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State-space representation
From Wikipedia, the free encyclopedia

In control engineering, a state-space representation is a mathematical model of

a physical system as a set of input, output and state variables related by
rst-order dierential equations. "State space" refers to the space whose axes are
the state variables. The state of the system can be represented as a vector within
that space.
To abstract from the number of inputs, outputs and states, these variables are
expressed as vectors. Additionally, if the dynamical system is linear,
time-invariant, and nite-dimensional, then the dierential and algebraic
equations may be written in matrix form.[1][2] The state-space representation (also
known as the "time-domain approach") provides a convenient and compact way to
model and analyze systems with multiple inputs and outputs. With inputs and
outputs, we would otherwise have to write down
Laplace transforms to
encode all the information about a system. Unlike the frequency domain
approach, the use of the state-space representation is not limited to systems with
linear components and zero initial conditions.

Contents
1 State variables
2 Linear systems
2.1 Example: continuous-time LTI case
2.2 Controllability
2.3 Observability
2.4 Transfer function
2.5 Canonical realizations
2.6 Proper transfer functions
2.7 Feedback
2.7.1 Example
2.8 Feedback with setpoint (reference) input
2.9 Moving object example
3 Nonlinear systems
3.1 Pendulum example
4 See also
5 References
6 Further reading
7 External links

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State variables
The internal state variables are the smallest possible subset of system variables
that can represent the entire state of the system at any given time. [3] The
minimum number of state variables required to represent a given system, , is
usually equal to the order of the system's dening dierential equation. If the
system is represented in transfer function form, the minimum number of state
variables is equal to the order of the transfer function's denominator after it has
been reduced to a proper fraction. It is important to understand that converting a
state-space realization to a transfer function form may lose some internal
information about the system, and may provide a description of a system which is
stable, when the state-space realization is unstable at certain points. In electric
circuits, the number of state variables is often, though not always, the same as
the number of energy storage elements in the circuit such as capacitors and
inductors. The state variables dened must be linearly independent, i.e., no state
variable can be written as a linear combination of the other state variables or the
system will not be able to be solved.

Linear systems
The most general state-space
representation of a linear
system with inputs, outputs
and state variables is written
in the following form:[4]

Block diagram representation of the linear

state-space equations

where:
is called the "state vector",
;
is called the "output vector",
;
is called the "input (or control) vector",
is the "state (or system) matrix",
is the "input matrix",
,
is the "output matrix",
,

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;
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is the "feedthrough (or feedforward) matrix" (in cases where the system
model does not have a direct feedthrough,
is the zero matrix),
,
.
In this general formulation, all matrices are allowed to be time-variant (i.e. their
elements can depend on time); however, in the common LTI case, matrices will be
time invariant. The time variable can be continuous (e.g.
) or discrete (e.g.
). In the latter case, the time variable is usually used instead of . Hybrid
systems allow for time domains that have both continuous and discrete parts.
Depending on the assumptions taken, the state-space model representation can
assume the following forms:
System type

State-space model

Continuous time-invariant
Continuous time-variant
Explicit discrete time-invariant
Explicit discrete time-variant
Laplace domain of
continuous time-invariant
Z-domain of
discrete time-invariant

Example: continuous-time LTI case

Stability and natural response characteristics of a continuous-time LTI system
(i.e., linear with matrices that are constant with respect to time) can be studied
from the eigenvalues of the matrix A. The stability of a time-invariant state-space
model can be determined by looking at the system's transfer function in factored
form. It will then look something like this:

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The denominator of the transfer function is equal to the characteristic polynomial

found by taking the determinant of
,

The roots of this polynomial (the eigenvalues) are the system transfer function's
poles (i.e., the singularities where the transfer function's magnitude is
unbounded). These poles can be used to analyze whether the system is
asymptotically stable or marginally stable. An alternative approach to
determining stability, which does not involve calculating eigenvalues, is to analyze
the system's Lyapunov stability.
The zeros found in the numerator of
whether the system is minimum phase.

can similarly be used to determine

The system may still be inputoutput stable (see BIBO stable) even though it is
not internally stable. This may be the case if unstable poles are canceled out by
zeros (i.e., if those singularities in the transfer function are removable).

Controllability
State controllability condition implies that it is possible by admissible inputs to
steer the states from any initial value to any nal value within some nite time
window. A continuous time-invariant linear state-space model is controllable if
and only if

where rank is the number of linearly independent rows in a matrix.

Observability
Observability is a measure for how well internal states of a system can be inferred
by knowledge of its external outputs. The observability and controllability of a
system are mathematical duals (i.e., as controllability provides that an input is
available that brings any initial state to any desired nal state, observability
provides that knowing an output trajectory provides enough information to
predict the initial state of the system).
A continuous time-invariant linear state-space model is observable if and only if

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Transfer function
The "transfer function" of a continuous time-invariant linear state-space model
can be derived in the following way:
First, taking the Laplace transform of

yields

Next, we simplify for

, giving

and thus

Substituting for

in the output equation

giving

Because the transfer function

input of a system, we take

is dened as the ratio of the output to the

and substitute the previous expression for

with respect to

, giving

Clearly
must have by dimensionality, and thus has a total of
elements.
So for every input there are transfer functions with one for each output. This is
why the state-space representation can easily be the preferred choice for
multiple-input, multiple-output (MIMO) systems. The Rosenbrock system matrix
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provides a bridge between the state-space representation and its transfer

function.

Canonical realizations
Any given transfer function which is strictly proper can easily be transferred into
state-space by the following approach (this example is for a 4-dimensional, singleinput, single-output system):
Given a transfer function, expand it to reveal all coeicients in both the
numerator and denominator. This should result in the following form:

The coeicients can now be inserted directly into the state-space model by the
following approach:

This state-space realization is called controllable canonical form because the

resulting model is guaranteed to be controllable (i.e., because the control enters a
chain of integrators, it has the ability to move every state).
The transfer function coeicients can also be used to construct another type of
canonical form

This state-space realization is called observable canonical form because the

resulting model is guaranteed to be observable (i.e., because the output exits
from a chain of integrators, every state has an eect on the output).

Proper transfer functions

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Transfer functions which are only proper (and not strictly proper) can also be
realised quite easily. The trick here is to separate the transfer function into two
parts: a strictly proper part and a constant.

The strictly proper transfer function can then be transformed into a canonical
state-space realization using techniques shown above. The state-space realization
of the constant is trivially
. Together we then get a state-space
realization with matrices A, B and C determined by the strictly proper part, and
matrix D determined by the constant.
Here is an example to clear things up a bit:

which yields the following controllable realization

Notice how the output also depends directly on the input. This is due to the
constant in the transfer function.

Feedback
A common method for feedback is
to multiply the output by a matrix
K and setting this as the input to
the system:
. Since
the values of K are unrestricted
the values can easily be negated
for negative feedback. The
presence of a negative sign (the
common notation) is merely a
notational one and its absence
has no impact on the end results.
Typical state-space model with feedback

becomes
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solving the output equation for

in

https://en.wikipedia.org/wiki/State-space_represe...

and substituting in the state equation results

The advantage of this is that the eigenvalues of A can be controlled by setting K

appropriately through eigendecomposition of
. This
assumes that the closed-loop system is controllable or that the unstable
eigenvalues of A can be made stable through appropriate choice of K.
Example
For a strictly proper system D equals zero. Another fairly common situation is
when all states are outputs, i.e. y = x, which yields C = I, the Identity matrix. This
would then result in the simpler equations

This reduces the necessary eigendecomposition to just

Feedback with setpoint (reference) input

In addition to
feedback, an input,
, can be added such
that
.

Output feedback with set point

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becomes

solving the output equation for

in

and substituting in the state equation results

One fairly common simplication to this system is removing D, which reduces the
equations to

Moving object example

A classical linear system is that of one-dimensional movement of an object.
Newton's laws of motion for an object moving horizontally on a plane and
attached to a wall with a spring

where
is position;
is velocity;
is an applied force
is the viscous friction coeicient
is the spring constant
is the mass of the object

is acceleration

The state equation would then become

where

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represents the position of the object

is the velocity of the object
is the acceleration of the object
the output
is the position of the object
The controllability test is then

which has full rank for all

and

The observability test is then

which also has full rank. Therefore, this system is both controllable and
observable.

Nonlinear systems
The more general form of a state-space model can be written as two functions.

The rst is the state equation and the latter is the output equation. If the function
is a linear combination of states and inputs then the equations can be
written in matrix notation like above. The
argument to the functions can be
dropped if the system is unforced (i.e., it has no inputs).

Pendulum example
A classic nonlinear system is a simple unforced pendulum

where
is the angle of the pendulum with respect to the direction of gravity
is the mass of the pendulum (pendulum rod's mass is assumed to be zero)

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is the gravitational acceleration

is coeicient of friction at the pivot point
is the radius of the pendulum (to the center of gravity of the mass

The state equations are then

where
is the angle of the pendulum
is the rotational velocity of the pendulum
is the rotational acceleration of the pendulum
Instead, the state equation can be written in the general form

The equilibrium/stationary points of a system are when

equilibrium points of a pendulum are those that satisfy

and so the

for integers n.

See also
Control engineering
Control theory
State observer
Observability
Controllability
Discretization of state-space models
Phase space for information about phase state (like state space) in physics
and mathematics.
State space for information about state space with discrete states in
computer science.
State space (physics) for information about state space in physics.
Kalman lter for a statistical application.

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References
1. Katalin M. Hangos, R. Lakner, and M. Gerzson (2001). Intelligent Control Systems: An
Introduction with Examples (http://books.google.com/books?id=-w7rbl1QKVsC&
pg=PA254). Springer. p. 254. ISBN 9781402001345.
2. Katalin M. Hangos, Jzsef Bokor, and Gbor Szederknyi (2004). Analysis and Control
of Nonlinear Process Systems (http://books.google.com/books?id=Jgtwi3ommUC&pg=PA25). Springer. p. 25. ISBN 9781852336004.
3. Nise, Norman S. (2010). Control Systems Engineering (6th ed.). John Wiley & Sons,
Inc. ISBN 978-0470-54756-4.
4. Brogan, William L. (1974). Modern Control Theory (1st ed.). Quantum Publishers, Inc.
p. 172.

Further reading
Antsaklis, P. J.; Michel, A. N. (2007). A Linear Systems Primer. Birkhauser.
ISBN 978-0-8176-4460-4.
Chen, Chi-Tsong (1999). Linear System Theory and Design (3rd ed.). Oxford
University Press. ISBN 0-19-511777-8.
Khalil, Hassan K. (2001). Nonlinear Systems (3rd ed.). Prentice Hall.
ISBN 0-13-067389-7.
Hinrichsen, Diederich; Pritchard, Anthony J. (2005). Mathematical Systems Theory I,
Modelling, State Space Analysis, Stability and Robustness. Springer.
ISBN 978-3-540-44125-0.
Sontag, Eduardo D. (1999). Mathematical Control Theory: Deterministic Finite
Dimensional Systems (http://www.math.rutgers.edu/~sontag/FTP_DIR
/sontag_mathematical_control_theory_springer98.pdf) (PDF) (2nd ed.). Springer.
ISBN 0-387-98489-5. Retrieved June 28, 2012.
Friedland, Bernard (2005). Control System Design: An Introduction to State-Space
Methods. Dover. ISBN 0-486-44278-0.
Zadeh, Lot A.; Desoer, Charles A. (1979). Linear System Theory. Krieger Pub Co.
ISBN 978-0-88275-809-1.
On the applications of state-space models in econometrics
Durbin, J.; Koopman, S. (2001). Time series analysis by state space methods. Oxford,
UK: Oxford University Press. ISBN 978-0198523543.

External links
Wolfram language functions for linear state-space models
(http://reference.wolfram.com/language/ref/StateSpaceModel.html), aine
state-space models (http://reference.wolfram.com/language
/ref/AineStateSpaceModel.html), and nonlinear state-space models
(http://reference.wolfram.com/language
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/ref/NonlinearStateSpaceModel.html).Mathematical modeling
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