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Equivalenceof StateModels

The document discusses linear time-invariant (LTI) systems and their solutions. It defines algebraically equivalent and zero-state equivalent LTI systems, and describes the properties of algebraically equivalent systems. The document also discusses the transition matrix and its properties, and presents the variation of constants theorem for solving linear time-varying state-space systems.

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21 views7 pages

Equivalenceof StateModels

The document discusses linear time-invariant (LTI) systems and their solutions. It defines algebraically equivalent and zero-state equivalent LTI systems, and describes the properties of algebraically equivalent systems. The document also discusses the transition matrix and its properties, and presents the variation of constants theorem for solving linear time-varying state-space systems.

Uploaded by

Sn Prof
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

Linear Systems I

Lecture 5

Solmaz S. Kia
Mechanical and Aerospace Engineering Dept.
University of California Irvine
[email protected]

Reading suggestion: Lecture 5 of Ref [2]. Ch 4.3, 4.4, 4.5 from Ref[1] ( [1] treats the state
transition matrix derivation in a different way than what we did in the class.

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Today’s lecture

Algebraically equivalent LTI systems


Solution of LTV systems
Solution to Homogeneous Linear systems
Transition matrix and its properties

Note: This note only contains part of the material discussed in the class. For
further details see your class notes.

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Zero-state equivalence and algebraically equivalence

Def(Zero-state equivalence): Two state-space systems are said to be


zero-state equivalent if they realize the same transfer function, which means
that they exhibit the same forced-response to every input. Zero-state equiv-
alent systems does not necessarily are of the same dimension.

Def(Algebraically equivalent) Two continuous-time LTI systems


 
ẋ(t) = Ax(t) + Bu(t), ˙
x̄(t) = Āx̄(t) + B̄u(t),
and
y(t) = Cx(t) + Du(t), y(t) = C̄x̄(t) + D̄u(t),

are called algebraically equivalent if and only if there exists a nonsingu-


lar T s. t. (Ā = T A T −1 , B̄ = T B, C̄ = CT −1 , D̄ = D). The
corresponding map x̄ = T x is called a similarity transformation or an
equivalence transformation.

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Properties of two algebraically equivalent LTI systems

P1. With every input signal u, both systems associate the same set of outputs y. However, the
output is generally not the same for the same initial conditions, except for the forced or
zero-state response, which is always the same.
P2. the systems are zero-state equivalent, i.e., they have the same transfer function.
C̄(sI − Ā)−1 B̄ + D̄ = C(sI − A)−1 B + D

C̄(sI − Ā)−1 B̄ + D̄ =CT −1 (sI − T AT −1 )−1 T B + D =


CT −1 (sT T −1 − T AT −1 )−1 T B + D =
CT −1 (T (sI − A)−1 T −1 )T B + D =
C(sI − A)−1 B + D.
Attention: In general the converse of P2. does not hold, i.e., zero-state equivalence does
not imply algebraic equivalence. For two state equations to be equivalent, they must have
the same dimension. This is, however, is not required for zero-state equivalent systems.
P3. they have the same eigenvalues.1
¯
∆(λ) = det(λI − Ā) = det(λI − A) = ∆(λ)
The equivalent state equations have the same characteristic polynomial and consequently
the same se of eigenvalues.
¯
∆(λ) = det(λI − Ā) = det(λT T −1 − T AT −1 ) = det(T ) det(λI − A) det(T −1 ) =
= det(λI − A) det(T ) det(T −1 ) = det(λI − A) = ∆(λ).
1 recall det(AB) = det(A) det(B) = det(B) det(A)
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Solution of LTV systems

We want to study the properties of solutions to SS LTV systems

ẋ(t) = A(t)x(t) + B(t)u(t),


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

A(t) : [0, ∞) → Rn×n , B(t) : [0, ∞) → Rn×p , C(t) : [0, ∞) → Rq×n ,


D(t) : [0, ∞) → Rq×p . Start by study of

homogeneous linear system: ẋ = A(t)x(t), x(t0 ) = x0 ∈ Rn , t > t0 . (1)

Theorem (Peano-Baker Series). The unique solution to (1) is given by

x(t) = φ(t, t0 )x0 , (2)

Zt Zt Z τ1 Zt Z τ1 Z τ2
φ(t, t0 ) = I+ A(τ1 )dτ1 + A(τ1 ) A(τ2 )dτ2 dτ1 + A(τ1 ) A(τ2 ) A(τ3 )dτ3 dτ2 dτ1 +· · ·
t0 t0 t0 t0 t0 t0

φ(t, t0 ): transition matrix (size n × n)


The series above is called Peano-Baker series
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Properties of φ(t, t0 )

P1. For every t0 , φ(t, t0 ) is the unique solution of


d
φ(t, t0 ) = A(t)φ(t, t0 ), φ(t0 , t0 ) = I, t > t0 .
dt

P.2 For evert fixed t0 , the ith column of φ(t, t0 ) is the unique solution to
ẋ = A(t)x(t), x(t0 ) = ei , t > t0 ,
where ei is the ith column of identity matrix In , or equivalently a column vector of all
zero entries except for the ith which is equal to 1.
P3. For every t, s, τ we have
φ(t, s)φ(s, τ) = φ(t, τ).
This property is called the semigroup property.
P4. For evert t, τ, φ(t, t0 ), is nonsingular and
φ(t, τ)−1 = φ(τ, t).
From P3 we have φ(t, τ)φ(τ, t) = φ(t, t) which gives φ(t, τ)φ(τ, t) = I. From P3 we
can also write φ(τ, t)φ(t, τ) = φ(τ, τ) which gives φ(τ, t)φ(t, τ) = I. Therefore we
have φ(t, τ)φ(τ, t) = φ(τ, t)φ(t, τ) = I. This completes the proof (recall the
definition of an inverse of a matrix).
Note: Here, we used φ(t, t) = I for all t.

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Solution of LTV systems

We want to study the properties of solutions to SS LTV systems


ẋ(t) = A(t)x(t) + B(t)u(t),
y(t) = C(t)x(t) + D(t)u(t),
A(t) : [0, ∞) → Rn×n , B(t) : [0, ∞) → Rn×p , C(t) : [0, ∞) → Rq×n ,
D(t) : [0, ∞) → Rq×p .
Theorem (Variation of constants): The unique solution to LTV SS equation
above is given by
Zt
x(t) = φ(t, t0 )x0 + φ(t, τ)B(τ)u(τ)dτ
t0
Zt
y(t) = C(t)φ(t, t0 )x0 + C(t)φ(t, τ)B(τ)u(τ)dτ + D(t)u(t),
t0
where φ(t, t0 ) is the state transition matrix (as defined before).
Zt
y(t) = C(t)φ(t, t0 )x0 + C(t)φ(t, τ)B(τ)u(τ)dτ + D(t)u(t) .
| {z } t
homogeneous response |0 {z }
forced response

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