SYSTEM THEORY

XI

STATE-SPACE REPRESENTATION OF DYNAMIC SYSTEMS

1. State-Space Representation of nth-Order Differential Equations

1.1. Case A
th
Consider the following n -order differential equation:

y ( n ) ( t ) + a ⋅ y ( n − 1 ) ( t ) + K + a n − 1 ⋅ y ' ( t ) + a n ⋅ y ( t ) = u( t ) ,
123 1 1 424 3 123 123 (1.)
= x'n = xn = x2 = x1

and the initial conditions: y (0 ), y ' (0 ), K y ( n −1 ) (0 ) .

th
The aim is to find an n -order system of first-order differential equations. We introduce the following set of
state variables:

x1 = y x1' = y

x2 = y ' ⇒ x'2 = y"

. (2.)
M M

xn = y ( n − 1 ) x'n = y (n )

The equation (1.) can be written as follows:

 x1' = x2

 '
 x2 = x3


M . (3.)

 x' = x
 n −1 n


 x'n = − a1 ⋅ xn − a2 ⋅ xn −1 − K − an −1 ⋅ x2 − an ⋅ x1 + u

Subsequently we rewrite the set of differential equations in matrix-vector form. To do so, let us define:

X =  x1  A =  1 0 0 K 0  B = 0 
     
     
 x2   0 1 0 K 0  0 
     
 M ,  M M M K M , M . (4.)
     
     
 xn − 1   0 0 0 K 1  0 
     
x  − a − a n −1 − an − 2 K 
− a1   1
 n   n  

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With these notations, the set of differential equations

(3.), called the state equations too, may be expressed
in vector-matrix form:

⋅
X = A ⋅ X + B ⋅u . (5.)

From (2.) the output equation can be written as follows:

y = C⋅ X . (6.)
Fig. 1: Liquid-Level with Interaction System.
Where: C = [1 0 0 0 ] .
th
In conclusion, the n -order differential equation (1.) is equivalent to a system of first-order differential
equations given by:

⋅
X = A ⋅ X + B ⋅u
. (7.)
y = C⋅ X

Example 1: The differential equation for the liquid-level system with interaction in Figure 1 is:

( )
R1 ⋅ C1 ⋅ R2 ⋅ C2 ⋅ q"2 + R1 ⋅ C1 + R2 ⋅ C2 + R2 ⋅ C1 ⋅ q'2 + q2 = q . (8.)

Where: R1 , R2 - the resistance for liquid flow of the valves 1 and 2, C1 ,C2 - the capacitance of the tank
1 and tank 2, respectively, q 2 - the deviation of the outflow rate of the liquid, and q 2 - the deviation of the
inflow rate of the liquid. Compute a state-space representation of the liquid-level system.

Proof: With the notations:

(i) input: u = q,

output: y = q2 ,

x1 = q 2 ,
state variables:
x 2 = q '2 = x1' ,

the differential equation (8.) may be rewritten as follows:

R1 ⋅ C1 + R2 ⋅ C2 + R2 ⋅ C1 ' 1 1
(ii) q{"2 = − ⋅ q{2 − ⋅ q{2 + ⋅q ⇒
R1 ⋅ C1 ⋅ R2 ⋅ C2 =x
R1 ⋅ C1 ⋅ R2 ⋅ C 2 = x1 R1 ⋅ C1 ⋅ R2 ⋅ C 2
{
= x'2 2 =u

 x1' = x2

 ' R1 ⋅ C1 + R2 ⋅ C2 + R2 ⋅ C1 1 1 ,
 x2 = − ⋅ x2 − ⋅ x1 + ⋅u
 R1 ⋅ C1 ⋅ R2 ⋅ C2 R1 ⋅ C1 ⋅ R2 ⋅ C2 R1 ⋅ C1 ⋅ R2 ⋅ C2
(iii)

(the state equations),

y = x1 . (the output equation).

The matrix-vector representation of the state-space equations is as follows.

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 th
The n -order Differential Equations

 '  =  0  ⋅ x  + 
1 0 ⋅u
 x1     1  
   1   R1 ⋅ C1 + R2 ⋅ C2 + R2 ⋅ C1   1 
 x'2   − R ⋅ C ⋅ R ⋅ C   −   
R1 ⋅ C1 ⋅ R2 ⋅ C2 x  
  1 1 2 2     2   R1 ⋅ C1 ⋅ R2 ⋅ C2 
 y = [1 0 ] ⋅  x1 
  
  
  x2 

1.2. Case B
th
a. The notation of the n -order differential equation.

y (n )( t ) + a1 ⋅ y (n −1)( t ) + K + an −1 ⋅ y' ( t ) + an ⋅ y ( t ) =
. (9.)
(n ) ( n −1 )
= b0 ⋅ u ( t ) + b1 ⋅ u ( t ) + K + bn −1 ⋅ u ( t ) + bn ⋅ u ( t )
'

th
b. To convert the n -order differential equation (8.) into a set of first-order differential equations let us
introduce the state variables as linear combinations between the output, the input and their
derivatives.

x1 = y − β0 ⋅ u

(
x2 = x1' − β1 ⋅ u = y' − β0 ⋅ u' − β1 ⋅ u
14243
)
= x1'

2 (
x3 = x − β 2 ⋅ u = y − β0 ⋅ u" − β1 ⋅ u ' − β 2 ⋅ u
'
14442444
"
3
) . (10.)
= x'2
M

(
14444444 4244444444 3
)
xn = x'n −1 − β n −1 ⋅ u = y (n−1) − β0 ⋅ u (n −1) − β1 ⋅ u (n − 2 ) − K − β n − 2 ⋅ u ' − β n −1 ⋅ u
= x'n−1

c. The coefficients β 0 ,β 1 Kβ n are given by the following expressions:

β0 = b0 , (11.)

β1 = b1 − a1 ⋅ β0 ,

β 2 = b2 − a1 ⋅ β1 − a2 ⋅ β0 ,

β 3 = b3 − a1 ⋅ β 2 − a2 ⋅ β1 − a3 ⋅ β0 ,

β n = bn − a1 ⋅ β n −1 − K − an−1 ⋅ β1 − an ⋅ β0 .

Proof:

y ( n ) − β0 ⋅ u ( n ) − β 1 ⋅ u ( n − 1 ) − K − β n − 2 ⋅ u " − β n − 1 ⋅ u ' − β n ⋅ u ⋅ 1 ,

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y (n −1) − β0 ⋅ u (n−1) − K − β n − 3 ⋅ u" − β n − 2 ⋅ u' − β n−1 ⋅ u ⋅ a1 ,

y " − β0 ⋅ u " − β 1 ⋅ u ' − β 2 ⋅ u ⋅ a n − 2

y' − β 0 ⋅ u ' − β 1 ⋅ u ⋅ a n − 1

y − β0 ⋅ u ⋅ a n

y (n ) + a1 ⋅ y (n−1) + K + an − 2 ⋅ y" + an −1 ⋅ y' + an ⋅ y −

{
(
14243
)  n−2 
− β0 ⋅ u (n ) − β1 + a1 ⋅ β0 ⋅ u (n −1) − K −  ∑ β k ⋅a(n − 2 )− k  ⋅ u" −
=b0 =b1
1 442443
k =0

=bn−2

 n −1   n 
−  ∑ β k ⋅a(n −1)− k  ⋅ u' −  ∑ β k ⋅an −k  ⋅ u = 0
1 442443
k =0 1k =0
42
4 43 4
=bn−1 = bn

d. The state equations may be obtained from the notation (9.).

x1' = x2 + β1 ⋅ u , (12.)

x'2 = x3 + β 2 ⋅ u ,

x'n −1 = xn + β n −1 ⋅ u .

To obtain the last state equation we must express x'n with respect to the other state variables and the
command u . In the first place, let us compute x'n from the last equation in notation (9.),

x'n = y (n ) − β0 ⋅ u (n ) − β1 ⋅ u (n −1) − K − β n −2 ⋅ u" − β n −1 ⋅ u' .

Secondly from the differential equation, notation (8.),

y (n ) = − a1 ⋅ y (n −1) − K − an −1 ⋅ y' − an ⋅ y + b0 ⋅ u (n ) + b1 ⋅ u (n−1) + K + bn ⋅ u .

Thirdly, the other derivatives of the response in the expression above may be expressed from the
notation (9.),

y (n −1) = xn + β0 ⋅ u (n −1) + β1 ⋅ u (n −2 ) + K + β n − 2 ⋅ u' + β n −1 ⋅ u .

Finally, the last state equation is obtained as follows.

x'n = − a1 ⋅ xn − a2 ⋅ xn−1 − K − an ⋅ x1 + β n ⋅ u .

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The n -order Differential Equations

e. The state-equations in matrix-vector form.

 x1'  =  0 1 0 K 0  ⋅  x1  + β1  ⋅ u
       
 '       
 x2   0 0 1 K 0   x2  β 2 
       
M   M M M K M  M  M  . (13.)
       
 '       
 xn −1   0 0 0 K 1   xn −1  β n −1 
       
 x'  − a − an −1 − an − 2 K − a1   xn  β n 
   
 n   n

f. The output equation in matrix-vector form.

y = [1 0 K 0 0 ] ⋅  x1  + β0 ⋅ u
 
 
 x2 
 
M  . (14.)
 
 
 xn − 1 
 
x 
 n 

In condensed form, the expressions (12.) and (13.) may be written as follows.

⋅
X = A ⋅ X + B ⋅ u
 . (15.)
 y = C⋅ X + D ⋅u


Example 2: Compute a state-space representation for the simplified suspension system in Figure 2, with
the differential equation given in notation (16.).

m ⋅ h0" + D ⋅ (h0' − hi' ) + k ⋅ (h0 − hi ) = 0 . (16.)

Where: m - the automobile's body mass, D - the dumper constant, k - the spring constant, h0 - the
automobile body's displacement, and hi - the suspension rod displacement.

Proof: Rewrite the differential equation (16.) to emphasize the input/output variables.

D ' k D k
h0" + ⋅ h0 + ⋅ h0 = ⋅ hi' + ⋅ hi .
(i) m m m m
{ { { {
= a1 = a2 =b1 =b2

Introduce the following notations.

(ii) rank of the differential equation: n=2

input variable: u = hi

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 State Space Representation of Dynamic Systems

output variable: y = h0

x1 = y − β0 ⋅ u
state variables:
x2 = x1' − β1 ⋅ u

β0 = b0 = 0

D
β1 = b1 − a1 ⋅ β0 =
coefficients: m
2
k D
β 2 = b2 − a1 ⋅ β1 − a2 ⋅ β0 = − 2
m m

The state-space equations are.

D
x1' = x2 + ⋅u
m
D k  k D2 
x = − ⋅ x2 − ⋅ x1 +  − 2  ⋅ u
'
2
m m m m 
(iii)  

y = [1 0 ] ⋅  x1 
 
 
 x2 

Fig. 2: A Simplified Suspension System.

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