State Variables

System Modeling and Control · Chapter 14

John N. Chiasson and Aykut C. Satici

Contents

  • Statespace Form

  • Transfer Function to Statespace

  • Laplace Transform of the Statespace Equations

  • Fundamental and Exponential Matrices

Statespace Form

Consider a mass–spring-damper system.

Equations of motion: \[m\frac{d^{2}y}{dt^{2}}=-ky-b\frac{dy}{dt}+u(t).\] Let \[\begin{aligned} x_{1} &=&y \\ x_{2} &=&\dot{y} \end{aligned}\] so that \[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&-\frac{k}{m}x_{1}-\frac{b}{m}x_{2}+\frac{1}{m}u. \end{aligned}\] This is called the statespace form.

Statespace Form

\[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&-\frac{k}{m}x_{1}-\frac{b}{m}x_{2}+\frac{1}{m}u. \end{aligned}\]

  • Statespace form

    Left-side of the equation has only first-order derivatives.

    Right-side has no derivatives.

  • As these equations are linear, we can write them in matrix form as \[\frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] =\underset{A}{\underbrace{\left[ \begin{array}{cc} 0 & 1 \\ -k/m & -b/m \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1/m \end{array} \right] }}u\]

Statespace Form

The output equation is \(y=x_{1}.\) \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] &=&\underset{A}{\underbrace{\left[ \begin{array}{cc} 0 & 1 \\ -k/m & -b/m \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1/m \end{array} \right] }}u \\ y &=&\underset{c}{\underbrace{\left[ \begin{array}{cc} 1 & 0 \end{array} \right] }}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] \end{aligned}\] More compactly we write \[\begin{aligned} \frac{dx}{dt} &=&Ax+bu \\ y &=&cx. \end{aligned}\] The quantities \(x_{1}\) and \(x_{2}\) are called the state variables and \[x\triangleq \left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right]\] is called the state of the system.

Example

DC Motor

Equations of motion: \[\begin{aligned} V_{a} &=&Ri+L\frac{di}{dt}+V_{b},\text{ }V_{b}=K_{b}\omega \\ J\frac{d\omega }{dt} &=&\tau _{m}-f\omega -\tau _{L},\text{ }\tau _{m}=K_{T}i \\ \frac{d\theta }{dt} &=&\omega \end{aligned}\] or \[\begin{aligned} L\frac{di}{dt} &=&-Ri-K_{b}\omega +V_{a} \\ J\frac{d\omega }{dt} &=&K_{T}i-f\omega -\tau _{L} \\ \frac{d\theta }{dt} &=&\omega . \end{aligned}\]

Example

DC Motor (continued)

Rewrite \[\begin{aligned} L\frac{di}{dt} &=&-Ri-K_{b}\omega +V_{a} \\ J\frac{d\omega }{dt} &=&K_{T}i-f\omega -\tau _{L} \\ \frac{d\theta }{dt} &=&\omega \end{aligned}\] in statespace form as \[\begin{aligned} \frac{di}{dt} &=&-\frac{R}{L}i-\frac{K_{b}}{L}\omega +\frac{1}{L}V_{a} \\ \frac{d\omega }{dt} &=&\frac{K_{T}}{J}i-\frac{f}{J}\omega -\frac{1}{J}\tau _{L} \\ \frac{d\theta }{dt} &=&\omega . \end{aligned}\]

Example

DC Motor (continued)

Matrix notation: \[\frac{d}{dt}\left[ \begin{array}{c} i \\ \omega \\ \theta \end{array} \right] =\underset{A}{\underbrace{\left[ \begin{array}{ccc} -R/L & -K_{b}/L & 0 \\ K_{T}/J & -f/J & 0 \\ 0 & 1 & 0 \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} i \\ \omega \\ \theta \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} 1/L \\ 0 \\ 0 \end{array} \right] }}V_{a}+\underset{p}{\underbrace{\left[ \begin{array}{c} 0 \\ -1/J \\ 0 \end{array} \right] }}\tau _{L}.\]

  • Control input is \(u\triangleq V_{a}.\)

  • Disturbance input is \(\tau _{L}.\)

  • State variables are \(i,\omega ,\theta .\)

  • System state is \(x\triangleq \left[ \begin{array}{c} i \\ \omega \\ \theta \end{array} \right] \!.\)

  • In compact notation: \[\frac{d}{dt}x=Ax+bu+p\tau _{L}.\]

Transfer Function to Statespace

\[G(s)=\frac{Y(s)}{U(s)}=\frac{1}{s^{2}+3s+2}.\] Clearing fractions \[(s^{2}+3s+2)Y(s)=U(s)\] so that in the time domain \[\frac{d^{2}y}{dt^{2}}+3\frac{dy}{dt}+2y=u(t).\]

  • This is referred to as an input-output representation.

Let \[\begin{aligned} x_{1} &=&y \\ x_{2} &=&\dot{y} \end{aligned}\] to obtain the statespace form \[\begin{aligned} dx_{1}/dt &=&x_{2} \\ dx_{2}/dt &=&-2x_{1}-3x_{2}+u \\ y &=&x_{1}. \end{aligned}\]

Transfer Function to Statespace

The statespace model \[\begin{aligned} dx_{1}/dt &=&x_{2} \\ dx_{2}/dt &=&-2x_{1}-3x_{2}+u \\ y &=&x_{1}. \end{aligned}\] is equivalent to the block diagram

  • The state variables \(x_{1},x_{2}\) are the outputs of the integrators.

  • In matrix notation: \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] &=&\underset{A}{\underbrace{\left[ \begin{array}{rr} 0 & 1 \\ -2 & -3 \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] }}u \\ y &=&\underset{c}{\underbrace{\left[ \begin{array}{cc} 1 & 0 \end{array} \right] }}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] \!. \end{aligned}\]

Transfer Function to Statespace

Now let \[G(s)=\frac{Y(s)}{U(s)}\triangleq \frac{s+1}{s^{2}+3s+2}.\]

Clearing fractions \[(s^{2}+3s+2)Y(s)=(s+1)U(s)\] or in the time domain \[\frac{d^{2}y}{dt^{2}}+3\frac{dy}{dt}+2y=u(t)+\frac{du}{dt}.\]

If we let \(x_{1}=y\) and \(x_{2}=\dot{y}\) we end up with \[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&-2x_{1}-3x_{2}+u+\frac{du}{dt} \\ y &=&x_{1}. \end{aligned}\] In matrix form: \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] &=&\left[ \begin{array}{rr} 0 & 1 \\ -2 & -3 \end{array} \right] \left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] +\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] u+\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \frac{du}{dt} \\ y &=&\left[ \begin{array}{cc} 1 & 0 \end{array} \right] \left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] . \end{aligned}\]

  • This is not in statespace form due to the \(\dfrac{du}{dt}\) on the right-hand side.
Control Canonical Form

Consider transfer function \[G(s)=\frac{Y(s)}{U(s)}=\frac{b_{2}s^{2}+b_{1}s+b_{0}}{ s^{3}+a_{2}s^{2}+a_{1}s+a_{0}}.\]

Let \[\frac{X_{1}(s)}{U(s)}\triangleq \frac{1}{s^{3}+a_{2}s^{2}+a_{1}s+a_{0}}.\]

Draw the simulation diagram for \(X_{1}(s)/U(s).\)

  • Some block diagram reduction shows \(X_{1}(s)/U(s)=\dfrac{1}{ s^{3}+a_{2}s^{2}+a_{1}s+a_{0}}.\)

  • \(X_{1}(s)=\dfrac{1}{s}X_{2}(s)\Longrightarrow X_{2}(s)=sX_{1}(s)\) and \(X_{2}(s)=\dfrac{1}{s}X_{3}(s)\Longrightarrow X_{3}(s)=sX_{2}(s)=s^{2}X_{1}(s)\)

Control Canonical Form

From previous slide: \(X_{2}(s)=sX_{1}(s),\) \(X_{3}(s)=sX_{2}(s)=s^{2}X_{1}(s).\)

As \[X_{1}(s)\triangleq \frac{1}{s^{3}+a_{2}s^{2}+a_{1}s+a_{0}}U(s)\]

and \[Y(s)=\left( b_{2}s^{2}+b_{1}s+b_{0}\right) X_{1}(s)=\frac{ b_{2}s^{2}+b_{1}s+b_{0}}{s^{3}+a_{2}s^{2}+a_{1}s+a_{0}}U(s)\] we have \[Y(s)=b_{2}s^{2}X_{1}(s)+b_{1}sX_{1}(s)+b_{0}X_{1}(s)=b_{2}X_{3}(s)+b_{1}X_{2}(s)+b_{0}X_{1}(s).\]

Control Canonical Form

From the simulation diagram we have \[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&x_{3} \\ \frac{dx_{3}}{dt} &=&-a_{0}x_{1}-a_{1}x_{2}-a_{2}x_{3}+u \\ y &=&b_{0}x_{1}+b_{1}x_{2}+b_{2}x_{3} \end{aligned}\]

Control Canonical Form

\[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&x_{3} \\ \frac{dx_{3}}{dt} &=&-a_{0}x_{1}-a_{1}x_{2}-a_{2}x_{3}+u \\ y &=&b_{0}x_{1}+b_{1}x_{2}+b_{2}x_{3} \end{aligned}\] In matrix form \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] &=&\underset{A}{\underbrace{\left[ \begin{array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ -a_{0} & -a_{1} & -a_{2} \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 0 \\ 1 \end{array} \right] }}u \\ y &=&\underset{c}{\underbrace{\left[ \begin{array}{ccc} b_{0} & b_{1} & b_{2} \end{array} \right] }}\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] . \end{aligned}\]

  • This statespace representation is called a realization of \(G(s)\) .

    This is because the statespace model can be implemented (realized) on a digital

    computer.

  • The special form of the \(A\) and \(b\) matrices is the control canonical form.

Example

Transfer Function Realization

Let \[\frac{Y(s)}{U(s)}=\frac{10s+8}{s^{2}+5s+6}\] and \[\frac{X_{1}(s)}{U(s)}=\frac{1}{s^{2}+5s+6}.\]

  • Draw the simulation diagram for \(X_{1}(s)/U(s).\)

  • Then use the outputs of the two integrators to form \[Y(s)=10sX_{1}(s)+8X_{1}(s).\]

Example

Transfer Function Realization (continued)

\[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&-6x_{1}-5x_{2}+u \\ y &=&8x_{1}+10x_{2}. \end{aligned}\] \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] &=&\underset{A}{\underbrace{\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] }}u \\ y &=&\underset{c}{\underbrace{\left[ \begin{array}{cc} 8 & 10 \end{array} \right] }}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] \end{aligned}\]

Example

Discrete -Time Implementation of a Transfer Function

\[\frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] =\underset{A}{\underbrace{\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] }}u\]

The Euler approximation for the derivatives is \[\left[ \begin{array}{c} dx_{1}(t)/dt \\ \\ dx_{2}(t)/dt \end{array} \right] _{t=kT}\approx \frac{1}{T}\left[ \begin{array}{c} x_{1}((k+1)T)-x_{1}(kT) \\ \\ x_{2}((k+1)T)-x_{2}(kT) \end{array} \right] .\]

Then \[\begin{aligned} \frac{1}{T}\left( x((k+1)T)-x(kT)\right) &=&Ax(kT)+bu(kT) \\ \Longrightarrow \text{ }x((k+1)T) &=&\left( I_{2\times 2}+ TA\right) x(kT)+Tbu(kT). \end{aligned}\] More explicitly \[\begin{aligned} \left[ \begin{array}{c} x_{1}((k+1)T) \\ x_{2}((k+1)T) \end{array} \right] &=&\left( \left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] +T\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \right) \!\left[ \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \end{array} \right] +T\!\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \!u(kT) \\ y(kT) &=&\left[ \begin{array}{cc} 1 & 0 \end{array} \right] \left[ \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \end{array} \right] . \end{aligned}\]

  • Simulink converts \(\dfrac{10s+8}{s^{2}+5s+6}\) into this recursive equation to run in software.
Example

Block Diagram Reduction

Take “ \(10\)” outside the feedback loop to obtain

Example

Block Diagram Reduction (continued)

From the previous slide

Simplify the inner feedback loop to obtain

Example

Block Diagram Reduction (continued)

From the previous slide

Simplify the feedback loop and the output.

which shows \[\frac{Y(s)}{U(s)}=\dfrac{10s+8}{s^{2}+5s+6}.\]

Digression -

Computation of the Inverse of a \(2\times 2\) Matrix

Let \[A=\left[ \begin{array}{rr} a & b \\ c & d \end{array} \right] .\] Assume \[\det A=\det \left[ \begin{array}{rr} a & b \\ c & d \end{array} \right] =ad-bc\neq 0.\] The inverse of \(A\) is \[A^{-1}=\frac{1}{\det A}\left[ \begin{array}{rr} d & -b \\ -c & a \end{array} \right] =\frac{1}{ad-bc}\left[ \begin{array}{rr} d & -b \\ -c & a \end{array} \right] .\] To check this we simply compute \[\begin{aligned} A^{-1}A=\frac{1}{ad-bc}\left[ \begin{array}{rr} d & -b \\ -c & a \end{array} \right] \left[ \begin{array}{rr} a & b \\ c & d \end{array} \right] &=&\frac{1}{ad-bc}\left[ \begin{array}{rr} ad-bc & db-bd \\ -ac+ac & -bc+ad \end{array} \right] \\ &=&\frac{1}{ad-bc}\left[ \begin{array}{cc} ad-bc & 0 \\ 0 & ad-bc \end{array} \right] \\ &=&\left[ \begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] . \end{aligned}\] End of Digression

Computation of the Transfer Function from the Statespace Model

Consider \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] &=&\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \!\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] +\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] u \\ && \\ y &=&\left[ \begin{array}{cc} 8 & 10 \end{array} \right] \!\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] . \end{aligned}\] By the Laplace transform \[\begin{aligned} \left[ \begin{array}{c} sX_{1}(s)-x_{1}(0) \\ sX_{2}(s)-x_{2}(0) \end{array} \right] &=&\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \!\left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] +\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] U(s) \\ && \\ Y(s) &=&\left[ \begin{array}{cc} 8 & 10 \end{array} \right] \!\left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] . \end{aligned}\] Let \(x_{1}(0)=x_{2}(0)=0\). \[\left( s\underset{I}{ \underbrace{\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] }}-\underset{A}{\underbrace{\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] }}\right) \!\left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] =\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] }}U(s)\]

Computation of the Transfer Function from the Statespace Model

\[\left( s\underset{I}{ \underbrace{\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] }}-\underset{A}{\underbrace{\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] }}\right) \!\left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] =\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] }}U(s).\]

Then \[\begin{aligned} \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] &=&\underset{(sI-A)^{-1}}{\underbrace{\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \right) ^{-1}}}\underset{b}{\underbrace{\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] }}U(s) \\ && \\ &=&\left[ \begin{array}{cc} s & -1 \\ 6 & s+5 \end{array} \right] ^{-1}\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] U(s) \\ && \\ &=&\frac{1}{s^{2}+5s+6}\left[ \begin{array}{cc} s+5 & 1 \\ -6 & s \end{array} \right] \left[ \begin{array}{c} 0 \\ 1 \end{array} \right] U(s) \\ && \\ &=&\frac{1}{s^{2}+5s+6}\left[ \begin{array}{c} 1 \\ s \end{array} \right] U(s). \end{aligned}\] Finally, \[Y(s)=\left[ \begin{array}{cc} 8 & 10 \end{array} \right] \!\left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] =\left[ \begin{array}{cc} 8 & 10 \end{array} \right] \frac{1}{s^{2}+5s+6}\left[ \begin{array}{c} 1 \\ s \end{array} \right] \!U(s)=\frac{8+10s}{s^{2}+5s+6}U(s).\]

Example

Transfer Function Realization

\[G(s)=\frac{s^{2}+10s+5}{s^{2}+5s+6}\] This is proper, but not strictly proper. \[G(s)=\frac{s^{2}+5s+6-(5s+6)+10s+5}{s^{2}+5s+6}=\frac{s^{2}+5s+6+5s-1}{ s^{2}+5s+6}=1+\underset{G_{sp}}{\underbrace{\frac{5s-1}{s^{2}+5s+6}}}.\] We let \[G_{sp}(s)=\frac{Y_{sp}(s)}{U(s)}\triangleq \frac{5s-1}{s^{2}+5s+6}\] Do a realization of \(G_{sp}(s)\).

Example

Transfer Function Realization (continued)

Including the feedforward signal from the input \(U(s)\) to the output \(Y(s)\): \[Y(s)=G_{sp}(s)U(s)+U(s).\]

Statespace Realization: \[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&-6x_{1}-5x_{2}+u \\ y &=&-x_{1}+5x_{2}+u \end{aligned}\]

Example

Transfer Function Realization (continued)

From the previous slide: \[\begin{aligned} \frac{dx_{1}}{dt} &=&x_{2} \\ \frac{dx_{2}}{dt} &=&-6x_{1}-5x_{2}+u \\ y &=&-x_{1}+5x_{2}+u \end{aligned}\] In matrix form: \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] &=&\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] +\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \!u \\ y &=&\left[ \begin{array}{cc} -1 & 5 \end{array} \right] \left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] +u. \end{aligned}\] Check: \[\begin{aligned} \left[ \begin{array}{c} sX_{1}(s)-\underset{0}{\underbrace{x_{1}(0)}} \\ sX_{2}(s)-\underset{0}{\underbrace{x_{2}(0)}} \end{array} \right] &=&\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] +\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \!U(s) \\ Y(s) &=&\left[ \begin{array}{cc} -1 & 5 \end{array} \right] \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] +U(s). \end{aligned}\]

Example

Transfer Function Realization (continued)

From the previous slide: \[\begin{aligned} \left[ \begin{array}{c} sX_{1}(s) \\ sX_{2}(s) \end{array} \right] &=&\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] +\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \!U(s) \\ Y(s) &=&\left[ \begin{array}{cc} -1 & 5 \end{array} \right] \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] +U(s). \end{aligned}\] or \[\begin{aligned} \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] &=&\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} 0 & 1 \\ -6 & -5 \end{array} \right] \right) ^{-1}\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \!U(s) \\ &=&\frac{1}{s^{2}+5s+6}\left[ \begin{array}{c} 1 \\ s \end{array} \right] \!U(s). \end{aligned}\] so that \[\begin{aligned} Y(s)=\left[ \begin{array}{cc} -1 & 5 \end{array} \right] \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] +U(s) &=&\left[ \begin{array}{cc} -1 & 5 \end{array} \right] \frac{1}{s^{2}+5s+6}\left[ \begin{array}{c} 1 \\ s \end{array} \right] \!U(s)+U(s) \\ &=&\frac{5s-1}{s^{2}+5s+6}U(s)+U(s) \\ &=&\frac{s^{2}+10s+5}{s^{2}+5s+6}U(s). \end{aligned}\]

Example

Implementing a Feedback Controller

Consider the feedback system:

\(G_{c}(s)\) is proper, but not strictly proper. \[G_{c}(s)=\dfrac{b_{1}s+b_{0}}{s+a_{0}}=\dfrac{b_{1}(s+a_{0})-b_{1}a_{0}+b_{0} }{s+a_{0}}=b_{1}+\dfrac{b_{0}-b_{1}a_{0}}{s+a_{0}}\]

Statepace equations: \[\begin{aligned} \frac{dx(t)}{dt} &=&-a_{0}x(t)+e(t) \\ u(t) &=&(b_{0}-b_{1}a_{0})x(t)+b_{1}e(t) \\ e(t) &=&r(t)-c(t). \end{aligned}\]

Example

Implementing a Feedback Controller (continued)

\[\begin{aligned} \frac{dx(t)}{dt} &=&-a_{0}x(t)+e(t) \\ u(t) &=&(b_{0}-b_{1}a_{0})x(t)+b_{1}e(t) \\ e(t) &=&r(t)-c(t). \end{aligned}\]

Convert to a discrete-time model to implement on a digital computer

Set \[\left. \frac{dx}{dt}\right\vert _{t=kT}\approx \frac{x((k+1)T)-x(kT)}{T}\] With \(t=kT\), the discrete-time model is \[\begin{aligned} x((k+1)T) &=&(1-a_{0}T)x(kT)+Te(kT) \\ u(kT) &=&(b_{0}-b_{1}a_{0})x(kT)+b_{1}e(kT) \\ e(kT) &=&r(kT)-c(kT). \end{aligned}\]

  • These recursive equations can be implemented in the \(C\) programming language.

  • The value of \(c(kT)\) comes from the output sensor

  • \(r(kT)\) is stored in the computer’s memory.

Example

Implementing a Transfer Function

Let \[\frac{U(s)}{E(s)}=G_{c}(s)=\frac{b_{c2}s^{2}+b_{c1}s+b_{c0}}{ s^{3}+a_{c2}s^{2}+a_{c1}s+a_{c0}}.\] A state space realization of \(G_{c}(s)\) is given by \[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] &=&\underset{A_{c}}{\underbrace{\left[ \begin{array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ -a_{c0} & -a_{c1} & -a_{c2} \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] }}+\underset{b_{c}}{\underbrace{\left[ \begin{array}{c} 0 \\ 0 \\ 1 \end{array} \right] }}e \\ u &=&\underset{c_{c}}{\underbrace{\left[ \begin{array}{ccc} b_{c0} & b_{c1} & b_{c2} \end{array} \right] }}\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] . \end{aligned}\]

Example

Implementing a Transfer Function (continued)

\[\begin{aligned} \frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] &=&\underset{A_{c}}{\underbrace{\left[ \begin{array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ -a_{c0} & -a_{c1} & -a_{c2} \end{array} \right] }}\underset{x}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] }}+\underset{b_{c}}{\underbrace{\left[ \begin{array}{c} 0 \\ 0 \\ 1 \end{array} \right] }}e \\ u &=&\underset{c_{c}}{\underbrace{\left[ \begin{array}{ccc} b_{c0} & b_{c1} & b_{c2} \end{array} \right] }}\left[ \begin{array}{c} x_{1} \\ x_{2} \\ x_{3} \end{array} \right] . \end{aligned}\]

Set \[\left[ \begin{array}{c} \dfrac{dx_{1}(kT)}{dt} \\ \\ \dfrac{dx_{2}(kT)}{dt} \\ \\ \dfrac{dx_{3}(kT)}{dt} \end{array} \right] \approx \left[ \begin{array}{c} \dfrac{x_{1}((k+1)T)-x_{1}(kT)}{T} \\ \\ \dfrac{x_{2}((k+1)T)-x_{2}(kT)}{T} \\ \\ \dfrac{x_{3}((k+1)T)-x_{3}(kT)}{T} \end{array} \right] .\] Then \[\!\!\!\!\!\frac{1}{T}\!\left( \!\left[ \! \begin{array}{c} x_{1}((k+1)T) \\ x_{2}((k+1)T) \\ x_{3}((k+1)T) \end{array} \!\right] \!-\!\left[ \! \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \\ x_{3}(kT) \end{array} \!\right] \!\right) \!=\!\left[ \!\! \begin{array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ -a_{c0} & -a_{c1} & -a_{c2} \end{array} \!\!\right] \!\!\!\left[ \! \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \\ x_{3}(kT) \end{array} \!\right] \!+\!\left[ \! \begin{array}{c} 0 \\ 0 \\ 1 \end{array} \!\right] \!\!e(kT)\!.\]

Example

Implementing a Transfer Function (continued)

Rearrange \[\!\!\!\!\!\frac{1}{T}\!\left( \!\left[ \! \begin{array}{c} x_{1}((k+1)T) \\ x_{2}((k+1)T) \\ x_{3}((k+1)T) \end{array} \!\right] \!-\!\left[ \! \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \\ x_{3}(kT) \end{array} \!\right] \!\right) \!=\!\left[ \!\! \begin{array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ -a_{c0} & -a_{c1} & -a_{c2} \end{array} \!\!\right] \!\!\!\left[ \! \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \\ x_{3}(kT) \end{array} \!\right] \!+\!\left[ \! \begin{array}{c} 0 \\ 0 \\ 1 \end{array} \!\right] \!\!e(kT)\] to obtain \[\begin{aligned} \left[ \begin{array}{c} x_{1}((k+1)T) \\ x_{2}((k+1)T) \\ x_{3}((k+1)T) \end{array} \right] &=&\underset{I_{3\times 3}+TA_{c}}{\underbrace{\left[ \begin{array}{ccc} 1 & T & 0 \\ 0 & 1 & T \\ -Ta_{c0} & -Ta_{c1} & 1-Ta_{c2} \end{array} \right] }}\left[ \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \\ x_{3}(kT) \end{array} \right] +T\!\left[ \begin{array}{c} 0 \\ 0 \\ 1 \end{array} \right] \!e(kT) \\ u(kT) &=&\left[ \begin{array}{ccc} b_{c0} & b_{c1} & b_{c2} \end{array} \right] \left[ \begin{array}{c} x_{1}(kT) \\ x_{2}(kT) \\ x_{3}(kT) \end{array} \right] \\ e(kT) &=&r(kT)-y(kT). \end{aligned}\]

  • \(y(kT)\) is the measured output brought into the computer (e.g., an A/D, optical encoder, etc.).

  • \(r(kT)\) is stored in the computer memory.

  • This is a recursive algorithm implementable in software using \(C\).

Laplace Transform of the Statespace Equations

Consider \[\frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] =\underset{A}{\underbrace{\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] }}\underset{x(t)}{\underbrace{\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} b_{1} \\ b_{2} \end{array} \right] }}u,\text{ }\left[ \begin{array}{c} x_{1}(0) \\ x_{2}(0) \end{array} \right] =\underset{x_{0}}{\underbrace{\left[ \begin{array}{c} x_{01} \\ x_{02} \end{array} \right] }}.\] Take the Laplace transform: \[\left[ \begin{array}{c} sX_{1}(s)-x_{1}(0) \\ sX_{2}(s)-x_{2}(0) \end{array} \right] =\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] +\left[ \begin{array}{c} b_{1} \\ b_{2} \end{array} \right] \!U(s)\] Rearrange: \[\underset{sI-A}{\underbrace{\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] \right) }}\underset{X(s)}{\underbrace{\left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] }}=\underset{x_{0}}{\underbrace{\left[ \begin{array}{c} x_{1}(0) \\ x_{2}(0) \end{array} \right] }}+\underset{b}{\underbrace{\left[ \begin{array}{c} b_{1} \\ b_{2} \end{array} \right] }}U(s)\] or \[\begin{aligned} \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] &=&\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] \right) ^{-1}\left[ \begin{array}{c} x_{1}(0) \\ x_{2}(0) \end{array} \right] + \\ && \\ &&\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] \right) ^{-1}\left[ \begin{array}{c} b_{1} \\ b_{2} \end{array} \right] \!U(s). \end{aligned}\]

Laplace Transform of the Statespace Equations

Recall \[\begin{aligned} \underset{(sI-A)^{-1}}{\underbrace{\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] \right) ^{-1}}} &=&\!\left[ \! \begin{array}{cc} s-a_{11} & -a_{12} \\ -a_{21} & s-a_{22} \end{array} \!\right] ^{-1}\!\! \\ &=&\frac{1}{\det (sI-A)}\!\left[ \! \begin{array}{cc} s-a_{22} & a_{12} \\ a_{21} & s-a_{11} \end{array} \!\right] \end{aligned}\] where \[\det (sI-A)=\det \left[ \begin{array}{cc} s-a_{11} & -a_{12} \\ -a_{21} & s-a_{22} \end{array} \right] =s^{2}+(-a_{11}-a_{22})s+a_{11}a_{22}-a_{12}a_{21}.\] Then \[\begin{aligned} \left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] &=&\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] \right) ^{-1}\left[ \begin{array}{c} x_{1}(0) \\ x_{2}(0) \end{array} \right] + \\ && \\ &&\left( s\left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{rr} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array} \right] \right) ^{-1}\left[ \begin{array}{c} b_{1} \\ b_{2} \end{array} \right] \!U(s) \end{aligned}\] is compactly written as \[X(s)=(sI-A)^{-1}x(0)+(sI-A)^{-1}bU(s).\]

Example

Inverse LT of the Statespace Equations

Consider the statespace model \[\frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] =\left[ \begin{array}{rr} 0 & 2 \\ -2 & -5 \end{array} \right] \left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] +\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \!\!u.\] Then \[X(s)=\left[ \begin{array}{c} X_{1}(s) \\ X_{2}(s) \end{array} \right] =(sI-A)^{-1}x(0)+(sI-A)^{-1}bU(s).\] Now as \[(sI-A)^{-1}=\left[ \begin{array}{cc} s & -2 \\ 2 & s+5 \end{array} \right] ^{-1}=\frac{1}{\underset{\det (sI-A)}{\underbrace{(s+5)s+4}}}\left[ \begin{array}{cc} s+5 & 2 \\ -2 & s \end{array} \right] =\dfrac{1}{\underset{(s+4)(s+1)}{\underbrace{s^{2}+5s+4}}}\left[ \begin{array}{cc} s+5 & 2 \\ -2 & s \end{array} \right]\] we have \[\mathcal{L} ^{-1}\{(sI-A)^{-1}\}=\left[ \begin{array}{cc} \mathcal{L} ^{-1}\left\{ \dfrac{s+5}{(s+4)(s+1)}\right\} & \mathcal{L} ^{-1}\left\{ \dfrac{2}{(s+4)(s+1)}\right\} \\ & \\ \mathcal{L} ^{-1}\left\{ -\dfrac{2}{(s+4)(s+1)}\right\} & \mathcal{L} ^{-1}\left\{ \dfrac{s}{(s+4)(s+1)}\right\} \end{array} \right] \!.\]

Example

Inverse LT of the Statespace Equations (continued)

Partial fraction expansion: \[\begin{aligned} \dfrac{s+5}{(s+4)(s+1)} &=&\frac{A}{s+4}+\frac{B}{s+1}=-\frac{1/3}{s+4}+ \frac{4/3}{s+1} \\ \dfrac{2}{(s+4)(s+1)} &=&\frac{A}{s+4}+\frac{B}{s+1}=-\frac{2/3}{s+4}+\frac{ 2/3}{s+1} \\ \dfrac{s}{(s+4)(s+1)} &=&\frac{A}{s+4}+\frac{B}{s+1}=\frac{4/3}{s+4}-\frac{ 1/3}{s+1} \end{aligned}\] Thus \[\begin{aligned} \Phi (t)\triangleq \mathcal{L} ^{-1}\{(sI-A)^{-1}\} &=&\left[ \begin{array}{cc} \mathcal{L} ^{-1}\!\left\{ -\dfrac{1/3}{s+4}+\dfrac{4/3}{s+1}\right\} & \mathcal{L} ^{-1}\!\left\{ -\dfrac{2/3}{s+4}+\dfrac{2/3}{s+1}\right\} \\ & \\ \mathcal{L} ^{-1}\!\left\{ \dfrac{2/3}{s+4}-\dfrac{2/3}{s+1}\right\} & \mathcal{L} ^{-1}\!\left\{ \dfrac{4/3}{s+4}-\dfrac{1/3}{s+1}\right\} \end{array} \right] \\ && \\ && \\ &=&\left[ \begin{array}{cc} -\dfrac{1}{3}e^{-4t}+\dfrac{4}{3}e^{-t} & -\dfrac{2}{3}e^{-4t}+\dfrac{2}{3} e^{-t} \\ & \\ \dfrac{2}{3}e^{-4t}-\dfrac{2}{3}e^{-t} & \dfrac{4}{3}e^{-4t}-\dfrac{1}{3} e^{-t} \end{array} \right] . \end{aligned}\]

Example

Inverse LT of the Statespace Equations (continued)

With \(u(t)=0\) we have \[\begin{aligned} x(t)=\mathcal{L} ^{-1}\{(sI-A)^{-1}x(0)\} &=&\mathcal{L} ^{-1}\{(sI-A)^{-1}\}x(0) \\ && \\ && \\ && \\ &=&\underset{\Phi (t)}{\underbrace{\left[ \begin{array}{cc} -\dfrac{1}{3}e^{-4t}+\dfrac{4}{3}e^{-t} & -\dfrac{2}{3}e^{-4t}+\dfrac{2}{3} e^{-t} \\ & \\ \dfrac{2}{3}e^{-4t}-\dfrac{2}{3}e^{-t} & \dfrac{4}{3}e^{-4t}-\dfrac{1}{3} e^{-t} \end{array} \right] }}\left[ \begin{array}{c} x_{1}(0) \\ \\ x_{2}(0) \end{array} \right] \!. \end{aligned}\]

This is the solution to \[\frac{d}{dt}\left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] =\left[ \begin{array}{rr} 0 & 2 \\ -2 & -5 \end{array} \right] \left[ \begin{array}{c} x_{1} \\ x_{2} \end{array} \right] \text{ with initial state }\left[ \begin{array}{c} x_{1}(0) \\ x_{2}(0) \end{array} \right]\]

Example

Inverse LT of the Statespace Equations (continued)

Next let \(x_{1}(0)=x_{2}(0)=0\) and choose \[u(t)=u_{s}(t)=\left\{ \begin{array}{cc} 1, & t\geq 0 \\ 0, & t<0 \end{array} \right. \text{ or }U(s)=\frac{1}{s}.\] \[\begin{aligned} X(s)=(sI-A)^{-1}bU(s) &=&\dfrac{1}{(s+4)(s+1)}\left[ \begin{array}{cc} s+5 & 2 \\ -2 & s \end{array} \right] \!\!\left[ \begin{array}{c} 0 \\ 1 \end{array} \right] \!\frac{1}{s} \\ && \\ &=&\frac{1}{s^{2}+5s+4}\left[ \begin{array}{c} 2 \\ s \end{array} \right] \!\frac{1}{s} \\ && \\ &=&\left[ \begin{array}{c} \dfrac{2}{s(s+4)(s+1)} \\ \\ \dfrac{1}{(s+4)(s+1)} \end{array} \right] \\ && \\ &=&\left[ \begin{array}{c} \dfrac{1/2}{s}-\dfrac{2/3}{s+1}+\dfrac{1/6}{s+4} \\ \\ \dfrac{1/3}{s+1}-\dfrac{1/3}{s+4} \end{array} \right] . \end{aligned}\]

Example

Inverse LT of the Statespace Equations (continued)

Thus \[\begin{aligned} x(t)=\mathcal{L} ^{-1}\{(sI-A)^{-1}b\underset{1/s}{\underbrace{U(s)}}\} &=&\mathcal{L} ^{-1}\left\{ \left[ \begin{array}{c} \dfrac{1/2}{s}-\dfrac{2/3}{s+1}+\dfrac{1/6}{s+4} \\ \\ \dfrac{1/3}{s+1}-\dfrac{1/3}{s+4} \end{array} \right] \right\} \\ && \\ &=&\left[ \begin{array}{c} \dfrac{1}{2}u_{s}(t)-\dfrac{2}{3}e^{-t}+\dfrac{1}{6}e^{-4t} \\ \\ \dfrac{1}{3}e^{-t}-\dfrac{1}{3}e^{-4t} \end{array} \right] . \end{aligned}\] Let \(x_{1}(0)=1,x_{2}(0)=2\) and \(u(t)=u_{s}(t)\). \[\begin{aligned} x(t) &=&\mathcal{L} ^{-1}\{(sI-A)^{-1}x(0)\}+\mathcal{L} ^{-1}\{(sI-A)^{-1}bU(s)\} \\ && \\ &=&\!\!\underset{\Phi (t)}{\underbrace{\left[ \!\! \begin{array}{cc} -\dfrac{1}{3}e^{-4t}+\dfrac{4}{3}e^{-t} & -\dfrac{2}{3}e^{-4t}+\dfrac{2}{3} e^{-t} \\ & \\ \dfrac{2}{3}e^{-4t}-\dfrac{2}{3}e^{-t} & \dfrac{4}{3}e^{-4t}-\dfrac{1}{3} e^{-t} \end{array} \!\right] }}\!\left[ \! \begin{array}{c} 1 \\ \\ 2 \end{array} \!\right] +\left[ \! \begin{array}{c} \dfrac{1}{2}u_{s}(t)-\dfrac{2}{3}e^{-t}+\dfrac{1}{6}e^{-4t} \\ \\ \dfrac{1}{3}e^{-t}-\dfrac{1}{3}e^{-4t} \end{array} \!\!\right] \!. \end{aligned}\]

Fundamental Matrix

\(\Phi (t)=\mathcal{L} ^{-1}\{(sI-A)^{-1}\}\)

The solution to \[\frac{dx}{dt}=Ax, x(0)=x_{0}\] is \[x(t)=\mathcal{L} ^{-1}\{(sI-A)^{-1}x(0)\}=\underset{\Phi (t)}{\underbrace{ \mathcal{L} ^{-1}\{(sI-A)^{-1}\}}}x(0)=\Phi (t)x(0).\] So, for any \(x(0)\), \[\frac{d}{dt}\underset{x(t)}{\underbrace{\Phi (t)x(0)}}=A\underset{x(t)}{ \underbrace{\Phi (t)x(0)}}\] The quantity \[\Phi (t)\triangleq \mathcal{L} ^{-1}\{(sI-A)^{-1}\}\] is called the fundamental matrix.

We now derive an explicit expression for it.

Exponential Matrix

\(\Phi (t)=e^{At}\)

Recall the Taylor series expansion for \(e^{at}:\) \[e^{at}=1+at+a^{2}\frac{t^{2}}{2!}+a^{3}\frac{t^{3}}{3!}+a^{4}\frac{t^{4}}{4!} +\cdots =\sum_{j=0}^{\infty }\frac{(at)^{j}}{j!}.\] Note that \[\begin{aligned} \frac{d}{dt}e^{at} &=&\frac{d}{dt}\!\left( 1+at+a^{2}\frac{t^{2}}{2!}+a^{3} \frac{t^{3}}{3!}+a^{4}\frac{t^{4}}{4!}+\cdots \right) \\ &=&0+a+a^{2}t+a^{3}\frac{t^{2}}{2!}+a^{4}\frac{t^{3}}{3!}+\ldots \\ &=&a\!\left( 1+at+a^{2}\frac{t^{2}}{2!}+a^{3}\frac{t^{3}}{3!}+\ldots \right) \\ &=&a\sum_{j=0}^{\infty }\frac{(at)^{j}}{j!} \\ &=&ae^{at}. \end{aligned}\] For \(A\in \mathbb{R} ^{n\times n}\), define the exponential matrix \(e^{At}\) by \[e^{At}\triangleq I_{n\times n}+At+A^{2}\frac{t^{2}}{2!}+A^{3}\frac{t^{3}}{3!} +A^{4}\frac{t^{4}}{4!}+\cdots =\sum_{j=0}^{\infty }A^{j}\frac{t^{j}}{j!}\]

  • Recall: \(0!\triangleq 1\) and \(A^{0}\triangleq I_{n\times n}\).
Exponential Matrix

\(\Phi (t)=e^{At}\)

With \[e^{At}\triangleq I_{n\times n}+At+A^{2}\frac{t^{2}}{2!}+A^{3}\frac{t^{3}}{3!} +A^{4}\frac{t^{4}}{4!}+\cdots =\sum_{j=0}^{\infty }A^{j}\frac{t^{j}}{j!}\]

we have \[\begin{aligned} \frac{d}{dt}e^{At} &\triangleq &\frac{d}{dt}\!\left( I_{n\times n}+At+A^{2} \frac{t^{2}}{2!}+A^{3}\frac{t^{3}}{3!}+A^{4}\frac{t^{4}}{4!}+\cdots \right) \\ &=&0_{n\times n}+A+A^{2}\frac{t}{1!}+A^{3}\frac{t^{2}}{2!}+A^{4}\frac{t^{3}}{ 3!}+\cdots \\ &=&A\!\left( I_{n\times n}+A\frac{t}{1!}+A^{2}\frac{t^{2}}{2!}+A^{3}\frac{ t^{3}}{3!}+\cdots \right) \\ &=&A\sum_{j=0}^{\infty }A^{j}\frac{t^{j}}{j!} \\ &=&Ae^{At}. \end{aligned}\] Also note that \[\left. e^{At}\right\vert _{t=0}=\left. I_{n\times n}+At+A^{2}\frac{t^{2}}{2!} +A^{3}\frac{t^{3}}{3!}+\cdots \right\vert _{t=0}=I_{n\times n}.\]

Exponential Matrix

\(\Phi (t)=e^{At}\)

We just showed that \[e^{At}\triangleq I_{n\times n}+At+A^{2}\frac{t^{2}}{2!}+A^{3}\frac{t^{3}}{3!} +A^{4}\frac{t^{4}}{4!}+\cdots =\sum_{j=0}^{\infty }A^{j}\frac{t^{j}}{j!}\] satisfies \[\frac{d}{dt}e^{At}=Ae^{At}\text{ with }e^{At}|_{t=0}=I_{n\times n}.\] Recall that \(\Phi (t)=\mathcal{L} ^{-1}\!\{(sI-A)^{-1}\}\) satisfies \[\frac{d}{dt}\Phi (t)=A\Phi (t)\text{ with }\Phi (0)=I_{n\times n}.\] This means that \[\Phi (t)=\mathcal{L} ^{-1}\!\{(sI-A)^{-1}\}=e^{At}\]

Example

Exponential Matrix \(e^{At}\)

Let \[A=\left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right] .\] Then \[\begin{aligned} e^{At} &=&\left[ \begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] +\left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right] \!t+\underset{0_{2\times 2}}{\underbrace{\left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right] ^{2}}}\frac{t^{2}}{2!}+\underset{0_{2\times 2}}{\underbrace{\left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right] ^{3}}}\frac{t^{3}}{3!}+\cdots \\ &=&\left[ \begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] +\left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right] \!t \\ &=&\left[ \begin{array}{cc} 1 & t \\ 0 & 1 \end{array} \right] . \end{aligned}\] Note that \[\frac{d}{dt}\underset{e^{At}}{\underbrace{\left[ \begin{array}{cc} 1 & t \\ 0 & 1 \end{array} \right] }}=\left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right] =\underset{A}{\underbrace{\left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right] }}\underset{e^{At}}{\underbrace{\left[ \begin{array}{cc} 1 & t \\ 0 & 1 \end{array} \right] }}.\]

Example

Exponential Matrix \(e^{At}\)

\[A=\left[ \begin{array}{cc} 2 & 0 \\ 0 & 3 \end{array} \right] .\] \[\begin{aligned} e^{At} &=&\left[ \begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] +\left[ \begin{array}{cc} 2 & 0 \\ 0 & 3 \end{array} \right] t+\left[ \begin{array}{cc} 2 & 0 \\ 0 & 3 \end{array} \right] ^{2}\frac{t^{2}}{2!}+\left[ \begin{array}{cc} 2 & 0 \\ 0 & 3 \end{array} \right] ^{3}\frac{t^{3}}{3!}+\cdots \\ && \\ &=&\left[ \begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] +\left[ \begin{array}{cc} 2 & 0 \\ 0 & 3 \end{array} \right] t+\left[ \begin{array}{cc} 2^{2} & 0 \\ 0 & 3^{2} \end{array} \right] \frac{t^{2}}{2!}+\left[ \begin{array}{cc} 2^{3} & 0 \\ 0 & 3^{3} \end{array} \right] \frac{t^{3}}{3!}+\cdots \\ && \\ &=&\left[ \begin{array}{cc} 1+2t+\dfrac{(2t)^{2}}{2!}+\dfrac{(2t)^{3}}{3!}+\cdots & 0 \\ 0 & 1+3t+\dfrac{(3t)^{2}}{2!}+\dfrac{(3t)^{3}}{3!}+\cdots \end{array} \right] \\ && \\ &=&\left[ \begin{array}{cc} e^{2t} & 0 \\ 0 & e^{3t} \end{array} \right] \!. \end{aligned}\] Note that \[\frac{d}{dt}\underset{e^{At}}{\underbrace{\left[ \begin{array}{cc} e^{2t} & 0 \\ 0 & e^{3t} \end{array} \right] }}=\left[ \begin{array}{cc} 2e^{2t} & 0 \\ 0 & 3e^{3t} \end{array} \right] =\underset{A}{\underbrace{\left[ \begin{array}{cc} 2 & 0 \\ 0 & 3 \end{array} \right] }}\underset{e^{At}}{\underbrace{\left[ \begin{array}{cc} e^{2t} & 0 \\ 0 & e^{3t} \end{array} \right] }}.\]

Example

Exponential Matrix \(e^{At}, A=\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right]\)

\[e^{At}=\left[ \begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] +\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] t+\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] ^{2}\frac{t^{2}}{2!}+\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] ^{3}\frac{t^{3}}{3!}+\cdots\] Now \[\begin{aligned} \left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] ^{2} &=&\left[ \begin{array}{cc} \lambda ^{2} & 2\lambda \\ 0 & \lambda ^{2} \end{array} \right] \\ \left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] ^{3} &=&\left[ \begin{array}{cc} \lambda ^{2} & 2\lambda \\ 0 & \lambda ^{2} \end{array} \right] \left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] =\left[ \begin{array}{cc} \lambda ^{3} & 3\lambda ^{2} \\ 0 & \lambda ^{3} \end{array} \right] \\ \left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] ^{4} &=&\left[ \begin{array}{cc} \lambda ^{3} & 3\lambda ^{2} \\ 0 & \lambda ^{3} \end{array} \right] \left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] =\left[ \begin{array}{cc} \lambda ^{4} & 4\lambda ^{3} \\ 0 & \lambda ^{4} \end{array} \right] . \end{aligned}\] In general: \[\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] ^{k}=\left[ \begin{array}{cc} \lambda ^{k} & k\lambda ^{k-1} \\ 0 & \lambda ^{k} \end{array} \right] .\]

Example

Exponential Matrix \(e^{At}, A=\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right]\) (continued)

\[\begin{aligned} e^{At}=\sum_{k=0}^{\infty }\left[ \begin{array}{cc} \lambda ^{k} & k\lambda ^{k-1} \\ 0 & \lambda ^{k} \end{array} \right] \frac{t^{k}}{k!} &=&\left[ \begin{array}{cc} \sum\limits_{k=0}^{\infty }\dfrac{(\lambda t)^{k}}{k!} & \sum\limits_{k=0}^{\infty }kt\dfrac{(\lambda t)^{k-1}}{k!} \\ & \\ 0 & \sum\limits_{k=0}^{\infty }\dfrac{(\lambda t)^{k}}{k!} \end{array} \right] \\ && \\ &=&\left[ \begin{array}{cc} \sum\limits_{k=0}^{\infty }\dfrac{(\lambda t)^{k}}{k!} & t\sum\limits_{k=1}^{\infty }\dfrac{(\lambda t)^{k-1}}{(k-1)!} \\ & \\ 0 & \sum\limits_{k=0}^{\infty }\dfrac{(\lambda t)^{k}}{k!} \end{array} \right] \\ && \\ &=&\left[ \begin{array}{cc} \sum\limits_{k=0}^{\infty }\dfrac{(\lambda t)^{k}}{k!} & t\sum\limits_{m=0}^{\infty }\dfrac{(\lambda t)^{m}}{m!} \\ & \\ 0 & \sum\limits_{k=0}^{\infty }\dfrac{(\lambda t)^{k}}{k!} \end{array} \right] \\ && \\ &=&\left[ \begin{array}{cc} e^{\lambda t} & te^{\lambda t} \\ 0 & e^{\lambda t} \end{array} \right] . \end{aligned}\]

Example

Exponential Matrix \(e^{At}, A=\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right]\) (continued)

We showed \[e^{At}=\left[ \begin{array}{cc} e^{\lambda t} & te^{\lambda t} \\ 0 & e^{\lambda t} \end{array} \right] .\] Note that \[\frac{d}{dt}\underset{e^{At}}{\underbrace{\left[ \begin{array}{cc} e^{\lambda t} & te^{\lambda t} \\ 0 & e^{\lambda t} \end{array} \right] }}=\left[ \begin{array}{cc} \lambda e^{\lambda t} & e^{\lambda t}+\lambda te^{\lambda t} \\ 0 & \lambda e^{\lambda t} \end{array} \right] =\underset{A}{\underbrace{\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] }}\underset{e^{At}}{\underbrace{\left[ \begin{array}{cc} e^{\lambda t} & te^{\lambda t} \\ 0 & e^{\lambda t} \end{array} \right] }}.\]

Example

Exponential Matrix \(e^{At}\) via the Laplace Transform

\[A=\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] .\] \[\begin{aligned} \Phi (t) &=&e^{At}=\mathcal{L} ^{-1}\{(sI-A)^{-1}\} \\ && \\ sI-A &=&s\left[ \begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] -\left[ \begin{array}{cc} \lambda & 1 \\ 0 & \lambda \end{array} \right] =\left[ \begin{array}{cc} s-\lambda & -1 \\ 0 & s-\lambda \end{array} \right] . \end{aligned}\] \[\!\!(sI-A)^{-1}=\left[ \begin{array}{cc} s-\lambda & -1 \\ 0 & s-\lambda \end{array} \right] ^{-1}=\frac{1}{(s-\lambda )^{2}}\left[ \! \begin{array}{cc} s-\lambda & 1 \\ 0 & s-\lambda \end{array} \!\right] =\left[ \!\! \begin{array}{cc} \dfrac{1}{s-\lambda } & \dfrac{1}{(s-\lambda )^{2}} \\ 0 & \dfrac{1}{s-\lambda } \end{array} \!\!\right] \!.\] Then \[\mathcal{L} ^{-1}\{(sI-A)^{-1}\}=\left[ \begin{array}{cc} \mathcal{L} ^{-1}\!\left\{ \dfrac{1}{s-\lambda }\right\} & \mathcal{L} ^{-1}\!\left\{ \dfrac{1}{(s-\lambda )^{2}}\right\} \\ & \\ 0 & \mathcal{L} ^{-1}\!\left\{ \dfrac{1}{s-\lambda }\right\} \end{array} \right] =\left[ \begin{array}{cc} e^{\lambda t} & te^{\lambda t} \\ 0 & e^{\lambda t} \end{array} \right] .\]

  • \(\mathcal{L} \{e^{\lambda t}\}=\int_{0}^{\infty }e^{-st}e^{\lambda t}dt=\int_{0}^{\infty }e^{-(s-\lambda )t}=\dfrac{1}{s-\lambda }\) for \(\operatorname{Re}\{s\}>\operatorname{Re}\{\lambda \}.\)

  • \(\dfrac{d}{ds}\int_{0}^{\infty }e^{-st}e^{\lambda t}dt=\dfrac{d}{ds} \dfrac{1}{s-\lambda }\Longrightarrow \mathcal{L} \{te^{\lambda t}\}=\int_{0}^{\infty }e^{-st}te^{\lambda t}dt=\dfrac{1}{(s-\lambda )^{2}}.\)

Properties of the Exponential Matrix

(1)

\(Ae^{At}=e^{At}A.\)

(2)

\(e^{At}e^{Bt}=e^{Bt}e^{At}=e^{(A+B)t}\) if and only if \(AB=BA.\)

(3)

\(\left( e^{At}\right) ^{-1}=e^{-At}.\)

Proof of Property (2)

\[\begin{aligned} \!\!\!\!\!e^{At}e^{Bt}\!\!\!\!\! &=&\!\!\!\!\!\left( I_{n\times n}+At+A^{2} \frac{t^{2}}{2!}+A^{3}\frac{t^{3}}{3!}+A^{4}\frac{t^{4}}{4!}+\cdots \right) \!\!\left( I_{n\times n}+Bt+B^{2}\frac{t^{2}}{2!}+B^{3}\frac{t^{3}}{3!}+B^{4} \frac{t^{4}}{4!}+\cdots \!\!\right) \\ &=&\!\!\!\!\!I_{n\times n}+tB+tA+\frac{t^{2}}{2!}B^{2}+t^{2}AB+\frac{t^{2}}{ 2!}A^{2}+\frac{t^{3}}{3!}B^{3}+\frac{t^{3}}{2!}AB^{2}+\frac{t^{3}}{2!} A^{2}B+A^{3}\frac{t^{3}}{3!}+\cdots \\ &=&\!\!\!\!\!I_{n\times n}+(A+B)t+\left( A^{2}+2AB+B^{2}\right) \frac{t^{2}}{ 2!}+\left( A^{3}+3A^{2}B+3AB^{2}+B^{3}\right) \frac{t^{3}}{3!}+\cdots \end{aligned}\] While \[e^{(A+B)t}\triangleq I_{n\times n}+(A+B)t+(A+B)^{2}\frac{t^{2}}{2!}+(A+B)^{3} \frac{t^{3}}{3!}+(A+B)^{4}\frac{t^{4}}{4!}+\cdots\] For \[e^{At}e^{Bt}=e^{(A+B)t}\] the matrix coefficients of \(t^{n}/n!\) must be equal for all \(n\) (why?).

Proof of Property (2)

So \(e^{At}e^{Bt}=e^{(A+B)t}\) requires \[\begin{aligned} A^{2}+2AB+B^{2} &=&(A+B)^{2} \\ A^{3}+3A^{2}B+3AB^{2}+B^{3} &=&(A+B)^{3} \\ \vdots \qquad &=&\qquad \vdots \end{aligned}\] For \(n=2\) the matrix coefficients are equal if and only if \[\begin{aligned} A^{2}+2AB+B^{2} &=&(A+B)^{2} \\ \Longrightarrow A^{2}+2AB+B^{2} &=&(A+B)(A+B)=A^{2}+AB+BA+B^{2} \\ \Longrightarrow 2AB &=&AB+BA \\ \Longrightarrow AB &=&BA \end{aligned}\] Similarly, with \(AB=BA\) it follows that \[\begin{aligned} (A+B)^{3} &=&(A+B)(A^{2}+2AB+B^{2}) \\ &=&A^{3}+2A^{2}B+AB^{2}+BA^{2}+2BAB+B^{3} \\ &=&A^{3}+3A^{2}B+3AB^{2}+B^{3} \\ && \\ (A+B)^{4} &=&A^{4}+4A^{3}B+6A^{2}B^{2}+4AB^{3}+B^{4} \\ \vdots \qquad &=&\qquad \vdots \end{aligned}\]

Proof of Property (2)

So \[\!\!\!\!\!e^{At}e^{Bt}=I_{n\times n}+(A+B)t+(A^{2}+2AB+B^{2})\frac{t^{2}}{2!} +(A^{3}+3A^{2}B+3AB^{2}+B^{3})\frac{t^{3}}{3!}+\cdots\] and \[e^{(A+B)t}\triangleq I_{n\times n}+(A+B)t+(A+B)^{2}\frac{t^{2}}{2!}+(A+B)^{3} \frac{t^{3}}{3!}+(A+B)^{4}\frac{t^{4}}{4!}+\cdots\]

With \(AB=BA\) the coefficients of \(\dfrac{t^{n}}{n!}\) are equal so that \[e^{At}e^{Bt}=e^{(A+B)t}\]