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Module 04
More on Linear Systems
Ahmad F. Taha
Ahmad F. Taha
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Introduction to STM
For the linear autonomous system
x (t) = Ax (t), x (t0 ) = x0 , t 0
the state solution is
x (t) = e A(tt0 ) x0
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t0on Linear Systems
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(t0 , t0 ) = (t, t) = I
1 (t1 , t2 ) = (t2 , t1 )
d
((t, t0 )) = A(t, t0 )
dt
Proofs:
4
Ahmad F. Taha
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Ahmad F. Taha
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n
X
i=1
(x0> wi )vi =
n
X
i vi
i=1
where wi s are the rows of the T 1 matrix (or the left evectors)
Given that construction, we can see that the solution x (t) is a LC of
the modes e i t vi
Ahmad F. Taha
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Changing Coordinates
Changing of coordinates of an LTI system: basically means were
scaling the coordinates in a different way
Assume that T Rnn is a nonsingular transformation matrix
Define x = T 1 x . Recall that x = Ax + Bu, then:
x + Bu
x = (T 1 AT )
x + T 1 Bu = A
with initial conditions x (0) = T 1 x (0)
Remember the diagonal canonical form? We can get to it if the
transformation T is the matrix containing the eigenvectors of A
What if the matrix is not diagonlizable? Well, we can still write
= J is the new state-space matrix
A = TJT 1 , which means that A
via the eigenvector transformation
In fact, you can show that if A = TJT 1 with j Jordan blocks (i.e.,
J = diag(J1 , J2 , . . . , Jj ), then after the transformation x = T 1 x ,
the LTI system becomes decoupled:
x 1 = J1 x1 , x 2 = J2 x2 , . . . , x j = Jj xj .
Ahmad F. Taha
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Intro to Discretization
We want to discretize and transform this dynamical system
x (t)
Ax (t) + Bu(t)
y (t)
Cx (t) + Du(t)
to
x (k + 1)
y (k)
(k) + Bu(k)
Ax
x (k) + Du(k)
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What is zero order hold? Its basically the model of the signal
reconstruction of the digital to analog converter (DAC):
uZOH (t) =
X
k=
Ahmad F. Taha
u(k) rect
t T /2 kT
T
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Discretization Errors
Ahmad F. Taha
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Discretization 1
1
T 0
x (t + T ) x (t)
T
Hence,
x (t + T ) = (I + AT )x (t) + BTu(t)
(I + AT ) x (kT ) + |{z}
BT u(kt)
| {z }
y (kT )
Ahmad F. Taha
x (kT ) + Du(kT
C
)
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Discretization 2
Ahmad F. Taha
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for kT t (k+1)T , k = 0, 1, . . . , kf
Note that this input only changes values at discrete time instants
Recall the solution to the state-equation:
Z t
x (t) = e At x (0) +
e A(t ) Bu( )d
0
kT
e A(kT ) Bu( )d
Z
x (k+1) := x ((k+1)T ) = e A(k+1)T x (0)+
(k+1)T
e A((k+1)T ) Bu( )d
0
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A(k+1)T
(k+1)T
x (0) +
e A((k+1)T ) Bu( )d
(k+1)T
e A(kT +T ) Bu( )d
kT
for kT t (k+1)T , k = 0, 1, . . . , kf
0
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e A d Bu(k)
Ax
x (k) + Du(k)
= C
x (k + 1)
y (k)
where
=e
A
AT
=
,B
= C, D
=D
d B, C
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B = TI + T A + T A + . . . B
2
3
1 2 2 1 3 3
1
=A
TA + T A + T A + . . . B
2
3
1
1
= A1 I + TA + T 2 A2 + T 3 A3 + . . . I B
2
3
1
= A (A
I)B
B
This result is only valid for nonsingular A
This formula helps in avoiding infinite series
You can also use MATLABs c2d(A,B,...) command
Ahmad F. Taha
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Remarks
Ahmad F. Taha
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Thank You!
Ahmad F. Taha
Please visit
engineering.utsa.edu/taha
IFF you want to know more ,
Module 04 More on Linear Systems
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