Module 1

Matrix Analysis
State-space models

James, 2011

pp. 39-42, 82-86
1. Set up a state-space model
2. Diagonalize the state matrix
3. Discuss the controllability and
observability of a SISO system
using a state-space model

OUTCOMES
Pros and cons
Popular method in digital systems analysis
Based on matrix algebra
Software perform matrix calculations fast

Calculations limited to second and third order
systems
Calculations by hand using a hand-held calculator

Intermediate steps information on state of
the system

Motivation
First-order linear ODE
Use an integration factor
Second-order ODE
Laplace transforms/undetermined coefficients
Fourth-order ODE
Calculations complicated

Know input & output
Internal state at time t?
Motivation
A simple LCR circuit

A more complex circuit

2
2
( )
d q dq q
L R v t
dt dt C
+ + =
State-space model!
Single differential equation?
Motivation
Look for a method that
handles linear differential equations of any
order with relative ease,

involves calculations that are time-efficient
when using a CAD, and

provides information about the state of the
system at any time.
Determine the response of a
SISO system
Single input Single output
State of system
Steps
1. Define the state vector and its derivative.
2. Determine the state matrix A.
3. Write down the state and space equations.
4. Calculate the eigenvalues and eigenvectors of A.
5. Write down the modal matrix M and spectral matrix
.
6. Calculate M
-1
, M
-1
B and CM.
7. Use the transformation X = MZ Z(0) = M
-1
X(0)
8. Write down e
t
.
9. Evaluate
10. Write down Z = e
t
+ I
11. Determine y = CM
-1
Z

( ) 1
0
( )
t
t
I e M Bu d
t
t t
A
=
}
Good news!!!!!!!
Steps
1. Define the state vector and its derivative.
2. Determine the state matrix A.
3. Write down the state and space equations.
4. Calculate the eigenvalues and eigenvectors of A.
5. Write down the modal matrix M and spectral matrix
.
6. Calculate M
-1
, M
-1
B and CM.
7. Use the transformation X = MZ Z(0) = M
-1
X(0)
8. Write down e
t
.
9. Evaluate
10. Write down Z = e
t
+ I
11. Determine y = CM
-1
Z

( ) 1
0
( )
t
t
I e M Bu d
t
t t
A
=
}
In this module
You will use matrices to:

1. Set up a state-space model for the given
initial-value problem; and

2. Write the problem in canonical form using
diagonalization.

An illustrative example
A SISO system is characterized by the IVP




1. Set up a state-space model for this system.
2. Diagonalize the state matrix.
2
2
3 2 2 , (0) 0, '(0) 1
t
d y dy
y e y y
dt dt

+ + = = =
Solution


1. Set up a state-space model for this system.
2
2
3 2 2 , (0) 0, '(0) 1
t
d y dy
y e y y
dt dt

+ + = = =
| |
1 1
2 2
1
2
1
2
0 1 0
2
2 3 1
1 0
(0) 0
(0) 1
t
x x
e
x x
x
y
x
x
x

( ( ( (
= +
( ( ( (


(
=
(

( (
=
( (

State vector
State matrix
Solution


2. Diagonalize the state matrix.
2
2
3 2 2 , (0) 0, '(0) 1
t
d y dy
y e y y
dt dt

+ + = = =
1 1 2 0
,
2 1 0 1
M

( (
= A =
( (

Eigenvectors Eigenvalues
Solution to this problem available as Example 2.3 on
myTUTor.
What do you need?

1. Matrix calculations
By hand
Calculator

2. Eigenvalues and eigenvectors
Two lessons

1. Set up a state-space model
Example M1.1
Example M1.2
2. Diagonalize the state matrix
Example M2.1
Example M2.2

You MUST work through the theory in James
(2011)!!!!!

Let's get YOU working!