KON 509E: Design of Discrete Control Systems

Discrete-Time Internal Stability / Models / z-Transform

Assist. Prof. Dr. İlker Üstoğlu

 Uniform Stability

Internal stability deals with boundedness properties and asymptotic behavior (as 𝑘 → ∞ ) of
solutions of the zero-input linear state equation

(1) 𝑥 𝑘 + 1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0

The first notion involves boundedness of solutions of (1):

Definition:
The discrete-time linear state equation (1) is called uniformly stable if there exists a finite positive
constant 𝜸 such that for any 𝑘0 and 𝑥0 the corresponding solution satisfies

𝑥(𝑘) ≤ 𝛾 𝑥0 , 𝑘 ≥ 𝑘0. (vector norm)

𝑘 = 𝑘0 shows that the constant 𝜸 must satisfy 𝜸 ≥ 1.

Slide 2
 Uniform Stability

𝑥1 𝑘0
𝑥3 𝑘
𝒙0 = 𝒙 𝑘0 = 𝑥2 𝑘0
𝑥3 𝑘0
𝒙 𝑘0 + 2
𝑥2 𝑘

𝑥1 𝑘 𝒙 𝑘0 + 1

The adjective uniform in the definition refers precisely to the fact that 𝜸 must not depend on the
choice of initial time.

Slide 3
Uniform Stability

The linear state equation (1) is uniformly stable iff there exists a positive constant 𝜸 such that

‖Φ(𝑘, 𝑗)‖ ≤ 𝜸 (induced norm)

for all 𝑘, 𝑗 such that 𝑘 ≥ 𝑗.

Slide 4
 Uniform Exponential Stability

Next we consider a stability property for (1) that addresses both boundedness of solutions and
asymptotic behavior of solutions.

It implies uniform stability, and imposes an additional requirement that all solutions approach zero
exponentially as 𝑘 → ∞.

(1) 𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0

Definition:
The linear state equation (1) is called uniformly exponentially stable if there exists a finite positive
constant 𝜸 and a constant 0 ≤ 𝝀 < 1 such that for any 𝑘0 and 𝑥0 the corresponding solution satisfies

𝑥(𝑘) ≤ 𝜸 𝝀𝑘−𝑘0 𝑥0 , 𝑘 ≥ 𝑘0.

Slide 5
Uniform Exponential Stability

𝜸 is no less than unity, and the adjective uniform refers to the fact that 𝜸 and 𝝀 are independent of 𝑘0.

The property of uniform exponential stability can be expressed in terms of an exponential bound on
the transition matrix norm:
Slide 6
 Uniform Exponential Stability

(1) 𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0

Theorem:
The linear state equation (1) is uniformly exponentially stable iff (if and only if) there exists a finite
positive constant 𝜸 and a constant 0 ≤ 𝝀 < 1 such that

‖Φ(𝑘, 𝑗)‖ ≤ 𝜸 𝝀𝑘−𝑗

for all 𝑘, 𝑗 such that 𝑘 ≥ 𝑗.

Slide 7
 Uniform Exponential Stability

(1) 𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0

Proof:
First suppose 𝜸 > 0 and 0 ≤ 𝝀 < 1 such that ‖Φ(𝑘, 𝑗)‖ ≤ 𝜸 𝝀𝑘−𝑗 holds for all 𝑘, 𝑗 such that 𝑘 ≥ 𝑗.
Then for any 𝑘0 and 𝑥0 the solution of (1) satisfies

𝑥(𝑘) = ‖Φ 𝑘, 𝑘0 𝑥0‖ ≤ ‖Φ 𝑘, 𝑘0 ‖ ‖𝑥0‖ ≤ 𝜸 𝝀𝑘−𝑘0 𝑥0 , 𝑘 ≥ 𝑘0

and uniform exponential stability is established. For the reverse implication suppose that the state
equation (1) is uniformly exponentially stable. Then there is a finite 𝜸 > 0 and 0 ≤ 𝝀 < 1 such that
for any 𝑘0 and 𝑥0 the corresponding solution satisfies 𝑥(𝑘) ≤ 𝜸 𝝀𝑘−𝑘0 𝑥0 , 𝑘 ≥ 𝑘0.

Slide 8
 Uniform Exponential Stability

(1) 𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0

Proof:
For the reverse implication suppose that the state equation (1) is uniformly exponentially stable.
Then there is a finite 𝜸 > 0 and 0 ≤ 𝝀 < 1 such that for any 𝑘0 and 𝑥0 the corresponding solution
satisfies 𝑥(𝑘) ≤ 𝜸 𝝀𝑘−𝑘0 𝑥0 , 𝑘 ≥ 𝑘0. Given any 𝑘0 and 𝑘𝑎 ≥ 𝑘0, let 𝑥𝑎 be such that ‖𝑥𝑎 ‖ = 1,
‖Φ 𝑘𝑎 ,𝑘0 𝑥𝑎 ‖ =‖Φ 𝑘𝑎 , 𝑘0 ‖. (Such an 𝑥𝑎 exists by definition of the induced norm.)

Then the initial state 𝑥 𝑘0 = 𝑥𝑎 yields a solution of (1) that at time 𝑘𝑎 satisfies

𝑥(𝑘𝑎 ) = ‖Φ 𝑘𝑎, 𝑘0 𝑥𝑎‖ ≤ ‖Φ 𝑘𝑎, 𝑘0 ‖ ≤ 𝜸 𝝀𝑘𝑎−𝑘0 𝑥𝑎

Since ‖𝑥𝑎 ‖ = 1, this shows that ‖Φ 𝑘𝑎 ,𝑘0 ‖ ≤ 𝜸 𝝀𝑘𝑎−𝑘0. Because such an 𝑥𝑎 can be selected for any
𝑘0 and 𝑘𝑎 ≥ 𝑘0. The proof is complete.
Slide 9
 Uniform Exponential Stability

(1) 𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0

Theorem:
The linear state equation (1) is uniformly exponentially stable iff there exists a finite positive
constant 𝜷 such that
𝑘
‖Φ(𝑘, 𝑖)‖ ≤ 𝜷
𝑖=𝑗+1

for all 𝑘, 𝑗 such that 𝑘 ≥ 𝑗 + 1.

Slide 10
 Uniform Exponential Stability

(1) 𝑥 𝑘+1 = 𝐴 𝑘 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0

Proof:
If the state equation (1) is uniformly exponentially stable then there exist finite 𝜸 > 0 and 0 ≤ 𝝀 < 1
such that ‖Φ(𝑘, 𝑖)‖ ≤ 𝜸 𝝀𝑘−𝑖 for all 𝑘, 𝑖 such that 𝑘 ≥ 𝑖.

𝑘 𝑘 𝑘−𝑗−1 ∞
1
‖Φ(𝑘, 𝑖)‖ ≤ 𝜸 𝝀𝑘−𝑖 = 𝜸 𝝀𝑞 ≤ 𝜸 𝝀𝑞 ≤ 𝜸 =𝜷
1−𝝀
𝑖=𝑗+1 𝑖=𝑗+1 𝑞=0 𝑞=0

for all 𝑘, 𝑗 such that 𝑘 ≥ 𝑗 + 1.

𝛾
𝛽= Slide 11
1−𝜆
Uniform Exponential Stability

Proof:

𝑘
Conversely suppose 𝑖=𝑗+1 ‖Φ(𝑘, 𝑖)‖ ≤ 𝛽 holds for all 𝑘, 𝑗 such that 𝑘 ≥ 𝑗 + 1.

𝑘 𝑘

Φ 𝑘, 𝑗 = 𝐼 + {Φ 𝑘, 𝑖 − 1 − Φ 𝑘, 𝑖 } = 𝐼 + {Φ 𝑘, 𝑖 𝐴(𝑖 − 1) − Φ 𝑘, 𝑖 }
𝑖=𝑗+1 𝑖=𝑗+1

{telescoping sum}

{see Rugh, Linear System Theory, 2nd Ed. pg. 426, 22.8 Theorem}

‖Φ(𝑘, 𝑗)‖ ≤ 𝜸 𝝀𝑘−𝑗

Slide 12
Uniform Exponential Stability

For time-invariant linear state equations, where 𝐴 𝑘 = 𝐴 and Φ 𝑘, 𝑗 = 𝐴𝑘−𝑗 , a summation-variable

change in 𝑘𝑖=𝑗+1 ‖Φ(𝑘, 𝑖)‖ ≤ 𝛽 shows that uniform exponential stability is equavalent to existence
of a finite 𝛽 such that ∞
𝑘=0 ‖𝐴 ‖ ≤ 𝛽.
𝑘

The adjective 'uniform' is useless in the time-invariant case, and we drop it in clear contexts. Though
exponential stability usually is called asymptotic stability when discussing time-invariant linear
state equations, we keep the term exponential stability.

A linear state equation (1) with constant 𝐴 𝑘 = 𝐴 is exponentially stable if and only if all
eigenvalues of A have magnitude strictly less than unity.

Slide 13
Uniform Exponential Stability

lim 𝐴𝑘 = 0 is a necessary and sufficient condition for uniform exponential stability in the time-
𝑘→∞
invariant case.

The analogous statement for time-varying linear state equations is not true.

Slide 14
Example

𝑓 𝑘+1 For any 𝑘0, lim𝑘→∞ Φ 𝑘, 𝑘0 = 0.

𝑥 𝑘+1 = 𝑥 𝑘 , 𝑥 𝑘0 = 𝑥0
𝑓 𝑘
However with 𝑘0 = 1 suppose there exist 𝜸 > 0
𝑓 𝑘 and 0 ≤ 𝝀 < 1 such that
Φ 𝑘, 𝑗 =
𝑓 𝑗
1
≤𝜸 𝝀𝑘−1, 𝑘 ≥ 1
𝑘

1 𝑘≤0 1
This implies ≤ 𝑘 𝝀𝑘−1, 𝑘 ≥ 1
𝑓 𝑘 = 1 𝜸
𝑘>0
𝑘
Which is a contradiction since 0 ≤ 𝝀 < 1.
𝑘0 Thus the state equation is not uniformly
𝑘 ≥ 𝑘0 > 0
𝑘 exponentially stable.
Φ 𝑘, 𝑘0 = 1
𝑘 ≥ 0 > 𝑘0
𝑘
1 0 > 𝑘 ≥ 𝑘0 Slide 15
Finite-time Asymptotic Stability

Case: 𝐴(𝑘) is a constant, Nilpotent matrix …

The response to every initial state is zero after a finite number of time steps!

Finite-time asymptotic stability does not occur in continuous-time linear state equations.

Slide 16
Uniform Asymptotic Stability

Definition
The linear state equation (1) is called uniformly asymptotically stable if it is uniformly stable, and if
given any positive constant 𝜹 there exists a positive integer 𝐾 such that for any 𝑘0 and 𝑥0, the
corresponding solution satisfies ‖𝑥(𝑘)‖ ≤ 𝜹 ‖𝑥0‖ , 𝑘 ≥ 𝑘0 + 𝐾.

Note that the elapsed time 𝐾 until the solution satisfies the bound {‖𝑥(𝑘)‖ ≤ 𝜹 ‖𝑥0‖ } must be
independent of the initial time

Slide 17
Uniform Asymptotic Stability

Theorem

The linear state equation (1) is uniformly asymptotically stable iff it is uniformly exponentially stable.

Proof

Suppose that the state equation is uniformly exponentially stable, that is, there exist finite positive 𝜸
and 0 ≤ 𝝀 < 1 such that ‖Φ(𝑘, 𝑗)‖ ≤ 𝜸 𝝀𝑘−𝑗 for all 𝑘, 𝑗 whenever 𝑘 ≥ 𝑗. Then the state equation clearly
is uniformly stable. To show it is uniformly asymptotically stable, for a given 𝜹 > 0 select a positive
integer 𝐾 such that 𝝀𝐾 ≤ 𝜹/𝜸. Then for any 𝑘0 and 𝑥0 and 𝑘 ≥ 𝑘0 + 𝐾.

‖𝑥(𝑘)‖ = ‖Φ(𝑘, 𝑘0 )𝑥0‖ ≤ ‖Φ(𝑘, 𝑘0 )‖ ‖𝑥0‖ ≤ 𝜸 𝝀𝑘−𝑘0 ‖𝑥0 ‖ ≤ 𝜸 𝝀𝐾 ‖𝑥0 ‖ ≤ 𝜹‖𝑥0 ‖, 𝑘 ≥ 𝑘0 + 𝐾.

This demonstrates uniform asymptotic stability.

Slide 18
Uniform Asymptotic Stability

Proof

Conversely suppose the state equation is uniformly asymptotically stable.

{see Rugh, Linear System Theory, 2nd Ed. pg. 431, 22.14 Theorem}

Slide 19
An Overview of Control Systems
• Closed-Loop Control Systems utilizes feedback to compare the actual output to the desired
output response.

Slide 20
An Overview of Control Systems
• Closed-Loop Control Systems utilizes feedback to compare the actual output to the desired
output response.

Slide 21
An Overview of Control Systems
• Analysis and Design Objectives
• Transient Response
• Steady-State Response
• Sensitivity to parameter changes
• Stability
• Disturbance Rejection

How??
• Choosing sensors and actuators
• Developing models!
• Designing the Controller!

Slide 22
An Overview of Discrete Control Systems
• What is a Continuous Control System?

Slide 23
An Overview of Discrete Control Systems
• What is a Digital/Sampled Control System?

Slide 24
An Overview of Discrete Control Systems
• Different types of signals
• Continuous-time signal
• Discrete-time signal
• Amplitude-quantized discrete-time signal
• Amplitude-quantized continuous-time signal
• (New) Elements / Components
• Sampler
• Analog-to-Digital (A/D) Converter
• Latch
• Digital-to-Analog (D/A) Converter
• Digital Control Device
• Difference Equation
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
•
𝑦 𝑘 = 𝐶𝑥 𝑘 + 𝐷𝑢(𝑘)
Slide 25
Different types of signals
• Continuous-time signal
• Time: 𝑡 ∈ [0, +∞)
• The signal ranges between a lower bound (𝑓min) and an upper bound (𝑓max):
𝑓 ∈ 𝑓min, 𝑓max
𝑓(𝑡) = 0 when t < 0.

Slide 26
Different types of signals
• Discrete-time signal
• Time: 𝑡 ∈ {0, 𝑇, 2𝑇, … 𝑘𝑇, … + ∞}
• The signal ranges between a lower bound (𝑓min) and an upper bound (𝑓max):
𝑓 ∈ 𝑓min, 𝑓max

Slide 27
Different types of signals
• Discrete-time signal
• Time: 𝑡 ∈ {0, 𝑇, 2𝑇, … 𝑘𝑇, … + ∞}
• The signal ranges between a lower bound (𝑓min) and an upper bound (𝑓max):
𝑓 ∈ 𝑓min, 𝑓max

Slide 28
Different types of signals
• Amplitude Quantized Discrete-time signal
• Quantization Level for N-bit Resolution :
𝑓𝑚𝑎𝑥 − 𝑓𝑚𝑖𝑛
∆𝑓 =
2𝑁
• Quantized Signal
𝑓 𝑡
∆𝑓 ∙ 𝑓𝑙𝑜𝑜𝑟 𝑡 ∈ {0,𝑇, … }
𝑓∗ = ∆𝑓
0 𝑒𝑙𝑠𝑒

Slide 29
Different types of signals
• Quantized Continuous-time signal
• The signal 𝑓 reside at the quantized levels during the sampling time 𝑇

Slide 30
(New) Elements / Components
• Sampler
• Samples a continuous-time signal at sampling instances.
• Converts an continuous-time signal into a discrete-time one.
• Issue
• Setting Sampling Time 𝑇
• Perfect Sampling!

Slide 31
(New) Elements / Components
• A/D Converter
• It converts a voltage level into a binary number representation at a particular instant of time.
• Issue
• Resolution ( N- bit)
• Unipolar (0 −> 5𝑉) or Bipolar (−5𝑉 −> 5𝑉)
• Finite word length & Conversion time !

Slide 32
(New) Elements / Components
• Sampler and A/D Converter
• Practical implementation
• Issue
• Setting Sampling Time 𝑇
• Resolution ( N- bit) & Conversion time !
• Unipolar (0 −> 5𝑉) or Bipolar (−5𝑉 −> 5𝑉)

Slide 33
(New) Elements / Components
• Latch / Hold
• Latch holds a binary number during one sampling period.
• D/A Converter
• Converts digital signal to quantized continuous signal
• Range: Range: Unipolar/ Bipolar
• Resolution & Conversion Time
• Latch and DAC / Sample and Hold
• Practical implementation

Slide 34
(New) Elements / Components
• Digital Control Device
• PC with DAQ, Microcontroller, PLC, etc…
• Control Algorithm
• Pseudo code of a P controller
1. Fetch sensor value b(k)
2. Fetch (or generate) command r(k)
3. Compute error e(k) = r(k) - b(k)
4. Calculate compensation m(k)=e(k)*K
5. Output m(k)
6. Wait till end of sampling time (𝑇)
7. Go to Step 1
• Repeat it every sampling time 𝑇
• Interrupts

Slide 35
Errors in Digital Control Systems
• We have to take these ones in account in the design!

Slide 36
Roadmap: Discrete Controller Design
• There are two possible approaches to design a discrete controller
• Emulation based Design
• Design a continuous-time controller:
• s domain representation
• State space representation
• Discretize the continuous controller
• This approach relies on mapping techniques
• Assumes high sampling rates (small T!)
• Might not be practical for many applications.
• Direct Design
• Represent the plant with discrete-time model
• Use discrete-time controller design techniques
• z domain representation
• State space representation

Slide 37
Discrete-time Models - Introduction
• Discrete-time models describe relationships between sampled variables
𝑥(𝑘𝑇), 𝑢(𝑘𝑇), 𝑦(𝑘𝑇),𝑘 = 0, 1, . . .
• A discrete-time signal can either represent the sampling of a continuous-time signal, or be
an intrinsically discrete signal
• Discrete-time signals are at the basis of digital controllers

Slide 38
Difference Equation vs Differential Equation
• A difference equation expresses the change in some variable as a result of a finite change
in another variable.
• A differential equation expresses the change in some variable as a result of an
infinitesimal change in another variable.
• Example: Mass-spring-damper-system:

• Differential Equation
1 𝐷 𝐾
𝑦 𝑡 = 𝐹 𝑡 − 𝑦 𝑡 + 𝑦(𝑡)
𝑚 𝑚 𝑚
• Difference Equation
1 𝐷 𝐾
𝑦 𝑘 + 2 = 𝐹 𝑘 − 𝑦 𝑘 + 1 + 𝑦 𝑘 ,𝑘 = 0,1,2…
𝑚 𝑚 𝑚

Slide 39
Difference Equation vs Differential Equation
• Example-1
𝑦 𝑘 + 2 + 0.8𝑦 𝑘 + 1 + 0.07𝑦 𝑘 = 𝑢 𝑘

Linear time invariant 2nd order difference equation.

• Example-2
𝑦 𝑘 + 1 = −0.1𝑦2 𝑘 + 𝑢(𝑘)
Nonlinear time invariant 1st order difference equation .

• In this course, we focus on only LTI difference equations

• For nonlinear ones, you can linearize the system around an operating point.

Slide 40
Difference Equations
• For the sake of simplicity, let us handle a first order difference equation (autonomous
system)
𝑥 𝑘 + 1 = 𝑎𝑥(𝑘)
𝑥 0 = 𝑥0
• The solution can be easily found as 𝑥 𝑘 = 𝑎 𝑘 𝑥0
• Remember your Calculus courses (Converging series)

Slide 41
Difference Equations
• Let us handle a first order difference equation (non-autonomous system)
𝑥 𝑘 + 1 = 𝑎𝑥 𝑘 + 𝑏𝑢(𝑘)
𝑥 0 = 𝑥0
• The solution can be easily found as
𝑘−1

𝑥 𝑘 = 𝑎 𝑘 𝑥0 + 𝑎 𝑖 𝑏𝑢(𝑘 − 1 − 𝑖)
𝑖=0
• The response can grouped into two parts
• Natural response depends on the initial conditions: 𝑎 𝑘 𝑥0
• Forced response depends on the input signal: 𝑘−1 𝑖
𝑖=0 𝑎 𝑏𝑢(𝑘 − 1 − 𝑖)

Slide 42
Difference Equations
• Now consider 𝑛 first order difference equations
𝑥1 (𝑘 + 1) = 𝑎11 𝑥1 (𝑘) + ⋯ + 𝑎1𝑛 𝑥𝑛 (𝑘) + 𝑏1 𝑢(𝑘)
𝑥2 (𝑘 + 1) = 𝑎21 𝑥1 (𝑘) + ⋯ + 𝑎2𝑛 𝑥𝑛(𝑘) + 𝑏2 𝑢(𝑘)
⋮
𝑥𝑛 (𝑘 + 1) = 𝑎𝑛1 𝑥1 (𝑘) + ⋯ + 𝑎𝑛𝑛 𝑥𝑛(𝑘) + 𝑏𝑛 𝑢(𝑘)
𝑥1 (0) = 𝑥10 , … 𝑥𝑛 (0) = 𝑥𝑛0
• In a compact form:
𝑥 𝑘 + 1 = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
𝑥(0) = 𝑥0
• The solution is now:
𝑘−1

𝑥 𝑘 = 𝐴𝑘 𝑥0 + 𝐴𝑖 𝐵𝑢(𝑘 − 1 − 𝑖)
𝑖=0

Slide 43
State Space Models
• Consider the nth-order difference equation forced by u
𝑎𝑛 𝑦 𝑘 − 𝑛 + 𝑎𝑛−1𝑦 𝑘 − 𝑛 + 1 + ⋯ + 𝑎1 𝑦 𝑘 − 1 + 𝑎0 𝑦 𝑘
= 𝑏𝑛 𝑢 𝑘 − 𝑛 + 𝑏𝑛−1 𝑢 𝑘 − 𝑛 + 1 + ⋯ + 𝑏1 𝑢 𝑘 − 1 + 𝑏0 𝑢 𝑘
𝑎0 = 1 for normalization
• Equivalent linear discrete-time system in canonical state matrix form

• Like in continuous state space models, this is just one realization.

Slide 44
State Space Models
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
𝑦(𝑘) = 𝐶𝑥(𝑘) + 𝐷𝑢(𝑘)
𝑥(0) = 𝑥0
• Given the initial condition 𝑥(0) and the input sequence 𝑢(𝑘), is possible to predict the
entire sequence of states 𝑥(𝑘) and outputs 𝑦(𝑘)
• The dimension n of the state 𝑥(𝑘) is called the order of the system
• The system is called proper (or strictly causal) if 𝐷 = 0
• General multivariable case:

Slide 45
State Space Models: Stability
• Since the natural response of 𝑥(𝑘 + 1) = 𝐴 𝑥(𝑘) + 𝐵 𝑢(𝑘) is 𝑥(𝑘) = 𝐴𝑘 𝑥0 the stability
properties depend only on A.
• Let (𝜆1 , … , 𝜆2 ,𝑚 ≤ 𝑛) be the eigenvalues of 𝐴 ∈ 𝑹𝑛×𝑛. The system is
• asymptotically stable iff ( 𝜆𝑖 < 1, ∀𝑖 = 1, … , 𝑚)
• marginally stable 𝑖𝑓 ( 𝜆𝑖 ≤ 1, ∀𝑖 = 1, … , 𝑚, ) and the eigenvalues with unit modulus
𝜆𝑖 = 1 have equal algebraic and geometric multiplicity
• unstable if ∃𝑖 such that 𝜆𝑖 > 1

• Remark
• Algebraic multiplicity of 𝜆𝒊 is the number of coincident roots 𝜆𝒊 =of det 𝜆𝐼 − 𝐴 ).
• Geometric multiplicity of 𝜆𝒊 is the number of linearly independent eigenvectors 𝑣𝑖
𝐴 𝑣𝑖 = 𝜆𝒊 𝑣𝑖

Slide 46
State Space Models: Stability
• The natural response is 𝑥 𝑘 = 𝐴𝑘 𝑥0
• If matrix A is diagonalizable 𝐴 = 𝑇Λ𝑇−1
𝜆1 0 … 0 𝜆𝑘1 0 ⋯ 0
0 𝜆2 … 0 0 𝜆𝑘2 ⋯ 0 𝑇 −1
Λ= ⇒ 𝐴𝑘 = 𝑇
⋮ ⋮ ⋱ ⋮ ⋮ ⋮ ⋱ ⋮
0 0 … 𝜆𝑛 0 0 ⋯ 𝜆𝑘𝑛
• A is always diagonalizable if algebraic multiplicity = geometric multiplicity
• If A is not diagonalizable, it can be transformed to Jordan form. In this case the natural
response 𝑥(𝑘) contains modes 𝑘 𝑗 𝜆𝑘, alg. multiplicity ≠ geom. multiplicity
• Now for an eigenvalue 𝜆 = 𝜌𝑒 𝑗𝜃
𝜆𝑘 = 𝜌𝑘 𝑒 𝑗𝑘𝜃 = 𝜌𝑘

Slide 47
State Space Models: Stability
• Example

Slide 48
State Space Models: Stability
• Example

Slide 49
State Space Models: Stability
• Example

Slide 50
z-Transformation
• Difference Equation of a single input single output LTI system
𝑎𝑛 𝑦 𝑘 − 𝑛 + 𝑎𝑛−1 𝑦 𝑘 − 𝑛 + 1 + ⋯ + 𝑎1 𝑦 𝑘 − 1 + 𝑎0 𝑦 𝑘
= 𝑏𝑛 𝑢 𝑘 − 𝑛 + 𝑏𝑛−1 𝑢 𝑘 − 𝑛 + 1 + ⋯ + 𝑏1 𝑢 𝑘 − 1 + 𝑏0 𝑢 𝑘
Coefficients 𝑎𝑛−1, 𝑎𝑛−2,… and 𝑏𝑛 , 𝑏𝑛−1,… are real constants.
• Let us define a unit delay operator 𝒒−𝟏 in the sampled time domain, thus

• Hence, we can obtain

𝑁 𝑁

𝑦 𝑘 = 𝑎𝑖 𝑞−𝑖 𝑦 𝑘 + 𝑏𝑖 𝑞−𝑖 𝑢 𝑘
𝑖=1 𝑗=1 Slide 51
z-Transformation
• To solve LTI difference equation z transform provides a convenient approach
𝑁 𝑁

𝑦 𝑘 = 𝑎𝑖 𝑞−𝑖 𝑦 𝑘 + 𝑏𝑖 𝑞−𝑖 𝑢 𝑘
𝑖=1 𝑗=1
• The z-transform is an important tool in the analysis and design of discrete-time systems.
• Defining discrete time transfer functions
• It plays a role similar to that served by Laplace transforms in continuous-time problems.
• Definition-1:
• Given the causal sequence {𝑢(0), 𝑢(1), 𝑢(2), …, 𝑢(𝑘)}, its z-transform is defined as
𝑈 𝑧 = 𝑢(0) + 𝑢(1)𝑧 −1 + 𝑢(2)𝑧 −2 + 𝑢(𝑘)𝑧 −𝑘
∞

𝑈 𝑧 = 𝑢(𝑘)𝑧 −𝑘
𝑘=0
where 𝑧 −1 is the unit delay operator.

Slide 52
z-Transformation
• Impulse train representation
• A discrete-time signal can be visualized as
∞
𝑓 ∗ 𝑡 = 𝑓 0 𝛿 𝑡 + 𝑓 1 𝛿 𝑡 − 𝑇 + 𝑓 2 𝛿 𝑡 − 2𝑇 + ⋯ = 𝑓 𝑘𝑇 𝛿 𝑡 − 𝑘𝑇
𝑘=0
where 𝛿 𝑡 is the Dirac function.

Slide 53
z-Transformation
• Definition-2: The Laplace transform of impulse train representation of a sampled signal is
∞

𝐹 ∗ 𝑠 = 𝑓 0 𝛿 𝑡 + 𝑓 1 𝑒 −𝑠𝑇 + 𝑓 2 𝑒−𝑠𝑘𝑇 + ⋯ = 𝑓 𝑘𝑇 𝑒−𝑠𝑘𝑇

𝑘=0
Note that ℒ 𝛿 𝑡 − 𝑇 = 𝑒 −𝑠𝑇. Now, if we define a new complex variable 𝑧 = 𝑒 𝑠𝑇, then we obtain
the z- transform of 𝑓 ∗ 𝑡 as follows:
∞

𝐹 𝑧 = 𝑓 𝑘𝑇 𝑧 −𝑘 , 𝑧 = 𝑒 𝑠𝑇
𝑘=0

Slide 54
z-Transformation
• Remember your Math Courses!
∞
1 − 𝑎 𝑛+1
𝑎𝑘 = 𝑎≠1
1−𝑎
𝑘=0
∞
1
𝑎𝑘 = 𝑎 <1
1−𝑎
𝑘=0
• So, in order to end with a divergent series, we need 𝑎 < 1.
• Now, what about our discrete time series
∞

𝐹 𝑧 = 𝑓 𝑘𝑇 𝑧 −𝑘 , 𝑧 = 𝑒 𝑠𝑇
𝑘=0
What is the condition in order to have a bounded signal (i.e system response)?
• 𝑧 = 𝑒 𝑠𝑇
• 𝑠 = 𝜎 + 𝑗𝜔

Slide 55
z-Transformation: Standard input signals
• Unit Impulse
1, 𝑘=0
𝛿 𝑘 =
0, 𝑘≠0
𝛿 𝑧 =1
• Sampled Step
1, 𝑘≥0
𝕝 𝑘 =
0, 𝑘<0
1 𝑧
𝕝 𝑧 = =
1 − 𝑧 −1 𝑧 − 1
• Sampled Parabolic
𝑢 𝑘 = 𝑎 𝑘𝕝 𝑘
1 𝑧
𝑈 𝑧 = =
1 − 𝑎𝑧 −1 𝑧 − 𝑎

Slide 56
z-Transformation: Properties
• Linearity
𝒵 𝑘1 𝑓1 (𝑘) + 𝑘2 𝑓2 (𝑘) = 𝑘1 𝒵 𝑓1 (𝑘) + 𝑘2 𝒵 𝑓2 (𝑘)
5 5𝑧
Example: 𝑓(𝑘) = 3𝛿(𝑘) − 𝑘 𝕀(𝑡) ⇒ 𝒵[𝑓] = 3 −
2 1
𝑧−
2
• Forward shift
𝒵[𝑓(𝑘 + 1)𝕀(𝑘)] = 𝑧𝒵[𝑓] − 𝑧𝑓(0)
𝑘+1
𝑧 𝑎𝑧
𝐸𝑥𝑎𝑚𝑝𝑙𝑒: 𝑓(𝑘) = 𝑎 𝕀(𝑘) ⇒ 𝒵[𝑓] = 𝑧 −𝑧 =
𝑧−𝑎 𝑧−𝑎
• Backward shift or unit delay
𝒵[𝑓(𝑘 − 1)𝕀(𝑘)] = 𝑧 −1 𝒵[𝑓]
𝑧
𝐸𝑥𝑎𝑚𝑝𝑙𝑒: 𝑓(𝑘) = 𝕀(𝑘 − 1) ⇒ 𝒵[𝑓] =
𝑧(𝑧 − 1)

Slide 57
z-Transformation: Properties
• Initial Value Theorem
𝑓(0) = 𝑙𝑖𝑚 𝐹(𝑧)
𝑧→∞

𝑧 𝑧
𝐸𝑥𝑎𝑚𝑝𝑙𝑒: 𝑓(𝑘) = 𝕀(𝑘) − 𝑘𝕀(𝑘) ⇒ 𝐹(𝑧) = −
𝑧 − 1 (𝑧 − 1)2
𝑓(0) = 𝑙𝑖𝑚 𝐹(𝑧) = 1
𝑧→∞
• Final Value Theorem
𝑙𝑖𝑚 𝑓(𝑘) = 𝑙𝑖𝑚 (𝑧 − 1)𝐹(𝑧)
𝑘→+∞ 𝑧→1

𝑧 𝑧
𝐸𝑥𝑎𝑚𝑝𝑙𝑒: 𝑓(𝑘) = 𝕀(𝑘) + (−0.7)𝑘𝕀(𝑡) ⇒ 𝐹(𝑧) = +
𝑧 − 1 𝑧 + 0.7
𝑓(+∞) = 𝑙𝑖𝑚 (𝑧 − 1)𝐹(𝑧) = 1
𝑧→1
• Limit must exist for final value theorem to apply. Does not apply to:
• An unbounded sequence.
• An oscillatory sequence
Slide 58
z-Transformation: z-Transform Table

Slide 59
z-Transformation: z-Transform Table

Slide 60
z-Transformation: Inverse z-Transform
• Partial Fraction expansion and table look-up:
• Step-1: Find the partial fraction expansion of 𝐹(𝑧)/𝑧
Matlab!  (residue /residuez)
• Step-2: Obtain the inverse transform 𝑓(𝑘) using the z-transform tables
• Possible three cases
• Case-1: 𝐹(𝑧) with non-repeated real poles
• Case-2: 𝐹(𝑧)with repeated real poles
• Case-3: 𝐹(𝑧) with complex conjugate and real poles

Slide 61
z-Transformation: Inverse z-Transform
Case-1

Slide 62
z-Transformation: Inverse z-Transform
Case-1: non-repeated real poles

Slide 63
z-Transformation: Inverse z-Transform
Case-1: non-repeated real poles

Slide 64
z-Transformation: Inverse z-Transform
Case-1: non-repeated real poles

Slide 65
z-Transformation: Inverse z-Transform
Case-2: Repeated Roots

Slide 66
z-Transformation: Inverse z-Transform
Case-2: Repeated Roots

Slide 67
z-Transformation: Inverse z-Transform
Case-2: Repeated Roots

Slide 68
z-Transformation: Solving Difference Equations
Example
Solve the linear difference equation
3 1
𝑥 𝑘 + 2 − 𝑥 𝑘 + 1 + 𝑥 𝑘 = 1(𝑘)
2 2
5
with initial conditions 𝑥 0 = 1, 𝑥 1 =
2

1. Taking z-transform of given equation

3 1 𝑧
𝑧 2 𝑋 𝑧 − 𝑧 2 𝑥 0 − 𝑧𝑥 1 − 𝑧𝑋 𝑧 + 𝑋 𝑧 =
2 2 𝑧−1
2. Solve for X(z)
𝑧[1 + (𝑧 + 1)(𝑧 − 1)] 𝑧3
𝑋 𝑧 = =
(𝑧 − 1)(𝑧 − 1)(𝑧 − 0.5) 𝑧 − 1 2 (𝑧 − 0.5)

Slide 69
z-Transformation: Solving Difference Equations
Inverse z-transform
𝑋 𝑧 𝑧2 𝐴 𝐵 𝐶
= = + +
𝑧 𝑧 − 1 2 (𝑧 − 0.5) 𝑧 − 1 2 𝑧 − 1 𝑧 − 0.5
After finding the coefficients
2𝑧 𝑧
𝑋 𝑧 = +
𝑧 − 1 2 𝑧 − 0.5
Then by using the Look-up table
𝑥(𝑘) = 2𝑘 + (0.5)𝑘

Slide 70
Discrete Transfer Functions
• Let’s apply the Z-transform to discrete-time linear systems
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
𝑦(𝑘) = 𝐶𝑥(𝑘) + 𝐷𝑢(𝑘)
𝑥(0) = 𝑥0
• Define 𝑋(𝑧) = 𝒵[𝑥(𝑘)],𝑈(𝑧) = 𝒵[𝑢(𝑘)], 𝑌(𝑧) = 𝒵[𝑦(𝑘)]

𝑧𝑋(𝑧) − 𝑧𝑥0 = 𝐴𝑋(𝑧) + 𝐵𝑈(𝑧)

𝑌(𝑧) = 𝐶𝑋(𝑧) + 𝐷𝑈(𝑧)
• We then obtain
𝑋(𝑧) = 𝑧(𝑧𝐼 − 𝐴)−1𝑥0 + (𝑧𝐼 − 𝐴)−1𝐵𝑈(𝑧)
𝑌(𝑧) = 𝑧𝐶(𝑧𝐼 − 𝐴)−1 𝑥0 + 𝐶(𝑧𝐼 − 𝐴)−1𝐵 + 𝐷 𝑈(𝑧)
• And for 𝑥(0) = 0, we can define
𝐺(𝑧) = 𝐶(𝑧𝐼 − 𝐴)−1𝐵 + 𝐷

Slide 71
Discrete Transfer Functions
• Difference Equation of a single input single output LTI system
𝑎𝑛 𝑦 𝑘 − 𝑛 + 𝑎𝑛−1 𝑦 𝑘 − 𝑛 + 1 + ⋯ + 𝑎1 𝑦 𝑘 − 1 + 𝑦 𝑘
= 𝑏𝑛 𝑢 𝑘 − 𝑛 + 𝑏𝑛−1 𝑢 𝑘 − 𝑛 + 1 + ⋯ + 𝑏1 𝑢 𝑘 − 1 + 𝑏0 𝑢 𝑘
• For zero initial conditions we get the transfer function
𝑏𝑛 𝑧 −𝑛 + 𝑏𝑛−1 𝑧 −𝑛+1 + ⋯ + 𝑏1 𝑧 −1
𝐺(𝑧) =
𝑎𝑛 𝑧 −𝑛 + 𝑎𝑛−1 𝑧 −𝑛+1 + ⋯ + 𝑎1 𝑧 −1 + 1
𝑏1 𝑧 𝑛−1 + ⋯ + 𝑏𝑛−1 𝑧 + 𝑏𝑛
= 𝑛
𝑧 + 𝑎1 𝑧 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑧 + 𝑎𝑛
• Example
3𝑦(𝑘 − 2) + 2𝑦(𝑘 − 1) + 𝑦(𝑘) = 2𝑢(𝑘 − 1)
2𝑧 −1 2𝑧
𝐺(𝑧) = −2 =
3𝑧 + 2𝑧 −1 + 1 𝑧 2 + 2𝑧 + 3

Slide 72
Discrete Transfer Functions: Poles and Eigenvalues
• Linear discrete-time system
𝑥(𝑘 + 1) = 𝐴𝑥(𝑘) + 𝐵𝑢(𝑘)
−1
𝑁𝐺 (𝑧)
𝑦(𝑘) = 𝐶𝑥(𝑘) + 𝐷𝑢(𝑘) 𝐺(𝑧) = 𝐶(𝑧𝐼 − 𝐴) 𝐵 + 𝐷 ≜
𝐷𝐺 (𝑧)
𝑥(0) = 0
• Use the adjugate/adjoint matrix to represent the inverse of 𝑧𝐼 − 𝐴
𝐶Adj(𝑧𝐼 − 𝐴)𝐵
𝐶(𝑧𝐼 − 𝐴)−1 𝐵 + 𝐷 = +𝐷
det(𝑧𝐼 − 𝐴)
• The denominator 𝐷𝐺 (𝑧) = det(𝑧𝐼 − 𝐴)
• The poles of G(z) coincide with the eigenvalues of A
• As in continuous-time, not always ...

Slide 73