the
output
35
1.5 State Space Design
1.5.1 Pole Placement Design Technique
State space design enables the design of a system having the desired closed loop poles or desired
characteristic equation
It also enables inclusion of initial conditions if necessary
Pole placement design is based on the state model of the system. We assume that all the state
variables are measurable and are available for feedback
State model equations
ẋ (t) = Ax (t) + Bu (t) (88)
Figure 6: General control system
The plant input u (t) is made a function of the states of the form
u (t) = f (x (t)) (89)
Equation (62) is called the control rule or control law. In pole placement design, the control law is
specified as a linear function of the states of the form
u (t) = −kx (t) (90)
Figure 7: Pole placement design
36
This control law allows the poles of the closed system to be placed in any desirable location and is
expressed as
u (t) = −k1 x1 (t) − k2 x2 (t) − . . . − kn xn (t) (91)
The design problem is the specification of the desired root locations of the systems characteristic
equations and the calculations of the gains ki to yield these desired root locations.
A necessary and sufficient condition that the closed-loop poles can be placed at any arbitrary
location in the s-plane is that the system must be completely state controllable.
Determination of the MatrixK
1. Using Direct substitution method

If the system is of low order, direct substitution of matrixK into the desired characteristic
polynomial may be simpler.
e.g. if n = 3 and the desired poles are µ1 , µ2 and µ3 then
h i
K = k1 k2 k3 (92)
Desired characteristic polynomial
(s − µ1 ) (s − µ2 ) (s − µ3 )
This is also obtained as
|[sI − A + BK]|
We equate
(s − µ1 ) (s − µ2 ) (s − µ3 ) = |[sI − A + BK]|
to obtain the values of ki

Example 1.16
Consider the system
ẋ (t) = Ax (t) + Bu (t)
where  
0 1 0
A= 0 0 1
 
−1 −5 −6
37
 
0
B = 0
 
The system uses the state feedback control law u (t) = −kx (t). It is desired to have closed
loop poles at s = −2 ± j4 , s = −10.
Determine the state feedback gain matrix K
Solution
We first check for controllability of the system
h i
M= B AB A2 B

0 0 1

M = 0 1 −6 = −1

1 −6 31
The matrix is non singular hence the system is completely state controllable
Next we solve forK
Let h i
K = k1 k2 k3
|[sI − A + BK]|
    
s 0 0 0 1 0 0 h
i
= 0 s 0 −  0 0 1  + 0 k1 k2 k3
     

0 0 s −1 −5 −6 1
= s3 + (6 + k3 ) s2 + (5 + k2 ) s + (1 + k1 ) .........(i)
The desired characteristic equation is
(s + 2 − j4) (s + 2 + j4) (s + 10)
= s3 + 14s2 + 60s + 200.........(ii)
Comparing equations (i) and (ii)
38
k3 = 8 k2 = 55 k1 = 199
h i
K = 199 55 8
u = −199x1 − 55x2 − 8x3
2. Using Ackermann’s Formula

Cayley Hamilton Theorem
Every square matrix satisfies its own characteristic equation i.e. if the characteristic equation
of the nth order square matrix is
|λI − A| = 0
|λI − A| = λn + α1 λn−1 + α2 λn−2 + · · · + αn−1 λ + αn I = 0 (93)
Then
An + α1 An−1 + α2 An−2 + · · · + αn−1 A + αn I = 0 (94)
To obtain the inverse of the matrix A we divide equation byA on both sides
An−1 + α1 An−2 + α2 An−3 + · · · + αn−1 I + αn A−1 = 0
−1 n−1
A−1 = + α1 An−2 + α2 An−3 + · · · + αn−1 I

A (95)
αn
Example 1.17
Determine the inverse of the matrix
 
1 2 7
A = 4 2 3
 
1 2 1
using Cayley Hamilton Theorem
Solution
|λI − A| = 0
39

λ − 1 −2 −7

−4 λ−2 −3 = 0

−1 −2 λ − 1
λ3 − 4λ2 − 20λ − 35 = 0
−1 2
A−1 =

A − 4A − 20I
35
 
−4 11 −5
−1 
= −1 −6 25 

35
6 1 −10
Consider the state equation

ẋ = Ax + Bu (96)
Where the state feedback control law
u (t) = −kx (t)
We assume that the system is completely state controllable and that the desired closed loop
poles are at
s = µ1, s = µ2 . . . . . . s = µn
Equation(69) becomes
ẋ = [A − Bk] x (97)
Defining Â = A − Bk
Then the desired characteristic equation is

sI − Â = 0

(s − µ1 ) (s − µ2 ) . . . . . . (s − µn ) = 0
sn + α1 sn−1 + α2 sn−2 + · · · + αn−1 s + αn = 0
Use of Cayley Hamilton theorem which states that Â satisfies its own characteristic equation
we obtain
40

Φ Â = Ân + α1 Ân−1 + α2 Ân−2 + · · · + αn−1 Â + αn I = 0 (98)
To derive Ackermann’s formula, we consider the case when n = 3

Considering that
I=I (99)
Â = A − Bk (100)
2
Â2 = [A − Bk]
= A2 − 2ABK − B 2 K 2
= A2 − ABK − BK Â (101)
2
Â3 = [A − Bk] [A − BK]
h i
= A2 − ABK − BK Â [A − BK]
= A3 − A2 BK − ABK Â − BK Â2 (102)
Multiplying both sides of equations (72), (73), (74) and (75)with, α3 ,α2 α1 and α0 where
α0 = 0
α3 I = α3 I
α2 Â = α2 [A − Bk]
h i
α1 Â2 = α1 A2 − ABK − BK Â
Â3 = A3 − A2 BK − ABK Â − BK Â2
Adding the two sides of the equations
41
Â3 +α1 Â2 +α2 Â+α3 I = A3 +α1 A2 +α2 A+α3 I−α2 BK−α1 ABK−α1 BK Â−A2 BK−ABK Â−BK Â2
(103)
Since

Â3 + α1 Â2 + α3 I = Φ Â = 0
And
A3 + α1 A2 + α2 A + α3 I = Φ (A) 6= 0
then
Φ (A) − α2 BK − α1 ABK − α1 BK Â − A2 BK − ABK Â − BK Â2 = 0 (104)
h i h i
Φ (A) = B α2 K − α1 K Â − K Â2 + AB α1 K − K Â + A2 BK
 2

h i α2 K − α1 K Â − K Â
Φ (A) = B AB A2 B  α1 K − K Â (105)
 

K
 
h i−1 α2 K − α1 K Â − K Â2
B AB A2 B Φ (A) =  α1 K − K Â (106)
 

K
h i
Premultiplying both sides of (79) by 0 0 1 and rearranging we obtain
h ih i−1
K= 0 0 1 B AB A2 B Φ (A) (107)
For an arbitrary positive integer n, then
h ih i−1
K= 0 0 ... 1 B AB ... An−1 B Φ (A) (108)
Example 1.18
Consider the system
ẋ (t) = Ax (t) + Bu (t)
42
where  
0 1 0
A= 0 0 1
 
−1 −5 −6
 
0
B = 0
 
loop poles at
s = −2 ± j4 , s = −10.
Determine the state feedback gain matrix K using Ackermann’s formular
Solution
The desired characteristic equation is given by
(s + 2 − j4) (s + 2 + j4) (s + 10) = s3 + 14s2 + 60s + 200
Φ (A) = A3 + 14A2 + 60A + 200I
where
 
0 1 0
A= 0 0 1
 
−1 −5 −6
 
199 55 8
Φ (A) =  −8 159 7 
 
−7 −43 117
 
h 0 i 0 1
2
B AB A B = 0 1 −6
 
1 −6 31
h ih i−1
K= 0 0 1 B AB A2 B Φ (A)
  
h i 0 0 1 199 55 8
K= 0 0 1 0 1 −6  −8 159 7 
  
1 −6 31 −7 −43 117
43
h i
K = 199 55 8
3. Using Transformation Matrix T

Suppose that the system defined by
ẋ = Ax + Bu
and the control law is given by u (t) = −kx (t)

The matrix K can be obtained as follows
(a) Check the controllability condition for the system. If the system is completely control-
lable then
(b) Determine the characteristic polynomial of the matrix A
|sI − A| = sn + a1 sn−1 + a2 sn−2 + · · · + an−1 s + an
Determine the values ofa1 , a2 . . . an

(c) Determine the transformation matrix T that can transform the system state equation in
controllable canonical form. If the system is already in controllable canonical form then
T =I
Else
T = MW
Where M is the controllability matrix and

 
an−1 an−2 . . . a1 1
an−2 an−3 . . . 1 0
 
 
 . . . .
 
W = . . . .
 
 
 . . . .
 
 a1 1 . . . 0 0
 
1 −an−1 . . . 0 0
(d) Write the desired characteristic polynomial
(s − µ1 ) (s − µ2 ) . . . . . . (s − µn ) = sn + α1 sn−1 + α2 sn−2 + · · · + αn−1 s + αn
Determine the values of α1 , α2 . . . αn

(e) Obtain the matrix K as
h i
K = αn − an αn−1 − an−1 α1 − a1 T −1 (109)
44
Example 1.19
Consider the system
ẋ (t) = Ax (t) + Bu (t)
where  
0 1 0
A= 0 0 1
 
−1 −5 −6
 
0
B = 0
 
loop poles at
s = −2 ± j4 , s = −10.
Determine the state feedback gain matrix K using transformation matrix T
Solution
Check the system for controllability
h i
M= B AB A2 B

0 0 1

M = 0 1 −6 = −1

1 −6 31
The matrix is nonsingular hence the system is completely state controllable

Obtain the characteristic polynomial of the matrix A
|[sI − A]|
   
s 0 0 0 1 0

= 0 s 0 −  0 0 1 
   

0 0 s −1 −5 −6
= s3 + 6s2 + 5s + 1
Comparing with
45
s3 + a1 s2 + a2 s + a3
then
a1 = 6, a2 = 5, a3 = 1
The desired characteristic polynomial is given by
(s + 2 − j4) (s + 2 + j4) (s + 10) = s3 + 14s2 + 60s + 200
Comparing this with s3 + α1 s2 + α2 s + α3 then
α1 = 14, α2 = 60, α3 = 200
Since the system is already in controllable canonical form then T = I

The matrix Kis obtained as
h i
K = α3 − a3 α2 − a2 α1 − a1 T −1
h i
K = 199 55 8
1.5.2 State Observer Design
In the pole placement design approach, we assumed that all state variables are available for feedback.
In practice, however, not all the state variables are available for feedback. Then we need to estimate
unavailable state variables. A state observer estimates the state variables based on the measurement
of output and control variables
If a state observer estimates all state variables of the system, regardless of whether some state
variables are available for direct measurement, it is called a full order state observer. A necessary
and sufficient condition for observer design is that the system must be completely state observable.
Consider the system
ẋ = Ax + Bu
y = Cx (110)
The state variables can be estimated from the measured output and control variables
where
G-state observer gain matrix
46
Figure 8: General control system
Figure 9: State Observer
ỹ-estimated output
x̃-estimated state variables
For the observer
˜ = Ax̃ + G (y − ỹ) + Bu
ẋ
ỹ = C x̃ (111)
But y = Cx and ỹ = C x̃
Equation (84) becomes
˜ = Ax̃ + GC (x − x̃) + Bu
ẋ (112)
Subtracting (85) from (83) we obtain
˜ = A [x − x̃] − GC [x − x̃]
ẋ − ẋ
y − ỹ = C [x − x̃] (113)
˜ = ẋand
Taking x − x̃ = x̂ , ẋ − ẋ ˆ y − ỹ = ŷequation (86) becomes
47
ˆ = [A − GC] x̂
ẋ
ŷ = C x̂ (114)
We can choose appropriate Eigen values of [A − GC] to enable placement of poles of the closed
loop system at desired locations
The control design problem is to determine the matrix G;(n ∗ 1) matrix
where
 
g1
 g2 
 
G=
 .. 

.
gn
Determining the matrix G
1. Using Direct Substitution method

Similar to the case of pole placement, if the system is of low order, then direct substitution
of the matrix G into the desired characteristic polynomial may be simpler. e.g. if x is a 3
vector then G can be written as  
g1
G = g2 
 
g3
Substituting this G into the desired characteristic polynomial
|sI − (A − GC)| = (s − µ1 ) (s − µ2 ) (s − µ3 )
By equating the coefficients of the powers on both sides of this equation, we can obtain the values
of g1 , g2 and g3
Example 1.20
Consider the system
ẋ = Ax + Bu
y = Cx
Where
" #
0 20.6
A=
1 0
48
" #
0
B=
1
h i
C= 0 1
Design a full order state observer assuming that the desired Eigen values of the observer matrix
are µ1 = −10 µ2 = −10
Solution
Test the system for observability
Observability matrix " # " #
C 0 1
N= =
CA 1 0
|N | = −1
The system is completely state observable and determination of observer gain matrix is possible
Let " #
g1
G=
g2
|sI − (A − GC)| = 0

s −20.6 + g1
= s2 + g2 s − 20.6 + g1 = 0

−1 s + g2
(s − µ1 ) (s − µ2 ) = (s + 10) (s + 10) = 0
s2 + 20s + 100 = 0
Comparing the two equations

g2 = 20and g1 = 120.6 " #
120.6
G=
20
Using Ackermann’s Formula
49
The observer gain matrix is given by
−1  

0 C
 CA  0
   
G = Φ (A) 
 ..   .. 
  
 .  .
CAn−1 1
Where
Φ (A) = An + α1 An−1 + α2 An−2 + · · · + αn−1 A + αn I
Example 1.21
Determine the observer gain matrix for example 1.20 using Ackermann’s formula
Solution
" #−1 " #

C 0
G = Φ (A)
CA 1
" #
0 20.6
A=
1 0
h i
C= 0 1
(s − µ1 ) (s − µ2 ) = (s + 10) (s + 10)
s2 + 20s + 100
Φ (A) = A2 + 20A + 100I
" #2 " # " #

0 20.6 0 20.6 1 0
= + 20 + 100
1 0 1 0 0 1
" #
120.6 412
=
20 120.6
" #" #" # " #
120.6 412 1 0 0 120.6
G= =
20 120.6 0 1 1 20
50
Using Transformation Matrix Q

Following the same procedure as in deriving the state feedback matrix K then
1. Check the observability condition for the system. If the system is completely observability
then
2. Determine the characteristic polynomial of the matrix A
|sI − A| = sn + a1 sn−1 + a2 sn−2 + · · · + an−1 s + an
Determine the values ofa1 , a2 . . . an
3. Determine the transformation matrix Q that can transform the system state equation in
controllable canonical form. If the system is already in observable canonical form then Q=I
Else
Q = WN
WhereN is the observability matrix and
 
an−1 an−2 . . . a1 1
an−2 an−3 . . . 1 0
 
 
 . . . .
 
W = . . . .
 
 
 . . . .
 
 a1 1 . . . 0 0
 
1 −an−1 . . . 0 0
4. Write the desired characteristic polynomial
(s − µ1 ) (s − µ2 ) . . . . . . (s − µn ) = sn + α1 sn−1 + α2 sn−2 + · · · + αn−1 s + αn
Determine the values of α1 , α2 . . . αn
5. Obtain the observer gain matrix G as

 
αn − an
αn−1 − an−1 
 
G = Q
 .. 
 (115)
 . 
α1 − a1
Example 1.21
Determine the observer gain matrix for example 1.20 using the transformation matrix method
51
Solution
Observability has already been tested
" #
0 20.6
A=
1 0
h i
C= 0 1
" #
s −20.6
|sI − A| = = s2 − 20.6
−1 s
Comparing this with s2 + a1 s + a2

a1 = 0, a2 = −20.6
The system is already in state observable form, therefore
" #
1 0
Q=I=
0 1
The desired characteristic equation is
(s − µ1 ) (s − µ2 ) = (s + 10) (s + 10) = 0
s2 + 20s + 100 = 0
From this we obtain the values of α1 = 20 , α2 = 100

" #
α2 − a2
G=Q
α1 − a1
" #" # " #
1 0 120.6 120.6
= =
0 1 20 20
52

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Jomo Kenyatta University of Agriculture and Technology

BSc Electrical and Electronic Engineering

EEE 2502: CONTROL ENGINEERING III

June 28, 2021

EEE 2403 Control Engineering I

At the end of this course, the student should be able to;

1. apply state-feedback design methods to place closed-loop poles in desired locations

2. design and implement state observers

3. apply concepts of digital control in discrete systems

4. design and implement discrete-time controllers

1. Computer Lab with MATLAB installed

Prescribed Text Books

2. B. Friedland, "Control System Design: An Introduction to State Space Methods", Dover

3. Katsuhiko Ogata, Discrete-Time Control Systems, Prentice Hall, 1987.

2. Roland S. Burns, Advanced Control Engineering, Butterworth-Heinemann, 2001.

3. G. F. Franklin, J. D. Powell, M. Workman, Digital Control of Dynamic Systems, Third

4. Benjamin C. Kuo, Digital Control Systems, Oxford University Press, 1995

1 STATE VARIABLE METHODS

1.1 State space representation

1. Multiple input, multiple output (MIMO) systems or multivariable systems

2. Nonlinear and time invariant systems

3. Alternative controller design approaches

The analysis require

ẋ1 (t) = f1 (x1 , x2 , . . . , xn ; u1 , u2 , . . . , ur ; t)

ẋ2 (t) = f2 (x1 , x2 , . . . ., xn ; u1 , u2 , . . . ., ur ; t) (1)

ẋn (t) = (fn x1 , x2 , . . . , xn ; u1 , u2 , . . . , ur ; t)

y2 (t) = g2 (x1 , x2 , . . . ., xn ; u1 , u2 , . . . ., ur ; t) (2)

Definitions of u (t) , x (t) and y (t) would be

Using the above vectors, equations (1) and (2) become

ẋt = f (x(t), u(t), t) state equation (3)

y (t) = g (x(t), u(t), t) output equation (4)

y (t) = g (x, u) (6)

If equations 5 and 6 are linear then

ẋt = Ax (t) + Bu (t) (7)

y (t) = Cx (t) + Du (t) (8)

where A, B, C and D are constant matrices

ẋ (t) = A (t) x (t) + B (t) u (t) (9)

y (t) = C (t) x (t) + D (t) u (t) (10)

Figure 1: Block Diagram of LTI Systems State Space Model

x3 = ÿ = −6x1 − 11x2 − 6x3 + 6u

The output y is given by

Differentiating with respect to t and rearranging yields

and the output " #

Figure 2: Series RLC Circuit

Using Kirchoff’s voltage law

which on rearranging can be written as

Writing equations 11 and 12 in matrix form

The output is given by

Taking the inductor current and capacitor voltage as the states

i(t) = x1 (t), vc (t) = x2 (t)

We obtain the state space representation of the circuit as

The charge of capacitor in terms of its current is given by

In terms of charge, equation 17 can be written

Defining the state variables as

Figure 3: RLC Network

where u(t) = i(t) The output is given by

The output equation can be written as

Figure 4: RLC Network

Figure 5: RLC Network