Control Systems - State Space Analysis

In the previous chapter, we learnt how to obtain the state space model from
differential equation and transfer function. In this chapter, let us discuss how to
obtain transfer function from the state space model.

Transfer Function from State Space Model

We know the state space model of a Linear Time-Invariant (LTI) system is -

Ẋ = AX + BU

Y = C X + DU

Apply Laplace Transform on both sides of the state equation.

sX(s) = AX(s) + BU (s)

⇒ (sI − A)X(s) = BU (s)

−1
⇒ X(s) = (sI − A) BU (s)

Apply Laplace Transform on both sides of the output equation.

Y (s) = C X(s) + DU (s)

Substitute, X(s) value in the above equation.

−1
⇒ Y (s) = C (sI − A) BU (s) + DU (s)

−1
⇒ Y (s) = [C (sI − A) B + D]U (s)

Y (s)
−1
⇒ = C (sI − A) B + D
U (s)

The above equation represents the transfer function of the system. So, we can
calculate the transfer function of the system by using this formula for the system
represented in the state space model.

Note − When D = [0], the transfer function will be

Y (s)
−1
= C (sI − A) B
U (s)
Example

Let us calculate the transfer function of the system represented in the state space
model as,

ẋ 1 −1 −1 x1 1
Ẋ = [ ] = [ ][ ] + [ ] [u]
ẋ 2 1 0 x2 0

x1
Y = [0 1][ ]
x2

Here,

−1 −1 1
A = [ ], B = [ ], C = [0 1]
1 0 0

and D = [0]

The formula for the transfer function when D = [0] is -

Y (s)
−1
= C (sI − A) B
U (s)

Substitute, A, B & C matrices in the above equation.

−1
Y (s) s + 1 1 1
= [0 1][ ] [ ]
U (s) −1 s 0

s −1
[ ]
Y (s) 1 s + 1 1
⇒ = [0 1] [ ]
U (s) (s + 1)s − 1(−1) 0

s
[0 1][ ]
Y (s) 1 1
⇒ = =
2 2
U (s) s + s + 1 s + s + 1

Therefore, the transfer function of the system for the given state space model is

Y (s) 1
=
2
U (s) s + s + 1

State Transition Matrix and its Properties

If the system is having initial conditions, then it will produce an output. Since, this
output is present even in the absence of input, it is called zero input response
x Z I R (t) . Mathematically, we can write it as,
 At −1 −1
x Z I R (t) = e X(0) = L {[sI − A] X(0)}

From the above relation, we can write the state transition matrix ϕ(t) as

At −1 −1
ϕ(t) = e = L [sI − A]

So, the zero input response can be obtained by multiplying the state transition
matrix ϕ(t) with the initial conditions matrix.

Following are the properties of the state transition matrix.

If t = 0, then state transition matrix will be equal to an Identity matrix.

ϕ(0) = I

Inverse of state transition matrix will be same as that of state transition

matrix just by replcing ‘t’ by ‘-t’.

−1
ϕ (t) = ϕ(−t)

If t = t1 + t2 , then the corresponding state transition matrix is equal to the

multiplication of the two state transition matrices at t = t1 and t = t2 .

ϕ(t1 + t2 ) = ϕ(t1 )ϕ(t2 )

Controllability and Observability

Let us now discuss controllability and observability of control system one by one.

Controllability

A control system is said to be controllable if the initial states of the control system
are transferred (changed) to some other desired states by a controlled input in finite
duration of time.

We can check the controllability of a control system by using Kalman’s test.

Write the matrix Qc in the following form.

2 n−1
Qc = [B AB A B ... A B]
 Find the determinant of matrix Qc and if it is not equal to zero, then the
control system is controllable.

Observability

A control system is said to be observable if it is able to determine the initial states

of the control system by observing the outputs in finite duration of time.

We can check the observability of a control system by using Kalman’s test.

Write the matrix Qo in following form.

T T T T 2 T
Q o = [C A C (A ) C ...

T n−1 T
(A ) C ]

Find the determinant of matrix Qo and if it is not equal to zero, then the
control system is observable.

Example

Let us verify the controllability and observability of a control system which is

represented in the state space model as,

ẋ 1 −1 −1 x1 1
ẋ = [ ] = [ ][ ] + [ ] [u]
ẋ 2 1 0 x2 0

x1
Y = [0 1][ ]
x2

Here,

−1 −1 1
A = [ ], B = [ ],
1 0 0

[0 1 ] , D = [0] and n = 2

For n = 2, the matrix Qc will be

Qc = [B AB]

We will get the product of matrices A and B as,

−1
AB = [ ]
1
 1 −1
⇒ Qc = [ ]
0 1

|Q c | = 1 ≠ 0

Since the determinant of matrix Qc is not equal to zero, the given control system is
controllable.

For n = 2, the matrix Qo will be -

T T T
Q o = [C A C ]

Here,

T
−1 1 T
0
A = [ ] and C = [ ]
−1 0 1

We will get the product of matrices A

T
and C
T
as

T T
1
A C = [ ]
0

0 1
⇒ Qo = [ ]
1 0

⇒ |Qo | = −1 ≠ 0

Since, the determinant of matrix Qo is not equal to zero, the given control system is
observable.

Therefore, the given control system is both controllable and observable.