Académique Documents
Professionnel Documents
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State variable methods: state space mode representation, similarity transformations, state transition, flow graphs and canonical
forms; geometrical interpretation of eigenvalues and eigen-vectors; time solution by transition matrix and inverse.
Laplace techniques: canonical forms in relation to controllability and observability; the observer, simple pole placement design
technique.
Discrete systems: sampling, data extra-polators and spectral characteristics; design of Z-transform, impulse in variance and hold
equivalent; block manipulation and pulse transfer functions; Z-transform inversion; stability and damping; discrete compensator
realisation design examples; bilinear transformation; root space. Frequency domain identification using least squares.
References
1. Modern Control Engineering, Kastuhiko Ogata
2. Discrete Time Control Systems, Kastuhiko Ogata
3. Advanced Control Engineering, Roland S. Burns
4. Modern Control Engineering , P. N. Paraskevopoulos
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Definitions
State:
State of dynamic system is the smallest set of variables (state variables) such that knowledge of the variables at time plus
knowledge of the inputs for , this information determines the behaviour of the system for any time .
State variables:
These are variables making up the smallest set of variables that determine the state of the dynamic system. Let a dynamic system
have variables to describe the behaviour of the system while the input is given for and the initial state at
is specified. If the future state of the system is determined, then such variables are a set of state variables.
State vector:
The behaviour of a given system is described by state variables and can be considered to be components of a vector x. Such a
vector is called a state vector. A state is thus a vector that determines uniquely the system state for any once the state
at is given and the input for is specified.
State space:
The dimensional space whose coordinate axis consists of axis is called state space. Any state can be represented by
a point in the state space.
̇
̇
. (1.1)
.
̇
The output of the system may be a function of input variables, state variables and time. This may be
described as
.
. (1.2)
State vector
[ ]
Input vector
[ ]
Output vector
[ ]
(1.6)
̇ (1.7)
(1.8)
̇ (1.9)
(1.10)
where
– state matrix
– input matrix
– output matrix
– direct transition matrix
Example 1.1
Obtain the state space representation of the system described by
Solution
Knowledge of ̇ and ̈ together with the input for determines completely the future of the system. Thus if
̇ and ̈ are a set of the state variables then
̇
̈
Then
̇ ̇
. .
̇
. .
̈
By use of vector matrix notation, then the 3 first order differential equations can be combined into one as
̇
[ ̇ ] [ ][ ] [ ]
̇
[ ][ ]
Example 1.2
Write the state variable formulation of the parallel RLC network shown below
A
Solution
Applying KCL at node A then
Choosing
̇
[ ] [ ][ ] [ ] u(t)
̇
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
NB
Usually in the circuit problem, the current through the inductor and voltage across the capacitor are chosen as the state variables
̇ ̇ (1.11)
The state space representation of the system defined by equation (1.11) and (1.12) can be presented in controllable canonical form,
observable canonical form and diagonal canonical form
̇
̇
̇
[ ̇ ] [ ][ ] [ ]
and
[ ]
[ ]
Example 1.3
Consider the system given by
Solution
̇
[ ] [ ][ ] [ ]
̇
[ ][ ] [ ]
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
[ ][ ]
[ ][ ]
̇
̇
̇
[ ̇ ] [ ][ ] [ ]
and
[ ]
[ ]
Example 1.4
Obtain the observable canonical form of the state space representation for the system with the transfer function
Solution
̇
[ ] [ ][ ] [ ]
̇
[ ][ ] [ ]
[ ][ ]
[ ][ ]
If the denominator polynomial has distinct roots then the transfer function can be written as
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
The diagonal canonical form of the state space representation of the system is given by
̇
̇
̇
[ ̇ ] [ ][ ] [ ]
and
[ ]
[ ]
Example1.5
Obtain the diagonal canonical form of the state space representation for the system with the transfer function
Solution
̇
[ ] [ ][ ] [ ]
̇
[ ][ ] [ ]
[ ][ ]
[ ][ ]
If the denominator polynomial involves multiple roots then the state space representation can be written in Jordan canonical form.
For example, if the ‘s are different from one another except that the first three are equal i.e. , then the factored
form of the transfer function becomes
The state space representation of the system in Jordan canonical form becomes
̇
̇
̇
̇
[ ̇ ] [ ][ ] [ ]
and
[ ]
[ ]
The characteristic equation of a given system remains invariant under different forms of state variable representation. This can be
true for the transfer function also. The choice of the states is not unique
Example 1.6
Consider the system
⃛ ̈ ̇
where is the output and is the input. Obtain the state space representation of the system
Solution I
Let
̇
̇ ̇
̈ ̇
̇
[ ̇ ] [ ][ ] [ ]
̇
[ ][ ]
| |
Solution II
⃛ ̈ ̇
Defining
where
̇
[ ̇ ] [ ][ ] [ ]
̇
[ ][ ]
| |
It has been stated that the choice of states is not unique for a given system. Suppose that there exists a set of state variables
[ ]
[ ]
Let
̇ ̇
̇
From equation (1.27)
̇
and
̇ ̂ ̂
̂
where ̂ ̂ ̂
Hence similarity transformation the transformed system can be represented in the vector-matrix differential form as
NB
i. The characteristic equations and hence the Eigen values of and ̂ are invariant under similarity transformation
ii. The transfer function remains invariant under similarity transformation
(1.34)
The values of the scalar for which non trivial solutions exist are called Eigen values and the corresponding solutions are
called Eigen vectors
Corresponding to each Eigen value is a non-zero solution of = . This is called the Eigen vector of A corresponding to
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Example 1.7
Determine the Eigen values and Eigen vectors of where [ ]
Solution
| |
For , becomes
[ ][ ] [ ]
[ ] [ ] simplest form
For , becomes
[ ][ ] [ ]
[ ] [ ] simplest form
[ ] [ ]
̂ [ ] [ ][ ] [ ]
Under similarity transformation the characteristic equation does not change i.e.
| | | ̂|
In some cases, the matrix will have repeated Eigen values. The Eigen vectors are evaluated as follows
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Example 1.8
Solution
| |
| |
For
[ ][ ] [[ ]]
This yield
[ ]
For
[ ][ ] [[ ]]
[ ] [ ]
For , [ ]
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
For , [ ]
[ ]
̂ [ ] [ ][ ]
[ ]
| | | ̂|
Recall I
{ } ∫ (1.35)
Example 1.9
Solution
{ } ∫
Recall II
{ } { } (1.36)
{ } { } (1.37)
and so on for Laplace transform of higher derivatives (you should be able to prove this with a lot of ease)
Example 1.10
{ }
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Solution
and
{ } { }
{ } { }
{ }
{ }
̇ (1.38)
(1.38)
(1.40)
(1.41)
Assuming that the initial conditions of the system are zero i.e. and rearranging (1.40) then
(1.42)
(1.43)
[ ] (1.44)
Example 1.11
Obtain the transfer function of the system whose state space representation is given as
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
̇ [ ][ ] [ ]
[ ][ ]
Solution
[ ] where
[ ], [ ], [ ] and
[ ]
[ ] [ ][ ][ ]
̇ (t) (1.45)
Approach A
(1.46)
̇ [ ] (1.47)
If the assumed solution is to be a true solution, equation (1.47) must hold true for any value of
This implies that
.
.
[ ]
But
Therefore
(1.48)
Approach B
̇ (1.49)
(1.50)
(1.51)
Where
is called the state transition matrix and contains all information about the free motions of the system described by
(1.49)
Example 1.12
̇
[ ] [ ][ ]
̇
Solution
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
[ ]
[ ]
[ ]
[ ]
[ ]
=[ ]
̇ (1.52)
[ ̇ ]
[ ] (1.53)
∫ (1.54)
Extending the same approach to the solution of homogeneous state equation yields
∫ (1.55)
The solution of is the sum of a term consisting of the transition of the initial state and a term arising from the input
vector
Example 1.13
̇
[ ] [ ][ ] [ ]
̇
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Solution
=[ ]
=[ ]
[ ][ ]
[ ]
∫ ∫
[ ]
[ ]
[ ][ ] [ ]
These tells us whether it is at all possible to control all the states of the system completely by suitable choice of input and whether
it is possible to reconstruct the states of a system from its input and outputs
Controllability
̇
(1.56)
The system is said to be controllable if it is possible to find some input that will transfer the initial state of the system to
the origin of the state space, with finite. The solution of the state equation yields
∫ where (1.57)
A linear time invariant continuous time system is completely controllable iff the RANK of the controllability matrix is
equal to n
[ ] (1.59)
The rank of a matrix is the maximum number of linearly independent columns of ; that is, it is the order of the largest
nonsingular matrix contained in A. This implies that the controllability matrix must be nonsingular for the system to be
completely controllable.
If a system is not completely controllable, it implies that it has one or more natural modes that cannot be affected by the
input directly or indirectly.
Example 1.14
Determine whether the system represented by the given state space is controllable
̇
[ ] [ ][ ] [ ]
̇
Solution
[ ]
[ [ ] [ ]]
[ ]
| | | |
It is evident that whereas can be changed by the state is unaffected by our choice of the inputs since it is not
coupled either directly to the input or to the state hence this state of is uncontrollable
[ ]
| | | |
Observability
The linear time invariant system is said to be observable if the initial condition can be determined from the output
function for where is finite
∫ (1.57)
Thus given and for with being some finite value, the system is observable if equation (1.57) can be
solved for
The system is observable if the observability matrix N is nonsingular i.e. the rank of N is equal to n
[ ] (1.58)
Example 1.15
̇
[ ] [ ][ ] [ ]
̇
[ ][ ]
Solution
[ ]
[ ][ ] [ ]
| | | |
𝐒tate space design enables the design of a system having the desired closed loop poles or desired characteristic equation
It also enables inclusion of initial conditions if necessary
Pole placement design is based on the state model of the system. We assume that all the state variables are measurable and
are available for feedback
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
̇ (1.59)
(1.60)
Equation (1.60) is called the control rule or control law. In pole placement design, the control law is specified as a linear
function of the states of the form
(1.61)
This control law allows the poles of the closed system to be placed in any desirable location and is expressed as
(1.62)
The design problem is the specification of the desired root locations of the systems characteristic equations and the
calculations of the gains to yield these desired root locations.
A necessary and sufficient condition that the closed-loop poles can be placed at any arbitrary location in the s-plane is that
the system must be completely state controllable.
If the system is of low order, direct substitution of matrix into the desired characteristic polynomial may be simpler.
[ ]
|[ ]|
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
We equate
|[ ]|
Example 1.16
̇ where [ ] [ ]
The system uses the state feedback control law . It is desired to have closed loop poles at
Solution
[ ]
| | | |
Let [ ]
|[ ]|
|[ ] [ ] [ ][ ]|
(i)
(ii)
[ ]
ii. U g A kerm ’ F rm l
Every square matrix satisfies its own characteristic equation i.e. if the characteristic equation of the nth order square
matrix is
| |
| | (1.63)
Then
(1.64)
[ ] (1.65)
Example 1.17
Solution
| |
| |
[ ]
[ ]
We assume that the system is completely state controllable and that the desired closed loop poles are at
̇ [ ] (1.67)
Defining ̂
| ̂|
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Use of Cayley Hamilton theorem which states that ̂ satisfies its own characteristic equation we obtain
( ̂) ̂ ̂ ̂ ̂ (1.68)
Considering that
(1.69)
̂ (1.70)
̂ [ ]
̂ (1.71)
̂ [ ] [ ]
[ ̂ ][ ]
= ̂ ̂ (1.72)
Multiplying both sides of equations (1.69), (1.70), (1.71) and (1.72) with where
̂ [ ]
̂ [ ̂]
̂ = ̂ ̂
̂ ̂ ̂+ ̂ ̂ ̂ (1.73)
Since
̂ ̂ ̂+ ( ̂) and then
̂ ̂ ̂ (1.74)
[ ̂ ̂ ] [ ̂]
̂ ̂
[ ][ ̂ ] (1.75)
̂ ̂
[ ] [ ̂ ] (1.76)
[ ][ ] (1.77)
[ ][ ] (1.78)
Example 1.18
̇ where [ ] [ ]
The system uses the state feedback control law . It is desired to have closed loop poles at
Solution
where [ ]
[ ]
[ ] [ ]
[ ][ ]
[ ][ ] [ ]
[ ]
a) Check the controllability condition for the system. If the system is completely controllable then
| |
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
c) Determine the transformation matric T that can transform the system state equation in controllable canonical
form. If the system is already in controllable canonical form then
Else
[ ]
[ ] (1.79)
Example 1.19
̇ where [ ] [ ]
The system uses the state feedback control law . It is desired to have closed loop poles at
Solution
[ ]
| | | |
|[ ]|
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
|[ ] [ ]|
Comparing with
then
[ ]
[ ]
In the pole placement design approach, we assumed that all state variables are available for feedback. In practice, however, not
all the state variables are available for feedback. Then we need to estimate unavailable state variables. A state observer
estimates the state variables based on the measurement of output and control variables
If a state observer estimates all state variables of the system, regardless of whether some state variables are available for direct
measurement, it is called a full order state observer. A necessary and sufficient condition for observer design is that the system
must be completely state observable.
The state variables can be estimated from the measured output and control variables
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
where
-state observer gain matrix
̃-estimated output
̃-estimated state variables
For the observer
̃̇ ̃ ̃
(1.81)
̃ ̃
But and ̃ ̃
̃̇ ̃ ̃ (1.82)
̇ ̃̇ [ ̃] [ ̃]
(1.83)
̃ [ ̃]
̂̇ [ ]̂
(1.84)
̂ ̂
We can choose appropriate Eigen values of [ ] to enable placement of poles of the closed loop system at desired locations
where [ ]
Similar to the case of pole placement, if the system is of low order, then direct substitution of the matrix G into the desired
characteristic polynomial may be simpler. e.g. if is a 3 vector then can be written as
[ ]
| |
By equating the coefficients of the powers on both sides of this equation, we can obtain the values of
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Example 1.20
Where [ ] [ ] and [ ]
Design a full order state observer assuming that the desired Eigen values of the observer matrix are
Solution
Observability matrix [ ] [ ]
| |
The system is completely state observable and determination of observer gain matrix is possible
Let
[ ]
| |
⌈ ⌉
[ ]
[ ] [ ]
Where
Example 1.21
Determine the observer gain matrix for example 1.20 using Ackermann’s formula
EEE 2502 CONTROL ENGINEERING III by Asaph Mbugua
Solution
[ ] [ ]
[ ] and [ ]
[ ] [ ] [ ] [ ]
[ ][ ][ ] [ ]
Following the same procedure as in deriving the state feedback matrix then
a) Check the observability condition for the system. If the system is completely observability then
| |
c) Determine the transformation matric that can transform the system state equation in controllable canonical
form. If the system is already in observable canonical form then
Else
[ ]
[ ] (1.85)
Example 1.21
Determine the observer gain matrix for example 1.20 using Ackermann’s formula
Solution
Observability has already been tested
[ ] and [ ]
| | | |
[ ]
[ ]
[ ][ ] [ ]