_
1/R 0
1 0
1 0
1/R 1
_
_
, D =
_
_
1/R
1
0
1/R
_
_
. (16)
2.2 Graph Trees
The procedure for generating the system equations is based on relationships dened by a graph
tree. A tree is dened to be a subgraph of the system graph which contains:
(1) all of the graph nodes, and
(2) the maximum number of branches of the system graph that be included without creating any
closed loops.
Branches of the system graph that are not included in a tree are known as links. In general several
dierent graph trees may be formed from any linear graph, as shown in Fig. 3. The number of
branches in a tree B
T
, and the number of tree links B
L
, depends on the number of nodes N and
the number of branches B in the graph. For a connected graph, the rst branch entered into a
tree connects two nodes, while all of the subsequent branches connect one additional node until the
maximum number (N 1) of branches is entered without forming any closed loops. The number
of tree links is simply the total number of branches less those in the graph tree:
B
T
= N 1 (17)
B
L
= B B
T
= B N + 1 (18)
Each tree link is a system graph branch that forms a closed loop when added to a graph tree.
4
1
2
3
4
5
6
Contours used to
generate continuity
equations
Figure 4: A system graph tree, with the links shown as dotted lines, and a set of contours used to
generate continuity equations.
2.3 System Graph Structural Constraints
A graph tree may be used to generate a set of B linearly independent compatibility and continuity
equations that are particularly useful in system equation development. We dene the following
classes of variables based on a given tree:
Primary variables: The system primary variables are the acrossvariables on tree branches, and
the throughvariables on the tree links.
Secondary variables: Conversely, the secondary variables are the throughvariables on the tree
branches, and the acrossvariables on tree links.
The compatibility constraint equations relate acrossvariables around any closed loop in the system
graph. Consider the tree of a linear graph with N = 5 and B = 6 shown in Fig. 4. There are
N 1 = 4 branches and B N + 1 = 2 links in any tree of this graph. Each time a link is placed
in the tree a closed loop is formed, and a compatibility equation may be written for the loop. For
the tree shown in Fig. 4 the two compatibility equations generated by replacing the links are:
v
2
= v
1
v
3
v
4
= v
3
v
5
v
6
.
In this tree structure v
2
and v
4
are secondary variables; each of the above compatibility equation
species one of these secondary variables in terms of the primary acrossvariables. In general, each
time a loop is formed by placing a link in a tree, the acrossvariable on that link may be written
in terms of the acrossvariables on the tree branches; in other words the resulting compatibility
equation contains only one secondary variable.
The continuity equations represent a set of constraints on throughvariables passing through
any closed contour on the graph. If a closed contour is drawn on a tree such that it cuts only one
tree branch, then the throughvariable on that branch (a secondary variable), may be expressed
in terms of the throughvariables on tree links, which are primary variables. In Fig. 4 a set of
four contours has been drawn so that each cuts a single tree branch. For the contours shown the
following continuity equations may be written:
f
1
= f
2
f
3
= f
2
f
4
f
5
= f
4
f
6
= f
4
.
5
System Linear Graph:
B branches
N nodes
N1 tree
BRANCHES
BN1 tree
LINKS
N1 primary
acrossvariables
N1 secondary
throughvariables
BN+1 primary
throughvariables
BN+1 secondary
acrossvariables
Totals: B primary variables
B secondary variables
Figure 5: System graph variables.
The secondary throughvariables on the tree branches f
1
, f
3
, f
5
, and f
6
are expressed directly in
terms of the throughvariables on the links (f
2
and f
4
). This particular set of contours has generated
a set of continuity equations that express the secondary throughvariables in terms of the primary
throughvariables.
In summary, each of the BN+1 tree links generates a compatibility equation involving a single
secondary acrossvariable, and each of the N 1 tree branches generates a continuity equation that
expresses its secondary throughvariable in terms of the link primary throughvariables. The tree
therefore generates a set of B constraint equations that can be used in the equation formulation
method to eliminate secondary variables from elemental equations. Figure 5 shows the division of
the system variables into primary and secondary variables using a graph tree.
2.4 The System Normal Tree
We may form a special graph tree, known as a normal tree, and use it to dene (i) the system
primary and secondary variables, (ii) the system order n, (iii) the state variables, and (iv) a set of
independent compatibility and continuity equations. A normal tree for a connected system graph
is formed by the following steps:
Step 1: Draw the system graph nodes.
Step 2: Include all acrossvariable sources as tree branches. (If all acrossvariable sources can
not be included in the normal tree, then the acrossvariable sources must form a loop and
compatibility is violated.)
Step 3: Include as many as possible of the Atype energy storage elements as tree branches. (Any
6
Atype element which cannot be included in the normal tree is a dependent energy storage
element as described below.)
Step 4: Attempt to complete the tree, which must contain N 1 branches, by including as many
as possible Dtype dissipative elements in the tree. It may not be possible to include all
Dtype elements.
Step 5: If the tree is not complete after the addition of Dtype elements, add the minimum num
ber of Ttype energy storage elements required to complete the tree. (Any Ttype element
included in the tree at this point is a dependent energy storage element.)
Step 6: Examine the tree to determine if any throughvariable sources are required to complete
the tree. If any throughvariable source can be inserted into the normal tree, then that source
cannot be independently specied and continuity is violated.
The normal tree eectively denes a set of independent energy storage elements, that is the set
of elements whose stored energy may be independently set and controlled. If in step (3) above,
an Atype element cannot be included in a normal tree it implies that a loop has been formed
from a combination of acrossvariable sources and Atype elements. The compatibility equation
for that loop species that the acrossvariable on the Atype element link is dependent on that
of acrossvariables on other Atype elements and sources. This is illustrated in Fig. 6a, where an
electrical system and a normal tree are shown. It is not possible to include both capacitors in the
normal tree; if capacitor C
2
is placed in the tree the resulting compatibility equation is:
v
C
2
= V
s
v
C
1
.
The energy storage variables (voltage) on the two capacitors are therefore linearly dependent. In
this case either C
1
or C
2
, but not both can be included in the normal tree.
Similarly, in step (5) any Ttype element that is a branch of a normal tree is a dependent
energy storage element. When the tree is complete the resulting continuity equation generated by
a contour cutting this branch expresses its throughvariable in terms of link primary variables. The
continuity equation for that branch therefore species a linear dependence between its through
variable and other Ttype or source throughvariables. This is illustrated for a mechanical system
in Fig. 6b where a spring K is used to transmit energy between a force source F
s
(t) and a mass m.
The spring can be inserted into the normal tree. Continuity applied to the spring element requires
that:
f
k
= F
s
(t),
or in other words the energy stored in the spring is dened entirely by the force source F
s
(t). The
spring K is a dependent energy storage element.
Dependent energy storage elements do not generate independent state equations. From the
normal tree we make the following denitions:
(a) The system primary variables are the acrossvariables on the normal tree branches and the
throughvariables on its links.
(b) The system secondary variables are the throughvariables on the normal tree branches and the
acrossvariables on its links.
(c) The system order is the number of independent energy storage elements in the system, that
is the sum of the number of Atype elements in the normal tree branches and the number of
Ttype elements among the links.
7
m
B
K
v (t)
F (t)
s
m
+

V (t)
C
R
C
2
1
s
C
1
C
2
V (t)
s
V (t)
s
C
1
m
m
B
K
F (t)
s
normal tree
linear graph
normal tree
linear graph
K
Figure 6: Two systems with dependent energy storage elements and their normal trees; (a) an
electrical system with dependent capacitors, and (b) a mechanical system with a dependent spring.
(d) The n state variables are selected as the energy storage variables among the primary variables,
that is the acrossvariables on Atype elements in the normal tree branches, and the through
variables on Ttype elements in the links.
Figure 7 shows two systems along with their system graphs and normal trees. The mechanical
system in Fig. 7a has four energy storage elements, the normal tree indicates that they are all
independent, and the system order is four. The normal tree denes the state variables to be the
velocities (v
m
1
and v
m
2
) of the two mass elements, and the forces (f
K
1
and f
K
2
) on the two springs.
The electrical system in Fig. 7b contains ve energy storage elements, but the normal tree indicates
that capacitors C
2
and C
3
are dependent. The order of this system is four, and the state variables
for the normal tree shown are v
C
1
, v
C
2
, i
L
1
, and i
L
2
.
2.4.1 Special Cases in which the Procedure Results in Excess State Variables
Two special cases in which the procedure outlined above
2
results in a formulation in which the
number of state variables exceeds the number of independent energy storage elements are:
(1) Systems which contain two or more Atype elements in direct series connection.
(2) Systems which contain two or more Ttype elements in direct parallel connection.
Illustration of these two special cases is provided in Fig. 8. In the two cases the number of state
2
In these special cases, the procedure results in a state variable formulation which is uncontrollable, that is the
acrossvariables on each of the direct series Atype elements and the throughvariable on each of the direct parallel
Ttype elements may not be independently specied and controlled [2,3].
8
F (t)
s
m
K
B
1
1
1
v
1
K
2
m
B
v
2
2
2
+

R
C
L
C C
R
L
2
2
3 2
1
1
1
V (t)
s
K B
m
B
K
m
1
1
1
2 2
2
F (t)
s
B
m
m
1
2
2
R L R
C
C
C
1 1
1
2
2
3
L
2
V (t)
s
R
C
C
1
2
2
V (t)
s
Linear graph
Normal tree Normal tree
Linear graph
Figure 7: Two systems with their linear graphs and normal trees.
9
F (t)
v
m
K
B
K
1
2
s
B
m
K
K
2
1
F (t)
s
m
+

C
C
R
R
1
1
2
2
V (t)
s
C
C
R
1
2
1
2
V (t)
s
C
C
1
2
V (t)
s
Linear graph
Linear graph
Normal tree
Normal tree
Figure 8: Examples of two systems with excess state variables.
10
variables identied by forming a normal tree exceeds the number of independent energy storage
elements. The diculty represented by the two special cases described may be avoided by combining
all Atype energy storage elements directly in series into a single equivalent Atype element, and all
Ttype elements directly in parallel into a single equivalent element. The general expressions for the
equivalent elements are indicated in Fig. 9. When the elements are combined and the equivalent
system linear graph is used to generate the normal tree, the number of state variables in the
combined system is equal to the number of independent energy storage elements in the combined
system. Since controllable representations of systems are desired, all Atype elements directly in
series and all Ttype elements directly in parallel should be combined before determining the system
normal tree.
3 State Equation Formulation
The system normal tree may be used to generate a set of state equations in terms of the energy
storage variables on the n independent energy storage elements. In a system graph with B branches,
of which S represent ideal source elements, there are 2(B S) system variables associated with
the passive branches; one across and one throughvariable on each branch. On each branch one of
these variables is a primary variable while the other is a secondary variable. The desired n state
variables are a subset of the B S primary variables. There are (B S) elemental equations
relating these primary and secondary variables for the passive branches; the normal tree is used to
generate BS continuity and compatibility equations that can be used to eliminate the secondary
variables associated with the passive elements.
The state equations are formulated in two steps:
(1) Derivation of a set of B S dierential and algebraic equations in terms of primary variables
only by starting with the passive elemental equations, and using B S compatibility and
continuity equations to eliminate all secondary variables.
(2) Algebraic manipulation of this set of B S equations to produce n dierential equations in
the n state variables and the S specied source variables.
Since sources have one variable independently specied, only B S elemental equations for the
passive elements need to be written. It is convenient to divide the number of sources S into across
variable sources S
A
and throughvariable sources S
T
, so that S = S
A
+S
T
. The secondary variables
may be eliminated from these equations by using a total of B S independent compatibility and
continuity equations formed from (i) N 1 S
A
continuity equations, and (ii) B N + 1 S
T
compatibility equations. (The secondary variables associated with sources do not enter directly
into the state equation formulation, therefore S
A
continuity and S
T
compatibility equations do not
need to be considered.)
A systematic procedure for deriving the n state equations is given below:
Step 1: Generate a normal tree from the connected system graph.
Step 2: From the branches and links of the normal tree identify the primary and secondary vari
ables. Dene the system order n as the number of independent energy storage elements.
Select the state variables as acrossvariables on Atype energy storage elements in the normal
tree branches, and throughvariables on Ttype energy storage elements in the links.
Step 3: Write the B S elemental equations for the passive (nonsource) elements explicitly in
terms of their primary variables, that is with the primary variable on the lefthand side of the
11
equations. Note that the derivatives of the n state variables should appear on the lefthand
side of the elemental equations for all independent energy storage elements.
Step 4: Write N 1S
A
independent continuity equations involving only one secondary through
variable (a tree branch throughvariable) by applying the continuity condition to a set of
N 1 S
A
contours that each cut only one passive branch of the normal tree. Express
each equation explicitly in terms of the secondary throughvariable.
Step 5: Write B N +1 S
T
independent compatibility equations involving only one secondary
acrossvariable (a tree link acrossvariable) by placing each of the passive links back in the
tree to form a loop and writing the resulting compatibility equation. Express each equation
explicitly in terms of the secondary across variable.
Step 6: Use the N 1 S
A
continuity and the B N + 1 S
T
compatibility equations (a total
of B S equations) to eliminate all secondary variables from the B S elemental equations
by direct substitution.
Step 7: Reduce the resulting B S equations in the primary variables to n state equations in the
n state variables and the S source variables.
Step 8: Write the resulting state equations in the standard form.
The application of this procedure is illustrated in the examples that follow, which show that after
the normal tree is formed the subsequent steps in the procedure may be completed in a straight
forward manner.
Example
A set of state equations describing the mechanical system shown in Fig. 10 may be
derived directly from the system graph. The system graph has three branches (B = 3),
two nodes (N = 2), and a single force source (S = 1). The normal tree therefore
contains N 1 = 1 branch. The rules for constructing the tree specify that the branch
should contain the mass element m. The spring element K and the source element F
therefore form the tree links. From the normal tree in Fig. 10c:
Primary variables: F
s
(t), v
m
, F
K
Secondary variables: v
s
, F
m
, v
K
System order: 2
State variables: v
m
, F
K
1. The BS = 2 elemental equations may be written in terms of the primary variables
as:
primary variables
_
_
dv
m
dt
=
1
m
F
m
dF
K
dt
= Kv
K
_
_
secondary variables (19)
2. The single continuity equation (N 1 S
A
= 2 1 0 = 1) required to eliminate
F
m
may be written using the closed contour shown on Fig. 10c:
F
m
= F
s
F
K
. (20)
12
3. The single compatibility equation (BN +1S
T
= 32+11 = 1) required to
eliminate the secondary variable v
K
may be found by placing the spring element
in the normal tree, Fig. 10c, and writing the loop equation:
v
K
= v
m
. (21)
4. The secondary variables F
m
and v
K
may be eliminated by substituting Eqs. (ii)
and (iii) into the the elemental equations to yield:
dv
m
dt
=
1
m
(F
s
F
K
)
dF
K
dt
= kv
m
(22)
Equations (iv) express the derivatives of the state variables directly in terms of the
state variables and the input. They are the desired pair of state equations.
5. The pair of state equations may be written in the standard matrix notation as:
_
v
m
F
K
_
=
_
0 1/m
K 0
_ _
v
m
F
K
_
+
_
1/m
0
_
F
s
. (23)
If the output variable of interest is the velocity of the mass, then an output equation
may be written in matrix form:
y =
_
1 0
_
_
v
m
F
K
_
+ [0] F
s
(24)
Example
A mechanical system and its oriented linear graph are shown in Fig. 11. In the graph two
Ttype energy storage elements are connected directly in parallel; therefore to eliminate
the generation of an excess state variable, the two spring elements are combined into one
equivalent spring with an eective spring constant K = K
1
+K
2
. The equivalent linear
graph is shown in Fig. 11b, with the system normal tree in Fig. 11c with N 1 = 1
branch containing the mass m. From the normal tree:
Primary variables: F
s
(t), v
m
, F
K
, F
B
Secondary variables: v
s
, F
m
, v
K
, v
B
System order: 2
State variables: v
m
, F
K
1. The BS = 3 elemental equations written in terms of the primary variables are:
primary variables
_
_
dv
m
dt
=
1
m
F
m
dF
K
dt
= Kv
K
F
B
= Bv
B
_
_
secondary variables (25)
13
2. The single (N1S
A
= 1) continuity equation required to eliminate the secondary
through variable, F
m
, is found by drawing a closed contour that cuts the mass tree
branch as shown in Fig. 11:
F
m
= F
s
F
B
F
K
(26)
3. The BN+1S
T
= 2 compatibility equations required to eliminate the secondary
variables v
K
and v
B
are written by considering the loops formed by adding the
two links back into the tree shown in Fig. 11c:
v
K
= v
m
(27)
v
B
= v
m
(28)
4. All secondary variables may be eliminated from the elemental equations by direct
substitution of the three continuity and compatibility equations to yield:
dv
m
dt
=
1
m
(F
s
F
B
F
K
) (29)
dF
K
dt
= Kv
m
(30)
F
B
= Bv
m
(31)
5. These BS = 3 equations in terms of primary variables may be combined to give
the two desired state equations:
dv
m
dt
=
1
m
(Bv
m
F
K
+ F
s
) (32)
dF
K
dt
= Kv
m
(33)
(34)
6. Finally the pair of state equations may be written in the standard matrix form:
_
v
m
F
K
_
=
_
B/m 1/m
K 0
_ _
v
m
F
K
_
+
_
1/m
0
_
F
s
(t) (35)
Example
A mechanical rotational system has the linear graph shown in Fig. 12b. The linear
graph contains four elements (B = 4) and three nodes (N = 3). The normal tree,
shown in Fig. 12c, contains the angular velocity source and the rotary inertia. From
the normal tree:
Primary variables:
s
(t),
J
, T
B
1
, T
B
2
Secondary variables: T
s
, T
J
,
B
1
,
B
2
System order: 1
State variable:
J
14
1. The B S = 4 1 = 3 elemental equations written in terms of the primary
variables are:
primary variables
_
_
d
J
dt
=
1
J
T
J
T
B
1
= B
1
B
1
T
B
2
= B
2
B
2
_
_
secondary variables (36)
2. The secondary variable T
J
may be eliminated by the single (N 1 S
A
= 1)
continuity equation found from the closed contour shown in Fig. 12c:
T
J
= T
B
2
T
B
1
. (37)
3. The two secondary variables
B
1
and
B
2
may be eliminated from the B N +
1 S
T
= 2 compatibility equations formed by placing the two links in the normal
tree:
B
1
=
s
J
B
2
=
J
. (38)
4. The secondary variables may be eliminated from the elemental equations (i) using
(ii) and (iii):
d
J
dt
=
1
J
(T
B
2
T
B
1
)
T
B
1
= B
1
J
.
T
B
2
= B
2
(
s
J
) (39)
5. By combining the elemental equations in (iv) to eliminate T
B
1
and T
B
2
, the single
state equation may be written:
d
J
dt
=
1
J
[(B
1
+ B
2
)
J
+ B
2
s
] (40)
6. The state equation may be expressed in matrix form as:
_
J
_
=
_
(B
1
+ B
2
)
J
_
[
J
] +
_
B
2
J
_
[
S
] . (41)
7. If the ywheel angular velocity
J
is selected as the output variable, the output
equation in matrix form is:
J
= [1] [
J
] + [0] [
S
] . (42)
15
Example
An electrical circuit is shown in Fig. 13a together with its oriented linear graph model
in Fig. 13b. For the model the number of nodes and branches are N = 4 and B = 4.
The normal tree, shown in Fig. 13c, has N 1 = 3 branches which include, the voltage
source V
s
, the capacitor C and the resistor R. The inductor branch L remains in the
tree links.
From the normal tree:
Primary variables: V
s
(t), v
C
, v
R
, i
L
Secondary variables: i
s
, i
C
, i
R
, v
L
System order: 2
State variables: v
C
, i
L
The state equations may be derived in the following steps:
1. The B S = 3 elemental equations written in terms of the primary variables:
primary variables
_
_
dv
C
dt
=
1
C
i
C
di
L
dt
=
1
L
v
L
v
R
= Ri
R
_
_
secondary variables (43)
2. The N 1 S
A
= 2 continuity equations required to eliminate the two secondary
through variables, i
C
, and i
R
, are found by drawing a pair of closed contours that
cut only one normal tree branch, giving:
i
C
= i
L
(44)
i
R
= i
L
(45)
3. The BN +1S
T
= 1 compatibility equation to eliminate the secondary variable
v
L
is written by adding the inductor back into the tree and writing the equation:
v
L
= V
s
v
R
v
C
(46)
4. The secondary variables may be eliminated from the right hand side of the el
emental equations by direct substitution from the continuity and compatibility
equations to generate three equations in the primary variables:
dv
C
dt
=
1
C
i
L
(47)
di
L
dt
=
1
L
(V
s
v
R
v
C
) (48)
v
R
= Ri
L
(49)
5. The B S = 3 equations in the primary variables may be combined to yield two
rstorder dierential equations in terms of the state and source variables:
dv
C
dt
=
1
C
i
L
(50)
di
L
dt
=
1
L
(v
C
Ri
L
+ V
s
) (51)
16
6. The pair of state equations may be written in the standard matrix form:
_
v
C
i
L
_
=
_
0 1/C
1/L R/L
_ _
v
C
i
L
_
+
_
0
1/L
_
V
s
(t) (52)
If the system variables v
L
, i
C
, and v
c
are dened to be output variables for this example,
a set of algebraic output equations may be formed in the state and input variables by
using the elemental, compatibility, and continuity equations. In particular:
v
L
= V
s
v
R
v
C
= V
s
Ri
L
v
C
(53)
i
C
= i
L
(54)
v
C
= v
C
(55)
The output equations y = Cx +Du become:
_
_
v
L
i
C
v
C
_
_ =
_
_
1 R
0 1
1 0
_
_
_
v
C
i
L
_
+
_
_
1
0
0
_
_V
s
(t) (56)
Example
A uid system is shown in Fig. 14 together with its linear graph.
The linear graph contains ve elements (B = 5) with two energy storage elements and
one source (S
A
= 1). The graph contains four nodes (N = 4), thus N 1 = 3 elements
must be placed in the normal tree. The order of placement of elements into the tree
is (i) the pressure source (an across variable source), (ii) the uid capacitance C (an
Atype element), and (iii) the resistive element R
p
. At this point the tree is complete,
and is as shown in Fig. 14c. The independent energy storage elements are then the uid
capacitance C and the uid inertance of the pipe I
p
:
Primary variables: P
s
(t), P
C
, P
R
p
, Q
I
p
, Q
R
f
Secondary variables: Q
s
, Q
C
, i
R
p
, P
I
p
, P
R
f
System order: 2
State variables: P
C
, Q
I
p
1. The B S = 4 elemental equations are:
primary variables
_
_
dP
C
dt
=
1
C
Q
C
dQ
I
p
dt
=
1
I
p
P
I
p
P
R
p
= R
p
Q
R
p
Q
R
f
=
1
R
f
P
R
f
_
_
secondary variables (57)
17
2. The two secondary ow variables, Q
C
and Q
R
p
may be expressed in terms of
primary variables using the N 1 S
A
= 2 continuity equations. Using the
contours shown in Fig. 14c:
Q
C
= Q
I
p
Q
R
f
Q
R
p
= Q
I
p
(58)
3. The two secondary pressure variables P
I
p
and P
R
p
may be expressed in terms of
primary variables from the BN +1 S
T
= 2 compatibility equations formed by
placing the links back into the tree:
P
I
p
= P
s
P
R
p
P
C
P
R
f
= P
C
(59)
4. The secondary variables in the elemental equations (i) may be eliminated by direct
substitution from the continuity and compatibility equations:
dP
C
dt
=
1
C
_
Q
I
p
Q
R
f
_
(60)
dQ
I
p
dt
=
1
I
p
_
P
s
P
R
p
P
C
_
(61)
P
R
p
= R
p
Q
I
p
(62)
Q
R
f
=
1
R
f
P
C
(63)
5. Equations (vi) and (vii) may be used to eliminate P
R
p
and Q
R
f
from Eqs. (iv) and
(v) to yield two state equations:
dP
C
dt
=
1
C
_
Q
I
p
1
R
f
P
c
_
(64)
dQ
I
p
dt
=
1
I
p
_
P
s
P
C
R
p
Q
I
p
_
(65)
6. The pair of state equations may be written in the standard matrix form:
_
P
C
Q
I
p
_
=
_
1/R
f
C 1/C
1/I
p
R
p
/I
p
_ _
P
C
Q
I
p
_
+
_
0
1/I
p
_
P
s
(t) (66)
Example
A thermal system model and its linear graph shown in Fig. 15. the graph consists of
four elements (B = 4) with one energy storage element (a thermal capacitance) and a
throughvariable source (S
T
= 1), and three nodes N = 3.
The order of entry of elements into the normal tree is (i) the capacitance C, and (ii)
one of the two thermal resistances R
1
or R
2
. It is arbitrary which one is chosen; in this
example we select R
2
as a normal tree branch.
18
Primary variables: Q
s
(t), T
C
, q
R
1
, T
R
2
Secondary variables: T
s
, q
C
, T
R
1
, q
R
2
System order: 1
State variable: T
C
1. The B S = 3 elemental equations are:
primary variables
_
_
dT
C
dt
=
1
C
q
C
T
R
2
= R
2
q
R
2
q
R
1
=
1
R
1
T
R
1
_
_
secondary variables (67)
2. The secondary heat ow variables, q
C
and q
R
2
may be expressed in terms of primary
variables using the N 1 S
A
= 2 continuity equations derived from the contours
shown in Fig. 15c:
q
C
= q
R
1
q
R
2
= q
s
q
R
1
(68)
3. The secondary temperature variable T
R
1
may be expressed in terms of primary
variables from the B N +1 S
T
= 1 compatibility equations formed by placing
the link back into the tree:
T
R
I
= T
R
2
T
C
(69)
4. Using the continuity (ii) and compatibility (iii) equations the secondary variables
may be eliminated from the elemental equations (i):
dT
C
dt
=
1
C
q
R
1
(70)
T
R
2
= R
2
(Q
s
q
R
1
) (71)
q
R
1
=
1
R
1
(T
R
2
T
C
) (72)
5. Equations (v) and (vi) may be used to eliminate all but state and source variables
from (iv). Combining (v) and (vi):
q
R
1
=
1
R
1
+ R
2
(R
2
Q
s
T
C
) (73)
and substituting into Eq. (iv):
dT
C
dt
=
1
C (R
1
+ R
2
)
(R
2
Q
s
T
C
) (74)
6. If temperature is selected as the output variable, the matrix form of the state and
output equations are:
_
T
C
_
=
_
1
C (R
1
+ R
2
)
_
T
C
+
_
R
2
C (R
1
+ R
2
)
_
Q
s
(t) (75)
T
C
= [1] T
C
+ [0] Q
s
(t) (76)
19
4 Systems with Nonstandard State Equations
4.1 Input Derivative Form
Occasionally system models generate a set of state and output equations that contain terms in
the derivative of the system inputs. In such cases, which generally result from models containing
dependent energy storage elements, the standard form of the state equations must be extended to
include these derivative terms:
x = Ax +Bu +E u (77)
y = Cx +Du +F u. (78)
The n r matrix E and the m r matrix F are introduced to include the input derivative terms
u(t).
Assume, for example, that a system contains a dependent Ttype element L. The element is a
branch in the normal tree and its primary variable is the acrossvariable v. The elemental equation
is written with the derivative of the throughvariable f on the right hand side:
v = L
df
dt
. (79)
If the continuity equation used to eliminate the secondary variable f contains any throughvariable
source terms F
s
(t), substitution into Eq. (79) generates a term involving the derivative of the input:
v = L
d
dt
(. . . + F
s
+ . . .) . (80)
This input derivative term remains throughout the subsequent algebraic manipulations that gen
erate the state and output equations.
The most common situations that generate the extended form of the state equations are:
1. When a compatibility equation includes the acrossvariable on a dependent Atype element,
and an acrossvariable source term, or
2. When a continuity equation includes the throughvariable on a dependent Ttype element and
a throughvariable source term.
Example
A leadlag electrical circuit, used in control systems, is shown in Fig. 16 together with
its system graph and normal tree. Find a state equation describing the system and an
output equation for the current in the capacitor C
1
.
Solution: The system is rstorder, and contains a dependent capacitor. Two normal
trees are possible; with the choice of the normal tree as shown:
Primary variables: V
s
(t), v
C
2
, i
R
1
, i
R
2
, i
C
1
Secondary variables: i
s
, i
C
2
, v
R
1
, v
R
2
, v
C
1
System order: 1
State variable: v
C
2
20
The elemental equations are:
primary variables
_
_
dv
C
2
dt
=
1
C
2
i
C
2
i
R
1
=
1
R
1
v
R
1
i
R
2
=
1
R
2
v
R
2
i
C
1
= C
1
dv
C
1
dt
.
_
_
secondary variables. (81)
The normal tree generates one continuity equation:
i
C
2
= i
R
1
+ i
C
1
i
R
2
(82)
and three compatibility equations:
v
R
2
= v
C
2
(83)
v
R
1
= V
s
(t) v
C
2
(84)
v
C
1
= V
s
(t) v
C
2
. (85)
When Eq. (v) is substituted into Eqs. (i) to eliminate the secondary variable v
C
1
, the
elemental equation becomes:
i
C
1
= C
1
_
dV
s
(t)
dt
dv
C
2
dt
_
. (86)
The derivative propagates through the subsequent algebraic steps and the state equation
is:
v
C
2
=
R
1
+ R
2
R
1
R
2
(C
1
+ C
2
)
v
C
2
+
1
R
1
(C
1
+ C
2
)
V
s
(t) +
C
1
C
1
+ C
2
V
s
(t). (87)
The output equation for i
C
1
may be found from Eqs. (i) and (v):
i
C
1
= C
1
d
dt
(V
s
(t) v
C
2
) (88)
and substituting Eq. (vii)
i
C
1
=
(R
1
+ R
2
) C
1
R
1
R
2
(C
1
+ C
2
)
v
C
2
C
1
R
1
(C
1
+ C
2
)
V
s
(t) +
C
1
C
2
C
1
+ C
2
V
s
(t). (89)
Both the state and output equations include the derivative of the input V
s
(t).
4.2 Transformation to the Standard Form
If the modeling procedure generates state equations in the form of Eq. (77) an algebraic transfor
mation may be used to generate a new set of state variables and state equations that are in the
standard form of Eq. (??). For a system with state equations:
x = Ax +Bu +E u (90)
21
a new set of state variables x
may be dened:
x
= x Eu. (91)
Dierentiation of Eq. (91) gives:
x
= x E u = (Ax +Bu +E u) E u
= A
_
x
+Eu
_
+Bu
= Ax
+B
u (92)
where B
+Eu
_
+Du +F u
= Cx
+D
u +F u (93)
where D
= CE+D.
Example
Figure 17 illustrates a mechanical translational system. The system graph and normal
tree demonstrate that although there are three energy storage elements, the two springs
are dependent and the system order is two. Find a set of state equations that does not
involve the derivative of the input vector and an accompanying output equation for the
velocity of the dashpot B
1
.
Solution: With the choice of normal tree as shown, the state variables are v
m
and F
K
1
and the elemental equations are:
dv
m
dt
=
1
m
F
m
(94)
dF
K
1
dt
= K
1
v
K
1
(95)
F
B
2
= B
2
v
B
2
(96)
v
B
1
=
1
B
1
F
B
1
(97)
v
K
2
=
1
K
2
dF
K
2
dt
. (98)
There are two compatibility equations:
v
K
1
= v
K
2
v
B
1
(99)
v
B
2
= v
m
, (100)
and three continuity equations:
F
K
2
= F
s
(t) F
K
1
(101)
F
B
1
= F
K
1
(102)
F
m
= F
s
(t) F
B
2
. (103)
22
Equation (viii) relates the through variable F
K
2
on a dependent Ttype element K
2
to the input F
s
(t). When the secondary variables are eliminated and the two state
equations are written in matrix form, the result is:
_
v
m
f
K
1
_
=
_
B
2
/m 0
0 K
1
K
2
/ (B
1
(K
1
+ K
2
))
_ _
v
m
F
K
1
_
+
_
1/m
0
_
F
s
(t)
+
_
0
K
1
/ (K
1
+ K
2
)
_
F
s
(t) (104)
showing the dependence on the derivative of the input F
s
(t). The output equation for
v
B
1
is found from Eqs. (iv) and (ix):
v
B
1
=
1
B
1
F
K
1
(105)
and in matrix form
v
B
1
=
_
0 1/B
1
_
_
v
m
F
K
1
_
+
_
0
_
F
s
(t). (106)
The state variables may be transformed using Eq. (91), that is:
x
= Ax
+ (AE+B) u
or:
_
x
1
x
2
_
=
_
B
2
/m 0
0 K
1
K
2
/ (B
1
(K
1
+ K
2
))
_ _
x
1
x
2
_
+
_
1/m
K
2
1
K
2
/
_
B
1
(K
1
+ K
2
)
2
_
_
F
s
(t) (107)
and the corresponding output equation in terms of the transformed state vector is found
directly from Eq. (93):
v
B
1
= Cx
+ (CE+D) u +F u
=
_
0 1/B
1
_
_
x
1
x
2
_
+
_
_
0 1/B
1
_
_
0
K
1
/ (K
1
+ K
2
)
_
+
_
0
_
_
F
s
(t)
+
_
0
_
F
s
(t)
=
1
B
1
x
2
+
K
1
B
1
(K
1
+ K
2
)
F
s
(t). (108)
5 State Equation Generation Using Linear Algebra
For linear systems, the state equations may be found directly from the equations in the primary
variables and inputs by matrix methods. After the elemental equations have been written with
causality dene by the normal tree, and the substitutions for the secondary variables made through
the continuity and compatibility equations, the primary variables may be divided into three groups,
and expressed in three vectors:
23
x  the vector of state variables (primary variables associated with independent energy storage
elements).
d  the vector of primary variables associated with dependent energy storage elements.
p  the vector of primary variables associated with nonenergy storage elements (Dtype
elements and twoport branches (Chapter 6)).
The set of equations in the primary variables and inputs can be written as three matrix equations
in x, d, and p.
x = Px +Qp +Rd +Su (109)
d = M x +N u (110)
p = Hx +Jp +Kd +Lu (111)
The state equations are found by solving explicitly for p and d and substitution into Eq. (109).
If there are no dependent energy storage elements in the system, that is d = 0 and M = N =
K = R = 0 , the state equations are found by solving Eq. (111) for p and substituting into Eq.
(109). In the simplest case, the matrix J = 0 and the state equations may be found by substituting
Eq. (111) directly into Eq. (109)
x = [P+QH] x + [S +QL] u. (112)
Otherwise p must be found by rearranging and solving Eq. (111):
[I J] p = Hx +Lu (113)
where I is the identity matrix, or
p = [I J]
1
Hx + [I J]
1
Lu (114)
= H
x +L
u (115)
where H
= [I J]
1
H and L
= [I J]
1
L. Substitution of Eq. (115) into Eq. (109) generates
the state equations
x =
_
P+QH
_
x +
_
S +QL
_
u. (116)
Example
The electrical circuit shown in Fig. 18, together with its linear graph and a normal tree,
generates the following equations in the primary variables:
v
C
=
1
C
i
R
1
+
1
C
I
s
(117)
i
L
=
1
L
v
R
2
(118)
v
R
2
= R
2
i
R
1
R
2
i
L
(119)
i
R
1
=
1
R
1
v
C
1
R
1
v
R
2
(120)
Use the matrix method to nd the state equations in the variables v
C
and i
L
.
24
Solution: Divide the primary variables into two vectors, x = [v
C
i
L
]
T
and p =
[v
R
2
i
R
1
]
T
. Then the primary equations (Eqs. (i  iv)) can be written
_
v
C
i
L
_
=
_
0 0
0 0
_ _
v
C
i
L
_
+
_
0 1/C
1/L 0
_ _
v
R
2
i
R
1
_
+
_
1/C
0
_
I
s
(t) (121)
_
v
R
2
i
R
1
_
=
_
0 R
2
1/R
1
0
_ _
v
C
i
L
_
+
_
0 R
2
1/R
1
0
_ _
v
R
2
i
R
1
_
(122)
Equation (vi) may be rearranged
_
1 R
2
1/R
1
1
_ _
v
R
2
i
R
1
_
=
_
0 R
2
1/R
1
0
_ _
v
C
i
L
_
(123)
and solved for p = [v
R
2
i
R
1
]
T
_
v
R
2
i
R
1
_
=
_
1 R
2
1/R
1
1
_
1
_
0 R
2
1/R
1
0
_ _
v
C
i
L
_
(124)
=
R
1
R
1
+ R
2
_
1 R
2
1/R
1
1
_ _
0 R
2
1/R
1
0
_ _
v
C
i
L
_
(125)
=
_
R
2
/(R
1
+ R
2
) R
1
R
2
//(R
1
+ R
2
)
1/(R
1
+ R
2
) R
2
/(R
1
+ R
2
)
_ _
v
C
i
L
_
(126)
When Eq. (ix) is substituted into Eq. (v) the state equations are found to be
_
v
C
i
L
_
=
_
1/(R
1
+ R
2
)C R
2
/(R
1
+ R
2
)C
R
2
/(R
1
+ R
2
)L R
1
R
2
/(R
1
+ R
2
)L
_ _
v
C
i
L
_
+
_
1/C
0
_
I
s
(t). (127)
In the most general case, when there are dependent energy storage elements in the system, so that
d = 0, the state equations are found by substituting Eqs. (115) and (110) into Eq. (109), giving
_
I
_
QK
+R
_
M
x =
_
P+QH
_
x +
_
S +QL
_
u +
_
R+QK
_
N u (128)
which may be solved by premultiplying both sides by [I (QK
+R) M]
1
to generate the state
equations.
6 Nonlinear Systems
6.1 General Considerations
In the general case of nonlinear statedetermined system models, relationships may exist in which
a single system variable is a nonlinear function of several other variables. For example the torque
output of an automobile engine may be represented as a nonlinear function of the fuel/air ratio,
spark advance and engine speed. Systematic equation formulation procedures are not generally
available for such systems. However, for nonlinear systems which can be represented by linear graph
models containing combinations of pure (nonlinear) and ideal (linear) one and twoport elements,
the equation formulation procedures described in Sections 1 to 4 provide an eective starting point
25
for the formulation of a set of nonlinear state equations. For such models, the system constraints
represented by a set of compatibility and continuity equations are valid. Thus, the procedure of
forming a normal tree, and identifying the independent variables and state variables, is unchanged
from the method described for linear system models, as are the procedures for generating the
compatibility and continuity equations.
With models containing nonlinear elements the algebraic steps in the subsequent elimination
of secondary variables are not always straightforward, and may not always be accomplished with
simple analytical techniques. However, for many nonlinear systems containing pure elements, the
methods developed for linear system models may be used with some modication to derive a set of
nonlinear state equations.
The formulation of nonlinear state equations is illustrated in the following section, where a set
of nonlinear state equations is derived in the general form of Eqs. (??), that is
x = f (x, u, t)
where the derivative of each state is related by a nonlinear function to the system state variables
and inputs. Some nonlinear systems models may not be written explicitly as a set of nonlinear
state equations in the standard form of Eqs. (??) because it may not be possible to directly solve
for the derivative of each state variable independently.
6.2 Examples of Nonlinear System Model Formulation
To illustrate the equation derivation procedures for systems containing nonlinear elements, state
equations are derived for three representative systems in the following examples. Each example
contains one or more nonlinear dissipative or energy storage element.
Example
An automobile, with mass m, traveling on a at, straight section of road is shown in
Fig. 19. Derive a model for the forward speed v
m
of the car, in response to a time
varying propulsive force F
p
(t) generated by the engine. The model is restricted to the
moderate to high speed range where the two primary resistance forces (in the absence
of braking) are road resistance F
r
and aerodynamic drag F
d
, each approximated as:
F
r
= F
o
(129)
F
d
= c
d
v
2
d
. (130)
Solution: The road resistance is represented as a constant resistance force F
0
and the
aerodynamic drag F
d
is represented as a resistive force which increases with the square
of vehicle velocity with the constant c
d
dependent on the automobile drag coecient.
A system graph model for the car is shown in Fig. 19b, in which the car mass m is
represented as an ideal element, the propulsive force is represented as an ideal force
source F
p
(t), the road resistance is represented as an ideal force source F
o
, and the
aerodynamic drag is represented as a nonlinear damper element. The system contains
one independent energy storage element, as shown by the normal tree. From the normal
tree (Fig. 19c):
26
Primary variables: v
m
, F
p
, F
r
, F
d
Secondary variables: F
m
, v
p
, v
r
, v
d
System order: 1
State variable: v
m
.
The elemental equations for the two passive elements are:
dv
m
dt
=
1
m
F
m
(131)
F
d
= c
d
V
2
d
(132)
The normal tree generates one continuity equation:
F
m
= F
P
F
o
F
d
(133)
and one compatibility equation:
v
d
= v
m
. (134)
Substitution to eliminate the secondary variables from the elemental equations yields:
dv
m
dt
=
1
m
[F
p
F
o
F
d
] (135)
F
d
= c
d
v
2
m
. (136)
Combining these two equations generates the system nonlinear state equation:
dv
m
dt
=
1
m
_
F
p
F
o
c
d
v
2
m
_
(137)
Example
A part of a sensitive torque measuring instrument, shown in Fig. 20a, consists of a
pendulum of length l with proof mass m mounted in support bearings in a gravity eld
g.
The input to the instrument is a time varying torque T
s
(t) which acts on the shaft to
displace the pendulum by an angle . Under static input conditions where T
s
(t) = T
0
,
the gravitational restoring torque is a function of the angular displacement:
T
0
= mgl sin (138)
This is a algebraic relationship between a torque (throughvariable) and a displacement
(integrated acrossvariable) and represents the constitutive relationship of a nonlinear
torsional spring. The elemental equation for the equivalent spring K is found by dier
entiating Eq. (i)
dT
K
dt
= (mgl cos )
d
dt
. (139)
The support bearings for the shaft have a resistive torque T
B
proportional to the shaft
angular velocity
B
:
T
B
= B
B
. (140)
27
In addition to the gravitational restoring torque, the pendulum also has a rotational
inertia with a point mass m concentrated at a radius l from the center of rotation, so
that the moment of inertia is
J = ml
2
. (141)
By considering the inertia, the equivalent spring, the damper and the input source, a
system graph model may be formulated, as shown in Fig. 20b, which has the normal
tree shown in Fig. 20c. From the linear graph and normal tree:
Primary variables:
J
, T
s
, T
K
, T
B
Secondary variable: T
J
,
s
,
K
,
B
System order: 2
State variables:
J
, T
K
.
There are three elemental equations:
d
J
dt
=
1
J
T
J
(142)
dT
K
dt
= (mgl cos )
d
dt
= (mgl cos )
K
(143)
T
B
= B
B
. (144)
The normal tree generates a single continuity equation:
T
K
= T
J
+ T
B
+ T
S
(145)
and two compatibility equations:
B
=
J
(146)
K
=
J
(147)
Elimination of the secondary variables yields:
d
J
dt
=
1
J
(T
s
B
J
T
K
) (148)
dT
K
dt
= (mgl cos )
J
(149)
The equations may be expressed directly in terms of the state variables alone by sub
stituting directly for from the constitutive equation (Eq. (i)):
= sin
1
_
T
K
mgl
_
(150)
and Eq. (xii) may be written
dT
K
dt
= mgl cos
_
sin
1
(T
K
/mgl)
_
J
. (151)
Equations (xi) and (xiv) represent a pair of state equations for the nonlinear system,
while Eq. (xiii) allows the computation of , the system output. The nonlinearity in
this system arises from the trigonometric relationship of the pendulum restoring torque
to its displacement. While the basic derivation method used is similar to that for linear
systems, additional manipulation is required to eliminate the secondary variables and
to form the state equations.
28
Example
The uid distribution system shown in Fig. 21 consists of a ow source Q
s
(t) which
feeds a storage tank with nonvertical walls. The output from the tank is distributed
into a uid network consisting of a short pipe discharging through an orice, and a long
pipe discharging through another orice.
The uid ow through an orice obeys a quadratic relationship:
Q = C
0
_
Psgn (P) (152)
where Q is the ow through the orice, P is the pressure drop across the orice, and
C
0
is an orice coecient that is dependent upon the geometry of the orice. The
signum function, sgn (), is used to indicate that the ow changes sign when the sign of
P changes.
The tank is shaped as the frustum of a cone, and therefore has a volume which is a
nonlinear function of the height of the uid in the tank. From the tank geometry shown
in Fig. 21, the volume is
V =
_
h
0
r
2
dh =
_
h
0
(r
1
+ K
C
h)
2
dh
=
_
h
0
_
r
2
1
+ 2r
1
K
C
h + K
2
C
h
2
_
dh
=
_
r
2
1
h + r
1
K
C
h
2
+ K
2
C
h
3
/3
_
(153)
In an open tank in a gravity eld, the pressure at the base is directly related to the
height of uid
P
C
= gh (154)
so that the following constitutive relationship may be written
V =
r
2
1
g
P
C
+
r
1
K
C
(g)
2
P
2
C
+
K
2
C
3 (g)
3
P
3
C
(155)
= K
T0
P
C
+
K
T1
2
P
2
C
+
K
T2
3
P
3
C
(156)
where K
T0
= r
2
1
/(g), K
T1
= 2r
1
K
C
/(g)
2
, and K
T2
= K
2
C
/(g)
3
. The tank has a
constitutive relationship of a pure nonlinear uid capacitance.
The system graph model for the system, including the nonlinear capacitance, the two
nonlinear resistances of the orices, and a uid inertance I of the long uid line (assum
ing that the pipe resistance is small compared to the orice resistance) is shown in Fig.
21b. From this graph and the normal tree shown in Fig. 21c the system model includes
the following:
Primary variables: P
C
, P
R
2
, Q
s
, Q
I
, Q
R
1
Secondary variables: Q
C
, Q
R
2
, P
s
, P
I
, P
R
1
System order: 2
State variables: P
C
, Q
I
.
29
The system has four elemental equations. For the uid inertance
dQ
I
dt
=
1
I
P
I
. (157)
For the nonlinear uid capacitance the elemental equation must be found by dierenti
ating the constitutive equation (v):
dV
dt
= Q
C
=
_
K
T0
+ K
T1
P
C
+ K
T2
P
2
C
_
dP
C
dt
(158)
or
dP
C
dt
=
_
1
K
T0
+ K
T1
P
C
+ K
T2
P
2
C
_
Q
C
. (159)
For orice R
1
the elemental equation is
Q
R
1
= K
1
_
P
R
1
sgn (P
R
1
) , (160)
while for orice R
2
which has the pressure drop P
R
2
as its primary variable the equation
may be written:
P
R
2
=
1
K
2
2
Q
R
2
Q
R
2
 , (161)
where Q
R
2
Q
R
2
 is the absquare, or absolute square, which ensures that the pressure
drop changes sign when the ow changes direction through an orice.
The two continuity equations are:
Q
C
= Q
s
Q
R
1
(162)
Q
R
2
= Q
I
(163)
and the two compatibility equations are:
P
R
1
= P
C
(164)
P
I
= P
C
P
R
2
. (165)
Elimination of the secondary variables yields
dQ
I
dt
=
1
I
[P
C
P
R
2
] (166)
dP
C
dt
=
_
1
K
T0
+ K
T1
P
C
+ K
T2
P
2
C
_
[Q
s
Q
R
1
] (167)
Q
R
1
= K
1
_
P
C
sgn (P
C
) (168)
P
R
2
=
1
K
2
2
Q
I
Q
I
 . (169)
and substituting for Q
R
1
and P
R
2
results in two nonlinear state equations:
dQ
I
dt
=
1
I
_
P
C
1
K
2
2
Q
I
Q
I

_
(170)
dP
C
dt
=
_
1
K
T0
+ K
T1
P
C
+ K
T2
P
2
C
_
_
Q
s
K
1
_
P
C
sgn (P
C
)
_
. (171)
30
7 Linearization of State Equations
A set of nonlinear state equations for a system may be linearized directly to obtain a set of linear
state equations that approximate the system response over a limited range of operation. In the
process of linearization a new set of variables is dened that describe the response about a system
equilibrium point. The method is useful for systems containing nonlinear elements where the
excursion of the system variables about the equilibrium point is small. Because the response of a
linearized model only approximates that of the nonlinear system, care must be taken in interpreting
any analyses and judgement must be used in dening the applicable range of operation.
To illustrate the linearization process, it is convenient to initially consider a rstorder nonlinear
system with a single state equation
x = f(x, u). (172)
Assume that with a known constant input u
0
, the system ultimately reaches a steady response
x
0
, after which time the derivative x is identically zero. Any such equilibrium value for the state
variable must therefore satisfy the algebraic equation
f(x
0
, u
0
) = 0. (173)
In general more than one, or no values of x may satisfy a nonlinear equilibrium equation, and
the solution of Eq. (173) may prove to be a dicult task. However, for many nonlinear systems
containing only ideal and pure elements an equilibrium condition can be found. The linearization
of f(x, u) may be performed by expanding the function as a Taylor series in two variables x and u
about the equilibrium condition as
f(x, u) = f(x
0
, u
0
) +
f(x, u)
x
x=x
0
u=u
0
(x x
0
) +
f(x, u)
u
x=x
0
u=u
0
(u u
0
) + (174)
By denition, f(x
0
, u
0
) = 0. If the deviations x
= x x
0
, and u
= u u
0
are small, high order
terms may be neglected and a linear approximation to the rstorder state equation may be written
x
=
f(x, u)
x
x=x
0
u=u
0
x
+
f(x, u)
u
x=x
0
u=u
0
u
. (175)
Equation (175) is a linear rstorder state equation with constant coecients which may be written
as a standard state equation
x
= ax
+ bu
(176)
where
a =
f(x, u)
x
x=x
0
u=u
0
and b =
f(x, u)
u
x=x
0
u=u
0
. (177)
The procedure for linearizing a higher order system about an equilibrium point is analogous to
that described for a rstorder system. The set of n state equations with r inputs
x = f (x, u) (178)
is rst solved for an equilibrium state x
0
with the given input u
0
, by setting the derivative of the
state vector to zero and solving the resulting set of nonlinear algebraic equations
f (x
0
, u
0
) = 0. (179)
31
Each of the n state equations
x
i
= f
i
(x
1
, . . . , x
n
, u
1
, . . . , u
r
) (180)
may then be linearized by generating a Taylor series expansion in the (n + r) variables about the
operating point and ignoring all but the linear terms. A set of incremental variables x
i
= x
i
(x
0
)
i
and u
i
= u
i
(u
0
)
i
is dened. Because there are (n +r) such variables, (n +r) partial derivatives
are required in each equation. The result is:
x
i
=
f
1
(x, u)
x
1
x=x
0
u=u
0
x
1
+
f
1
(x, u)
x
2
x=x
0
u=u
0
x
2
+ +
f
1
(x, u)
x
n
x=x
0
u=u
0
x
n
= +
f
1
(x, u)
u
1
x=x
0
u=u
0
u
1
+
f
1
(x, u)
u
2
x=x
0
u=u
0
u
2
+ +
f
1
(x, u)
u
r
x=x
0
u=u
0
u
r
(181)
which is a linear state equation of the form
x
i
= a
i1
x
1
+ + a
in
x
n
+ b
i1
u
1
+ + b
ir
u
r
(182)
The collection of all such equations can be written in matrix form:
x
= Ax
+Bu
(183)
where the elements of the matrices A and B are:
a
ij
=
f
i
(x, u)
x
j
x=x
0
u=u
0
, and b
ij
=
f
i
(x, u)
u
j
x=x
0
u=u
0
. (184)
Matrices containing partial derivatives in the form of A and B above are known as Jacobian
matrices.
Example
In Example 6.2 a nonlinear state equation was derived for a vehicle of mass m traveling
at moderate speed v
m
with propulsive force F
p
(t). The model, including the eects of
aerodynamic drag (F
d
= c
d
v
2
m
), and constant road resistance (F
r
), generated a single
nonlinear state equation
v
m
=
1
m
_
F
p
F
r
c
d
v
2
m
_
= F (v
m
, F
p
, F
r
) .
Derive a linearized state equation to describe the dynamics of the vehicle for small
deviations in speed from a nominal operating speed v
m
= v
0
.
Solution: First the equilibrium condition is found by solving the equation
v
m
= 0 =
1
m
_
(F
p
)
0
(F
r
)
0
c
d
(v
m
)
2
0
_
(185)
and at equilibrium
(F
p
)
0
= (F
r
)
0
+ c
d
(v
m
)
2
0
. (186)
32
The linearized equations may be derived in terms of incremental variables v
m
, F
p
, and
F
r
v
m
=
F
v
m
0
v
m
+
F
F
p
0
F
p
+
F
F
r
0
F
r
(187)
and when each term is evaluated and the substitution (v
m
)
0
= v
0
is made
v
m
=
_
2c
d
v
0
m
_
v
m
+
_
1
m
_
F
p
+
_
1
m
_
F
r
. (188)
When it is noted that F
r
is zero because F
r
is constant, the linearized equation may be
written
v
m
=
B
m
v
m
+
1
m
F
p
(189)
where B = 2c
d
v
0
is the equivalent damper coecient. In interpreting and using this
equation, it is noted that the solution v
m
is the deviation from the equilibrium speed,
and that the input F
p
(t) is the deviation from the equilibrium propulsive force.
References:
1. Kalman R. E., On the General Theory of Control Systems, Proc. First IFAC Congress,
Butterworth, London, 1960
2. Schultz D. G., Melsa J. L., State Functions and Linear Control Systems, McGrawHill Book
Company, New York NY, 1967
3. Timothy L. K., Bona B. E., State Space Analysis, McGrawHill Book Company, New York
NY, 1969
4. Koenig H. E., Tokad Y., Kesavan H. K., Hedges H. G., Analysis of Discrete Physical Systems,
McGrawHill Book Company, New York NY, 1967
5. Blackwell W. A., Mathematical Modeling of Physical Networks, Macmillan Publishing Com
pany, New York NY, 1967
6. Chan S. P., Chan S. Y., Chan S. G., Analysis of linear Networks and Systems, AddisonWesley
Publishing Company, Reading MA, 1972
7. Shearer J. L., Murphy A. T., Richardson H. H., Introduction to System Dynamics, Addison
Wesley Publishing Company, Reading MA, 1967
8. Durfee W. K., Wall M. B., Rowell D., Abott F. K., Interactive Software for Dynamic System
Modeling Using linear Graphs, IEEE Control Systems Magazine, 11, 4, pp 6066, June 1991
33
C
C
1
i
n
1 / C
i
i=1
n
_______
1
C =
eq
L L L L
1 2 i n
1 / L
i
i=1
n
_______
1
L =
eq
Figure 9: Combination of elements in series and in parallel to eliminate excess state variables.
F (t)
m
v m
K
F (t)
s
v
(a) Physical system (b) Linear graph (c) Normal tree
Contour used to
generate continuity
equation
m
K
F (t)
s
Figure 10: Mechanical system model and its normal tree.
K K
m
1 2 mass
Total viscous friction B
F (t)
s
v
(a) Physical system (b) Linear graph (c) Normal tree
m
B
F (t)
s
K
m
B
K = K + K
1 2
v
F (t)
s
Figure 11: A mechanical system with two parallel springs, its linear graph and a normal tree after
combining the two springs.
34
9 (t)
Fl ywheel J
Beari ng B
9
J
1
J
B
2
1
9 (t)
s
Drag cup
B
2
s
Motor
B
J
B
B
2
1
9 (t)
s
(a) Physi cal system
(b) Li near graph (c) Normal tree
Figure 12: A rotational system, its linear graph and normal tree.
L
C R
V (t)
+

s
C R
V (t)
s
L
(a) Physical system (b) Linear graph (c) Normal tree
C R
V (t)
s
L
Figure 13: An electrical circuit, its linear graph and normal tree.
Fluid reservoir
Long pipe
Pump
Tank
Valve
R , I
p p
f
C
R
f
P (t)
s
f
C
R
f
R
p
I
p
atm
P
(b) Linear graph
(a) Physical system
(c) Normal tree
P (t)
s
f
C
R
f
R
p
I
p
Figure 14: A uid system, its system graph and normal tree.
35
Outer insulation
Metal specimen
Air gap
Heating element
R
R
C
2
1
C
R
R
Q
1
2
s
(b) Linear graph
Q (t)
s
(a) Physical system
Electric
source
(c) Normal tree
C
R
R
Q
1
2
s
Figure 15: A thermal system, its linear graph and normal tree.
C
R
C
R
1
2
1
2
+

V (t)
s
C
C
R
R
1
1
2
2
V (t)
s
C
C
R
R
1
1
2
2
V (t)
s
(a) Circuit (b) Linear graph (c) Normal tree
Figure 16: Simple rstorder electrical leadlag network with a dependent energy storage element.
36
F (t)
K
K
B
m
v
1 1
2
2
B
m
B
K
B K
F (t)
1
1
2
2
s
m
B
K
B K
F (t)
1
1
2
2
s
(b) Linear graph (c) Normal tree
(a) Mechanical system
Figure 17: Secondorder mechanical system with dependent springs.
L C I (t)
s
R
1
R
2
L C I (t)
s
R
1
R
2
(a) Electrical circuit (b) Linear graph (c) Normal tree
C
R
R
I (t)
1
2
s
L
Figure 18: An electrical system, its linear graph and a normal tree.
v
F (t)
F
F
d
r
p
m
F
F (t)
p
r
F
d
m
F
F (t)
p
r
F
d
(a) Nonlinear mechanical system
(b) Linear graph (c) Normal tree
Figure 19: Linear graph model of automobile with nonlinear drag forces.
37
m
mg
G
l
T (t)
s
9
B
J B K
T (t)
s
(a) Nonl i near pendul um (b) Li near graph (c) Normal tree
J B K
T (t)
s
Figure 20: A mechanical torque measuring instrument based on a pendulum.
h
r
r = r + K h
1
c
1
long pipe:I
R
2 R
1
orifice
orifice
Q (t)
s
I
R R
C
1
2
Q (t)
s
I
R R
C
1
2
Q (t)
s
(b) Linear graph (c) Normal tree
(a) Nonlinear fluid system
Figure 21: Fluid distribution system with nonlinear elements.
38