Linear System (2010.10.25)

Linear System
Shun-Hung Tsai

AIC Laboratory
Graduate Institute of Automation Technology

National Taipei University of Technology

Linear System Prof. Shun-Hung Tsai, AIC Lab. National Taipei University of Technology
Chapter 2: Mathematical Descriptions of Systems
2.1 Introduction
I/O Relation: Figure 2.1
If an excitation or input is applied to the input terminals, a unique response or
output signal can be measured at the output terminals.

Figure 2.1 System.

Prof. Shun-Hung Tsai, AIC Lab. National Taipei University of Technology
1
SISO System: A system has only one input terminal and only one output
terminal.
MIMO System: A system has two or more input terminals and output
terminals.
SIMO System: One input terminal and two or more output terminals.
Continuous-time system: It accepts continuous-time signals as its input and
generates continuous-time signals as its output.
Discrete-time system: It accepts discrete-time signals as its input and
generates discrete-time signals as its output.
Input: u[k]:= u(kT), T: sampling period.
Output: y[k]:= y(kT)
Memoryless system: Output y depend only on the input applied at t ( )
0
t
0
2
and it is independent of the input applied before or after . For example, a
0
t
network that consists of only resistors.

Causal or nonanticipatory system: Current output depends on past and
current inputs but not on future input,
( , ]
( ) H(u ), for ( , )
t
y t t
=
Every physical system is causal and causality is a necessary condition for a
system to be built or implemented in the real world.

Definition 2.1
3
The state x of a system at time t is the information at t that,
together with the input u
( )
0
t
0 0
( ) t , for t t , determine uniquely the output y(t)
for all t t
0
0
.
Network with 3 state variables: Figure 2.2

Figure 2.2 Network with 3 state variables.
4
5
1
2
u (t)
u (t)
Input vector: u(t)=

, u , u : inputs
1 2
State vector: x(t)=

3
1
2
x (t)
x (t)
x (t)

, x , x , x : state variables
1 2 3
Output:
3
1 2 3
dx
L R x
dt
y = +
Initial conditions: X(t )=
0
1 0
2 0
3 0
x (t )
x (t )
x (t )

State-input-output pair
0 0 0
t (2.1) {x( ), u( )} y( ), t t t t
In using (2.1), there is no more need to know the input applied before t all
0
the way back to .
Lumped System: A system is said to be lumped if its number of state
variables is finite or its state is a finite vector. The network in Figure 2.2 is a
lumped system.
Distributed System: A system is called a distributed system if its state has
infinitely many state variables.

Example 2.1
6
7
{ }
0 0
( ), 1 u t t t t
1 t t
x t u t
Consider the unit-time delay system defined by ( ) ( 1). y t u t =
To determine ,we need the information . { }
0
y( ), t t t
There are infinite many points in
0
t , we can not find finite state { }
0
variables to describe the infinite possibilities. Thus the unit-time delay
system is a distributed system.
2.2 Linear Systems
A system is called a linear system if for every t and any two
0
state-input-output pairs:
{ }
1 0 1 1
( ), ( ) ( ); y t ( ), ( ) ( ), x t u t y t t t
0

{ }
2 0 2 2

We have (additivity + homogeneity)
8
( ) ( ), ( ) ( ) ( ) ( ), x t x t u t u t y t y t t t + + +
{ }
1 0 2 0 1 2 1 2 0
(additivity)
{ }
1 0 1 1 0
(homogeneity) ( ), ( ) ( ), x t u t y t t t
{ }
1 1 0 2 2 0 1 1 2 2 1 1 2 2
( ) ( ), ( ) ( ) ( ) ( ), x t x t u t u t y t y t t t + + +
or (superposition property)
0

for many real constants , , and .
1 2
Zero-input response { }
0 0
( ), ( ) 0 ( ),
zi
x t u t y t t t =
Zero-state response { }
0 0
( ) 0, ( ) ( ),
zs
x t u t y t t t =
Response = zero-input response + zero-state response

0
( ) ( ) ( ),
zi zs
y t y t y t t t = +

Input-output description
0
( ) 0, x t = we discuss { } ( ) ( ) u t y t
Let ) we shown in Figure 2.3. Then every input can be
1
(t t
( ) u t
approximated by a sequence of pulses as shown in Figure 2.4. Because the
height of is ( )
i
t t
1 , has height 1. ( )
i
t t

Thus ( ) ( ) ( )
i i
i
u t u t t t
Figure 2.3 Pulse at t1.

9
10

Figure 2.4 Approximation of input signal.

Let be the output at time t excited by the pulse ( , )
i
g t t
( ) ( )
i
u t t t
=
applied at time . Then we have
i
t
11
( ) ( ) ( , ) ( )
i i i i
t t u t g t t u t

( ) ( ) ( , ) ( )
i i i i
i i
t t u t g t t u t
.
=
( ) ( , )
i i
t t g t t

(homogeneity)
(additivity)
Thus (2.2) ( ) ( , ) ( )
i i
i
y t g t t u t
As then 0, ( ) ( ) ( ) , y t g t u d

Where is called the impulse response, denotes the time at which ( ) , g t
the impulse input is applied, and t presents the time at which the output is
observed
If the system is causal, the output will not appear before an input is applied.
Thus ( ) ( ) ( ) ,
t
y t g t u d
Relaxed at t : A system is said to be relaxed at t if its initial state at t is 0.
0 0 0
Thus every linear system that is causal and relaxed at t can be described by
0
( ) ( ) ( )
0
,
t
t
y t g t u d (2.4) =
For a MIMO linear system with p input terminals and q output terminals,
then (2.4) can be extended to
( ) ( ) ( )
0
,
t
t
y t G t u d (2.5)

12
13
( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
11 12 1
21 22 2
1 1
, , ,
, , ,
G ,
, , ,
p
p
q q qp
g t g t g t
g t g t g t
t
g t g t g t
. . .
` =
Where
( ) ,
ij
g t is the response at time t at the ith output terminal due to an impulse
applied at time at the jth input terminal, the inputs at other terminals
being identically zero.
The in (2.5) is called the impulse response matrix of the system. The G
system described by (2.5) is linear, relaxed at t , and causal.
0
Sate-space description
Every linear lumped system can be described by a set of equation of the form
( ) ( ) ( ) ( ) ( ) x A x t +B t t t u t (2.6)
14
( ) ( ) ( ) ( ) ( ) C x t +D t y t t u t = (2.7)
For a p-input q-output system, u is a p1 vector and y is a q1 vector. If
the system has n state variables, then x is an n1 vector. A, B, C, and D are
nn, np, qn, and qp matrices, respectively. (2.6) and (2.7) are called an
n-dimensional state-space (or state) equation.
2.3 Linear Time-Invariant (LTI) Systems
Time-invariant: A system is said to be time invariant if for every
state-input-output pair ( ) ( ) { } ( )
0 0
, , x t u t y t t t
and any T, we have ( ) ( ) { } ( )
0 0
, , x t T u t T y t T t t T + +

It means that if the initial state is shifted to time t T + and the same input
15
t T waveform is applied from + instead of from t , then the output
0
waveform will be the same except that it starts to appear from t T + .
Time-varying: If a system is not time invariant, it is said to be time varying.
Note that time invariant is defined for systems, not for signals. Signals are
mostly time varying.
Impulse response of a LTI system,
( ) ( ) ( ) ( ) , , , 0 g t g t T T g t g t = + + = =
Thus (2.4) reduces to
( ) ( ) ( ) ( ) ( ) ( ) ( )
0
0 0 0
,
t t t
t
y t g t u d g t u d g u t d (2.8)
=
= = =

Note that ( ) , g t and ( ) , g t are two different functions. However, for
convenience, the same symbol g is used. (2.8) is called the convolution
integral.

Example 2.2
Consider the unit-delay system, . ( ) ( ) 1 y t u t =
The impulse response of the system is ( ) ( ) ( ) ( ) 1 1 y t g t u t t = = =
Example 2.3
Consider the unit-feedback system shown in Figure 2.5(a). If ( ) ( ) r t t = .
16
17

Figure 2.5 Positive and negative feedback system.
Then the impulse response is
( ) ( ) ( ) ( ) ( )
2 3
1
1 2 3
i
f
i
g t a t a t a t a t i (2.9)
=
= + + + =
Let r(t) be any input with , for , then ( ) 0 r t 0 t <

( ) ( ) ( ) ( ) ( )
0 0
1
t t
i
f
i
y t g t r d a t i r d
=
= =

18
= =
( ) ( ) ( ) ( )
0
1 1 1
|
t
i i i
t i
i i i
a t i r d a r a r t i

=
= = =
= = =

Because the unit-time delay system is distributed, so is the feedback system.
Laplace transform:
( ) ( ) ( )
0
st
y s y s y t e dt

Transfer function:
19
= =

=

( ) ( )
( )
0 0
s t
s
t
g t u d e e d

= =

=

( )
( )
( )
0 0
s t
st st
t
g t e dt u e e d

= =

=

( ) ( ) ( )
0 0
st
t
y s g t u d e dt
t

Let , then and v t = dv dt =
( ) ( ) ( )
0
sv s
v
y s g v e dv u e d

= =

=

For causal systems, , for . Thus ( ) 0 g t = t >
( ) ( ) ( )
0 0
sv s
v
y s g v e dv u e d

= =

=

( ) ( ) ( ) ( )
0
s
g s u e d g s u s
=
= =
(2.10)
20
where ( ) ( )
0
st
g s g t e dt is called the transfer function of the system.
Transfer function matrix

For a p-input q-output system, (2.10) can be extended as
( ) ( ) ( ) ( ) ( )
( )
( )
( ) ( ) ( )
( ) ( ) ( )
( )
( )
1 11 12 1 1
2 21 22 2
1 2
p
p
q q q qp p
y s g s g s g s u s
y s g s g s g s u s
y s g s g s g s u s
. . . . .
2

=

ij
g s

( ) ( ) ( ) G U y s s s = (2.11)
( ): the transfer function from the jth input to the ith output
( ) G s : transfer (function) matrix
Example 2.4
Consider the unit-time delay system . ( ) ( 1) y t u t =
21
( ( ) ( ) 1 y t g t t = =
( ) ( ) ( ) ( )
1
0
1 1 |
Its impulse response is ), then the transfer function
st st s
t
g s L t t e dt e e

=
= = = =

Which is an irrational function of s.
Example 2.5
Consider the feedback system shown in Figure 2.5(a),
( ) ( ) ( ), y s g s u s = and ( ) ( ) ( ) ( )
u s a r s y s = +
Thus ( ) ( ) ( ) ( ) ( )
y s ag s r s y s = +
The closed-loop transfer function
( )
( )
( )
( )
( ) 1 1
s
f
s
y s ag s
ae
g s
r s ag s ae
= = =

(2.12)
Which is still an irrational function.
22
( )
( )
( )
Rational transfer function
1
1 1 0
1 2
1 2 1 0
m m
m m
n n n
n n
N s
b s b s b s b
g s
D s s a s a s a s a

+ + + +
= =
+ + + +
+

Where D(s) and N(s) are polynomials of s. Let deg be the degree of a
polynomial.
( ) g s proper ( ) ( ) deg deg D s N s
or nonzero constant ( ) 0 g =
( ) g s strictly proper ( ) ( ) deg deg D s N s >
( ) 0 g =
( ) g s biproper ( ) ( ) deg deg D s N s =
( ) g =nonzero constant

23
( ) ( ) deg deg ( ) g s improper D s N s <
( ) g =
Improper rational transfer function will amplify high-frequency noise,
for example,
( ) ( ) ( ) ( ) ( )
2
2 3 2
1
1 1
s s
y s g s r s r s s r s
s s

+ +
= = = + +

+ +

If ( )
( )
6 6
10 sin 2 900 10 r t t
=
Then y(t) will contain signal.
( )
6
1800 cos 1800 10 t
is a pole
( )
( )
( )
N
g
D
= =
is a zero
( )
( )
( )
0
N
g
D
= =

If ) and ) are coprime, then can be expressed by the ( D s N s ( ( ) g s
zero-pole-gain form,
( )
( )
( )
( )( ) ( )
( )( ) ( )
1 2
1 2
m
n
s z s z s z N S
g s K
D S s p s p s p
- - -
= =
- - -

In MATLAB, )
[ ]
, , 2 ( , z p k tf zp num den =
) proper or nonzero cons tan t matrix, its every entry is proper. ( G s
G s
G s
( ) 0 G =
( ) strictly proper , its every entry is strictly proper. ( ) 0 G =
( ) biproper is square and if and (s) are proper. ( ) G s ( ) G s
1
G
-

is a pole of
( )
G s is a pole of some entry of ( ) G s , every pole of
24
every entry of ( ) G s is a pole of ( ) G s .
is a blocking zero
( )
0 G =
State-space-equation
Every LTI lumped system can be described by
( ) ( ) ( )
( ) ( ) ( )
X t Ax t Bu t
y t Cx t Du t
= +
= +
`
(2.13)
Applying the Laplace transform
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
0 0 sx s x Ax s Bu s sI A x s x Bu s = + = +
( ) ( ) ( ) ( ) ( ) (2.14)
1 1
0 x s sI A x sI A Bu s
- -
= - + -

( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
(2.15)
1 1
0
y s Cx s Du s
C sI A x C sI A Bu s Du s
- -
= +
= - + - +
25
If x(0)=0, then
( ) ( ) ( ) ( ) ( )
1
y s C sI A B D u s G s u s

= + =

The transfer function matrix
( ) ( )
1
G s C sI A B D
-
= - + . (2.16)
This relates the input-output and state-space description. In MATLAB, for
SISO case [ , ] 2 ( , , , ); [ , , , ] 2 ( , ) num den ss tf a b c d a b c d tf ss num den = = .
Note: given (A, B, C, D) implies only one ( ) G s , but a ( ) G s will have
infinitely many state-space descriptions. ()
Note: L[A(t)x(t)] L[A(t)]L[x(t)]
Op-Amp circuit Implementation Figure 2.6: adder, integrator, inverter
26
27

Figure 2.6 Two op-amp circuit elements.

Consider the state equation
( )
( )
( )
( )
( )
1
2
1
2
2 0.3 2
1 8 0
x t
x t
u t
x t
x t

= +

`
`
(2.17)
( ) [ ]
( )
( )
( )
1
2
2 3 5
x t
y t u t
x t

= +

(2.18)
28
The Op-Amp implementation is shown in Figure 2.7.

Figure 2.7 Op-amp implementation of (2.17) and (2.18).
Controllable Canonical Form

( )
( )
( )
( )
2 2
1 2 3
3 2
1 2 3
Y s N s
b S b S b
U s S a S a S a N s
+ +
=
+ + +

N(S)(auxiliary state)(partical state)

( ) ( )
1 2 3
2 2
( ) Y s bS b S b N s = + +
( ) ( )
1 2 3
3 2
( ) U s S a S a S a N s = + + +
3
N
1
1 2
L Y b N b N b

= + +
1 2 3
U N a N a N b N

= + + +

29

1
2
3
X N
X N
X N
=
=

State equation
+ =
=
=
U X a X a X a X
X X
X X
3 1 2 2 1 3 3
3 2
2 1
`
`
`
output equation }
3 1 2 2 1 3
y b X b X b X = + +

30
31
3 2 1
0 1 0 0
0 0 1 0
1
X X U
a a a

= +

`

3 2 1
Y b b b X

=

3
X
`
3
X
2
X
1 X
`
-1
S
-1
S
-1
S
1 -a
2 -a
3 -a
1 u y
1 b
b2
3 b
1

:
(Direct Decomposition)
32
:For a transfer function
6 11 6
4
2 3
) (
) (
) (
+ + +
+
= =
S S S
S
U
C
G
S
S
S

Transfer to a state model BU AX X + =
`
and draw the signal-flow graph using nodes
. , , , , ,
1 2 3
etc C X X X U
Sol:
0 1 0 0

6 11 6
4 1
0 0 1 0
1
0
X X U
Y X

= +

=

`

( )
3 2
4
6 11 6
S
G s
S S S
+
=
+ + +
C ()

A ()

:
, 15 3 3 9 = + +
6

33
Observable Cononical Form

( )
( )
( )
Y s
G s
U s
=
( )
( )
2 2
1 2 3
3 2
1 2 3
Y s
b S b S b
U s S a S a S a
+ +
=
+ + +

( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( ) ]
( ) ( ) ( ) ( ) ( ) ( )
3 2 2 2
1 2 3 1 2 3
3 2
1 1 2 2 3 3
1 1 2 2 3 3
1 1 2 2 3 3
( ) ( )
( ) ( ) ( )
1 1 1
1 1 1
( )
S a S a S a Y s b S b S b U s
S Y s S bU s a Y s S b U s a Y s b U s a Y s
Y s bU s a Y s b U s a Y s b U s a Y s
S S S
bU s a Y s b U s a Y s b U s a Y s
S S S
+ + + = + +
= + +

= + +

= + +

34
35
( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
1 3 3
2 2 2 1
3 1 1 2
3
1
1
1
X s b U s a Y s
S
X s b U s a Y s X s
S
X s bU s a Y s X s
S
Y s X s

=

= +

= +

=

1 3 3 3
2 1 2 3 2
3 2 1 3 1
3
X a X b U
X X a X b U
X X a X bU

y X
= +
= +
= +
=
`
`
`

36
[ ]
3 3
2 2
1 1
0 0
1 0
0 1
0 0 1
a b
X a X b U
a b
Y X

= +

=
`

1
X
`
3
X
2
X
`
1
X
-1
S
-1 -1
S S
1 -a
2 -a
3 -a
u y
1 b
b2
3 b
1 1 1 2
X
3
X
`

:
37
c c
c c c c
X C y
U B X A X
=
`
= +

`
X C y
U B X A X
=
+ =

0
0
0
T
c
T
c
T
c
A A
B B
C C
=
=
=

(Dual Proporty)

:Find the observable-form realization of ( ) G s
38
( )
4 3
4 3
2 4 12
2 10 20 8

S S S S
G s
S S S
+ + +
=
+ + +
=
1

Sol:,
(1) ( ) G s <
(2) =1 ( ) G s
( )
3 2
4 3
4.5 5.5 3 4
0.5
5 10 4
S S S
G s
S S S
+
= +
+ + +

39
[ ] [ ]
0 0 0 4 4
1 0 0 10 3
0 1 0 10 5.5
0 0 1 5 1.5
0 0 0 1 0.5
X X U
Y X U

= +

= +

40
( )
Cascade decomposition
( ) G s
( )
2
1 2
1 2 3 1 2
3 2
1 2 3 1 2 3 1 2 3
( )
1
( )( )( )
S Z S Z
b S b S b S Z S Z
G s K K
S a S a S a S P S P S P S P S P S P
+ +
+ + + +
= = =
+ + + + + + + + +

:
i
i
S Z
S P
+
+

1
1
1
1 ( )
i i
i i
Z S S Z
PS S P
+ +
=
+

1
-1
S
1
:
i
S
S P
+
+

1
1 1
1 ( )
i i
S
PS S P
=
+

-
i
P
i
Z
1
-1
S
-
i
P
41
:
2
3 2
2 22 60
( )
6 11
S S
G s
S S S
+ +
=
+ + +6

Sol:
2( 6)( 5) 6 5 1
( ) 2
( 1)( 2)( 3) 1 2 3
S S S S
G s
S S S S S S
+ + + +
= =
+ + + + + +

:
2
-1
3
X
`
3
X
2
X
`
2
X 1
X
`
1
X
-1
S
6
1
-1
S
-2
5
1
-1
S
1
-3
u
1 1
y

:
1
3
3 3 2 2
2 2 1 1
2 3
6 2
5 3
X y
U X X
X X X X
X X X X
=
+ =
+ + =
+ + =
`
` `
` `

=

1 3 5 2
0 2
0 0
5 2
3 2
1 0 0
X X U
Y X

= +

`

42
43
( )
Parallol decomposition
( ) G s
2
1 2 3 1 2
3 2
1 2 3 1 2 3
b S b S b e e e
G s
S a S a S a S S S
+ +
= = + +
+ + + + + +
3

:
u
X
`
1
X
2
X 2
X
`
3 X
`
3
X
1 e
2 e
3 e
-1
S
-1
S
-1
S
1
1
1
y
1 -
2 -
3 -

:
44
1 1 1 1
2 2 2 2
3 3 3 3
X X e u
X X e u
X X e u
= +
= +
= +
`
`
`

=

[ ]X Y
U
e
e
e
X X
1 1 1
0 0
0 0
0 0
3
2
1
3
2
1
=

`
=

:
_
_
S
S
e
S
e
S
e
G
2
2
1
12
2
1
11
) (
) (
) (

+
+
+
+
+
=
45
u
1
X
`
2 X
-1
S
1
y
2 X
`
1
X
3 X
`
2 X
12 e
1
-1
S
-1
S
1
1 - 1 -
u
2 -
12 e
12 e
3 e
1
11 12 2
1 0 0
e e e
12 e
2
3
0 0 1
0 0 1
Y
X X U
X

=

= +
[ ]

=

`

:(decouple)

:,
,,

46
2.4 Linearization
Consider the nonlinear and time varying system
( ) ( ) ( ) ( ) ( ) ( ) ( )
, , , x t h x t u t t h x t u t = = ` (2.19a)
( ) ( ) ( ) ( ) ( ) ( ) ( )
, , , y t f x t u t t f x t u t = = (2.19b)
Where h and f are nonlinear function. Suppose for some ( )
0
x t and ( )
0
, u t
( ) ( ) ( ) ( )
0 0 0
, , (2.20) x t h x t u t t =
Let ( ) ( ) ( )
0
u t u t u t + and ( ) ( ) ( )
0
x t x t x t + be the perturbed conditions, then
( ) ( ) ( ) ( ) ( ) ( )
0 0
, , x t x t h x t x t u t t + = +
`
`
( ) ( ) ( )
0 0
, ,
h h
h x t u t t x u
hx u

= + + + (2.21)

For example, [ ] [ ] [ ]
1 2 3 1 2 3 1 2
, x= x x , u= u u h h h h x =
47
48
( )
1 1 1 2 1 3
2 1 2 2 2 3
3 1 3 2 3 3
h x h x h x
h

A t h x h x h x
x
h x h x h x

( )
1 1 1 2
2 1 2
3 1 3 2
2
h u h u
h
B t h u h u
u
h u h u

They are called Jacobians; Substituting (2.20) into (2.21) and neglecting higher
power expansions imply
( ) ( ) ( ) ( ) x t A t x t Bu t = +
`

49
Example 2.8
Consider a cart with inverted pendulum (cart-pole) system depicted in Figure 2.12.

Let and be, respectively, the horizontal and vertical forces exerted by the H V
50
cart on the pendulum. The application of Newtons law to the linear movements
yields. ( ) l L =
2
d y
M My u H
dt
= = `` (a)
( )
( )
2
2
sin cos
d d
H m y L m y L
dt dt
= + = +
`
`
= +
`` `
``

( )
2
cos sin mv mL mL (b)
( )
( )
2
2
cos sin
d d
mg V m L m L
dt dt
= =
`

( )
2
sin cos mL mL (c) =
`` `
Applying the Newtons law to the rotational movement of the pole around
the hinge becomes,
51
+ =
( )
2
sin , cos 1, 0 0. and
` ``
=
os mgL myL mL = +
``
``
sin sin cos mgL VL HL (d)
Assumptions: and are small,
`
Then ( ) b H my mL = +
``
``
( ) c V mg
( )
2
d sin cos c
ie, mLg mLy mLL = +
``
`` (e)
( ) ( ) a , My u my mL e My u mg = =
``
`` `` `` (2.25)
( ) ( ) e ML Mg My Mg u mg M m g u = = + = +
``
`` (2.26)
Transfer function description
( ) ( ) ( ) ( ) ( )
2
2.26 MLs s M m g s u s = +
52
( )
( )
( )
( )
2
1
ou
s
g s
MLs M m g u s
= =
+
(f)
( ) ( ) ( ) ( ) ( )
2
2.25 , f Ms y s u s mg s =
( ) ( )
( )
( )
2
2
u s
Ms y s u s mg
MLs M m g
= +

+

( )
( )
( )
2
yu
2 2
g
MLs M m g mg
s
Ms MLs M m g
+ +
=

+

( )
( )
( )
2
2 2
y s
Ls g
u s
s MLs M m g
= =

+

53
State-space equation
1 2 3 4
Let x = y, x = y, x = and x = , then
`
`
( ) ( )
1 2, 2 3
1 1
2.25
mg
x y x x y u mg x u
M M M
= = = = = + ` ` ` ``
( )
( )
( )
3 4 4 3
1 1
, 2.26
M m g
x x x M m g u x u
ML ML ML

+

= = = = + =

` ``
` ` `
That is,
( )
1 1
2 2
3 3
4 4
0 1 0 0
0
0 0 0
1
0 0 0 1
0
0 0 0
1
x x
mg M x x M
u
x x
M m g ML x x ML

= +

+

`
`
`
`

1
2
0 0 1 0
1 0 0 0
y
x
y y

=

=

=

(2.27)
54
Example 2.12 Consider the network shown in Figure 2.16

Figure 2.16 Network with two inputs.
55
From the 3-F capacitor,
1 1
1 2 3
3 0
2
u x
x u x
+ = ` , then
1 1 3 1 2
1 1 1 1
6 3 6 3
x x x u u = + + `
From the 1-F capacitor,
2 3
x x = `
From the 2-H inductor, y
3 1 2 3 1
2x x x x = = `
The output
[ ] [ ]
2 1 1
( ) / 2 1/ 2 0 0 x 1/ 2 0 u y u x = = +
Then the state equation

1 6 0 1 3 1 6 1 3
0 0 1 0 0
1 1 0 0
1 2
2 2
x x u

= +

`
56
1 1 1 0 0
1 2 0 0 1 2 0
y x u

= +

The transfer matrix, ( )
1
( ) G S C sI A B D
= +
In MATLAB, we type
1 6 0 1 3; 0 0 1; 0.5 0.5 0.5 a

=

;
1 6 1 3; 0 0; 0 0 b

=

;c= 1 1 1; 1 2 0 0

;
[ ] d= 0 0; 0.5 0 ;

[N1, d1] = ss2tf (a, b, c, d,1)
N1 =
0.0000 0.1667 -0.0000 -0.0000
0.5000 0.2500 0.3333 -0.0000
57
( )
d1 = 1.0000 0.6667 0.7500 0.0833
This is the first column of G(s). We repeat the computation for the second input, thus
2 2
3 2 3 2
3 2 2
3 2 3 2
0.1677 0.3333
0.6667 0.75 0.083 0.6667 0.75 0.0833
0.5 0.25 0.3333 0.1667 0.0833 0.0833
0.6667 0.75 0.083 0.6667 0.75 0.0833
s s
s s s s s s
G s
s s s s s
s s s s s s

+ + + + + +
=

+ +

+ + + + + +

58
2.7 Concluding Remarks
System type Internal description External description
Distributed, linear
( ) ( ) ( )
0
,
t
t
y t G t u d =

Lumped, linear ( ) ( )
( ) ( )
x=
=
A t x B t u
y C t x D t u
+
+
`

( ) ( ) ( )
0
,
t
t
y t G t u d =

Distributed, linear,
time-invariant

( ) ( ) ( )
( ) ( ) ( ) ( )
0

y s , irrational
t
y t G t u d
G s u s G s
=
=

Lumped, linear,
time-invariant
x Ax Bu
y Cx Du

= +
= +
`
( ) ( ) ( )
( ) ( ) ( ) ( )
0

y s , rational
t
y t G t u d
G s u s G s
=
=

Chapter 3: Linear Algebra
3.2 Basis, Representation and Orthonormalization
Vector
n
x R ,
[ ]
1 2 4
... , : x x x x

= transpose.
The set
{ }
1 2
, , ,
n
m
x x x R is said to be linearly dependent if there exist real
numbers
1 2
, , , ,
m
not all zero, such that

1 1 2 2
0
m m
x x x + + + =
The set is said to be linearly independent if
(3.4)
1 2
0
m
= = = = is the only
solution.
If the set in (3.4) is linearly dependent and
1
0, then
[ ]
1 1 1 2 2
1
1
m m
x x x x
= + + +

2 2 3 3 m m
x x x + + +

59
60
That is, is a linear combination of
{ }
1
x
1 2
, , x x
Dimension of a linear (vector) space
,
m
x .
dim(V) :
the maximum number of linearly independent vectors in the space.
{
The set
}
1 2
, ,
n
q q q is called a basis of if every vector
n
R
n
x R can be
uniquely expressed as
n
q
1 1 2 2 n
x q q = + + + (3.5)
[ ]
1
2
1 2 n
n
q q q Q

= = (3.7)

.
is called the representation (coordinate) of the vector with respect to
the basis
{
x
}
1 2,
, ,
n
q q q .
Norms of vectors
The concept of norm is a generalization of length or magnitude. Any real-valued
function of , denoted by x x , can be defined as a norm if it has the following
properties:
1. 0 for every and 0 if =0. x x x x =
2. , x x = for any real
3.
1 2 1 2 1 2
for every and . x x x x x x + +
Let
n
x R , then

1
1
n
i
i
x x 1-norm

=
1 2
2
2
1
n
i
i
x x x x
=

2-norm or Euclidean norm

61
62
max
i
x x
= norm, infinite norm

is normalized if 1 x x x

=
and are orthogonal if
1 2 2 1 1
x
2
x 0 x x x x

= =
{ }
1 2
, , ,
m
x x x is a orthonormal set if
0, if i j
x x

1, if i = j
i j
Schmidt orthonormalization procedure. Given a set of linearly independent vectors

we can obtain an orthonormal set by using

1 2
, , ,
m
e e e
( )
( )
1 1
2 2 1 2 1
1
1

m
m m k m k
k
u e
u e q e q
u e q e q
=
=
.
1 1 1
2 2 2
/
/

/
m m m
q u u
q u u
q u u
=
=
=
.

63
Let
[ ]
1 2 m
A a a a = be an nm matrix with n m . If all columns of A are
orthonormal,
[ ]
1
2
1 2 m m
m
a
a
A A a a a I
a
= =

.

Where is the unit matrix of order . Note: in general,
m
I m
m
A A I

3.3 Linear Algebra Equations

1 1 m n n m
A x y

= (3.9)
Where
( )
:
n m
A R R is called the linear mapping, linear transformation, or linear
operator.
Range space, rank
64
The range space of a linear operator A is the set
( )
R A defined by

( )
R A = all the vectors
{
m
y R for which there exists at least one vector
such that
n
x R y Ax =
}

{ }
,
n
y Ax y x R = =

( )
Rank of
no. of linear independent columns of
no. of linear independent rows of
min( , )
A A
A
A
m n
=
=
=

Null space, nullity
The null space of a linear operator A is the set
( )
N A defined by

{ }
{ }
( )= all the elements for which 0
= 0,
n
n
N A x R Ax
x Ax x R
=
=

65
( )
nullity of
( ) ( ) ( )
A dim number of columns of - v A N A A A = = =

Theorem 3.1
1. Given
m n
A

and
1 m
y

, a solution
1 n
x

exists in Ax y = if and only if y lies in
the range space of A or, equivalently,
( ) [ ] ( )
A A y = where
[ ]
A y is an
( )
1 m n +
0 1 2
. .
0 2 4 0 2 4
E X x A A y

= = = = =

t
x t
matrix with y appended to A as an additional column.
1
The solution
0
( ) [ ]
0 1 2
, 1
0 1
2 2

= = +

2. Given

A, a solution x exists in Ax y = for every y, if and only if A has rank m
(full row rank).
( )
-1
1 1 1 1
. . , 2,
0 1 0 1
E X x y A x y

= = =

Note: Since
( )
A =m, no matter what column y is appended to A

[ ] ( )
A y =m
2
( ) [ ] ( )
1
1
2
2
3
1 0 1
. . ,
0 1 1
x
y
E X x A A y
y
x

= = =

=

x

1 1 3
2 2 3
-
-
x y x
x
x y
1 1
2 2
- -1
- -1
0 1
y t y
x y t y t
t

= = +

66
67
Theorem 3.2
Given and
m n
A
m 1
y

, let
p
x be a solution of Ax y = and let
( )
- k n A =
be the nullity of A. If A has rank (full column rank) or =0 , then the
solution
n k
p
x is unique. If > 0 , then for every real k k , 1, 2, ,
i
i , the vector =
1 1 2 2

p k k
x x n n n = + + + +
is a solution of Ax y = , where
{ }
1 2
, , ,
k
n n n is a basis of the
( )
N A .
Example 3.2 & 3.3
Consider the matrix
[ ]
1 2 3 4
0 1 1 2
1 2 3 4
2 0 2 0
A a a a a

=

It is easy to check and are linear independent,
1
a
2
a
3 1 2
a a a = + , and
4 2
2 a a = . Thus
{ }
1 2
, a a is a basis of
( )
R A , i.e.
( )
A =2. To find the
( )
N A ,
68
we let 0 Ax = , i.e.
( )
( ) ( )
1 1 2 2 3 3 4 4
1 1 2 2 3 1 2 4 2
1 3 1 2 3 4 2
1 3
2 3 4
1 2
2
2 0
0

2 0
- -1 0
- - 2 -1 -2

1 0
0 1
Ax x a x a x a x a
x a x a x a a x a
x x a x x x a
x x
x x x
t
t s
x t s tn sn
t
s
= + + +
= + + + +
= + + + +
+ =

+ + =

= = + = +

The set
{ }
1 2
, n n is a basis of
( )
N A .

Now
69

4
8
0
Ax y

= =

This clearly lies in the range space of y A and a
2
4 y = . Thus
[ ]
0 4 0 0
p
x

= and the general solution can be expressed as
1 1 2 2 1 2
0 1 0
4 1 2
0 1 0
0 0 1
p
x x n n

= + + = + +
+

+

for any real
1
and
2

Corollary 3.2
70
1. Given
m n
A

, a solution x exists in xA y = , for any if and only if y A has
full column rank.
2. Given A and
1 n
y
, let
p
x be a solution of xA y = and let
( )
k m A = . If
0 k = , the solution
p
x is unique. If , then for any 0 k > , 1, 2, ,
i
i k = , the
vector

1 1 2 2 p k k
x x n n n = + +
is a solution of
+ +
xA y = , where 0
i
n A = and the set
{ }
1 2
, , ,
k
n n n is linearly
independent.
In MATLAB, the solution of Ax y = is \ A y , and the solution of xA y = is
/ y A.
Determinant of square matrix
71
1 1
, det
n n
n n ij ij ij ij
i j
A A A a c a c
= =
= = =

where denotes the entry and
ij
c is the cofactor corresponding to
ij
a and is
equal to
(
ij
a
)
1
i j +
det M
ij
, where is the M
ij
( ) ( )
1 n n 1 submatrix of A by
deleting ith row and jth column.
Inverse of square matrix
A square matrix is said to be nonsingular (or invertible) if its determinant is
nonzero. The inverse of A is computed as

1
Adj 1
det det
ij
A
A c
A A

= =

Theorem 3.3
Ax y with = A Consider square.
1. If A is nonsingular, then the equation has a unique solution for every y and the
solution equals
1
A y
0 Ax = 0 x = is . . In particular, the only solution of

2. The homogeneous equation 0 Ax = has nonzero solutions if and only if A is
singular. The numbers of linearly independent solutions equals the
( )
v A .
3.4 Similarity Transformation
Let A be an n matrix, if there exists an vector b such that the n vectors b, n 1 n
1
, ,
n
Ab A b are linear independent and if

1
1 2
n n
n
A b b Ab A b

= + + +
then the representation of A with respect to the basis
{ }
1
, , ,
n
b Ab A b
is
72
1
2
3
1
0 0 0
1 0 0
0 1 0
0 0 0
0 0 1
n
n
A
. . . .

This matrix is said to be in a companion form.
Example 3.4
Consider the matrix

3 2 1
2 1 0
4 3 1
A

=

Let
[ ]
0 0 1 b

= . Then we have
73
74
( )
( )
2 3 2
1 4 5
0 , 2 , 10
1 3 13
Ab A b A Ab A b A A b

= = = = =

17 15 5

(3.21)
It can be verified,

2 3
A b b Ab A = + b (3.22)
Because the three vectors , b Ab, and
2
A b are linearly independent, they can be
used as a basis. It is clear that

( )
2
0
1
0
A b b Ab A b

=

( )
2
0
0
1
A Ab b Ab A b

=

75
( )
2 2
17
15
5
A A b b Ab A b

=

{ }
2
, , b Ab A b is Thus the representation of A with respect to the basis

0 0 17
1 0 15
0 1 5
A

=

Similarity Transformation
Given
n n
A

, there exists a basis
{ }
1 2
, , ,
n
q q q such that AQ QA, i.e., =
1
A Q AQ
= . This is called the similarity transformation and A and A are said to

be similar.
3.5 Diagonal form and Jordan form
A real or complex is called an eigenvalue of the n n real matrix A if there
76
exists a nonzero vector x such that Ax x = , where x is called a (right)
eigenvector of A associated with eigenvalue .
Suppose y
1 n
y A
= , then y is called the left eigenvector of A.

( )
- =0 - 0 Ax x Ax x A I x = =
( )
- =0 - 0 Ax x Ax x I A x =
Since 0 x 0, the matrix
=
( ) ( ) ( )
- or - A I I A must be singular (or have
determinant 0).
Characteristic polynomial of A:
( ) ( )
=det - I A
It is a monic polynomial of degree n with real coefficients. A polynomial is
called monic if its leading coefficient is 1.
Eigenvalues can be calculated by the characteristic equations. Every root of
( )
is an eigenvalue of A,
( ) ( )
det I A =
The companion-form matrices
4
3
2
1
0 0 0
1 0 0
0 1 0
0 0 1

,
1 2 3 4
1 0 0 0
0 1 0 0
0 0 1 0

4 3 2 1
0 1 0 0
0 0 1 0
0 0 0 1

,
1
2
3
4
1 0 0
0 1 0
0 0 1
0 0 0

their characteristic polynomials are the same as
( )
4 3 2
1 2 3 4
=
For example
+ + + +
( ) ( ) ( )
2 3 2
1 3 2 1 2 3
det I A = = + + + = + + +
77
78
Eigenvalues of A are all distinct
Let
1 2
, , ,
n
be the eigenvalues of A and be all distinct. Let qi be an
eigenvector of A associated with
i
, i.e.
i i i
Aq q = . Then the set of eigenvectors
{ }
1 2
, , ,
n
q q q is linearly independent and can be used as a
A be the
representation of A with respect to this basis,
[ ]
1
1 1 1
1 2 1
0
0
0
n
Aq q q q q a Q

= =

=
.

79
[ ]
2
2 2 2 1 2 2
0
0
0
n
Aq q q q q Qa

= = =

.

. . .
[ ]
1 2
0
0
0
n n n n n
n
Aq q q q q Qa

= = =

.

This implies
AQ QA, and =
80
1
2
1
3
0 0 0
0 0 0
0 0 0
0 0 0
n
A Q AQ

= =

. . . .
A is a similarity transformation of A and is diagonal. This process is also called

the diagonalization of A. Note that different orderings of eigenvectors will yield
different diagonal matrices for the same A.
Example 3.5

0 0 0
1 0 2
0 1 1
A

=

0 0
det det 1 2
0 1 1
I A
,
( ) ( )

= =

( ) ( )
( )
( )( )
2
1 2 2 1 2 = = = +

81
Thus A has eigenvalues 2, -1and 0. As =2, the associated eigenvector q1 ,
can be any nonzero solution of
1 1 1
Aq q =
( )
1 1
0 A I q =
( )
1 1 1
2 0 0 0
2 1 2 2 0 1
0 1 1 1
A I q q q

= = =

As 1 = ,
( )
2 2 2
1 0 0 0
1 1 2 0 2
0 1 2 1
A I q q q

+ = = =

As 0 = ,
3 3 3
0 0 0 2
1 0 2 0 1
0 1 1 1
Aq q q

= = =

Thus the diagonal matrix with respect to
{ }
1 2 3
, , q q q is
82
0 0 0
A
2 0 0
0 1 0

=

0 0 2 2 0 0 0 0 0 0 0 2
1 2 1 0 1 0 1 0 2 1 2 1
0 0 0 0 1 1 1 1 1

It is simpler to verify
QA AQ =

=
1 1 1

Complex eigenvalues

( )
2
1 1 1 1
, det 1 0
2 1 2 1
A I A

= = = + =

+

Thus the eigenvalues of A are j
As
[ ]
1 1 1
1 1 1
, 0,
2 1 2
j j
j A jI q q q
j
+

= = = =

83
[ ]
1 1 1
, 0, As
2 2 2
2 1 2
j j
j A jI q q q
j
+

= + = = =

+

Note that even though the data we encounter in practice are all real numbers,
complex numbers may arise when we compute eigenvalues and eigenvectors.
Eigenvalues of A are not all distinct
Example-1
( ) ( ) ( )
2
1 0 1 1 0 1
0 1 0 , det 0 1 0 1 2
0 0 2 0 0 2
A I A

= = =

Thus eigenvalues of A are 1,1, and 2 .
As
[ ]
1 1 1
0 0 1 1 0
1, 0 0 0 0 0 or 1
0 0 1 0 0
A I q q q

= = = =

84
[ ]
3 3 3
1 0 1 1
2, 2 0 1 0 0 0
0 0 0 1
A I q q q As

= = = =

1
1
1 0 1 1 0 0
0 1 0 0 1 0
0 0 1 0 0 2
A Q AQ AQ

= = = Then

1
1
1 1 1 1 1
1 1 0 1 0 0
0 0 1 0 2 0
0 1 0 0 0 1
A Q AQ AQ

= = =

Example-2
( ) ( ) ( )
2
1 1 2 1 1 2
0 1 3 , det 0 1 3 1 2 0

0 0 2 0 0 2
A I A

= = = =

85
[ ]
1 1 1
1 1 2 5
2, 2 0 1 3 0 3
0 0 0 1
A I q q q As

= = = =

[ ]
2 2
0 1 2 1
1, 0 0 3 0 0
0 0 1 0
A I q q q

As
2

= = = =

The matrix
3 3
A
has only two independent eigenvectors. A does not have a

diagonal-form representation.
A vector v is called a generalized eigenvector of grade n if
( )
0
n
A I v = and
( )
1
0
n
A I v

.
If 1 n = , they reduce to
( )
0 A I v = and
( )
1 1
0 A I v v

= , in this case, v is
an ordinary eigenvector.
For 4 n = , i.e., A with eigenvalue and multiplicity 4, we define
86
( )
4
4 4
, . ., v v i e A I v 0 =

( ) ( )
3 4
v A I v A I v = =

( ) ( )
2
2 3
v A I v A I v = =

( ) ( )
3
1 2
v A I v A I v = =
They are called a chain of generalized eigenvectors of length 4 n = and have the
properties,

4
1
( ) = ( ) = A I v A I v 0 (a)
2 4
2
( ) = ( ) = A I v A I v 0
3 4
3
( ) = ( ) = A I v A I v 0
87
From equations (a)(b), we have
1 1
= Av v , (a)
2 1 2
, = + Av v v
2 1
= ( ) A I v v
3 2 3
= + Av v v ,
3 2
= ( ) A I v
= + Av v v
v
4 3 4
,
4 3
( ) = A I v v
Now,
[ ] [ ]
1 2 3 4 1 1 2 2 3 3 4
= + + + A v v v v v v v v v v v
[ ]
1 2 3 4
1 0 0
0 1 0
0 0 1
0 0 0

= v v v v VJ
Then the representation of A with respect to the basis {v1, v2 , v3 , v4} is
1 0 0
0 1 0
0 0 1
0 0 0

J
The matrix is called the Jordan block of order n = 4 .

Example-2 (Continued)
1 1 2
0 1 3 ,

=

0 0 2

A =1,1, 2
88
89
As =1 ,
1
[ ]
1 1
0 1 2 1
0 0 3 0 0
0 0 1 0

= = =

A I v v v
[ ]
2 2 1 2
0 1 2 1 0
0 0 3 0 1 or 1
0 0 1 0 0 0

= = = =

t
A I v v v v
As =2,
[ ]
3 3 3
1 1 2 5
2 0 1 3 0 3
0 0 0 1

= = =

A I v v v
Let
[ ]
1
1 2 3
1 0 5 1 0 5
0 1 3 0 1 3
0 0 1 0 0 1

= =

Q v v v , Q

90
1
1 0 5 1 1 2 1 0 5
0 1 3 0 1 3 0 1 3
0 0 1 0 0 2 0 0 1

=

A=Q AQ
1 0 5 1 1 10 1 1 0
0 1 3 0 1 6 0 1 0
0 0 1 0 0 2 0 0 2

= =

A is a Jordan-form representation of A and has two Jordan blocks.

Consider a with repeated eigenvalues
5 5
A
1
with multiplicity-4 and
simple eigenvalue
2
. Then there exists a nonsingular matrix such that
1

A=Q AQ has one of the following forms,

1
1
1 1
1
2
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 0
0 0 0 0

A has 1 linear independent eigenvector for
1

1
1
2 1
1
2
1 0 0 0
0 1 0 0
0 0 0 0
0 0 0 0
0 0 0 0

1

91
1
1
3 1
1
2
1 0 0 0
0 0 0 0
0 0 1 0
0 0 0 0
0 0 0 0

1

1
1
4 1
1
2
1 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0

1

92
1
1
5 1
1
2
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0

1

A matrix is said to be Jordan form (Jordan canonical form) if its principle
diagonal consists of Jordan blocks and remaining elements are zeros.
Jordan-form matrices are triangular and block diagonal and can be used to
establish many general properties of matrices.
1 1
= = =

detA det QAQ detQdetAdetQ det A
The is the product of all diagonal entries or, all eigenvalues of A.
det A
93
94
1 0 0 0 1 0 0
0 1 0 0 0 1 0
J , (J )
0 0 1 0 0 0 1
0 0 0 0 0 0 0
Thus, det A = product of all eigenvalues of A
which implies that A is nonsingular if and only if it has no zero eigenvalue.

= =
2
0 1 0 0 0 1 0 0 0 0 1 0
0 0 1 0 0 0 1 0 0 0 0 1
(J ) =
0 0 0 1 0 0 0 1 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0

=

I
95
3
0 0 1 0 0 1 0 0 0 0 0 1
0 0 0 1 0 0 1 0 0 0 0 0
(J ) =
0 0 0 0 0 0 0 1 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0

=

I
k
(J ) I = 0 for k 4 . This is called nilpotent
3.6 Function of a Square Matrix
Polynomials of a square matrix
0
:
= =
K
n n
A A I, A AA A (k terms)
3 2 3 2
f( ) 6, f( ) 2 6 + = A =A + A I
Given , there exists nonsingular Q such that =
n n
A
A
1
Q AQ is in Jordan
form, then
1 1 1 1

( )( ) ( )

= =
k k
A QAQ QAQ QAQ QA Q

. That is
1
f( ) f( )

= A Q A Q or
1
f( ) f( )
= A Q A Q
96
If A is block diagonal, then

k
k
1 k 1
k
2
2
,

=

A 0
A 0
A =
0 A
0 A

1
2
f( )
f( )=
f( )

A 0
A
0 A

The minimal polynomial of A is the monic polynomial ( ) of least degree
such that = 0. A monic polynomial is a polynomial with 1 as its ( ) A
leading coefficient.
Example-3
2 1 2 1
, ( ) det( ) ( 2)( 3)
0 3 0 3

= = = =

A I A
97
2
2
( ) ( ) 5 6
4 5 2 1 1 0
( ) 5 +6 5 6
0 9 0 3 0 1
= = +

= = + =

A A A I 0

The index of , denoted by
i
i
n , is defined as the largest order of all Jordan
blocks associated with
i
.

Example -4
98
1
1
1
1
1
1
2
2
2
2
2
11 11
1 0 0 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0 0 0
0 0 1 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 1 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 1 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0 0 0

A=

1
:multiplicity
1
n = 6, index
1
n = 4
2
:multiplicity
2
n = 5, index
2
n = 3
Let
i
be an eigenvalue of A with multiplicity and index
i
n
i
n , then the
characteristic polynomial of A is
i
n
i
i
() det( ) ( ) = =
I A
The minimal polynomial of A is
i
n
i
i
( ) ( ) =

f ( ) = A 0 if and only if
f ( ) = A 0, i.e., similar matrices have the same

minimal polynomial.

Example -5
99
100
2
1
3 0 0 0
0 3 0 0
, ( ) ( 3)( 1) 4 3
0 0 3 0
0 0 0 1

= = = +

A
2
1 1 1
( ) 4 +3 = = A A A I 0

2
2 2
3 1 0 0
0 3 0 0
, ( ) ( 3) ( 1) ( )
0 0 3 0
0 0 0 1

= = =

A A 0
3
3 3
3 1 0 0
0 3 1 0
, ( ) ( 3) ( 1) ( )
0 0 3 0
0 0 0 1

= = =

A A 0
101
The )
3
( ) ( 3) ( 1 =
1 2 3
, , and A A A
n n 1
1 n 1 n
( ) det( )
for
Theorem 3.4 (Cayley-Hamilton theorem)
Let
= = + + + + I A
( )

be the characteristic polynomial of A. Then
n n 1
1 n 1 n
= + + + + = A A A A I 0 (3.43)
This implies can be written as a linear combination of
n
A
n 1
{ , , , }
I A A .
For any polynomial f( ) , no matter how large its degree is, can f( ) A
always be expressed as
n 1
0 1 n 1
f( )

= + + + A I A A (3.44)
In other words, every polynomial of n n matrix A can be expressed as a
linear combination of
n 1
{ , , , }
I A A .If the minimal polynomial of A with

is available, then every polynomial of A can be expressed as a degree n
102
linear combination of
n 1
{ , , ,

} I A A .
Theorem 3.5
We are given and f( )
n n
A with )
i
m
n
i
i=1
() ( =
, , ,
,
Where
m 1 2
are distinct eigenvalues and
1 2 m
n +n + +n n = .Define
n 1
0 1 n 1
h( )

= + + +
It is a polynomial of degree n 1 with n unknown coefficients. These n
unknowns are to be solved from the following set of n equations
i i
( ) ( )
i i
df () dh ()
f ( ) h ( )
d d
l l
l l
l l
= =
= =
Where and
i
0,1, , n 1 l = i 1,2, , m = . Then we have f( ) h( ) = A A and
h( ) is said to equal f( ) on the spectrum of A.
Example 3.7
103
100
0 1
with =
1 2
Compute

A A
Sol:
100
f( )
2 2
1
2 1 ( 1)
1 2
= = = + + = +
+
I A
0 1
h( ) = +
on the spectrum of A, we have
100
0 1
f( 1) ( 1) h( 1) = = =
99
1 1
df()
f ( 1) 100( 1) h ( 1)
d
=

= = = =
Thus we have 100,
1
=
0
= 99, and h( ) = 99100
100
f( ) h( ) 99 100 = = = A A A I A Then
104
1 0 0 1 199 100
99 100
0 1 1 2 100 101

=

=

Functions of a square matrix

Let f( ) be any function, not necessarily a polynomial. One way to define
is to use Theorem 3.5. Let f( ) A h( ) be a polynomial of degree n 1 ,
where n is the order of A. We solve the coefficients of h( ) by equating
on the spectrum of A. Then is defined as . f( ) =h( ) f( ) A h(
The procedure for computing a function of a square matrix
) A
Step 1: Given
n n
A and h( ) .
Step 2: Compute () = = I A
i
m
n
i
i=1
( ) .

Step 3: Let
n 1
0 1 n 1
h( )

= + + +
105
( ) ( )
i i i
f ( ) h ( ) calculate .
l l
= Step 4:
Step 5:
n 1
0 1 n 1
f( ) h( )

= = + + + A A I A A
Example 3.8
Let
1
t
1
0 0 2
0 1 0 . Compute e
1 0 3

=

A
A
Step 1:
t
f( ) e
=
Step 2:
0 2
0 1 0 ( 1)( 3) 2( 1)
1 0 3
= = +

I A
2 2
( 1) 3 2 ( 1) ( 2) 1,1, 2

= + = =

Step 3:
2
0 1 2
h( ) = + +
Step 4: 1 =
106
t
0 1
f(1) e h(1)=
2
= + + (a) =

t
1
df()
f (1) te h (1)= 2
1 2
d
=

= = = +
2t
0 1
f(2) e h(2)= 2 4
(b)
2 =

2
= = + +
e f( ) h( ) = = = + +
A
A A I A A
(c)

From , we can obtain (a) (c)

t 2t t t 2t 2t t t
0 1 2
2te +e , 3te +2e 2e , e e te = = =
Step 5:
2

1
t 2
1 1 0 1

t 2t t 2t
t
2t t 2t t
2e e 0 2e 2e
0 e 0
e e 0 2e e

=

Example 3.9
Let
2
t
2
0 2 2
0 1 0 . Compute e .
1 1 3

=

A
A
Step 1:
t
f( ) e
=
Step 2:
2
() = I A
2
( 1) ( 2) 1,1, 2 = =
Step 3:
2
0 1 2
h( ) = + +
Step 4: )
(1) (1)
i i
f ( ) h ( ===
Step 3 & 4 are independent of A and are dependent on the spectrum. Since
=1,1, and 2, the
i
s are the same as those in Example 3.8.
Step 5: A
2
t 2
2 0 1 2 2 2
e f( ) = = + +
A
A I A
107
108
t 2t t t 2t
t
2t t t 2t t
2e e 2te 2e 2e
0 e 0
e e te 2e e

=

Example 3.10
Let
1
1
t
1
1
n n
1 0 0
0 1 0
. Compute e . 0 0
1
0 0 0

A
A
.
. . .

109
Step 1:
t
f( ) e
=
n
1 1 1 1
() ( ) , , , Step 2: = = = I A
2 n 1
0 1 1 2 1 n 1 1
h( ) ( ) ( ) ( )

Step 3:
= + + + +
f( ) e h( )

Step 4:

1
t
1 1 0
= = =
1
(a )
1
t
1 1
f ( ) te h ( )

= =
1
2 n-2
1 2 1 3 1 n 1 1
2 ( ) 3 ( ) (n 1) ( )
=

= + + + +

=
1

2
(a )
1
t 2
1 1
f ( ) t e h ( )

= =
1
n-3
2 3 1 n 1 1
2 3! ( ) (n 1)(n 2) ( )
=

= + + +

110
2
2! =
3
(a )
. . .
1
t (n 1) n 1 (n 1)
1 1
f ( ) t e h ( ) (n 1)!

n 1
= = =
n
(a )
Thus
0 1 n 1
, , ,

can be determined directly from equations .
1 n
(a ) ~ (a )

Step 5:
t

e f( ) h( ) = =
A
A A
1 1 1 1
2 n 1
t t t t 2 n 1
1 1 1
t t

e te ( ) e ( ) e ( )
2! (n 1)!

= + + + +
A
I A I A I A I
Using the special forms of )
k
( A I as discussed in (3.40), we can readily

obtain
111
2
t
t
e te t e / 2! t e / (n 1)!
0 e te
e
0 0 e t e / 2!
te
0 0 0 e

=

A
. . .
1 1 1 1
1 1
1 1
1
1
t t t t 2 n 1
t t
t
t t
(3.48)

Example 3.11
Consider
1
1
t
1
2
2
1 0 0 0
0 1 0 0
A . Compute e . 0 0 0 0
0 0 0 1
0 0 0 0

A
It is block diagonal and contains two Jordan blocks. Thus
1 1 1
1 1
1
2 2
2
t t t 2
t t
t
t
t t
t
e te t e / 2! 0 0
0 e te 0 0
e
0 0 e 0 0
0 0 0 e te
0 0 0 0 e

=

A

Functions of a square matrix: defined by using power series. Suppose
n i
0 1 n i
i 0
f( )

=
= + + + + =

with the radius of convergence . If all eigenvalues of A have magnitude
less than , then can be defined as f( ) A
i
i
i 0
f( )

=
=
A A (3.50)
112
113
Example 3.12
Consider the Jordan-form matrix in Example 3.10.
A
Let
t
f( ) e
= and
2 1
1 1 1 1
f ( )
f( ) f( ) f ( )( ) ( )
2!
= + + +
then
(n 1)
n 1 1
1 1 1 1
f ( )

f( ) f( ) f ( )( ) ( )
(n 1)!
= + + + +
A I A I A I
Because
k
1
( ) 0 for k n = A I
Thus
1 1 1
n 1
t t t n 1
1 1
t

f( ) e te ( ) e ( )
(n 1)!

= + + +
A I A I A I
Which is the same as that in (3.48).
Because the Taylor series
114
(n)
t 2 n
2 n
2 n
f (0) f (0)
f( ) e f(0) f (0)
2! n!
t t
1 t
2! n!
= = + + + + +
= + + + + +

converges for all finite and t , we have
2
t 2 k k
(3.51)
k 0
t 1
e t t
2! k!
=
= + + + =
A
I A A A
, , , v v v
This series involves only multiplications and additions and may converge
rapidly, therefore it is suitable for computer computation.
Why
1 1

f( ) f ( ) f( ) ?

= = A QAQ Q A Q
For any , there exist (general) eigenvectors
n
such that
n n
A
1 2
Q, which is the Jordan-form representation of A.
1

= A Q A
115

t k k k 1 k k 1
k 0 k 0 k 0
1 1 1

f( ) e t t ( ) t
k! k! k!

k
= = =
= = = =

A
A A QAQ A Q Q
k k 1 1
(
k 0
1

t f )
k!

=

= =

Q A Q Q A Q

1 2 1 2
( t +t ) t t 0 t 1 t
e , e e e , [e ] e

= = =
A A A A A
I

( ) t t t
e e e iff =
+
=
A B A B
AB BA

t k k k 1 k
t A (a)
k 0 k 1
d d 1 1
e t
dt dt k! (k 1)!

= =

= =

A
A
(a)
k 1 k 1 k k t
k 1 k 0
1 1
t t e = (b)
(k 1)! k!

= =

=

A
A A A A A
(a)
k 1 k 1 k k
k 1 k 0
1 1
t t
(k 1)! k!

= =

=

A A A A
(b)
t t t
d
e (e ) e
dt
= = =
A A A
A A
can be calculated by Laplace transformation. Because
t
e
A
dh(t)
L sh(s) h(0)
dt

=

t t 0 t
d
L e sL[e ] e sL[e ]
dt

= =

A A A
I (a)
t t t
d
L e L[ e ] L[e ]
dt

= =

A A
A A
A
(b)
From (a) and (b),

t t t 1
sL[e ] L[e ] L[e ] (s )
= =
A A A
I A I A
Thus,
{ }
t 1 1
e L [s ]

=
A
I A
3.7 Lyapunov Equation
Consider the equation
116
117
n n n m n m m m n m
= (3.59) + A M M B C
=
This equation is called the Lyapunov equation, where A, B, and C are given. The
equation can be written as a set of standard linear algebra equations. Suppose
n 3 and , we rewrite (3.59) as m 2 =

11 12 13 11 12 11 12 11 12
11 12
21 22 23 21 22 21 22 21 22
21 22
31 32 33 31 32 31 32 31 32
a a a m m m m c c
b b
a a a m m m m c c
b b
a a a m m m m c c

+

=
Multiplying them out and then equating the corresponding entries on both
sides of the equality, we obtain
118
11 11 12 13 21 11 11
21 22 11 23 21 21 21
31 32 33 11 21 31 31
12 11 22 12 13 12 12
12 21 22 22 23 22 22
12 31 32 33 22 32 32
a b a a b 0 0 m c
a a b a 0 b 0 m c
a a a b 0 0 b m c
b 0 0 a b a a m c
0 b 0 a a b a m c
0 0 b a a a m c a
+

+

+

+

+

+

=
(3.60)
This is an order of n m 3 2 6 = = linear algebra equation.
Let A . = M AM MB C
It maps an nm-dimensional linear space into itself. A

scalar is called an eigenvalue of if there exists a nonzero such that
( ) +
A
M
A( ) M = M

Because can be considered as a square matrix of order nm, it has nm
eigenvalues , for k 1, 2,
A
k
, nm. We want to show that
119

k ij i j
+ = = , for i 1, 2, , n ; j 1, 2, , m = =

where and are, respectively, the eigenvalues of A and B. In other
i
words, the eigenvalues of are all possible sums of the eigenvalues of A A
and B.
Proof: Suppose Au u, u =
i
0, vB=v
j
, v

Because both u and v are nonzero, so is the matrix uv. Thus
0, then
i j i j
A(uv) ( ) + + + = Auv uvB = uv uv = uv

i j
( ) + is an
eigenvalue ofA( ) M

Because det A ). A is nonsingular iff it has no zero eigenvalue. =
i
i
(
A
Now for (3.60), if
i j
+ 0 for all i and j, then the square matrix in (3.60)
is nonsingular and, for every C, there exists a unique M satisfying the equation. In
this case, the Lyapunov equation is said to be nonsingular.
If
i j
+ 0 = for some i and j, then for a given C, solutions may or may not
(
exist. If
)
A C R

, then solutions exist and are not unique.
3.8 Some Useful Formulas
Sylvestors Inequality
n
p q

R
x R B A y R
Given and
q n
A
n p
B , then
( ) ( ) ( )
n min(( ), ( )) B + A B AB A
120
121
Given
m n
A
n n m m
, if and

C D are nonsingular, then
( ) ( ) and ( ) ( ) AC = A DA = A
Let
*
: = A A' complex conjugate transpose
1. n iff n or
m n
( )
A = A A =
*
0 detA A
*
( )
In this case,
* * * 1 *
m n n q m q
( )
+

A x = B A Ax = A B x = A A A B A B
where
*
: pseudo inverse of A.
* 1
( )
+
A = A A A
2.
* *
m n
( ) m iff ( ) m or 0
A = AA = detAA
In this case,
* * * * 1
q m m n q n
( )
+

x A = B xAA = BA x = BA AA BA
Let
m n
A and
n m
B . Then we have det
m n
( ) det( ) + = + I AB I BA
Proof: Let us define
122
m m m
n n n
, ,

I A I 0 I A
N = Q = P =
0 I B I B I

where N, Q, and P are all (n+m) (n+m) matrices.
Then
( )
det( ) det( ) det( ) det( ) det( ) det det( ) det( ) = = = NPQ N P Q Q P N QPN (a)
Now,
m m m
n n n
+ +

I AB 0 I 0 I AB 0
NPQ = =
B I B I 0 I

m m m
n n n

(b)
+ +

I A I A I 0
QPN = =
0 I BA 0 I 0 I BA
Substituting (a) into (b) implies
m n
det( ) det( ) + = + I AB I BA
3.11 Norms of Matrices
The norm of can be defined as
m n
A
x 0 1
sup sup
= x
Ax
A = = Ax
x
(3.72)
where sup stands for supremum or the least upper bound. This norm is defined
through the norm of x and is therefore called an induced norm.
1-norm:
n
ij
1
j
i 1
max a
=

=largest column absolute sum

A =
2-norm:
( ) ( )
1/ 2
2
max A = A'A =largest singular value of A
-norm:
n
ij
i
j 1
max a
=

=largest row absolute sum

A =
The norm of matrices has the following properties
, + , + Ax A x A B A B AB A B
123
124
Example
Let
3 2
1 0

A = . Then
1
3 1 4, 3 2 5
+ + = A = = A =
1/ 2 1/ 2
2
3 1 3 2 10 6
max max 3.7
2 0 1 0 6 4

=

A = =
The corresponding figure is shown in Figure 3.3.

125


Figure 3-3 Different norms of A.
Chapter 4: State-Space Solutions and Realizations
4.2 Solution of LTI State Equations
Consider the LTI state-space equation

( ) ( )
1 1 n n n n p p
x t A x t B u

= +
`

(4.2)

( ) ( ) ( )
1 q q n q p
y t C x t D u t

= +

(4.3)
126
127
Pre-multiplying on both sides of (4.2) yields
At
e
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( )
( )
( )
0
0
0 0
0

0
0
d At At At At At
dt
t t
At t A At A
t
A t
At
e x t e Ax t e Bu t e x t e Bu t
e x t e Bu d e x t e x e Bu d
x t e x e Bu d

= =

= =
= +

`

(4.5)
As
( ) ( ) ( ) ( )
0
0 4 5 0 0 0 0 t , . x e x x = = + =

To verify (4.5) satisfies (4.2), we differentiate (4.5),
( ) ( ) ( )
0
0
`
t
At A( t )
d
x t e x e Bu d
dt

= +

(a)
( ) ( ) ( )
0 0
t t
t
f t , d f t , d f t ,
t t

=

= +

(4.6)
128
( ) ( ) ( ) ( ) ( )
0
0
a 0
`
t
At A( t ) A
x t Ae x e Bu d e Bu t
t

= + +

( ) ( ) ( )
0
0
t
At A( t )
Ae x Ae Bu d Bu t
= + +

( ) ( ) ( ) ( ) ( )
0
0
t
At A( t )
A e x e Bu d Bu t Ax t Bu t
= + + = +

Thus (4.5) meets (4.2) and the initial condition x(0) and is the solution of (4.2)
( ) ( ) ( ) ( )
( )
( ) ( )
0
4 5 4 3 0
t
A t
At
. . y t Ce x C e Bu d Du t
= + +

(4.7)

Solved by Laplace
Applying the Laplace transform to (4.2)
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
1 1
0
0
sx s x Ax s Bu s
x s sI A x sI A Bu s

= +
= +

(b)
129
The inverse Laplace of (b) is

( ) ( )
( )
( )
0
0
t
A t
At
x t e x e Bu d
= +

Similarly,
( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
( )
( ) ( )
1 1
0
0
0
t
A t
At
y s C sI A x C sI A Bu s Du s
y t Ce x C e Bu d Du t
= + +
= + +

Example 4.1
Let -
( )
1
0 1
Let compute
1 2
A , sI
A

=

Method I:
130
( )

( ) ( )
( ) ( )
2 2
2
2 2
2 1
1
1 1 1
1
1
2 1
1 1
1 2 1
1 2 1
s
s s
s
s s
s s
s s
sI - A
s s
+
+ +
+ +
+ +

+

= = =

+

Method II:

( ) ( )
1
f s ,

= 1 1 eigenvalue of are A , ,
( )
0 1
h = +

( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( )
1
0 1
2 2
1 1
1 2 2
0 0
1 1 1 1
1 1 1
1 1 1
, f s h
f s s h
s s , s

=

= = + = =
= = + = =
= + + + = +
as

( ) ( ) ( )
( ) ( )
( ) ( )
2 2
2 2
2 1
1 1 1
0 1
1
1 1
s
s s
s
s s
sI - A f A h A I A
+
+ +
+ +

= = = + =

Example 4.2
131
( ) ( ) ( ) ( )
0 1 0 0
0
1 2 1
x t x t u t , x

= + =

`

Consider the equation

1

Find the solution.
Sol:
( ) ( )
( )
( )
0
0
t
A t
At
x t e x e Bu d
= +

( )
( ) ( )
( ) ( )
( )
( ) ( )
( )
( )
( )
( )
( )
2 2
2 2
2 2
2 2
2 1
1 1
1
1 1
1
1 1
1 1 1
1 1
1
1 1 1
1 1
1
1
s
s s
At
s
s s
s
t t
s s
t t
s
s s
e sI A
t e te
te t e
+
+ +

+ +
+ +

+ +

+
+ +

= =

+

= =

L L
L

132
( ) ( )
( ) ( )
( )
( )
( )
( )
( )
( )
( )
0
0
0
0
1
1
1
1
t
t
t t
t
t t
t
t
t e u d
t e t e
u d
t e t e
t e u d

+

=

+

+

( )
( )
( )
( )
( )
( )
( )
( )
0
0
1
1
t
t
t
t
t
t
t e u d
t e
x t
te
t e u d

The solution is

+

= +

+

4.3 Equivalent State Equations
Example 4.3: Consider the network shown in Figure 4.1. First we select the inductor
current
1
x and capacitor voltage
2
x as state variables as show.
133

Then x ,
1 2
1 u x = +
`
1 2 2
x x x = +
`
,
2
y x =
1 1
2 2
0 1 1
1 1 0
x x
u
x x

= +

`
`
, 0 1 y x =

(4.22)

If, instead, the loop currents
1
x and
2
x are chosen as state variables as shown ,
then, from the left-hand side loop, we have
( )
1 1 2 1 1 2
1 u x x x x x x u = + = + +
` `

(a)
134
From the right-hand side loop, we have the voltage across the capacitor is the
same as the one across the resistor, which is
1
x x
2
. thus the current through the
capacitor is
1 2
x x
` `
, which equals
2
x , i.e.,

1 2 2 2 1 2 1
x x x x x x x u = = +
` ` ` `
=
1 1
2
2
1 1 1
1 0 1
x x
u
x
x

= +

`
`
, 1 1 y x =

(4.23)
The state equations in (4.22) and (4.23) describe the same network; therefore
they must be closely related.
Definition 4.1
Consider a LTI system
( ) ( ) ( ) x t Ax t Bu t = +
`
, ( ) ( ) ( ) y t Cx t Du t = +

(4.24)
Let be a real nonsingular matrix and
n n
P

( ) ( ) x t Px t = . Then the state
equation,
( ) ( ) ( ) x t Ax t Bu t , = +
`
( ) ( ) ( ) y t Cx t Du t = +

(4.25)
Where
1
A PAP
= , B PB = ,
1
C CP
= , D D =

(4.26)
Is said to be (algebraically) equivalent to (4.24) and x Px = is called an
equivalence transformation.
( ) ( ) ( ) ( )
1
x t Px t x t P x t
= =

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
1
x t Px t PAx t PBu t PAP x t PBu t Ax t Bu t
= = + = + + = +
`
`

( ) ( ) ( ) ( ) ( ) ( ) ( )
1
y t Cx t Du t CP x t Du t Cx t Du t
= + = + = +
A, B, C and D are defined in (4.26). Note that the matrix D, called the
direct transmission part between the input and output, has noting to do with the
state space and is not affected by the equivalence transformation.
135
136
Eqivalent state equations or systems have the same set of eigenvalues and the
same transfer (function) matrix.

( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
1 1 1
1
det det det
det det det det
I A PIP PAP P I A P
P I A P I A

= = =

= = =

( )
( )
( )
( ) ( ) ( )
1
1 1
1
1 1
G s C sI A B D CP P sI A P PB D
CP P sI A P PB D C sI A B D G s

= + = +

= + = + =

Two state equations are said to be zero-state equivalent if they have the same
transfer matrix or
( )
( )
1
1
D C sI A B D C sI A B
+ = +

(a)
( )
( ) ( )
1
1
1
1 1 1
sI A s I s A s I s A

= =

137
( )
1
2
0
Note 1 1
i
i
x x x x
=

= + + + =

: ...
( )
1
1 1
0
i
i
sI A s s A

=
=

(b)
( ) ( )

1 2 2 3 1 2 2
b b
3
CBs CABs CA Bs D CBs CABs CA Bs

+ + + = + + + + ... ...

D+
Theorem 4.1
Two LTI state equations { } A B C D , , , and
{ }
A B C D , , , are zero-state
equivalent or have the same transfer matrix if and only if D D = , and

m m
CA B CA B = , 0 1 2 m = , , ,...
Note that equivalent system (4.24) and (4.25) imply zero-state equivalence. In
order for two state equations to be equivalent, they must have the same
dimension. This is, however, not the case for zero-state equivalence.

Example 4.4
Consider the two network s shown in Figure 4.2. The capacitor is assumed to
have capacitance -1F. Such a negative capacitance can be realized using an
OP-amp circuit.

138
139
For Figure 4.2(a)
( ) ( ) ( ) ( ) ( ) 0 5 0 5 0 5
a
y t u t y s u s g s = = = . . .
For Figure 4.2(b), if ( ) 0 0 x =
( ) ( ) ( ) ( ) ( ) 0 5 0 5 0 5
b
y t u t y s u s g s = = = . . .
Thus the two networks are zero-state equivalent. The network in Figure 4.2(a)
is described by the zero-dimensional state equation.
( ) ( ) 0 5 y t u t = . or 0 A B C = = = and 0 5 D= .
For Figure 4.2(b), ( )
( )
1
y t
i t = and from the upper right-hand loop:
( ) ( ) ( ) 1 1 0 0 5 0 5 i x u i i x u y x u = = + = + . .
From the lower right-hand loop:
( ) ( ) 1 1 0 2 2 2 x i x u i x x i x u x u x u x + = = + = + + =
` ` `
+
Thus the state equation becomes
140
( ) ( ) x t x t , ( ) ( ) ( ) 0 5 0 5 y t x t u t =
`
= + . .
With 1 A= , 0 B = , 0 5 C = . and 0 5 D= . . We see that D D = 0 5 = . and
0
m m
CA B CA B = = . Thus te two equations are zero-state equivalent.
Magnitude Scaling in OP-Amp Circuits

01 2 10
0 1 01
x x u

= +

`
.
.
, 0 2 1 y x =

.
Suppose the input is a step function of various magnitudes and the equation is to
be implemented using an OP-amp circuit in which all signals must be limited to
. First we use MATLAB, we type 10V
01 2 0 1 a =

. , 10 01 b =

. , 0 2 1 c =

. , 0 d = ;

[ ]
( ) ( ) y x t step a b c d polt t y t x = , , , , , ; , , ,
141

We see that
1
100 20
max max
x y = > = and
2
max
x y < . The state variable
2
x
is hardly visible and its largest magnitude is fund to be 0.1 by plotting it
separately (not shown). From this plot, we see that if
( )
0 5 u t . , then
( )
y t
will not saturate but
( )
1
x t will. Let

20
1 1 1
100
0 2 x x . x , = =
20
2 2 2
0 2
200
.
x x x = =
That is x Px = with

1
0 2 0 5 0
0 200 0 0 005
.
P P
.

= =

Then the equivalent state equation can be obtained from (4.26) as

1
0.1 0.002 2
(t) P u u
0 1 20

+ +

x = PA x PB = x
`

[ ]
1
y(t) u 1 0.005
+ = CP x D = x
The step responses due to are plotted in Figure 4.3(b). u(t) 0.5 =
4.4 Realizations
A transfer matrix G(s) is said to be realizable if there exists a finite
142
143
dimensional state equation
( ) ( ) ( ) + x t = Ax t Bu t , ` ( ) ( ) ( ) + y t = Cx t Du t
such that
1
(s) (s )
+ G = C I A B D and
{ }
A, B, C, D is called a realization
of G(s).
This is called the realization problem. The terminology is justified by the fact
that, by using the state equation, we can build an OP-amp circuit for the transfer
matrix.
Theorem 4.2
A transfer matrix G(s) is realizable if and only if G(s) is a proper rational
matrix.
Proof: necessary condition ( )
If G(s) is realizable then
144
[ ]
1
1
(s) (s ) Adj(s )
det(s )
+ + D (4.30)
G = C I A B D = C I A B
I A
If A is n n , then det(s ) I A has degree n. Every entry of Adj(s ) I A is the
determinant of an (n 1) (n 1) submatrix of (s ) I A ;thus it has at most degree
. Their linear combinations again have at most degree (n 1) (n 1) .Thus we
conclude that
1
(s )
C I A B is a strictly proper rational matrix. If D is a nonzero

matrix, then in (4.30) is a proper rational matrix. (s) G
( ) sufficient condition
If G(s) is a q p proper rational matrix, then we decompose G(s) as
(4.31)
Where is the strictly proper part of G(s). Let
sp
(s) ( ) (s) + G = G G
sp
G
( )
r r 1
1 r 1 r
d s s s s+
+ + + = (4.32)
145
be the least common denominator of all entries of (s) and be monic.
sp
G
Then (s) can be expressed as
sp
G
[ ]
r 1 r 2
sp 1 2 r 1 r
1 1
(s) (s) s s s
d(s) d(s)

+ + + +

G = N = N N N N (4.33)
where are constant matrices. Now we claim that the set of
i
N q p
equations
1 p 2 p r 1 p r p
p
p
p
p

I
0
0
0

(4.34a) +

I I I I
I 0 0 0
0 I 0 0
x = x u
0 0 I 0
`
. . . .
.
[ ]
1 2 r 1 r
( )
+ y = N N N N x G u (4.34b)
is a realization of G(s). The A-matrix is said to be in block companion
146
form; it consists of r rows and r columns of p p matrices; thus the
A-matrix has order rp rp . The B-matrix has order rp p , and the C-matrix has
order q rp . This kind of realization has dimension rp andis said to be in
controllable canonical form.
Now, we have to show that (4.34) is a realization of G(s) in (4.31) and
(4.33). Let us define
1
2 1
r
(s )

Z
Z
Z I A B (4.35)
Z
.
where Zi is p p and Z is rp p . Then the transfer matrix of (4.34)
equals
147
C I A B G = N Z N Z N Z G
1
1 1 2 2 r r
(s ) ( ) ( )
+ + + + + (4.36)
We can rewrite (4.35) as
( )
s I A Z = B
s + (4.37) Z = AZ B
1 p 2 p r 1 p r p
1 1 p
p
2 2
p
3 3
p
r r

I
0
s 0
0

+

I I I I
Z Z
I 0 0 0
Z Z
0 I 0 0
= Z Z
0 0 I 0
Z Z
. . . .
. . .
1
s s s
(a)
We can readily obtain
r 2 1 3 2 r
Z = Z , Z = Z , , Z = Z
which implies
2 1 3 1 r 1
2 r 1
1 1 1

s s s

Z = Z , Z = Z , , Z = Z
Substituting these into the first block of (a) yields
1 1 1 2 2 r r p
s + Z = Z Z Z I
148
1 2 r 1 p
r 1
1 1

s s

+ + + +

= Z I
or, using (4.32),
1 2 r 1 1 p
r 1 r-1
1 1 d(s)
s+
s s s

+ + +

Z = Z = I
Thus we have
r-1 r-2
1 p 2 p r p
(b)
s s 1
, , ,
d(s) d(s) d(s)
Z = I Z = I Z = I
Substituting (b) into (4.36) yields
1 r 1 r 2
1 2 r
1
(s ) ( ) s s + ( )
d(s)

+ + + +

C I A B G = N N N G
This equals G(s) in (4.31) and (4.33). Thus (4.34) is a realization of
G(s).
149
Example 4.6
Consider the proper rational matrix
sp
2
4s 10 3
2s 1 s 2
(s) ( ) (s)
1 s 1
(2s 1)(s 2) (s 2)

+ +
+
+

+ + +

G = = G G
2
12 3
2 0
2s 1 s 2
1 s 1

+ +
0 0
(2s 1)(s 2) (s 2)
+

+

+ + +

= (4.38)
The monic least common denominator of Gsp (s) is
2 3 2 3 2
1 2 3
d(s) (s 0.5)(s 2) s 4.5s +6s+2 s s s + + + + + + = = =
Thus we have
150
2
sp
3 2
6(s 2) 3(s 2)(s 0.5) 1
(s)
s 4.5s 6s 2 0.5(s 2) (s 1)(s 0.5)

+ + +

+ + + + + +

G =
2
6 3 24 7.5 24 3
1
s s+
0 1 0.5 1.5 1 0.5 d(s)

+

=

and a realization of (4.38) is
1
2
4.5 0 6 0 2 0 1 0
0 4.5 0 6 0 2 0 1
u 1 0 0 0 0 0 0 0
u 0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0

+

x = x ` (4.39a)
1
2
u 6 3 24 7.5 24 3 2 0
u 0 1 0.5 1.5 1 0.5 0 0

+

y = x (4.39b)
151
This is a six-dimensional realization.
In the case of r 4, q 2 and p 1. = = =
3 2
1
11 12 13 14
4 3 2 3 2
2 1 2 3 4 21 22 23 24
d
s + s + s+ 1
( )
d s s s s+ s + s + s+

+

+ + +

G s = (4.40)
Then its realization can be obtain directly from (4.34) as
1 2 3 4
1
1 0 0 0 0
u
0 1 0 0 0
0 0 1 0 0

+

x = x ` (4.41)
11 12 13 14 1
21 22 23 24 2
d
u
d

= +

y x
The observable canonical form realization of G(s):
152
1 q q
1
2 q q
2
r-1 q q
r 1
r q
r

I I 0 0
N
I 0 I 0
N
x = x u
I 0 0 I
N
I 0 0 0
N
. . . . `
.

q
0 0 0 ( ) +

y = I x G u
It is dual to (4.34)
Realization of G(s) by columns and by rows
1
2
c1 c2 cp
p
u
u
(s) (s) (s) G G G
u

y = G u =
.

c1 1 c2 2 cp p
(s)u (s) (s)u (s) (s)u (s) + + + = G G G
P
ci i
i 1
(s)u (s)
=
= G (Figure 4.4a)
1 r1
2 r2
q rq
y (s) (s)
y (s) (s)
(s)
y (s) (s)

G
G
= = u (Figure 4.4b)
G
. .
153
154

Figure 4.4 Realizations of G(s) by columns and by rows
The MATLAB function [a,b,c,d]=tf2ss(num,den) generates the
controllable-canonical-form realization shown in (4.41) for the SIMO
155
transfer matrix G(s) .
Example 4.7: Consider the proper rational matrix in (4.38). Its first column is
2
2
C1
2
(4s-10)(s 2)
4s-10
4s 2s 20
(2s 1)(s 2)
2s+1
2s 5s+2
(S)
1
1
1
(2s 1)(s 2)
(2s 1)(s 2)
2s 5s+2
+

+ +
+

+ +
+ +
+

G = = =
Typing
[ ] [ ]
nl 4 2 0 0 1 dl 2 5 2 20 = ; ; = ;
[ ]
a b c d tf2ss(nl dl) , , , = ,
yields the following realization for the first column of G(s) :

156
1 1 1 1
2.5 1 1
u u
1 0 0

+ +
(4.42)
(4.43)

1 1 1
x = A x b = x `
6 12 2
u + u
0 0.5 0

1 1 1

+

c1 1 1 1
y = C x d = x
2 2
1
A u u
1 0 0

Similarly, the realization for the second column of G(s) is
4 4

+ +

2 2 2 2 2
x = x b = x `
2 2
3 6 0
C u + u
1 1 0

+

c2 2 2 2 2
y = x d = x
1 1
2 2
u
u

These two realizations can be combined as

+

1 1 1
2 2 2
x A 0 x b 0
=
x 0 A x 0 b
`
`

157
2.5 1 0 0 1 0
1 0 0 0 0 0
0 0 4 0 0 1
0 0 0 4 0 0

+

= x u
[ ] [ ]
+ +
C1 c2 1 2 1 2
y = y y = C C x d d u

+

-6 -12 3 6 2 0
= x u (4.44b)
0 0.5 1 1 0 0
This is a different realization of the G(s) in (4.38). This realization has
dimension 4, two less than the one in (4.39).
Note that the two state equations in (4.39) and (4.44) are zero-state
equivalent because they have the same transfer matrix. They are, however,
not algebraically equivalent.

Chapter 5: Stability
5.2 Input-output Stability of LTI Systems
Consider a SISO LTI system
158
159

= =
t t
0 0
y(t) g(t )u()d g()u(t )d (5.1)
where u(t) is bounded, i.e.,
m
u(t) u for all t 0 <
A system is said to be BIBO stable (bounded-input bounded-output stable) if
every bounded input excites a bounded output. This stability is defined for
the zero-state response and is applicable only if the system is initially
relaxed.
Theorem 5.1
A SISO system described by (5.1) is BIBO stable iff g(t) is absolutely
integrable in (0, ) , or
0
g(t) dt M
<
for some positive constant M.
Proof: Sufficiency ( )
If g(t) is absolutely integrable and u(t) is an arbitrary input with
m
u(t) u for all t 0 < . Thus
t t
0 0
y(t) g()u(t )d g() u(t ) d

=
m m
0
u g() d u M
<

Thus the output is bounded.
( ) Necessity
Prove by contradiction. If g(t) is not absolutely integrable, then there exists a
t1 such that
160
1
t
0
g() d
=
Let us choose a bounded u as,
1
1, if g() 0
u(t )
1, if g() 0

<
=
Then
1 1
t t
1 1
0 0
y(t ) g()u(t )d g() d

= = =
the output is not bounded. Thus if y(t) is bounded, then g(t) is absolutely
integrable. This completes the proof.
Consider the function defined by
4
3
4
3
1
n (t n)n , for n t n
n
f(t n)
1
n (t n)n , for n t n+
n
<
=
161
162

Figure 5.1
for n = 2, 3, and plotted in Figure 5.1. One can find that the area under
each triangle is
2
3
1 2
n 1/ n
2 n
= . Thus the absolute integration
2
0
n 2
1
f(t n) dt
n
=
<
=
This function is absolutely integrable but is not bounded and does not
approach zero as t
Theorem 5.2
If a system with impulse response g(t) is BIBO stable, then, as t :
1. The output excited by
u(t) a, for t 0, approaches g(0) a. =

2. The output excited by
0
u(t) t for t 0, approaches = sin ,
0 0
g( j ) sin( t+ )
where is the Laplace transform of g(t) or
g(s)
163
s
0
g(s) g()e d
= (5.2)
0
and g(j ) =
Proof:
1. If u(t) a for all then (5.1) becomes = t 0,
t t
0 0
y(t) g()u(t )d a g()d

= =
( )
s
t s 0
0 0
y(t) a g()d a g()e d a g(0)

=
= = =
2. If u(t) then (5.1) becomes
0
t, = sin
t
0
0
y(t) g() (t )d
= sin
[ ]
t
0 0 0 0
0
g() t t d
= sin cos cos sin

164
165
t t
0 0 0 0
0 0
t g() d t g() d

= sin cos cos sin
t
t 0 0 0 0 t
0 0
y(t) sin t g()cos d cos t g()sin d

=
(5.3)
Since g(t) is BIBO stable, g(t) is absolutely integrable. Then we can replace
s j in (5.2) to yield, =
[ ]
s
s j
0 0
g s g()e d g j d

=
( ) = = ( ) cos sin
0 0
= ( )cos d [ ( )sin ] g j g d

+

^ ^
=Re[ (j )]+j Im[ (j )] g g
1
^ ^
2 2 j
2
=[(Re (j )) +(Im (j )) ] e g g

^
0
= ( j ) g
where
^
^
1
0
^
Im[ ( j )]
= ( j ) tan
Re[ ( j )]
g
g
g
= X
Substituting () into (5.3) yields
^ ^
0 0 0 0
y(t) sin t(Re[ (j )]) cos t(Im[ (j )])
t
g g
= +
1
^ ^
2 2
2
0 0 0
=[(Re (j )) +(Im (j )) ] sin( t+ ) g g
^
0 0
= ( j ) sin( t ) g +
This completes the proof.
Theorem 5.3
166
A SISO system with proper rational function g(s) is BIBO stable if and only
if every pole of g(s) has a negative real part or, equivalently, lies inside the
left-half s-plane (LHP).
Brief proof:
If g(s) has pole pi with multiplicity mi, then its partial fraction expansion
contains the factors
i
m 2
i i i
1 1 1
, ,...,
s-p (s-p ) (s-p )

Thus the impulse response contain the factors
i i i i
p t p t m -1 p t
e ,te ,...,t e
It is straight forward to verify that every such term is absolutely integrable
if and only if pi has a negative real part.
Example 5.1
167
168
Consider the positive feedback system shown in Figure 2.5(a). Its impulse
response was completed in (2.9) as
i
1
g(t) a (t-i)
i
=
=

Figure 2.5 Positive and negative feedback system.
Where the gain a can be positive or negative.
i
1
g(t) a (t-i)
i
=
=

169
i i
0 0
1 1
if >
g(t)dt a (t-i)dt a
if <
1
i i
a
a

= =

= = =

Thus we conclude that the positive feedback system in Figure 2.5(a) is BIBO
stable iff the gain a has magnitude less 1.
The transfer function of the system was completed in (2.12) as
-s
-s
ae
g(s)=
1- ae

Which is an irrational function of s and Theorem 5.3 is not applicable.
Theorem 5.1 is used to check the stability.
Theorem 5.M1
A multivariable system with impulse response matrix is
ij
G(t) = [g (t)]
170
BIBO stable iff every is absolutely integrable in
ij
g (t) [0, )
Theorem 5.M3
A multivariable system with proper rational transfer matrix
ij
G(s) =[g (t)]
is BIBO stable iff every pole of has a negative real part.
ij
g (s)
Consider and (5.4) x(t) = Ax+ Bu ` y(t) = Cx(t) + Du(t)
Its transfer matrix is
-1
G(s) = C(sI- A) B+ D
Thus the zero-state response of (5.4) is BIBO stable iff every pole of G(s)
has a negative real part. Recall that every pole of every entry of is G(s)
called a pole of . G(s)
1
G(s) = C[Adj(sI- A)]B+ D
det(sI- A)
(5.5)
every pole of G(s) is an eigenvalue of A.
Thus, if every eigenvalue of A has a negative real part, then (5.4) is BIBO
stable. Note that, because of possible cancellation in (5.5), not every
eigenvalue is a pole.
Example 5.2
Consider the network shown in Figure 4.2(b). Its state equation was derived
in Example 4.4 as x(t) = x(t) +0 u(t) ` (5.6) y(t) = 0.5x(t) +0.5u(t)

171
Figure 4.2 Two zero-state equivalent networks.
The transfer function of the equation is
-1
g(s) = 0.5(s-1) 0 +0.5 = 0.5
It has no pole and no condition to meet.
1 1
g(t)= [g(s)]= [0.5]=0.5(t)

0 0
g(t) dt 0.5(t) dt 0.5<

= =

Thus (5.6) is BIBO stable even though it has an eigenvalue with a positive
real part. Note that BIBO stability does not say anything about the zero-input
response.
5.3 Internal Stability
Consider (5.4) x(t) = Ax(t) + Bu(t) ` y(t) = Cx(t) + Du(t)
172
The zero-input response is described by
x(t) = Ax(t) ` ,
0
x(0) = x 0 (5.11)
The solution is (5.12)
At
0
x(t) = e x
Definition 5.1
The zero-input response of (5.4) or the equation is marginally stable x = Ax `
or stable in the sense of Lyapunov if every finite initial state excites a
0
x
bounded response. It is asymptotically stable if every finite initial state
excites a bounded response, which, in addition, approaches 0 as . t
Theorem 5.4
1. The equation is marginally stable iff all eigenvalues of A have x = Ax `
zero or negative real parts and those with zero real parts are simple roots
of the minimal polynomial of A.
173
2. The equation is asymptotically stable iff all eigenvalues of A x = Ax `
have negative real parts.
Any algebraic equivalence transformation will not alter the stability of a state
equation. Consider x = Px, where P is nonsingular.
x(t) is bounded x(t) is bounded
x(t) 0 as t x(t) 0 as t
Example 5.4
1.
1 0 0
1 0 0
x(t) = 0 1 0 x(t) = A x(t), x (0) = X 0
0 0 -1

`
2
()=det(I-A)= (+1)=0 =0,0,-1 .
()=(+1)
174
The eigenvalue 0 = is a simple root of the minimal polynomial. Thus
the equation is marginally stable.
1
10
A t
0 0 20
- t - t
30
1 0 0 x
x(t) = e x = 0 1 0 x = x <
0 0 e x e

`
2.
2 0
1 0 0
x(t) = 0 1 0 x(t) = A x(t), x(0) = x 0
0 0 -1

`
2
2
()=det(I-A )= ()= (+1) .
The eigenvalue =0 is not marginally stable.

175
176
2
10 20
A t
0 0 20
- t
1 0 0 x + tx
x(t) = e x = 0 1 0 x = x
0 0 e

, as t
- t
30
x e

every pole of is an eigenvalue of A.
-1
G(s) = C(sI- A) B+ D
asymptotic stability implies BIBO stability.
From Example 5.2, the system is BIBO stable
=1 the system is not asymptotically stable
BIBO stability does not imply asymptotic stability.
Marginal stability is useful only in the design of oscillators.
5.4 Lyapunov Theorem
Theorem 5.5
All eigenvalues of A have negative real parts iff for any given positive
definite symmetric matrix N, the Lyapunov equation
A'M+ MA = - N (5.15)
has a unique symmetric solution M and M is positive definite.
A symmetric matrix M is said to be positive definite, denoted by M > 0 ,
if for every nonzero x. x'Mx > 0
If then M is positive semidefinite. x'Mx > 0 x 0
If , then iff . M> 0 x'Mx > 0 x = 0
If , then . M 0 x 0 x'Mx = 0
Theorem 3.7 (Page 74 of the Textbook)
A symmetric n n matrix M is positive definite (positive semidefinite) iff
any one of the following condition holds.
1. Every eigenvalue of M is positive (zero or positive).
177
2. All the leading principal minors of M are positive (all the principal
minors of M are zero or positive).
3. There exists an n n nonsingular matrix N (an n n singular N or an
mn matrix N with m < n) such that M = N'N .
For Example
11 12 13
21 22 21
31 32 33
m m m
M= m m m 0
m m m

>

iff (M)>0
Iff 0
and det M>0

11 12
11
21 22
m m
m > 0, det >
m m

where the leading principal minors of M are the determinants of all
submatrices of M obtained by deleting the last k columns and last k rows,
178
179
AM+ MB = N
k = n-1, n- 2,..., 0.
Proof of Theorem 5.5
() Necessity
Equation (5.15) is a special case of (3.59) with A = A'
and . Because A and A' have the same set of eigenvalues, if A is B = A
stable, A has no two eigenvalues such that . Thus the Lyapunov
i j
+ =0
equation is nonsingular and has a unique solution M for any N. We let
A't At
0
M= e Ne dt
(5.18)
and we now want to show that M is a unique solution and is positive definite.
Substituting (5.18) into (5.15) yields
A't At A't At
0 0
' = A' e Ne dt e Ne Adt A M MA

+ +

180
A't At A't At
0
d
= (e Ne ) dt = e Ne
t- 0 dt

= 0- N = - N
This shows that M in (5.18) is the solution. To show the uniqueness, we
assume that
1
M and
2
M are two solutions, then
1 1
A'M + M A = - N (a)
2 2
A'M + M A = - N (b)
(a) - (b)
1 2 1 2
A'(M - M ) +(M - M ) A = 0
[ ]
A't At A't At
1 2 1 2 1 2
d
e A'(M - M ) +(M - M ) A e = e (M - M ) e = 0
dt

A't At
1 2
0 0
d
e (M - M ) e dt = 0dt = 0
dt

181
A't At
1 2 1 2 1 2
0
e (M - M )e = 0- (M - M ) = 0 M = M

Now, we want to show M is positive. It is clear from (5.18) that if N is
, where Nis symmetric, so is M. Let us decompose N as N = N' N
nonsingular (Theorem 3.7) and consider
2
A't At A't At At
0 0 0
2
x'Mx x'e N' Ne xdt (Ne x)'(Ne x) dt Ne x dt

= =

(5.20)
Because both N and are nonsingular, for any 0
At
e x , the integrand of
(5.20) is positive for every t. Thus is positive x'Mx x 0 . This shows
the positive definition of M.
Sufficiency
We want to show that if N and M are positive definite, then A is stable. Let
be an eigenvalue of A and 0 be an corresponding eigenvector,
182
Av=v.
*

* * * * * *
(Av) =(v) v A =v A'= v
Premultiplying and postmultiplying v to (5.15) yields
*
v
* * *
v A'Mv+v MAv= v Nv
* * * *
v Mv+v Mv= v Nv
*
* * * *
*
1V NV
( +)v Mv=2Re()v Mv= v Nv Re()= <0
2V MV
(5.21)
M and N are positive definite symmetric
and are both real and positive.
*
v Mv
*
v Nv
(5.21) impulse Re()<0 , where is the eigenvalue of A. This shows that
every eigenvalue of A has negative real part.
Corollary 5.5
All eigenvalues of an n n matrix A have negative real parts iff for any
given m n matrix N with m < n and with the property
n-1
N
N
rankO rank = n
NA

.
(full column rank) (5.16)
where O is an nm n matrix, the Lyapunov equation
A'M+ MA = N' N N (5.17)
has a unique symmetric solution M and M is positive definite.
Theorem 5.6
If all eigenvalues of A have negative real parts, then Lyapunov equation
A'M+ MA = N has a unique solution for every N, and the solution can be
183
184
expressed as
A't At
0
M= e Ne dt
(5.24)
Although the solution can be expressed as in (5.24), the integration is not
used in computing the solution. For computer operations,
11 21 11 21 11 21 11 21 11 21
12 22 12 22 12 22 12 22 12 22
a a m m m m a a n n
-
a a m m m m a a n n

+ =

11 21 21 11 11
12 11 22 21 12 12
12 11 22 21 21 21
12 12 22 22 22
2a a a 0 m - n
a (a +a ) 0 a m - n
= -
a 0 (a +a ) a m - n

0 a a 2a m - n

Note that if A is not stable, a unique solution still exists if A has no two
eigenvalues such that . However, the solution cannot be expressed
i j
+ =0
as in (5.24); the integration will diverge and is meaningless.
If A is singular, then the Lyapunov equation is always singular and solutions
may or may not exist depending on whether or not N lies in the range space of
the equation.

Chapter 6: Controllability and Observability
6.1 Introduction
185
186
Consider the network shown in Figure 6.1.

Figure 6.1 Network.
C1: controllable, unobservable; C2: observable, uncontrollable
6.2 Controllability
Consider the state equatio
n 1 n n n 1 n p p 1
x = A x + B u

`
(6.1)
Definition 6.1
The state equation (6.1) or the pair (A, B) is said to be controllable if for any
initial state and any final state , there exists an input that
0
x(0) = x
1
x
transfers to in a finite time. Otherwise, (6.1) or (A, B) is said to be
0
x
1
x
uncontrollable.
Example 6.1: Consider the network shown in Figure 6.2.

Figure 6.2 Uncontrollable networks.
187
188
x(t) = 0 t 0 In Figure 6.2(a), if ,then x(0) = 0
u
C B AB A B A
:uncontrollable .
In Figure 6.2(b), the input can transfer or to any value; but it can not
1
x
2
x
transfer and to any values. The network is not controllable.
1
x
2
x
Theorem 6.1
The following statements are equivalent.
1. The n-dimensional pair (A, B) is controllable.
2. The n n matrix
t t
A A' A(t-) A'(t-)
c
0 0
W (t)= e BB'e d= e BB'e d

is nonsingular for any t > 0
3. The nnp controllability matrix
2 -1
B
=

(6.3)
has rank n (full row rank).
4. The n (n+ p) matrix
[ ]
A-I B has full row rank at every eigenvalue, , of A.
5. If, in addition, all eigenvalues of A have negative real parts, then the unique solution
of
c c
AW + WA' = BB' (6.4)
is positive definite. The solution is called the controllability Gramian and be
expressed as
At A't
c
0
W = e BB'e dt
(6.5)
Proof: (1) (2)
At first, we show the equivalence of (6.2)
t
A(t-) A'(t-)
c
=0
W (t)= e BB'e d ====
=t-
A
e
A'
BB'e
(-d)
t
=t

189
190
A
= e
A'
BB'e
d
=
t
=0
====
t
A A'
0
e BB'e d
c
W (t)
x(t ) = x

(2) (1) Because of the form of the integrand, is always positive
semi-definite; it is positive definite if it is nonsingular. Then (6.1) is
controllable. From (4.5), we can obtain
1
1 1
t
At A(t -)
1
0
x(t )=e x(0)+ e Bu()d
(6.6)
We claim that for any and any
1
, the input
0
x(0) = x
1
1 1
A'(t -t) At -1
c 1 0 1
u(t) = B'e W (t ) e x x

(6.7)
(6.7) (6.6)
( )
1
1 1 1 1
t
At A(t -) A'(t -) At -1
1 0 c 1 0 1
0
x(t )=e x - e BB'e d W (t ) e x -x

1 1
At At -1
0 c 1 c 1 0 1 1
=e x -W (t )W (t ) e x -x =x

191
n 1
v 0
This shows that if is nonsingular, then the pairs (A, B) is controllable.

c
W
(1) (2): Prove by contradiction.
Suppose the pair is controllable but is not nonsingular, i.e.,
c 1
W (t )
c 1
W (t ) is not positive definite for some . Then
1
t
1 1
1 1 1
2
t t
A(t -) A'(t -) A'(t -)
c 1
0 0
v'W (t )v= v'e BB'e vd= B'e v d 0

1
A'(t -)
B'e v=0 or ,
1
A'(t -)
v'e B=0
[ ]
1
0 t (6.8)
If (6.1) is controllable, there exists an input that transfers the initial state
1
-At
x(0)=e v to and (6.6) become
1
x(t )=0
1
1
t
A(t -)
0
0=v+ e Bu()d

1
(6.8)
t
2
A(t -)
0
0=v'v+ v'e Bu()d ==== v +0 v=0

192
which contradicts v0. This establishes the equivalence of (1) and (2).
(2) (3): Try yourself
(3) (4): At first (3) (4), prove by contradiction.
If
[ ]
A-I B <n for some then
1
[ ]
1 n 1
q 0 q A- I B =
0
qA =(qA)A=( q)A= q qA = q

1
qA= q and (a) qB=0
Thus q is left eigenvector of A,
2 2 k k
1 1 1

n-1 n-1
qC=q B AB L qA B = qB qAB qA B

(a)
n-1
1
= qB qB qA qB ====0

Then . Thus if , then (C)<n (C)=n
[ ]
A-I B =n
(4) (3): Prove by contradiction.
193
In order to show that implies (C)<n
[ ]
A-I B <n at some
eigenvalue of A, we need Theorems 6.2 and 6.6, which will be
1
established later. Controllability is invariant under any equivalence

[ ]
transformation. That is A I B = A I B

.

Theorem 6.6 state that if or , for some m > 1 , then (C)<n (C)=n-m
there exists a nonsingular matrix P such that
c 12 -1
c
c
A A
B
A=PAP = B=PB
0
0 A

Where c A is mm. Let be an eigenvalue of
1
c A and be corresponding
1m nonzero left eigenvector or
1
q
1 1 1
. Then we have q A = q c
1 1
q (A I)=0 . Now
we form the 1n vector
[ ]
1
q 0 q . We compute
194
[ ]
c 12 c
1
c
1 1 1 1 1
1
A - I A B
q A- I B = 0 q = 0 q A - q 0 =0
0 - I 0

(6.10)
[ ]
( A I B )<n which implies ( A I B )<n
and, consequently,

at same eigenvalue of A. Thus if
[ ]
( A I B )=n , then n= . (C)=n
(2) (5): Try yourself.
Example 6.2
Consider the inverted pendulum studied in Example 2.8.
0 1 0 0 0
0 0 -1 0 1
x x+

u
0 0 0 1 0
0 0 5 0 -2

`
195
0 2 0 -10
2 0 10 0
C B AB A B A B
2 3
0 1 0 2
1 0 2 0
( ) =4

= =

This system is controllable.

Example 6.3
Consider the platform system shown in Figure 6.3; it can be used to study
suspension system of automobiles. The system consists of one platform; both
ends of the platform are supported on the ground by means of springs and
dashpots, which provide viscous friction. The mass of the platform is assumed to
be zero; thus the movements of the two spring systems are independent and half
of the force is applied to each spring system. If the displacements of the two
196
0.5 0 0.5
+
0 1 1
=
spring systems from equilibrium are chosen as state variables and , then
we have or
1
x
2
x
1 1
2x u x + = `

x x` (6.12)

Figure 6.3 Platform system.
If u = 0 and x(0)0, then
0.5t
e x
10
(t)=
t
e x
20

x and the platform will return to

zero exponentially.
0.5 0.25
( ) = ( ) 2
1 1

= =
C B AB
The platform is controllable.
Case 1:
If
, we want to find a such that the state

10
(0)
1

x
1
u (t) (2) = x 0. From (6.2) and
(6.7),

t ' '
1
C 1 0
e e W (t ) d
=
A A
BB

[ ]
0.5 0.5
2
2
C 0

e 0 0.5 e 0
0.5 1 d
1
0 e 0 e
W (2)
0.2162 0.3167

0.3167 0.4908

=
=
197
198
'
t
(t t)
' 1 1 1
1
0 1
C 1
e (t ) e u(t)

=
A
A
W x x B
0.5(2 t) 1
1
1 C
(2 t) 2
e 0 e 0 10
0.5 1 (2)
1
0 e 0 e
u (t)

= W

0.5 t
58.82 27.96e e = +
The simulation results are shown in Figure 6.4(a), where
1
(2) 45 u .
Case 2:
We want to find such that
2
(t) u (4) = x 0. The simulation result are depicted in
Figure 6.4(b).
199

Figure 6.4 Transfer (0) 10 1 ' to 0 0 '

= x
Remarks:
1. The smaller the time interval is, the larger the input magnitude will be.
2. If no restriction is imposed on the input, we can transfer x(0) 0 to zero in
an arbitrarily small time interval; however, the input magnitude may become
very large.
3. If u(t) 9 < , then we can not transfer to 0 less than 4 seconds. (0) x
4. The input in (6.7) is called the minimal energy control in the sense (t) u
that for any other input (t) u , we have
1 1
0 0
t t
'(t) (t)dt '(t) (t)dt
t t

u u u u

Example 6.4
Consider again platform system shown in Figure 6.3, where the viscous friction
coefficients and the spring constants of both spring systems are assumed to be
equal to 1. Then

1 0 1
u
0 1 1

= +
x x ` ,
200
201
n-1
n-1 n-1
1 p 1 p 1 p
(6.13)

=

=
b b Ab Ab b b
C B AB L A B
A A . . .
1 1
( ) 1 uncontrollable
1 1

= =
C
6.2.1 Controllability indices

Let us search linearly independent columns of C from left to right. If
depends on its left-hand-side (LHS) columns, then will also depend on
its LHS columns. Let be the number of the linearly independent columns
associated with in C. That is, , , ,
i
m
Ab
+1 i
m
A b
m
m
b
m
b
m
Ab
1
m
m
A b are linearly
independent for i=0,1, .
1 2 P
( )= n = + + + C (6.14)
The set is called the controllability indices and
=max is called the controllability index of (A, B). Or,
equivalently, if (A, B) is controllable, the controllability index is the least
integer such that
1 2 P
, , , { }
1 2 P
, , , ) (
= (6.15)
-1
( ) ([ ]) n = A B C B AB
Corollary 6.1
n ( ) = C iff
n p
n p 1
( ) ([ ]) n
+
= = A B C B AB

(6.17)
Where . ( ) p = B
Example 6.5
Consider the system,
202
203
0 1 0 0 0 0
3 0 0 2 1 0
0 0 0 1 0 0
0 2 0 0 0 1

= +
x x u (6.18a) `
1 0 0 0
0 0 1 0

= y x (6.18b)

2
0 0 1 0 0 2
1 0 0 2 1 0
4 controllable
0 0 0 1 2 0
0 1 2 0 0 4

= =

B AB A B
Theorem 6.2
The controllability property is invariant under any equivalence transformation
204
Proof:
n-1 1 n-1 1

= = C B AB A B PB PAP PB PA P PB
n-1 n-1

= =

= PB PAB PA B P B AB A B P

C
P is nonsingular ( )=( ) C C
Theorem 6.3
The set of controllability indices of (A, B) is invariant under any equivalence
transformation and reordering the columns of B.
Proof: Let
k-1
k

= C B AB A B
Then we have, following the proof of Theorem 6.2,
k k
) for
.
( )=p( C C
k 0, 1, 2, = Thus the set of controllability indices is invariant under any
equivalence transformation.
The rearrangement of the columns of B can be achieved by
= B BM, where M is
a p p nonsingular permutation matrix.
205
k-1 k-1
k

= C B AB A B BM ABM A BM
k 1
k d
0 0
0 0
0 0

=
M
M
B AB A B C M
M
. . .

= + x A x B u `
= y C x D u

M is nonsingular is nonsingular
d
M
k k
( ) ( ) = C C
Thus the set of controllability indices invariant under any reordering the
columns of B.
6.3 Observability
Consider the system

1
(6.22a)
n 1 n n n p p

(6.22b)
q 1 q n q p p 1
+

Definition 6.O1
The state equation (6.22) is said to be observable if for any unknown initial
state , there exists a finite such that the knowledge of the input u
and output y over
(0) x
1
>0 t
1
0, t

suffices to determine uniquely the initial .
Otherwise, the equation is said to be unobservable.
(0) x
Example 6.6
Consider the network shown in Figure 6.5.

206
207
Figure 6.5 Unobservable Network

As x(0) 0 , if is open 0 u(t) t then
1 1
y(t) x(t) x(t) 0
2 2
= = , t 0 .
Thus we cannot determine from u and y . The network is unobservable. (0) x
Example 6.7
Consider the network shown in Figure 6.6(a). If
u 0 =
, the network reduces to
Figure 6.6(b).

Figure 6.6 Unobservable Network
208
2
x (0) 0 If and
1
x (0) a 0 = = , then y(t) 0 = t 0 .
Thus there is no way to determine the initial state a 0

'
y C x
uniquely and the
network is not observable.
From (4.7), the response of (6.22) is
u (6.23)
(t-) t
t
0
+ ()d (t) (t) e (0) e +
=
A
A
C Bu D
In the study of observability, the output y and the u are assumed to be
known; the initial state is the only unknown. Thus (0) x

t (t-)
t
0
(0) e (t)- e ()d- (t) (t) = =

A
A
x C y C Bu Du y (6.24)
Then the observability problem reduces to solving from (6.24). If , (0) x 0 u
(t)= (t) y y reduce to the zero-input response.
Equation (6.22) is observable iff the can be determined uniquely from (0) x
its zero-input response over a finite time interval.
Theorem 6.4
The set equation (6.22) is observable iff
(6.25)
t 't t
0
W (t) e ' e d =
A A
O
C C
is nonsingular for any . t 0 >
Proof: Sufficiency ( )
We premultiply (6.24) by ' and then integrate it over
't
e
A
C
1
0, t

to yield

( )
t
t 't t 't
1
1
0
0
e ' e dt x(0) e ' (t)dt =

A A A
C C C y

t 't
1
1
1
0
( ) (0) W t e ' (t)d
=

A
O
x C y (6.26)
This yields a unique . This shows that if , 0 (0) x W (t)
O
t > , is nonsingular,
then (6.22) is observable.
209
210
( ) Necessity: Prove by contradiction
If is singular or, equivalently, positive semidefinite for all , then W (t)
O 1
t
n 1
0
v
2
t t
'
1 1
1
0 0
'W (t ) 'e ' e d e d 0 = =

A
A A
O
v v v CC v C v
t
1
e 0, t 0

=
A
C v (6.27)
If 0 u , then
1
(0) 0 = x v and
2
(0) 0 = x both yield the same
t
i
( ) (t) e 0 0, i 1, 2 = =
A
y C x
The same yield two different initial states, i.e., we cannot uniquely
determine
(t) y
(0) x . Thus (6.22) is not observable. In other words, if (6.22) is
observable, then nonsingular (t) W
O
is t 0 > .
Theorem 6.5 (Theorem of duality)
211
t t ' A
'
0 0
W (t)= e ' e d= e 'e d= ( )

A
A A
O C
CC BB W
The pair (A, B) is controllable iff (A', B') is observable.

Proof: (A, B) is controllable iff is nonsingular
t
'
0
(t)= e 'e d
A
A
C
W BB
(A', B') is observable iff, by replacing A by A' and C by B' in (6.25),
t
is nonsingular. The two conditions are identical and the theorem follows.
Theorem 6.O1
The following statements are equivalent.
1. The n-dimensional pair (A,C) is observable.
2. The n matrix is nonsingular n
t '

0
W (t)= e ' e d
A
A
O
CC t 0 >
3. The observability matrix nq n
n-1

has rank n (full column rank) (6.29)

=
C
CA
O
CA
.
4. The matrix (n q) n +

A-I
C
has full column rank at everyof A.
5. If all eigenvalue of A have negative real parts, then the unique solution of
(6.30) ' + =- '
O O
AW W A CC
is positive definite. The solution is called the observability Gramian and
can be expressed as
(6.31)
'

0
W = e ' e d
A
A
O
CC
Corollary 6.01
212
213
1
q
1
q
n-1
1
=

=
n-1
A
c A
A
c
c
c
C
CA
O
CA
c
.
.
.
.
.
n-q 1
n-q
( ) n
+

=
CA
O
CA
.
'
(A,C) is an observable pair iff
= (6.35)
C
or, the matrix
1 n-q 1 n-q + +
O O is nonsingular. q ( ) = C
Theorem 6.02:
The observability is invariant under any equivalence transformation.
Observability indices


Let us search linearly independent rows of O from top to bottom. Dual to the
controllability part, if a row associated becomes linearly dependent on its
upper rows, then all rows associated with thereafter will also be dependent.
Let rows associated with , then
m
c
m
c
m m
( ) n v v v + + + = = O
v c

q
(6.32)
1 2
The set
1 2 q
, {v v , , v } is called the observability indices and
q
( )
1 2
v , v , , v v max is called he observability index of (A, C). =
If (A, C) is observable, it is the least integer such that
214

v
v 1
( )
C
CA
CA
O
.
Theorem 6.O3
The set of the observability indices of (A, C) is invariant under any equivalence
transformation and any reordering of the rows of C.
Consider (6.24),
t
(0) (t) e =
A
x y C . Differentiating (6.24) repeatedly and setting
0 t = , we can obtain

v 1 (v 1)
(0)
(0)
(0)
x(0) (0)

=
C y
CA y
CA y
y
`
. .
or
v
(0) (0) = x y O (6.36)
215
216
' ( ) ( ) n (0)

= = = O O O y O O x
1
v v
v v
(0) (6.37)
The observability index is the smallest integer in order to determine
uniquely from (6.36) or (6.37).
(0) x
The output (t measured in practice is after corrupted by high-frequency
noise. Because
) y
differentiation will amplify high-frequency noise and
integration will suppress or smooth high frequency noise, the result obtained
from (6.36) or (6.37) may differ greatly from the actual initial state. Thus
(6.26) is preferable to (6.36) in computing initial states.

t 't
1
1
0 1
0
(t ) e C' (t) x(0) W dt
=

A
y (6.26)
6.4 Canonical Decomposition
Consider u and = + x Ax B ` + = y Cx Du (6.38)
217
Let = x Px, then = + x Ax B
`
u and + = y Cx Du (6.39)
where
1
= A PAP , = B PB,
1
= C CP and = D D
All properties of (6.38), including stability, controllability, and observability,
are preserved in (6.39). We also have
n 1 1 n

= = = B AB A B PB PAB PA B C PC
1
1
1
n-1
n-1 1

= = =
C
CP
CA
CAP
CA P
CA
O OP
.
.

Theorem 6.6
Consider the n-dimensional state equation in (6.38) with

( )
n 1
1
n n ( )

= <

= B AB A B C

We form the n matrix n
P
q
1
1 n n 1 n
1 1
+
=

q q q
where the first columns are any linearly independent columns of C, and
the remaining columns can arbitrarily be chosen as long as P is nonsingular.
Then the equivalence transformation
1
n
1
n
= x Px or
1
= x P x will transfer (6.38)
into
c C 12 c c
c c c
0
0

= +

x A A x B
u
x A x
`
`
(6.40a)
c
c c
c

= +

x
y C C D
x
u (6.40b)
where
C
A is
1 1
n n
C
A is
( )
1 1
,and the -dimensional n - n (n - n )
1
n
218
subequation of (6.40),
c c c c
u and + = x A x B
`
c c
+ = y C x Du (6.41)
is controllable and has the transfer matrix as original system (6.38).
Proof: The existence of (6.40)-try yourself.
C be the controllability matrix of (6.40). Then

1
1
n n-1
c c c c c c c
n n-1
c c c c c
1
( )
0 0 0 0
n ( )
0 0 0 0
C
C
C

=

= = =

B A B A B A B
A B A B

where C
c
is the controllability matrix of
( )
c c
.Because the columns of , A B
k
c c
, for are linearly dependent on the columns of
A B
1
k n
C
c
, the condition
1
(C) n = implies
c 1
n ( ) C = . Thus the -dimensional stateequation in (6.41)
1
n
219
220
is controllable.
Now we want to show that the transfer function matrices of (6.41) and (6.38)
are the same. The transfer function of (6.40) is
( )
( )
( )
c 12 c
c c
c
1
c c
c c
1
c
1
c c
c c
1
c c c
s - -
0 s - 0
s
0
0 (s )
s
0
s

+

= +

= +

= +
I A A B
C C D
I A
B I A M
C C D
I A
I A B
C C D
C I A B D

Which is the transfer matrix of (6.41) and
( )
1
1
c 12 c
s (s )

= M I A A I A
Example 6.8: Consider

u (6.43a)
1 1 0 0 1
0 1 0 + 1 0
0 1 1 0 1

=

x x `
x (6.43b)
[ ]
= 1 1 1 y

[ ] ( )
0 1 1 1
1 0 1 0 2 3
0 1 1 1

= = <

B AB uncontrollable

-1
0 1 1
1 0 0
0 1 0

P Q
221
222

-1
0 1 0 1 1 0 0 1 1 1 0 0
0 0 1 0 1 0 1 0 0 = 1 1 0
1 0 -1 0 1 1 0 1 0 0 0 1

= =

A PAP

0 1 0 0 1 1 0
0 0 1 1 0 = 0 1
1 0 -1 0 1 0 0

= =

B PB

[ ] [ ]
-1
0 1 1
1 1 1 1 0 0 = 1 2 1
0 1 0

= =

C CP
Thus equation is controllable and has the same transfer matrix as (6.43).
Theorem 6.O6
Consider the n-dimension state equation in (6.38) with
Theorem 6.06
Consider the n-dimension state equation in (6.38) with
2
1
(O)
n
C
CA
n n
CA

= = <

.

with form the n matrix n
2
1
n
n
P
P
P
P

=

.
.

where the first rows are any linearly independent rows of O, and the
remaining rows can be chosen arbitrarily as long as P is nonsingular. Then the
2
n
2
n
223
224
x P equivalence transformation x = will transform (6.38) into
21
0
0
o o o o
o o o o
o
o
o
x x B A
u
x x B A A
x
y C Du
x

= +

= +

`
`
(6.44)
Where
o
A is
2
n and
2
n
o
A is
( ) ( )
2 2
n n n n , and the -dimensional
subequation of (6.44),
2
n
,
o o o o o o
x A x B u y C x Du = + = +
`

is observable and has the same transfer matrix as (6.38).

Theorem 6.07
Every state-space equation can be transformed, by an equivalence transformation,
into the following canonical form
225
13
21 23 24
43
0 0
0 0 0 0
0 0 0
co co co co
co co co co
co co co
co co co
x x A A B
x x A A A A B
u
x x A
x x A A

= +

`
`
`
`
(6.45a)
0 0
co co
y C C x Du = +

(6.45b)
where the vector
co
x is controllable and observable,
co
x is controllable but not
observable,
co
x is observable but not controllable, and
co
x is neither controllable
nor observable. Furthermore, the state equation is zero-state equivalent to the
controllable and observable state equation
co co co co
co co
x A x B u
y C x Du
= +
= +
`

and has the transfer matrix
226
1
( ) ( )
co co co
G s C sI A B D
= +
This theorem can be illustrated symbolically as shown in Fig. 6.7.

Figure 6.7 Kalman decompositive.
Example 6.9
Consider the network shown in Fig. 6.8(a). Because the input is a current source,
responses due to the initial conditions in and will not appear at the output.
1
C
1
L
227
1
L Thus the state variables associated with and are not observable; whether or
not they are controllable is immaterial insubsequent discussion. Similarly, the state
variable associated with is not controllable. Because of the symmetry of the
four
1
C
2
L
1 resistors, the state variable associated with is neither controllable
nor observable, the network in Fig. 6.8(a) can be reduced to the one in Fig. 6.8(b).
The current in each branch is ; thus the output y equal
2
C
/ 2 u 2 ( / 2) u or u y = .
Thus the transfer function of the network in Fig. 6.8(a) is 1 ( ) g s = .

If we assign state variables as shown, then the network can be described by
228
[ ]
0 0.5 0 0 0.5
1 0 0 0 0
0 0 0.5 0 0
0 0 0 1 0
0 0 0 1
x x u
y x u

= +

= +
`

Because the equation is already of the form shown in (6.40), it can be reduced to
the following controllable state equation
[ ]
0 0.5 0.5
1 0 0
0 0
c c
c
x x u
y x u

= +

= +
`

The output is independent of xc ; thus the equation can be further reduced to y u = .
229

Figure 6.8 Networks.

6.5 Conditions in Jordan-Form Equations
230
1
1 1 1
2 2 2
2
1 0 0 0
0 0 0 0 1
0 0 1 0 1
0 0 0 0
Example 6.5.1
J b
x x u x u
J b

= + = +

` (6.5.1a)
[ ] [ ]
1 2
0 1 1 0 y x C C x =
1
0 1
2
1
b J b
(6.5.1b) =
[ ] ( )
1 1 1 1

= =

1
1
0 0
b J b

controllable
[ ] ( )
2
2 2 2 2

= =

uncontrollable
1
1
1 1 1
0 1
1
0
C
C J

= = unobservable

231
2
2
2 2 2
1 0
2
1
C
C J

= = observable

1
2
: controllable but unobservable
: observable but uncontrollable

System (6.5.1) can be reduced to
2 2 1
3 3 2
0 1
0 1
x x
u
x x

= +

`
`

(6.5.2a)
[ ]
2
3
1 1
x
y
x

=

(6.5.2b)
Transfer function of (6.5.1) is
[ ]
1
1 1
1 1 2
2 2
0
( )
0
sI J b
g s C C
sI J b

232
( ) ( )
1 1
1 1 1 2 2 2
C sI J b C sI J b

= +
[ ]
( ) ( )
[ ]
2 2
1 2
1 2
1 2
1 1 1 1
0 1
0 1 1 0
1 0
1 1
0 0
s s
s s
s s

= +

1 2
1 1

s s
= +

Transfer function of (6.5.2) is
[ ]
1
1
2
2
0 1
( ) 1 1
0 1
s
g s
s

233
[ ]
1
2
1
0
1
1 1
1 1
0
s
s

1 2
1 1

s s
= +

1
( ) g s =

Example 6.5.2
1
1
1
0 0 0
0 0 1

0 0 1
x x u

= +

`
234
( )
1
2 2
1 1
2
1 1
0 1 2
1 2 uncontrollable
1
B AB A B

= =

Corollary 6.8
A single-input Jordan-form state equation is controllable iff there is only one Jordan
block associated with each distinct eigenvalue and every entry of B corresponding
to the last row of each Jordan block is different from zero.

Corollary 6.O8
A single-output Jordan-form state equation is observable iff there is only one
Jordan block associated with each distinct eigenvalue and every entry of C
corresponding to the first column of each Jordan block is different from zero.
235
1
1
1
1
2
2
2
1 0 0 0 0 0 0 0 0
0 0 0 0 0 0 1 0 0
0 0 0 0 0 0 0 1 0
0 0 0 0 0 0 1 1 1
0 0 0 0 1 0 1 2 3
0 0 0 0 0 1 0 1 0
0 0 0 0 0 0 1 1 1
x x u
Example 6.10

= +

(6.48a)

`
1 1 2 0 0 2 1
1 0 1 2 0 1 1
1 2 2 3 0 2 0
y x

=

(6.48b)

There are three Jordan blocks, with order 2, 1, and 1, associated with
1
. The rows
[ ]
of B corresponding to the last row of the three Jordan blocks are 1 0 0 ,
, and . The three rows are linearly independent. Thus all
[ ]
0 1 0
[ ]
1 1 1
1
s
are controllable.
The columns of C corresponding to the first column of the three Jordan blocks are
[ ]
1 1 1
,
[ ]
2 1 2

, and
[ ]
0 2 3

. The three columns are linearly ndependent.
Thus
1
s are observable.
There is only one Jordan block, with order 3, associated with
2
. The row of B
corresponding to the last row of the Jordan block is
[ ]
, which is nonzero
vector and is therefore linearly independent. Thus all
1 1 1
2
s are controllable.
[ ]
0 0 0 The column of C corresponding to the first column of the block is
. Thus
2
is unobservable.
236

Chapter 8: State Feedback and State Estimators
8.2 State Feedback
1 1 1 n n n n n
X A X b u =

+
`
(8.1a)
1 1 n n
y C x

= (8.1b)
In state feedback
237
238
[ ]
1 2
1
n
n i i
i
u r kx r k k k x r k x
=
= = =

(8.2)
Figure 8.2 depicts the state feedback control system. This is called the constant gain
negative state feedback or, state feedback.
( ) ( ) ( )
8.2 8.1 x A bk x b (8.3) r = + `

239

Figure 8.2 State feedback.
Theorem 8.1
The pair
( )
, A bk b , for any 1 n real constant vector k, is controllable iff
( )
, A b
is controllable.
Proof: We show the theorem for 4 n =
240
2 3
C b Ab A b A

=

( ) ( ) ( )
2 3
f
C b A bk b A bk b A bk b
Define b

=

( ) ( )
( )
2
2 3
1
0 1
0 0 1
0 0 0 1
kb k A bk b k A bk b
kb k A bk b
b Ab A b A b
kb

=

CK = (8.4)

It is straightforward to verify the last column
3 2 2
A ( ) ( ) b A bkb Abk A bk bk A bk b
2 2
( ) ( ) ( ) A A bk Abk A bk bk A bk b
241
2
( )( ) ( ) A A bk A bk bk A bk b

=

3
( ) A bk b =
From (8.4), K is nonsingular, then f ( ) ( ) C C = . Thus (8.3) is controllable iff (8.1)
is controllable.
Example 8.1
[ ]
1 2 0
and 1 2
3 1 1
0 2 1 2
2 and 2
1 1 7 4
x x u y x

= + =

= =

`

The system is controllable and observable.
Now we introduce the state feedback
[ ]
3 1 u r x =
242
[ ]
1 2 0 0 1 2 0
3 1
3 1 1 1 0 0 1
x x r x r

Then

= + = +

`
[ ]
1 2 y x =
controllability matrix
0 2
2
1 0

=

observability matrix
1 2
1
1 2

=

unobservable.
The observability property may not be preserved in state feedback.
Example 8.2
1 3 1
3 1 0
x x u Ax bu

= + = +

`
243
2 2
1 3
( ) ( 1) 9 2 8 ( 4)( 2) 0
3 1
s
s sI A s s s s s
s

= = = = = + =

poles : 2, 4 unstable +
State feedback
[ ]
1 2
u r k k x =
[ ]
1 2
1 2
1 3 1 1 1 3 1
3 1 0 0 3 1 0
f
k k
x k k x r x r A x br

= + = + = +

`

1 2
1 3
( )
3 1
f f
s k k
s sI A
s
+ +
= =

2
1 2 1 2 1
( 1 )( 1) 3( 3) ( 2) (3 8) s k s k s k s k k = + + = + +
2
1 2 1 2 1 2
( )( ) ( ) s s s s = + +
Where
1
and
2
are the desired poles. Suppose 2
1,2
1 j , then =
244
2 ( ) 2 4 k k
1 1 2 1
= + = =
2 1 1 2 2
3 8 5 17/ 3 k k k = = =
Thus the state feedback gain
[ ]
4 17/ 3 will shift the poles (eigenvalues)
From and to 4 2 1 2 j .
Theorem 8.2
Consider the state equation in (8.1) with n 4 = and the characteristic polynomial.
4 3 2
1 2 3 4
( ) det( - ) s s s s s s = = + + + I A + (8.5)
If (8.1) is controllable, then it can be transformed by the transformation
1 2 3
1 2 1
1
1
0 1

0 0 1
0 0 0 1
with

= =

2 3
x Px Q P b Ab A b A b (8.6)
into the controllable canonical form
245
246
1 2 3 4
1
1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
u u

= + = +

x Ax b x
[ ]
1 2 3 4
y = = cx x
Furthermore, the transfer function of (8.1) with n 4 = equal
3 2
1 2 3
4 3 2
1 2 3 4
( )
s s s
g s
s s s s

+ + +
=
+ + + +
Proof: (8.1) is controllable = ( ) ( ) 4

=

2 3
C b Ab A b A b
3
, , ,
2
b Ab A b A b are linear independent in
4
R
Then we can define another basis as
247
1
= q b 1) (
2 1 1 1 1
= + = + q Aq q Ab ( b 2)
2
3 2 2 1 1 2
= + = + + q Aq q A b Ab (
3 2
4 3 3 1 1 2
b 3)
=
3
+ = + + + q Aq q A b A b Ab b (4)
1 2 1 1 1 1 2
2 2 1 3
3 3 1 4
4 3 2
4 1 2 3
4 3 2
1 2 3 4 4
4 3 2
1 2 3 4 4 4 4 1

( )

= = +
= +
= +
= + + +
= + + + +
= + + + + = =
Aq q q q q
Aq q q
Aq q q
Aq A b A b A b Ab
A b A b A b Ab b b
A A A A I b b b q

248
Where Cayley-Hamilton Theorem (Theorem 3-4) is applied to above equation. Let
[ ] [ ]
[ ] [ ]
[ ]
=
1 2 3 4
1 2 3 4

1 0 0 0

0 1 0 0
0 0 1 0
1 0 0 0

0 1 0 0
0 0 1 0

=
= =

=

= =

1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4
1 2 3 4
AQ A q q q q Aq Aq Aq Aq
A q q q q Aq Aq Aq Aq
q q q q
AQ Q QA

249
1 2 3 4
1 1
1 0 0 0
0 1 0 0
0 0 1 0

= = =

A Q AQ PAP (a)
For equivalence transformation, we know that
1
Q
= = b Pb b P b b and
1
= b q
[ ]
1 2 3 4 1
= q q q q b q
1
0
0
0

=

b (b)
250
For equivalence transformation, we know that
3 2 1 3 2 1
1 2 3 4 1 2 3 4
4 3 2
1 2 3 4
1
( ) ( )
( )
1
( ) ( )
( )
s s s s s s
g s g s
s s s s s
s Adj s
s

+ + + + + +
= = =
+ + + +
= =
C I A b C I A b

3
2
3 2
1 2 3 4
1
1
0
0
0
1
s
s
s s s
s

= + + +

C
[ ]
1 2 3 4
= C (c)
251
[ ]
1
1 2 3 4
1 2 3
1 2
1

1
0 1

0 0 1
0 0 0 1

= =

= + + + + + +

=

Now, from (1) to (4), we can obtain

2 3 2
1 1 2 1 2 3
2 3
Q P q q q q
b Ab b A b Ab b A b A b Ab b
b Ab A b A b

This confirms equation (8.6). Equations (a), (b) and (c) show the equivalence of
(8.7). This establishes the theorem.
252
Note there is another way to show (8.6)
2 3
1 1 1
1 1
1
2 3
1 1 2 1 1 2 3
2
1 1 2
1
1 2 3
1 2

1 2
0 1

0 0 1
0 0 0 1
1
0 1

= = =

= = =

= =

+

=

=

2 3
2 3
2 3
2 3
C b Ab A b A b Pb PAb PA b PA b PC
P CC Q P CC
Q P b Ab A b A b C
b Ab A b A b
b Ab A b A b
1
0 0 1
0 0 0 1

Theorem 8.3
If the n-dimensional state equation in (8.1) is controllable, then by state feedback
x , where is a = u r k k 1 n real constant vector, the eigenvalues of A bk
can arbitrarily be assigned provided that complex conjugate eigenvalues are
assigned in pairs.
Proof:
(8.1) is controllable, = x Px
1 2 3
1
1 0 0 0 0
0 1 0 0
0 0 0 1 0 0
n

= +

x x u
`

. . . .

253
254
[ ]
1 1 1
1
,
n
y
=
= = =
x
u r kx r kP x r kx

Where
1
= = k kP kQ
1 1 1
1

det( ) det( ) det( ) det( ) det( )

= =
A- bk = PAP - PbkP = P(A- bk)P
A- bk P A- bk P A- bk

Thus and ( ) A bk ( ) A bk have the same set of eigenvalues. The desired
characteristic polynomial is defined as
1 2
1 2
( ) det[ ( )] det[ ( )]
s
f
n n n
n
s s s
s s

= =
+ + + +
I A bk I A bk

255
If k is chosen as
[ ]
1 1 2 2 n n
= k
the state feedback equation becomes
[ ]
1 2 1
1 1 2 2
1
1 0 0 0 0
0 1 0 0
0
0 0 1 0 0

n n
n n

= +

=

+
x (A bk)x br
x br
`
.
. . . .

256
1 2 1
1 0 0 0
0 1 0
0
0 0 1 0
n n

= +

x b
.
. . .
r (8.12a)
[ ]
1 2 1
y
n n

= x (8.12b)
The characteristic equation of (8.12a) becomes
1 2
1 2
det[ ( )]
n n n
n
s s s s

= + + + + I A bk
which is equal to the desired characteristic equation (8.10). The state feedback gain
(8.6)
1
1 1 1 n

n

= ==== =

k kP kCC k b Ab A b b Ab A b (8.13)
257
1
1
( ) det( ) det[( )( ( ) )]
det( ) det( ( ) )
f
s s s s
s s
Another method to find k
= + = +
= +
I A bk I A I I A bk
I A I I A bk

From (3.64), we know that
1
1 1
1 1
det( ) det( )
( ) ( ) det{ [( ) ] }
( ) det(1 ( ) ) ( )(1 ( ) )
m m n n m n n m m n
f n n n n
s s s
s s s s

= +
= +
= + = +
I A B I B A
I I A b k
k I A b k I A b

Thus we have
1
( ) ( ) ( ) ( )
f
s s s s

= k I A b ) (
From Problem (3.26), we know that
1 1 2
0 1 2 1
1
( ) [ ]
( )
n n
n n
s R s R s R s R
s

= + + + +
I A
Where
0 1
, , 1, 2, , 1
i i
i n
= = + = R I R AR I
258
Left hand side of ()

1 1
1 1
1
1 1 1 1
( ) ( ) ( )
( ) ( ) ( )
n n n n
n n
n
n n n n
s s s s s s
s s

= + + + + + +
= + + +

[ ]
1 1
2 2
1 1 2 2

1 1
n n
n n
n n
s s
s s

= =

k
. .

(a)
259
Right hand side of ()

1
1 2
0 1 2 1
( ) ( )
[ ]
n n
n n
s s
R s R s R s R

= + + + +
k I A b
k b

1 2
1 2
[ ]
n n
n n
s R s R s R

= + + + + k b b b
1
(*1~ *4 in Theorem8.2)
1 2
1 2
( )
n n
n
s s

= + + + k q q q
[ ]
1
2
1 2

1
n
n
n
s
s

=

k q q q
.
(b)
From (a) and (b), one can obtain that
1
(8.13)
= = = = k kQ k kQ kP
260
b
Feedback transfer function
Consider a plant described by ( , , ) . If ( , ) is controllable, ( , , )
can be transformed into the controllable form (
A b c A A b c
A, b, c) in (8.7) and its transfer
function can then be read out as,
1
1
1
1
1
( ) ( )
n
n
n n
n
s
g s s
s s

+ +
= =
+ + +
C I A b

(8.16)
After state feedback, the state equation become ( A bk, , ) and is still of the
controllable canonical form as shown in (8.12). Thus the feedback transfer function
from r to y is
b c
1
1
1
1
1
( ) ( )
n
n
f
n n
n
s
g s s
s s

+ +
= + =
+ + +
C I A bk b

(8.17)
From the numerators of (8.16) and (8.17), we can conclude that the state feedback
does not affect the zeros of the plant transfer function.
A general property of feedback:
Feedback can shift the poles of a plant but has no effect on the zeros.
If one or more poles are shift to coincide with zeros of ( ) g s , then the numerator
and denominator of in (8.12) and, equivalently, ( ( )
f
g s A bk , ) are not
observable.
c
261
Example 8.2
Consider the inverted pendulum studied in Example 6.2,
[ ]
0 1 0 0 0
0 0 1 0 1
0 0 0 1 0
0 0 5 0 2
1 0 0 0
u
y

= +

=
x x
x
`

262
263
It is controllable; thus its eigenvalues can be assigned arbitrarily.
(8.6)
1 1
0 1 0 2 1 0 5 0
1 0 2 0 0 1 0 5
0 2 0 10 0 0 1 0
2 0 10 0 0 0 0 1
0 1 0 3 0 0 0 1
1 0 3 0 0 0 1 2 0

0 2 0 0 0 1 3 0 1 6
2 0 0 0 1 3 0 1 6 0
P CC
P

= ====

= =

Let the desired eigenvalues be
1.5 0.5j and
1 j1
4 3 2
( ) ( 1.5 0.5 )( 1.5 0.5 )( 1 )( 1 )
5 10.5 11 5
f
s s j s j s j s j
s s s s
= + + + + + +
= + + + +

264
Using (8.11)
[ ] [ ]
5 0 10.5 5 11 0 5 0 5 15.5 11 5
5 11 103 13
3 3 12 3
= =

= =

k
k kP

This state feedback gain will shift the eigenvalues of the plant from
{0, 0, 5} to { 1.5 0.5, 1 } j j .
The selection of a set of desired eigenvalues is dependent on the performance
criteria, such as rise time, settling time, and overshoot. As a guide, we may place all
eigenvalues inside the region denoted by C in Figure 8.3(a). For discrete system,
the corresponding region is shown in Figure 8.3(b).

Figure 8.3 Desired eigenvalue location.
265
8.3 Regulation and Tracking
Regulator problem
Consider the state feedback system shown in Figure 8.2. Suppose r = 0 and the
initial conditions are nonzero. The problem is to find a state feedback gain so that
the response will die out at a desired rate. This is called a regulator problem.
Tracking problem
Suppose r(t) = a, . The asymptotic tracking of a step reference input is to
design a controller such that y(t) = r(t) = a, as . It is clear that if r(t) = a = 0 ,
then the tracking problem reduces to the regulator problem.
0 t
0 t
Tracking a non-constant reference signal is called a servomechanism problem.
266
267
If ( , ) A b is controllable and is unstable. Let A = u r kx , then the state
feedback equations becomes ( , , ) A bk b c and the response caused by is (0) x
( )
( ) (0)
t
y t ce

=
A bk
x
If Re{ ( )} A bk lie inside the sector in Figure 8.3(a), then rapidly.
The regulation can easily be achieved by introducing state feedback.
( ) 0 y t
For tracking problem, u pr = kx. Then
1
( )
( ) ( )
( )
f
y s
g s pc s
r s
= = + I A bk b
1
1
1
1 1

n
n
n n
n n
s
p
s s s

+ +
=
+ + + +
(8.24)
268
If Re{ ( )} A bk lie inside the sector in Figure 8.3(a), then using finial value
theorem implies
0 0
1
( ) lim ( ) ( ) lim ( ) (0)
n
f f f
x x
n
y s g s r s s g s g p
s

= = = =

n
n
p
(8.25)
iff the plant transfer function has no zero at ( ) g s 0 s = .
Consider a plant described by (8.1). We now assume that a constant disturbance
with unknown magnitude enters at the plant input shown in Figure 8.4(a). Then the
state equation must be modified as
A b b u = + + x x ` (8.26a)
c y = x (8.26b)
269

270

Figure 8.4 (a) State feedback with internal model. (b) Interchange of two
summers. (c) Transfer function block.
The problem is to design an overall system so that the output ( ) y t will track
asymptotically any step reference input even with the presence of a disturbance
( ) t and with plant parameter variations. This is called robust tracking and
disturbance rejection.
We introduce a two-loop design scheme, where the inner loop is a state feedback
and the outer loop is a unity feedback from the output, which can be described as
c
a
x r y r = = x ` (8.27)
[ ]
k k
a a a
a
u k x k
x

= + =

x
x (8.28)
For convince, the state is fed back positively to u as shown. Substituting these into
(8.26) yields
x x A+bk b 0 b
c 0 1 0
a
a a
k
r
x x

= + +

`
`
(8.29a)
[ ]
c 0
a
y
x

=

x
(8.29b)
This describes the system in Figure 8.4(a)
271
272
1
( ) c( I A) b g s s
Theorem 8.5
If (A, b) is controllable and if = has no zero at 0 s = ,then all

eigenvalues of the A-matrix in (8.29) can be assigned arbitrarily by selecting a
feedback gain .
[ ]
k
a
k
Proof: All the eigenvalues of the A-matrix in (8.29) can be assigned arbitrarily
Iff
A 0 b
,
c 0 0

is a controllable pair (8.30)
iff (A, b) is a controllable and has no zero at ( ) g s 0 s =
We show the theorem for 4 n = . We assume that A, b and c have been transformed
into the controllable canonical form in (8.7) and its transfer function equals
3
1 4
4 3
1 4
( )
s
g s
s s

+ +
=
+ + +

273
0 Then has no zero at ( ) g s s = iff
4
0 . The controllability matrix (8.30) is
2 3 4
2 3
b Ab A b A b A b
0 cb cAb cA b cA b

2 2
1 1 2 1 1 2 2 1 3 15
2
1 1 2 25
1 35
45
2
1 1 1 2 1 1 2 2 1 3 55
1 ( )
0 1
0 0 1
0 0 0 1
0 ( )
a
a
a
a
a

+

=

+

after some elementary operations
274
2 2
1 1 2 1 1 2 2 1 3 15
2
1 1 2 25
1 35
45
4
1 ( )
0 1
0 0 1
0 0 0 1
0 0 0 0
a
a
a
a

(8.31)
Its determinant is
4
.Thus the matrix is nonsingular iff
4
0 . In conclusion, if
(A, b) is controllable and if has no zero at ( ) g s 0 s = , then (8.30) is controllable.
It follows from Theorem 8.3 that all eigenvalues of the A-matrix in (8.29) can be
assigned arbitrarily by selecting a feedback gain
[ ]
k
a
k .
Now, we want to show that the output y will track asymptotically and robustly any
step reference input ( ) r t a = and reject any step disturbance ( ) t = with
unknown magnitude.
275
Step 1: the desired polynomial is
I A bk b
( ) det
c
a
f
s k
s
s

=

(8.32)
Step 2: we interchange the two summers between and v u as shown in Figure
8.4(b). This is permitted because we have kx u v = + + before and after the
interchange. Thus, the transfer function from v to is y
1
( )
( ) c( I A bk) b
( )
N s
g s s
D s
= (8.33)
with ( ) det ( I A bk) D s s =
Step 3: Let we verify the following equality
1
I 0 I A bk b
c( I A bk) 1 c
a
s k
s s

276
1
I A bk b
0 c( I A bk) b
a
a
s k
s s k

=

+

Taking its determinants, we obtain
I A bk bk
1 det
c
s
s

1
det( I A bk)det( c( I A bk) b )
a
s s s k
= + (*)
(8.32) & (8.33) (*)
( )
( ) ( ) ( ) ( )
( )
f a a
N s
s D s s k sD s k N s
D s

= + = +

(a)
Step 4: From Figure 8.4(c), the output y can be obtained by applying the Masons
gain formula,
277
( )
( ) ( ) ( )
( ) ( ) ( ) ( )
1 ( ) 1 ( )
a
a
a a
a a
k
g s
k N s g s sN s
s
y r r
k k
sD s k N s sD s k N s
g s g s
s s
= + = +
+ +
+ +

( ) ( )
yr y r
g s r g s y y

+ +
Step 5: If and ( ) 0 r t = ( ) t = for all , then 0 t
( ) ( )
( )
( ) ( ) ( )
a f
sN s N s
y s
sD s k N s s s

= =
+

0 0
( )
( ) | lim ( ) lim 0
( )
t
s s
f
N s
y t sy s s
s

= = =

As long as ( )
f
s is stable, the disturbance is suppressed at the output both
asymptotically and robustly.
If ( ) 0 t = and ( ) r t a = for all , then 0 t
278
( ) ( )
( )
( ) ( ) ( )
a a
r
a f
k N s a k N s a
y s
sD s k N s s s s
= =
+

0
( ) (0)
( ) | lim
( ) (0)
a a
r t
s
f a
a k N s a k N
y t s a
s s k N

= = =

Thus asymptotic tracking of any step input is robust even when there are parameter
perturbations in the plant transfer function and the gains.
8.3.2 Stabilization
(A, b) is controllable all eigenvalues can be assigned Stabilizable
(A, b) is uncontrollable the state equation can be transformed into
12
x x A A b
x x 0 A 0
c c c c
c c c
u

= +

`
`
(8.36)
where (A , b )
c c
is controllable (Theorem 6.6). We introduce the state feedback.
279
1 2
x
k k k k
x
c
c
u r r r

= = =

x x
Then (8.36) becomes
1 12 2
x x A b k A b k b
x x 0 A 0
c c c c c c
c c c
r

= +

`
`
(8.37)
If A
c
is stable and if (A , b )
c c
is controllable, then (8.36) is said to be
stabilizable. Uncontrollable states are stable themselves, then the system is
stabilizable.
8.4 State Estimator (State Observer)
1 1 1 1 1
A b c
n n n n n n n
u y

= + = x x x ` (8.38)
The estimation problem is to estimate x from u and y with the knowledge of A, b,
and c. Since we know A and b, we can duplicate the original system as
A bu = + x x
`
(8.39)
and as shown in Figure 8.5. The duplication will be called an open-loop estimator.
280
281

Figure 8.5 Open-loop state estimator.
282
Let e( ) ( ) ( ) t t t = x x
e( ) ( ) ( ) A b A b A( ) Ae t t t u u = = + = = x x x x x x
`
` `
If is unstable, then will grow with time even for a very small difference
between ) and ) for some .
A e( ) t
0
(t x
0
(t x
0
t
The closed-loop estimator or asymptotic estimator (observer) are shown in Figures
8.6 and 8.7.
283

Figure 8.6 Closed-loop state estimator.
284

Figure 8.7 Closed-loop state estimator.
A b ( c ) (A c) b u l y l u ly = + + = + + x x x x
`
(8.40)
Let error state, e = x x
285
e A b (A c) b u l u ly = = + x x x x
`
` `
(A c) (A c) (A c)e l l l = = x x (8.41)
If all eigenvalues of (A c) l can be assigned arbitrarily, then we can control the
rate for to approach zero or, equivalently, for the estimated state to approach
the actual state.
e( ) t
Theorem 8.O3
Consider the pair , all eigenvalues of can be assigned arbitrarily by
selecting a real constant vector if and only if is observable.
(A, c) (A, c) l
l (A, c)
How to determine ? l
(A, c) is observable iff (A , c )

is controllable
Then all eigenvalues of (A c k)

can be assigned arbitrarily by selecting a
constant gain vector k.
286
(A c k) (A k c) k l

= =
8.5 Feedback from Estimated States
Plant A b , c u y = + = x x x ` (8.51)
Estimator (8.52) (A c) b l u ly = + + x x
`
Controller (8.53) k u r = x
The controller-estimator configuration is shown in Figure 8.8.
287

Figure 8.8 Controller-Estimator Configuration.
A b( k ) A bk b r r = + = + x x x x x `
(A c) b( k ) c c (A c bk) b l r l l l r = + + = + + x x x x x x
`

The 2n-dimensional state equation
288
A bk b
c A c bk b
r
l l

= +

x
x
x
x
`
`
(8.54a)
[ ]
c 0
y

=

x
x
(8.54b)
Let us introduce the following equivalence transformation:
1
I 0 I 0
,
e I I I I

= = = =

x x x x
x x x x

Then the equivalent state equation becomes
I 0 A bk b
e I I c A c bk b
r
l l

= = +

x
x x
x
x
`
`
`
`

I 0 A bk I 0 I 0 b
I I c A c bk I I e I I b
r
l l

= +

x

289
A bk I 0 b
A c A+ c I I e 0
r
l l

= +

x

A bk bk b
0 A c e 0
r
l

= +

x
(8.55a)
[ ]
c 0
e
y

=

x
(8.55b)
Note the A-matrix in (8.55) is block triangular; therefore its eigenvalues are the
union of those of (A bk) and (A c) l . The design of state estimator and the
design of state feedback can be carried out independently. This is called the
separation property.
The transfer function from r to y of (8.55) is
290
[ ]
1
1
sI A bk bk b
( ) c 0 c(sI A bk) b
0 sI A c 0
f
g s
l
+

= = +

+

This is the transfer function of the original state feedback system without using a
state estimator.
8.6 State Feedback-Multivariable
Plant
1 1 1 1 1
A B , C
n n n n n p p q q n n
u y

(8.56) = + = x x x `
Controller
1 1 1
K
p p p n n
u r

= x (8.57)
Closed-loop system (A BK) B , C r y = + = x x x ` (8.58)
Theorem 8.M1
The pair , for any n (A BK, B) p real constant matrix K , is controllable if any
only if is controllable. (A, B)
Theorem 8.M3
291
(A BK) All eigenvalues of can be assigned arbitrarily (provided complex
conjugate eigenvalues are assigned in pairs) by selecting real constant K if and
only if is controllable. (A, B)

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Linear System

State vector: x(t)=

Figure 2.3 Pulse at t1.

Let r(t) be any input with , for , then ( ) 0 r t 0 t <

Transfer function matrix

2-norm or Euclidean norm

= norm, infinite norm

Schmidt orthonormalization procedure. Given a set of linearly independent vectors

0 Ax = 0 x = is . . In particular, the only solution of

= . This is called the similarity transformation and A and A are said to

= , then y is called the left eigenvector of A.

A is a similarity transformation of A and is diagonal. This process is also called

has only two independent eigenvectors. A does not have a

A is a Jordan-form representation of A and has two Jordan blocks.

f ( ) = A 0, i.e., similar matrices have the same

I A A .If the minimal polynomial of A with

Functions of a square matrix

( A I as discussed in (3.40), we can readily

From (a) and (b),

It maps an nm-dimensional linear space into itself. A

words, the eigenvalues of are all possible sums of the eigenvalues of A A

Then the equivalent state equation can be obtained from (4.26) as

C I A B is a strictly proper rational matrix. If D is a nonzero

u(t) a, for t 0, approaches g(0) a. =

y(t) a g()d a g()e d a g(0)

= sin cos cos sin

and det M>0

This shows that if is nonsingular, then the pairs (A, B) is controllable.

established later. Controllability is invariant under any equivalence

This system is controllable.

x and the platform will return to

, we want to find a such that the state

The pair (A, B) is controllable iff (A', B') is observable.

Let the desired eigenvalues be

1.5 0.5j and

If (A, b) is controllable and if = has no zero at 0 s = ,then all

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