State Space

Representation
Dr. Ajay Singh Raghuvanshi
Electronics & Telecommunication
Engineering, NIT, Raipur
 State-Space Modeling
 Alternative method of modeling a system than
 Differential
/ difference equations
 Transfer functions

 Uses matrices and vectors to represent the system

parameters and variables
 A state space representation is a mathematical
model of a physical system as a set of input, output
and state variables related by first-order differential
equations. To abstract from the number of inputs,
outputs and states, the variables are expressed as
vectors.
WHY ? State-Space Modeling
 Easier for computers to perform Matrix Algebra
[Linear Algebra]
 Matrix-Laboratory or MATLAB does all computations as matrix
 Matrix transformations can be used to convert from one state
variable representation to the other, so the initial choice of
variables is not critical
 Handles multiple inputs and outputs (MIMO)
 Provides more information about the system
 Provides knowledge of internal variables (states)
 The state variables often represent internal elements of the
system such as voltages across capacitors and currents across
inductors
 Definitions
State:
The state of a dynamic system is the smallest set of variables (called
state variables) such that knowledge of these variables at t=t0 , together
with knowledge of the input for t ≥ t0 , completely determines the behavior
of the system for any time t.
Note: The concept of state is by no means limited to Physical systems
only. It is applicable to biological systems, economic systems, social
systems, etc.
State Variables:
The state variables of a dynamic system are the variables making up the
smallest set that determines the state of the dynamic system.

If at least n variables x1, x2, …… , xn are needed to completely describe

the behavior of a dynamic system then such n variables are a set of state
variables. This mean once the input is given for t ≥ t0 and the initial state
at t=t0 is specified, the future state of the system is completely determined,
State Vector:
A vector whose elements are the state variables.
If n state variables are needed to completely describe the behavior of a
given system, then these n state variables can be considered the n
components of a vector x. Such a vector is called a state vector.
A state vector is thus a vector that determines uniquely the system state
x(t) for any time t≥ t0, once the state at t=t0 is given and the input u(t) for t
≥ t0 is specified.

State Space:
The n-dimensional space whose coordinate axes consist of the x1 axis,
x2 axis, ….., xn axis, where x1, x2,…… , xn are state variables, is called a
state space.
"State space" refers to the space whose axes are the state variables.
The state of the system can be represented as a vector within that space
 • State-Space Analysis

In state-space analysis we are concerned with three types of

variables that are involved in the modeling of dynamic systems:
r number of input variables u(t), m number of output variables
y(t), and n number of state variables x(t)
 State-Space Equations
For assumed ,
r : number of inputs and
m : number of outputs and
N : state varriables will have two State Equations
As
A(t) is called the state matrix,
x (t )  A(t ) x(t )  B(t )u (t ) B(t) the input matrix,
y (t )  C(t ) x(t )  D(t )u (t ) C(t) the output matrix,
D(t) the direct transmission
matrix
 • State-Space Model Time domain

For assumed , r : number of inputs and

m : number of outputs and N state varriables
x (t )  A(t ) x(t )  B(t )u (t )
y (t )  C(t ) x(t )  D(t )u (t )
Size of each matrix
x(t ) : N  1 A (t ) : N  N B(t ) : N  r
y (t ) : m  1 C(t ) : m  N D(t ) : m  r
Consider 2nd order differential Equation: y(t )  a1 y (t )  a0 y(t )  b0u(t )
A second-order differential equation x1 (t ) & x2 (t ) such that
requires two state variables
x1 (t )  y(t ) x2 (t )  y (t )
We can reformulate the differential equation as a set of three equations

x1 (t )  x2 (t )
x2 (t )  a0 x1 (t )  a1 x2 (t )  b0u (t )
y (t )  x1 (t )
 x1 (t )   0 1   x1 (t )   0 
We can write these in matrix form as         u (t )
 x2 (t )  a0  a1   x2 (t ) b0 
 x1 (t ) 
y (t )  1 0 
 2 
x (t )

To get the original equation, differentiate the last equation two time
This can be extended to an Nth-order differential equation of this type:
N 1
y  N  (t )   ai y i  (t )  b0u (t )
i 0
The state variables are defined as

xi (t )  y (i 1) t , i  1, 2, ..., N
• The resulting state input output equations as:
x1 (t )  x2 (t )  0 1 0  0  0
x2 (t )  x3 (t )  0 0 1   0
   
 A       B
   
x N 1 (t )  xN (t )  0 0 0  1  0
N 1  a0  a1  a2   a N 1  b0 
x N (t )   ai xi 1 (t )  b0 v(t )
i 0 C  1 0 0  0 D0
y (t )  x1 (t )
Solution via the Laplace Transform
• State-Space Model Time domain

• State-Space Model S-domain

 Recall our state equations x (t )  Ax (t )  Bu (t )
y (t )  Cx(t )  Du (t )
Using the Laplace transform on the first equation
sX( s )  x(0)  AX ( s )  BU ( s )
sI  A X( s)  x(0)  BU ( s)
X( s )  sI  A  x(0)  sI  A  BU ( s )
1 1


L1 sI  A 
1
 e At
State Variables will be in exponent form

Using the Laplace transform on the output equation

y (t )  Cx(t )  Du (t )
Y( s )  CX ( s )  DU ( s )

 sI  A  x(0)  CsI  A  B  D U ( s )
1 1

For zero initial conditions Transfer function will be

Y( s)  H( s) X( s) where H( s)  CsI  A  B  D
1

 Application to RC and RLC Circuit

dy (t ) 1 1 d 2 y(t )  R  dy(t ) 1 1
 y (t )  v(t )     y (t )  v(t )
dt RC RC dt 2
 L  dt LC LC
 1 
A   a0     0 1   0 1 
 RC  A 
  
 a0  a1   1 / LC  R / L 
 1 
B  b0     C  1 D  0 0  0 
 RC  B  
b0  1 / LC 
 x1 (t )  1   x (t )  1  C  1 0 D  0
    RC  
1
   RC  v(t )
   
   
  x1 (t )   0 1   x1 (t )   0 
 x (t )  1 / LC  R / L   x (t )  1 / LC  v(t )

 x1 (t )  2    2   
y (t )  1  
   x (t ) 
y (t )  1 0 1 
 x2 (t )
 Discrete-Time Systems
• The discrete-time equivalents of the state equations are:
xn 1  Axn  Bun
yn  Cxn  Dun
• The process is completely analogous to CT systems, with one exception:
these equations are easy to implement and solve using difference equations 
n 1
xn  A x0   A n i 1Bui , n  1
n

i 0

• For example, note that if u[n] = 0 for n ≥ 0,

xn  A n x0
and An is the state-transition matrix for the discrete-time case.
• The output equation can be derived following the procedure for the CT case:
n 1
yn  CA

n
x 0 
 i 0  CA n i 1
Bui   Du[n], n  1
y zi [ n ]   
y zs [ n ]

• The impulse response is given by:

 D, n0
hn   n 1
CA B, n  1
Solutions Using the z-Transform
Just as we solved the CT equations with the Laplace transform, we
can solve the DT case with the z-transform

The discrete-time equivalents of the

state equations are
xn 1  Axn  Bun
Applying Z-Transform we get yn  Cxn  Dun
xn  1  Axn  Bun
zX( z )  zx[0]  AX ( z )  BU ( z )
X( z )   zI  A  zx[0]   zI  A  BU ( z )
1 1

yn  Cxn  Dun

Yzs ( z )
   

 
1


Y( z )  C zI  A  zx[0]  C zI  A  B  D U ( z )
1

H( z)
 Example:

Consider the discrete-time LTI system shown in Figure. Find the state
space representation of the system by choosing the outputs of unit-delay
elements 1 and 2 as state variables q1[n] and q2[n], respectively.
Determine, A state matrix, B the input matrix, C the output matrix, and
D the direct transmission matrix.
Determine System transfer function H(z) and H[n] (Home Work)
Solution

qn 1  Aqn  Bxn

yn  Cqn  Dxn

0 1 0 
A  , B    , C  2 3, D  1.
2 3 1
 Thank You
Best of Luck for exam!
Practice Problems
Solve all solved and unsolved problems of

Chapter :1, 2, 3, 4, 5, 6, and 7