American University of Beirut

Department of Electrical and Computer

Engineering

EECE340 Signals and Systems

Lecture 4: CT- LTI Systems,

State Space Descriptions and Stability
Fadi Karameh
June 8, 2020
 State-space representation
of CT LTI systems
• Transfer function descriptions provide a way to
understand the relationship between the Output of
the system to the input.
• The relationship is a dynamical one: it depends on
history of the system.
• For LTI systems, this is represented as linear ODE

dny d n 1 y dy d mu du
an n
 an 1 n 1    a1  y (t )  bm m    b1  bo u (t )
dt dt dt dt dt
 dny d n 1 y dy d mu du
an n
 a n 1 n 1
   a1  y ( t )  bm m
   b1  bo u (t )
dt dt dt dt dt

• Solving an nth order ODE requires n initial conditions on

output (and possibly m on input)

• System dynamics are inherent: only initial conditions on

the internal state is needed.

• In linear Circuits internal states are:

– voltage in capacitor C
– current in inductor L
(~ memory elements)

(Sources, outputs can change,

without affecting the dynamics)
 What is `state’?
1 t
vc (t )   ic ( )d  vc (0)
C0
1 t
iL (t )   vl ( )d  iL (0)
L0

• The state of a dynamic system is the smallest set of

variables (called state variables) such that:
1) Knowing these variables at t = t0 (t0 =0 here)
2) Knowing the input to the system at t ≥ t0 :
→ We can completely determine the behavior of the
system at t ≥ t0.
• State variables need NOT be physically measurable or
observable quantities. It is however practical to chose
them as so.

• For a given system, the choice of the state variables need

not be unique, but their number is always the same for a
minimal representation of this system
 State space representation
• Starting with an nth order ODE:
dny d n 1 y dy d mu d m 1u du
an n
 a n 1 n 1
   a1  y ( t )  bm m
 bm 1 m 1
  b1  bo u (t )
dt dt dt dt dt dt

• State-space: n first order ODEs (in the state variables)

x1 (t )  a11 x1 (t )  a12 x2 (t )    a1n xn (t )  b11u(t )

x 2 (t )  a21 x1 (t )  a22 x2 (t )    a2 n xn (t )  b22u (t ) State equations

x n (t )  an1 x1 (t )  an 2 x2 (t )    ann xn (t )  bnn u (t )

y (t )  c1 x1 (t )  c2 x2 (t )    cn xn (t )  du(t ) output equation

EECE340 © Fadi Karameh

 x1 (t )  a11 x1 (t )  a12 x2 (t )    a1n xn (t )  b11u(t )

x 2 (t )  a21 x1 (t )  a22 x2 (t )    a2 n xn (t )  b22u (t )


x n (t )  an1 x1 (t )  an 2 x2 (t )    ann xn (t )  bnn u (t )
y (t )  c1 x1 (t )  c2 x2 (t )    cn xn (t )  du(t )

• In matrix form:  a11 a12  a1n   b11 

a b 
a22  a2 n  B  22 
A   21   
x (t )  Ax (t )  Bu(t )      
   
y (t )  Cx(t)  Du(t )  an1 an 2  ann  bnn 

C  c1 c2  cn  D  d 

• Allows for multiple inputs, multiple outputs (MIMO)

rinputs, q outputs :
A:nn B:nr C: qn D: qr EECE340 © Fadi Karameh
 Why state space?
• Faster numerical solutions (linear algebra)
• Allow for multiple-inputs, multiple-outputs
• Allow for better control of output behavior (in
the time-domain).
• Can be extended to nonlinear systems.

EECE340 © Fadi Karameh

Writing s-s representations for circuits:

(states: current in L, voltage in C)

1. Replace Capacitors 𝐶𝑘 by voltage source 𝑉𝑘
2. Replace inductor 𝐿𝑚 by current source 𝐼𝑚
3. Find 𝐼𝑘 and 𝑉𝑚
𝑑𝑉𝑘 𝑑𝐼𝑚
4. Replace 𝐼𝑘 = 𝐶𝑘 , 𝑉𝑚 = 𝐿𝑚
𝑑𝑡 𝑑𝑡

EECE340 © Fadi Karameh

1. replace Capacitors 𝐶𝑘 by voltage source 𝑉𝑘
2. replace inductor 𝐿𝑚 by current source 𝐼𝑚 (steps 1,2)
3. Find 𝐼𝑘 and 𝑉𝑚
𝑑𝑉𝑘 𝑑𝐼𝑚
4. Replace 𝐼𝑘 = 𝐶𝑘 , 𝑉𝑚 = 𝐿𝑚  iC
𝑑𝑡 𝑑𝑡
iL
(step 3)
vc
is (t )
 
iC  is   iL vC vL
R  
v L  vC R
(step 4)

dvC vc
c  is   iL dvC

vc 1 1
 i L  is
dt R dt RC C C
diL
L  vc diL 1
dt  vc
dt L
EECE340 © Fadi Karameh
 dvC vc 1 1
  i L  is
dt RC C C
diL 1
 vc
dt L

In matrix form:
 dvC   1 1
 dt   RC    C
v  1 
 i    C  is
C
 di  1 
 L   0   L   0 
 dt   L 
 vC 
y  0 1   [0]is
 iL 
EECE340 © Fadi Karameh
 A State-Space Representation for
general CT LTI systems
dny d n 1 y dy d mu d m 1u du
n
 a n 1 n 1
   a1  a o y ( t )  bm m
 bm 1 m 1
  b1  bo u (t )
dt dt dt dt dt dt

• Take highest derivative of output to one side

• Apply a number of integrators that eliminates all
derivative terms
• Draw a block diagram and assign the states

EECE340 © Fadi Karameh

 Example:

d 3 y (t ) d 2 y (t ) dy (t ) d 2 r (t )
3
5 2
6  10 y (t )  3 2
 r (t )
dt dt dt dt

d 3 y (t ) d 2 y (t ) dy (t ) d 2 r (t )
3
 5 2
6  10 y (t )  3 2
 r (t )
dt dt dt dt

apply 
y (t )  5 y (t )dt  6  y (t )dt  10  y (t )dt  3 r (t )dt   r (t )dt

EECE340 © Fadi Karameh

y (t )  5 y (t )dt  6  y (t )dt  10  y (t )dt  3 r (t )dt   r (t )dt

r (t ) 3 
 y (t )

     


 

5

6

10 EECE340 © Fadi Karameh

  1
1

 2 2
3 3

1  51  2  3r
2  61  3
 y  
3  101  r
1
EECE340 © Fadi Karameh
1  51  2  3r
2  61  3
3  101  r

y  1
• In Matrix form:  1    5 1 0  1   3
       
2     6 0 1 2   0 r
 3    10 0 0  3  1
  
 1 
y  1 0 0 2   [0]r
 3  EECE340 © Fadi Karameh
 From State Space to Transfer Functions
(Single Input, Single Output Systems)
x1 (t )  a11x1 (t )  a12 x2 (t )    a1n xn (t )  b11u(t )
x 2 (t )  a21 x1 (t )  a22 x2 (t )    a2 n xn (t )  b22u (t )

x (t )  Ax (t )  Bu(t )
x n (t )  an1 x1 (t )  an 2 x2 (t )    ann xn (t )  bnn u (t ) y (t )  Cx(t)  Du(t )

y(t )  c1 x1 (t )  c2 x2 (t )    cn xn (t )  du(t )

sX 1 ( s )  x1 (0)  a11 X 1 ( s )  a12 X 2 ( s )    a1n X n ( s )  b11U ( s )

sX 2 ( s )  x2 (0)  a21 X 1 ( s )  a22 X 2 ( s )    a2 n X n ( s )  b22U ( s )

Y ( s )  c1 X 1 ( s )  c2 X 2 ( s )    cn X n ( s )  dU ( s )

sX ( s )  x(0)  AX ( s )  BU( s )
EECE340 © Fadi Karameh
Y( s )  CX( s )  DU( s )
sX ( s )  x(0)  AX ( s )  BU( s ) (1)
Y( s )  CX( s )  DU( s ) (2)

sX ( s )  AX ( s )  BU( s )  x(0)
sI  A  X ( s )  BU( s )  x(0)

X ( s )  sI  A 1 BU( s )  sI  A 1 x(0)

Substitute to (2)
Y( s )  CsI  A 1 BU( s )  CsI  A 1 x(0)  DU( s )

 
Y( s )  CsI  A 1 B  D U( s )  CsI  A 1 x (0)
    
ZSR ZIR
SISO:

H ( s )  CsI  A 1 B  d  EECE340 © Fadi Karameh
 
H ( s )  CsI  A  1
Bd num( s )
den ( s )
1 input, 1 output  :
A:nn B : n 1 C : 1 n d : 11

adj sI  A 
sI  A 
1

det sI  A   den (s )

det I  A   0   eigen value

=> the roots of den(s) are the eigenvalues of the matrix

A…

EECE340 © Fadi Karameh