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4.2 Solutions of LTI State Equations
Consider
x& ( t ) = Ax ( t ) + Bu( t )
y( t ) = Cx ( t ) + Du ( t )
Premultiplying e At on both sides of first yields
e At x& ( t ) e At Ax ( t ) = e At Bu ( t )
d At
Implies dt (e x( t )) = e At Bu( t )
Thus, we have
x ( t ) = e At x (0) + 0t e A ( t ) Bu( )d
t A( t )
x (0) + C 0 e
Bu( )d + Du ( t )
y( t ) = Ce
Compute the solutions by using Laplace
transform
x (s) = (sI A ) 1[ x (0) + Bu (s)]
At
1 k k
= t A
k =0 k!
4.2.1 Discretization
Because
x( t + T) x( t)
x& ( t ) = lim
T
T 0
and
y[ k ] = Cd x[ k ] + Dd u[ k ]
with Ad = e AT Bd = ( 0T e Ad) B Cd = C Dd = D
If A is nonsingular,
Bd = A-1(Ad - I)B
4.2.2 Solution of Discrete-Time Equations
Consider
x[k+1] = Ax[k] + Bu[k]
y[k] = Cx[k] +Du[k]
Compute
x[1] = Ax[0] + Bu[0]
x[2] =Ax[1]+Bu[1]=A2x[0]+ABu[0]+Bu[1]
x[ k ] = A x[0] + A k 1 m Bu[ m]
k
m =0
k 1
m =0
Key computation
Ak = QkQ-1
Suppose the Jordan form of A is
1 1 0 0 0
0
1 0 0
1
=0 0
A
0
1 0
0
0
0
0
0 0 0 0 2
k1
0
Ak = Q 0
0
0
kk1
k( k 1)k1 2 / 2
0
0
0
0
k1
0
kk1
k1
0 0
1
0 0 Q
k
1 0
0 k2
0
0 0
0
0
= Q 1AQ
0
+ j
0
j
0
0 1 0
1 0 0 0 2
0 1 1 0 0
0 j j 0 0
0 0
1
0
0 0
0 0
+ j
0
j 0
0 0
1 0
0
0
0
1
=: A
=
0 0
0
0
0
1 0
0
0 0.5 0.5 j
0 0.5 0.5 j
0
0
1 0
0
0 0.5 0.5 j
0 0.5 0.5 j
0
A = 0 1 1
0
0
0
2
0
0
0
0 2
0
0
2
2
4.4 Realizations
The realization problem: given the inputoutput description of a LTI system
(s) u(s),
y(s) = G
1
C[ Adj(sI A )]B
det(sI A )
.
0
y = [N1
2 I p ... r 1I p
0
...
0
Ip
...
0
.
0
.
...
N 2 ... N r 1
Ip
r I p
I p
0
0
0 x + 0 u
.
.
0
0
( ) u is a realizatio n of G
(s).
N r ]x + G
y ( t ) = C( t ) x ( t ) + D ( t ) u ( t )
t
0 a ( )d
e
x ( 0)
t
0 A ( )d
e
x ( 0)
1
= I + 0t A( )d + ( 0t A( )d)( 0t A(s)ds) + ...
2
But,
t
d 0t A ( )d
1
0 A ( ) d
t
e
= A( t ) + A( t )( 0 A(s)ds) + ... A( t )e
dt
2
( t , t 0 ) = A ( t ) ( t , t 0 )
t
= ( t , t 0 )[ x 0 + tt ( t 0 , ) B( ) u ( )d]
0
y( t ) = C( t ) ( t, t 0 ) x 0 + C( t ) tt ( t, ) B( ) u ( )d + D( t ) u( t )
0
= tt [C( t ) ( t, ) B( ) u( )d + D( t )( t )]u( )d
0
= C( t ) X ( t ) X 1( ) B( ) + D( t )( t )
x[ k ] = [ k, k 0 ]x 0 + [ k, m + 1]B[ m]u[ m]
m=k0
k 1
y = C ( t ) x + D( t )u
where
A ( t ) = [ P( t ) A( t ) + P& ( t )]P 1 ( t )
B( t ) = P( t ) B( t )
C ( t ) = C( t ) P 1( t )
D ( t ) = D( t )
Define
P( t ) := e AT X 1( t )
where P( t ) = e AT X 1( t )