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Linear State Space Models
Linear State Space Models
Linear State Space Models
= T
1
AT B
= T
1
B C
= CT D
= D
Goodwin, Graebe, Salgado
= T
1
AT
= diag(
1
,
2
, . . .
n
)
Goodwin, Graebe, Salgado
i
(tt
o
)
x
o
+
t
t
o
e
i
(t)
b
i
u()d
Goodwin, Graebe, Salgado
4 1 1
0 3 1
1 1 3
; B =
1
1
0
; C =
1 1 0
D = 0
T =
5 0 0
0 3 0
0 0 2
; B =
0.0
1.414
0.0
;
C =
0.5345 1.4142 0.7071
D = 0
Goodwin, Graebe, Salgado
i=1
b
i1
V
i
(s) where V
i
(s) =
s
i1
A(s)
U(s)
v
i
(t) = L
1
[V (s)] =
dv
i1
(t)
dt
for i = 1, 2, . . . , n
Goodwin, Graebe, Salgado
0 1 0 0 0
0 0 1 0 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
0
a
1
a
2
a
n2
a
n1
; B =
0
0
.
.
.
0
1
C =
b
0
b
1
b
2
b
n1
D = 0
Goodwin, Graebe, Salgado
x[k] +B
u[k]
y[k] = C
x[k] +D
u[k]
Goodwin, Graebe, Salgado
x[k] +B
u[k]
y[k] = C
x[k] +D
u[k]
c
[A, B]
=
B AB A
2
B . . . A
n1
B
3 1
2 0
; B =
1
1
c
[A, B] = [B, AB] =
1 4
1 2
1 1
2 0
; B =
1
1
c
[A, B] = [B, AB] =
1 2
1 2
A
c
A
12
0 A
nc
; B =
B
c
0
c
A ) ,
c c
B A (
Goodwin, Graebe, Salgado
x
c
[k]
x
nc
[k]
A
c
A
12
0 A
nc
x
c
[k]
x
nc
[k]
B
c
0
u[k]
y[k] =
C
c
C
nc
x
c
[k]
x
nc
[k]
+Du[k]
Goodwin, Graebe, Salgado
n-1
+ +
1
+
0
= det(I - A) is the
characteristic polynomial of A.
Proof: See the book.
A
0 0 . . . 0
0
1 0 . . . 0
1
0 1 . . . 0
2
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 . . . 1
n1
1
0
0
.
.
.
0
n-1
+ +
1
+
0
= det(I - A) is the
characteristic polynomial of A.
Proof: See the book.
A
n1
n2
. . .
1
0
1 0 . . . 0 0
0 1 . . . 0 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 . . . 1 0
1
0
0
.
.
.
0
x[k] +B
u[k]
y[k] = C
x[k] +D
u[k]
Goodwin, Graebe, Salgado
x[k] +B
u[k]
y[k] = C
x[k] +D
u[k]
o
[A, C]
=
C
CA
.
.
.
CA
n1
0
[A, C], has full column rank n.
Proof: See the book.
Goodwin, Graebe, Salgado
3 2
1 0
; B =
1
0
; C =
1 1
o
[A, C] =
C
CA
1 1
4 2
1 2
1 0
; B =
1
0
; C =
1 1
o
[A, C] =
1 1
2 2
A
o
0
A
21
A
no
C =
C
o
0
0
A )
0 0
A C (
Goodwin, Graebe, Salgado
x
o
[k]
x
no
[k]
A
o
0
A
21
A
n0
x
o
[k]
x
no
[k]
B
o
B
no
u[k]
y[k] =
C
o
0
x
o
[k]
x
no
[k]
+Du[k]
Goodwin, Graebe, Salgado
x[k] +B
u[k]
y[k] = C
x[k] +D
u[k]
Goodwin, Graebe, Salgado
[k] =
n1
1
.
.
.
.
.
.
.
.
. 1
0
0 0
[k] +
b
n1
.
.
.
.
.
.
b
0
u[k]
y[k] =
1 0 . . . 0
[k] +Du[k]
Goodwin, Graebe, Salgado
A
co
0 A
13
0
A
21
A
22
A
23
A
24
0 0 A
33
0
0 0 A
34
A
44
; B =
B
1
B
2
0
0
; C =
C
1
0 C
2
0
A
co
0
A
21
A
22
B
1
B
2
C
1
0
A
co
A
13
0 A
33
B
1
0
C
1
C
2
D C
B A
+ =
+ =
Goodwin, Graebe, Salgado
).
State space models faciclitate the study of certain system
properties that are paramount in the solution to the control-
design problem. These properties relate to the following
questions:
N By proper choice of the input u, can we steer the system state to a
desired state (point value)? (controllability)
N If some states are uncontrollable, will these states generate a time-
decaying component? (stabilizability)
N If one knows the input, u(t), for t t
0
, can we infer the state at time t = t
0
by measuring the system output, y(t), for t t
0
? (observability)
N If some of the states are unobservable, do these states generate a time-
decaying signal? (detectability)
Goodwin, Graebe, Salgado