EE-601: Linear System Theory

Prof. Bidyadhar Subudhi

School of Electrical Sciences
Indian Institute of Technology Goa
 Syllabus
• Review of matrix algebra
• State variable modelling of continuous and discrete
time systems
• Linearization of state equations, solution of state
equations of linear time-invariant and time varying
systems
• Controllability and observability of dynamical systems
• Minimal realization of linear systems and canonical
forms
• Lyapunov’s stability theory for linear dynamical
systems
• State Feedback controllers, Observer and Controller
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design
 Books
1. Chi-Tsong Chen : Linear System Theory and Design,
Oxford
2. Thomas Kailath : Linear Systems, Prentice-Hall
3. J. P. Hespanha : Linear Systems Theory, Princeton
University PressReference:
4. M. Gopal, Digital Control and State Variable Methods,
Tata McGraw-Hill
5. B.Friedland, Control System Design-An Introduction to
State-Space Methods, McGraw-Hill
6. S. Lang, Introduction to Linear Algebra, Springer-Verlag, 2/e,
1997

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 Prerequisites
• Exposure to linear algebra
• Exposure to differential equations
– control systems
– circuits & systems
– dynamics

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 Study of Systems
• Modelling
• Setting up mathematical equations
• Analysis
• Design

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 Study of Linear Systems?
Physical systems can be treated as
linear systems with finite dimension
at their operating points:
• Linear systems can be handled
by using powerful
mathematical tools;
• Linear systems in most cases
can faithfully describe the
behavior of the controlled
plants.
Linear system theory is the
cornerstone of modern control theory.
Applications arise in many areas,
• automatic control systems
• signal processing
• communications
• economics, finance
• circuit analysis, simulation,
design
• mechanical and civil
engineering
• aeronautics
• navigation, guidance
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Usefulness of Linear Dynamical System
• Depends on availability of computing
power, which is large & increasing
exponentially
• used for
– analysis & design
– implementation, embedded in real-time
systems

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Control System

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 Linear System
A system is called a linear system if for every 𝑡0 and any two state-
input-output pairs
𝑥 𝑡0
→ 𝑦𝑖 𝑡 , 𝑡 ≥ 𝑡0 , for 𝑖 = 1,2 …
𝑢𝑖 𝑡 , 𝑡 ≥ 𝑡0
𝑥1 𝑡0 + 𝑥2 𝑡0
→ 𝑦1 𝑡 + 𝑦2 𝑡 , 𝑡 ≥ 𝑡0 (additive)
𝑢1 𝑡 + 𝑢2 𝑡 , 𝑡 ≥ 𝑡0
𝛼𝑥1 𝑡0
→ 𝛼𝑦1 𝑡 , 𝑡 ≥ 𝑡0 (homogeneity)
𝛼𝑢1 𝑡 , 𝑡 ≥ 𝑡0
𝛼 :real constant
Both additive and homogeneity property can be combined
𝛼1 𝑥1 𝑡0 + 𝛼2 𝑥2 𝑡0
→ 𝛼1 𝑦1 𝑡 + 𝛼2 𝑦2 𝑡 , 𝑡 ≥ 𝑡0 (superposition
𝛼1 𝑢1 𝑡 + 𝛼2 𝑢2 𝑡 , 𝑡 ≥ 𝑡0
property)
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Linear system obeys superposition property.
 Linear functions and examples
• Linear equations
• consider system of linear equations

can be written in matrix form as y = Ax, where

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 Linear functions

i.e., superposition holds

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 Linear Dynamical System
Continuous-time linear dynamical system

where:

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Linear Dynamical System

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Linear Dynamical system

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Modelling

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 Discrete-time linear dynamical
system
• Discrete-time linear dynamical system

DT LDS is a 1st-order vector recursion

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 Nonlinear Dynamical Systems

Many dynamical systems are nonlinear, so why study linear

systems?
• most techniques for nonlinear systems are based on
linear methods
• methods for linear systems often work unreasonably
well, in practice, for non- linear systems
• if one does not understand linear dynamical systems you
certainly can't understand nonlinear dynamical systems

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 Steps for Analyzing Dynamical
Systems
Mathematical description of system:
Modelling
• Solving the model
• Exploring structural relations
• Controlling the systems

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 Designing a Controller
Step 1. Modeling
By taking a given input signal u(t) and Modeling
measuring the output response y(t)
describe the plant in the form of some
mathematical equations(mathematical
model of the plant)
Step 2. System Analysis based on
the Model System analysis
Qualitative analysis includes stability, (controllability, stability, etc.)
controllability and observability, etc.,
while the quantitative analysis needs
to compute the response with the help
of a computer
Step 3. Controller Design based on System design
the model
If the system cannot achieve the
(state feedback, observer, etc.)
asked performance, we have to design
a controller or change the control low.
Step 4. Implementation
Tuning of the controller to improve
performance by compensating for the
plant model uncertainties that are not Implementation
accounted for during the design 19
process.
Thank you

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