Sinusoid State Space Model

For a system generating in-phase and quadrature sinusoid signals, the two states may be
defined as
1
2
[ ] sin( )
[ ] cos( )


= +
= +
s
s
x k kT
x k kT
where sampling time T has been omitted from left hand side of aboe equations for
conenience! "n aboe equations, arious symbols used are identified as
#ignal pea$ amplitude
#ignal frequency
"nitial phase of the signal
% & sampling time
$ & discrete time inde'

=
=
=
s
(sing the following trigonometric identities
sin( ) sin cos cos sin
cos( ) cos cos sin sin


+ = +
+ =
and identifying = kT ,
=
in equation , we may write equation as
1
2
[ ] sin cos cos sin
[ ] cos cos sin sin


= +
=
s s
s s
x k kT kT
x k kT kT
For ) = k , equation yields
1
2
[)] sin
[)] cos


=
=
s
s
x
x
From equations and , we hae
1
2
1
2
sin [ ] cos sin
cos [ ] sin cos
[)] cos sin
[)] sin cos





=

s
s
x k kT kT
x k kT kT
x kT kT
x kT kT
1
%he first matri' on right hand side of second equation of is readily identified as the state
transition matri', whereas the second matri' is the initial state! *ien these two
quantities, we can compute system states at any time ) > k
For 1 = k , equation gies
1 1
2 2
[1] [)] cos sin
[1] [)] sin cos



=

x x T T
x x T T
(sing equation , states at time 2 = k may be computed recursiely
1 1
2 2
[2] [1] cos sin
[2] [1] sin cos



=

x x T T
x x T T
%his approach may be generali+ed to gie
1 1
2 2
[ 1] [ ] cos sin
[ 1] [ ] sin cos


+
=

+

x k x k T T
x k x k T T
Note: %o obsere only the in-phase sinusoid signal, choose matri' [ ] 1 ) = C
, whereas
choosing
1 )
) 1

=


C
gies us both in-phase and quadrature signals!
,oreoer, if we choose
1
2
[ ] cos( )
[ ] sin( )
s
s
x k kT
x k kT


= +
= +
we end up with
1 1
2 2
[ 1] [ ] cos sin
[ 1] [ ] sin cos
x k x k T T
x k x k T T


+
=

+

where
1
2
[)] cos
[)] sin
s
s
x
x


=
=
2