EI6801 COMPUTER CONTROL OF PROCESSES Dept.

of EIE and ICE

EI6801 COMPUTER CONTROL OF PROCESSES

UNIT I DISCRETE STATE-VARIABLE TECHNIQUE 9
State equation of discrete data system with sample and hold – State transition equation –
Methods of computing the state transition matrix – Decomposition of discrete data transfer
functions – State diagrams of discrete data systems – System with zero-order hold –
Controllability and observability of linear time invariant discrete data system–Stability tests of
discrete-data system – State Observer - State Feedback Control.

STATE EQUATION OF DISCRETE DATA SYSTEM WITH SAMPLE AND HOLD

If the time space is continuous, the system is known as a continuous-time system. However, if
the input and state vectors are defined only for discrete instants of time k, where k ranges over
the integers, the time space is discrete and the system is referred to as a discrete-time system. We
shall denote a continuous-time function at time t by f(t). Similarly, a discrete time function at
time k shall be denoted by f(k). We shall make no distinction between scalar and vector
functions.

Figure. Illustration of discrete-time functions and quantized functions. a) discrete time

funciton, b) quantized function, c) quantized, discrete-time funciton

BLOCK DIAGRAM OFA TYPICAL SAMPLED DATA CONTROLLED SYSTEM

ADC: The analog signal is converted into digital form by A/D conversion system. The
conversion system usually consists of an A/D converter proceeded by a sample-and-hold device.
DAC: The digital signal coming from digital device is converted into analog signal.

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

Sample and Hold Device:

Sampler: It is a device which converts an analog signal into a train of amplitude demodulated
pulses.
Hold device: A hold device simply maintains the value of the pulse for a prescribed time
duration.
Sampling: sampling is the conversion of a continuous-time signal into a discrete time signal
obtained by taking samples of the continuous time signal (or analog signal) at discrete time
instants.
Sampling frequency: Sampling frequency should be greater than two times of signal frequency.
Fs  2* Fin
Types of sampling:
Periodic sampling: In this sampling, samples are obtained uniformly at intervals of T seconds.
Multiple-order sampling: A particular sampling pattern is separated periodically.
Multiple-rate sampling: In this type two simultaneous sampling operations with different time
periods are carried out on the signal to produce the sampled output.
Final Control Element: A Final control element changes a process in response to a change
in controller output a system. Some example of Final control elements are actuators include
valves, dampers, fluid couplings, gates, and burner tilts to name a few.
Sensor: A sensor is a device that detects and responds to some type of input from the physical
environment. The specific input could be light, heat, motion, moisture, pressure, or any one of a
great number of other environmental phenomena.

STATE TRANSITION EQUATION – METHODS OF COMPUTING THE STATE

TRANSITION MATRIX

State variable model of SISO discrete system consists of a set of first-order difference equations
i. Relating state variables x1(k), x2(k) ,…. xn(k) of the discrete time system to the input
u(k).
ii. Relating output y(k) algebraically to state variables and the input.

Thus, the dynamics of a linear time-invariant system is described by the following two
equations.

x(k  1)  Fx(k )  gu (k )
y (k )  Cx(k)  du(k)
Where equation (1) is called ‘state equation ‘and equation (2) is called ‘output equation’. The
equations together give ‘state variable model’ of the system.
In equation (1) and (2)
X(k) is called state vector
U(k) is the system input,
Y(k) is output
‘F’ a constant matrix, ‘g’- a constant column matrix and
‘c’ is a constant row matrix
‘d’ is a scalar coupling between input and output.

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

 x1 (k )   f11 f12 .. .. f1n 

   
 x ( k ) 
2
 f 21 f 22 .. .. f2n 
x(k )   ..  F  .. 
  ,  
 ..   .. 
 x (k )  f f nn nxn
 n   n1 f n 2 ..

 g1 
 
 g2 
g   .. 
  ,
 .. 
g 
 n

c   c1 c2 .. .. cn  nx1
Where d is a scalar

SOLUTION OF STATE DIFFERENCE EQUATIONS

The state equation is given by
x(k  1)  Fx(k )  gu(k ) (1)
Where x is nx1 state vector, u is a scalar input, F is a nxn real constant matrix and g is nx1 real
constant.
The solution can be obtained by means of recursion procedure
Put k=0 in equation (1)
x(1)  Fx(0)  gu(0) (2)
Put k=1 in equation (1)
x(2)  Fx(1)  gu(1) (3)
Put k=2 in equation (1)
x(3)  Fx(2)  gu(2) (4)
Put k=k-1 in equation (1)
x(k )  Fx(k 1)  gu(k 1) (5)
Substituting equation (2) in equation (3)
x(2)  F  Fx(0)  gu(0)  gu(1)
x(2)  F 2 x(0)  Fgu(0)  gu(1) (6)
Substituting equation (6) in equation (4)

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

x(3)  F  F 2 x(0)  Fgu(0)  gu(1)   gu(2)

x(3)  F 3 x(0)  F 2 gu(0)  F gu(1)  gu(2) (7)
Thus we have
x(k )  F k x(0)  F k 1 gu(0)  F k 2 gu(1)  ....  F 0 gu(k 1)
k 1
x(k )  F x(0)   F k 1i gu (i )
k
(8)
i 0
The equation (4) has two parts, one representing the contribution of initial state x(0) and the
other representing the contribution of the input u(i):i=0,1,… (k-1)

STATE TRANSITION MATRIX

The state equation is given by
x(k  1)  Fx(k )  gu(k ) (1)
When u(k)=0, the equation (1) can be rewritten as follows
x(k  1)  Fx(k ) (2)
The above equation is called homogeneous state equation, whose solution can be obtained by
making u(i) term as zero in equation (1)
The solution of equation (2) is given by
x(k )  F k x(0) (3)
From equation (3) it is observed that the initial state x(0) at k=0 is driven to the state x(k) at the
sampling instant ‘k’.
This transition is carried out by the matrix Fk and hence it is called state transition matrix and is
denoted by
 (k )  F k Ф(k)
And Ф(0)=I (Identify matrix)
Methods of evaluating State Transition Matrix
There are three methods of evaluating the state transition matrix.
1. Evaluation using Inverse Z-Transform
2. Evaluation using similarity transformation
3. Evaluation using Cayley Hamilton Technique

Evaluation of state transition matrix using Inverse Z-Transform

The homogeneous state equation is given by
x(k  1)  Fx(k )
Taking Z-Transform on both sides, we get
Z X (z)  Z x(0)  F X(z)
Z X (z)  F X ( z )  Z x(0)
 ZI  F  X (z)  Z x(0)
X (z)   ZI  F  Z x(0)
1

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

X (k )  1
ZI  F  1
Z x(0) 
Also, F k   (k )  1
ZI  F  Z  1

Compute FK for the following system using 3 different techniques

 0 1 0 
x(k  1)    x(k )    (1) K
 0.21  1 1 

1
x ( 0)   
0 
y ( k )  x2 ( k )

 0 1
F  
 0.21  1

From equation (9), we have


F K   (k )  Z 1 zI  F  z
1

 z 1 
 
0.21 z  1

F K  PK P 1

 z 1 1 
 z  z  0.21
2
z  z  0.21 
2
 
 zI  F   
1

 0.21 2 
 2 
 z  z  0.21 z 2  z  0.21 

 z z z z 
 1.75 z  0.3  0.75 z  0.7 2.5
z  0.3
 2.5
z  0.7 
zI  F 1 z   

 z z z z 
 0.525 z  0.3  0.525 z  0.7  0.75
z  0.3
 1.75
z  0.7 

 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 

Z 1
zI  F   1
z 



 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

 1.75 0.75 2.5 2.5 

 z  0.3  z  0.7 
z  0.3 z  0.7 
 
 
  0.525 0.525  0.75 1.75 
 z  0.3  z  0.7 
z  0.3 z  0.7 

Evaluation of FK using Similarity Transformation Method

In this method, the state transition matrix FK is given by

zI  F   
z 0  0 1
  
0 z   0.21  1
1K 0 .. .. 0 
 
0 2K .. .. 0 
 P :  P 1
 
 : 
0 K
0 .. .. n 


Where’ is the transformation matrix that transforms ‘F’ into diagonal form
For the previous example, FK can be found as follows using Similarity Transformation method.

Given  0 1
F  
 0.21  1

 z z z z 
 1.75 z  0.3  0.75 z  0.7 2.5
z  0.3
 2.5
z  0.7 
zI  F 1 z   

 z z z z 
  0.525  0.525  0.75  1.75
z  0.3 z  0.7 z  0.3 z  0.7 

The Eigen values are -0.3 and -0.7

 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 

 1

Z 1 zI  F  z  



 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 

 2    0.21  0

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

 0   0 1   1 
I  F       
 0    0.21  1 0.21   1

 1  0.3, 2  0.7
As ‘F’ is in the comparison form, the matrix ‘P’ can be written as
  0 .3 0 
  P 1 FP  
 0  0.7 

1 1   1 1 
P   
1 2   0.3  0.7 

 1.75 2. 5 
 P 1   
 0.75  2.5
 0.3K 0 
  
K

 0  0.7 K 

 1 1 1   0.3K 0   1.75 2.5 

F  P P  
K K
 K 
 0.3  0.7   0  0.7    0.75  2.5

 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 

 
 
 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 

EVALUATION OF FK USING CALEY HAMILTON THEOREM

For the previous example, FK can be found as follows using Caley Hamilton Theorem.

Given  0 1
F  
 0.21  1

The eigen values are -0.3 and -0.7

Since, F is of second order the polynomial will be of the form

g ( )  0 1

 (0.3) K   00.3 1
(0.7) K   00.7  1

Solving for '  0' and ' 1' we get

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

 0 1.75(0.3) K  0.75(0.7) K

 1 2.5(0.3) K  2.5(0.7) K

 ( K )  F K   0I   1F
 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 
 (K )   
 
 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 

For the previous example, FK can be found as follows using Caley Hamilton Theorem.
Given  0 1
F  
 0.21  1
The Eigen values are -0.3 and -0.7. Since, F is of second order, the polynomial will be of
the form
g ( )  0 1

 (0.3) K   00.3 1

(0.7) K   00.7  1

 0 1.75(0.3) K  0.75(0.7) K

 1 2.5(0.3) K  2.5(0.7) K
 ( K )  F K   0I   1F

 1.75(0.3) K  0.75(0.7) K 2.5(0.3) K  2.5(0.7) K 

 (K )   
 
 0.525(0.3) K  0.525(0.7) K  0.75(0.3) K  1.75(0.7) K 

Decomposition of discrete data transfer functions

a) Direct decomposition
b) Cascade decomposition
c) Parallel decomposition

STATE DIAGRAMS OF DISCRETE DATA SYSTEMS

Consider a discrete time system described by the following state difference equations.

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

SYSTEM WITH ZERO-ORDER HOLD

State diagram of zero order hold is important for sampled date control systems. Let the input to
and output of a ZOH is e ∗ (t) and h(t) respectively. Then, for the inetrval kT ≤ t ≤ (k + 1)T,
h(t)e(kT)

Therefore, the state diagram, as shown in Figure, consists of a single branch with gain s−1

Figure: State Diagram of Zero Order Hold

CONTROLLABILITY AND OBSERVABILITY OF LINEAR TIME INVARIANT

DISCRETE DATA SYSTEM
CONTROLLABILITY
A control system is said to be completely state controllable if it is possible to transfer the system
from any arbitrary initial state to any desired state (also an arbitrary state) in a finite time period.
That is, a control system is controllable if every state variable can be controlled in a finite time
period by some unconstrained control signal.
The discrete state variable model of the system is given by
x(k  1)  Fx(k )  gu (k )
y (k )  cx(k )  du (k )
F  nxn g  nx1 c  1xn d  1x1
X-state vector,
U-input vector, y-output vector
The necessary and sufficient condition for the system to be completely controllable is that the
nxn controllability matrix
U   g Fg F 2 g ..... F n1 g 
has rank equal to n, i.e., (U)=n.
OBSERVABILITY
The system is said to be completely observable if every initial state x(0) can be determined from
the observations of y(kT) over a finite number of sampling periods. The system, therefore, is
completely observable if every transition of the states eventually affects every element of the
output vector.
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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

The necessary and sufficient condition for the system to be completely observable is that the
‘nxn’ observability matrix
 c 
 cF 
 
V   cF 2 
 
 .... 
cF n 1 
Has rank equal to n, i.e., i.e., (V)=n.
CONTINUOUS STATE SPACE SYSTEM TO DISCRETE STATE SPACE SYSTEM
The continuous state equation of the plant is

x(t )  Ax(t )  bu (t )
y  Cx(t )
The Discrete state equation of the plant is
x(k  1)  Fx(k )  gu (k )
y (k )  Cx(k )
The transformation is
e At  L1  sI  A 
1. Find 1
 
2. Calculate F  e AT
3. Calculate T
g   e A bd
0

Example:
0 1  0 
A  , b    , c  1 0
0 1 1 
T  1 sec
The system is
1 1  e  t   1 1  e T 
e 
At
 F e AT
 
0 et  0 e T 
T 
 0 1 e 
d   
  T  1  e 
T T
g   e bd  T
A 
   1  e T 
0
  e d   
 
 0 
LOSS OF CONTROLLABILITY AND OBSERVABILITY DUE TO SAMPLING
The Transfer is
Y ( s) 2

X (s) s 2   2

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

U   g Fg   2sin T 1  cos T 
c
V     sin T
cF 
The controllability and observability are preserved only if
Re i  Re  j
2n
Im  i   j  
T
n  1,  2,.......
STABILITY TESTS OF DISCRETE-DATA SYSTEM
Jury's stability test
F ( z )  an z n  an 1 z n 1  an  2 z n  2  .....  a2 z 2  a1 z  a0
Necessary condition is
F(1)>0 and (-1)nF(-1)>0
The total number of rows are 2n-3
Sufficient condition (2n-3 row will be there)

Row z0 z z2 ….. Zn-k …. Zn-2 Zn-1 zn

1 a0 a1 a2 …… an-k …… an-2 an-1 an
2 an an-1 an-2 …… ak …… a2 a1 a0
3 b0 b1 b2 …… ….. …… bn-2 bn-1
4 bn-1 bn-2 bn-3 …… ….. …… b1 b0
5 c0 c1 c2 …… ….. …… cn-2
6 cn-2 cn-3 cn-4 …… ….. …… c0
……
2n-5
2n-4
2n-3

th
The k element of row-3 is given by

a an  k  b bn 1 k 
bk   0  , ck   0
 an ak  bn 1 bk 

Sufficient conditions
(n-1) conditions

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

a0  an
b0  bn 1
c0  cn  2
....

STABILITY ANALYSIS USING BILINEAR TRANSFORMATION

The bilinear transformation maps the interior of unit circle in the z-plane into the left half
of the r-plane.
1 r
z
1 r

STATE OBSERVER
Determination of observer Gain Matrix (m)
Method -1
1. Check the Observability (Qb)
2. Determine the desired char polynomial
   1    2  ......   n    n  1 n1  ....   n1   n
3. Determine the original char polynomial
 I  F   n  a1 n1  a2 n2  ....  an1  an
4. Determine the transformation matrix (Po)

Po  W QbT ,

 c   an 1 an 2 .... a2 a1 1 
 cF  a 
   n 2 an 3 .... a1 1 0 
Qb   cF 2  , W   ... ... .... ... ... ...
   
 ....   a1 1 .... 0 0 0 
cF n 1   1 0 .... 0 0 0 
5. Determine the Observer Gain Matrix (m)

  n  an 
 m1   a 
m   n 1 n 1 
m   2   Po1  .... 
 ...   
    2  a2 
 mn  1  a1 

Method-2 Observer design

1. Determine the desired characteristic polynomial
   1    2  ......   n    n  1 n1  ....   n1   n
2. Determine the characteristic polynomial of the system with state feedback

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

 I   F  mg   0
3. Equate the coefficients of polynomials
Method3- Observer design
1. Determine the desired characteristic polynomial
   1    2  ......   n    n  1 n1  ....  n1  n I
2. Determine the matrix ф(F) using the coefficient of desired characteristic polynomial.
 ( F )  F n  1 F n1  ....   n 1F   n I
3. Calculate the state feedback gain matrix (K) using Ackermann’s formula.
0
0
 
m   ( F )Qb1 ...
 
0
 1 

STATE FEEDBACK CONTROL

The discrete state variable model of the system is given by
x(k  1)  Fx(k )  gu (k )
y (k )  cx(k )  du (k )
F  nxn g  nx1 c  1xn d  1x1
X-state vector,
u-input vector, y-output vector
Pole Placement by State Feedback Method-1
1. Check the controllability (Qc)
2. Determine the desired char polynomial
   1    2  ......   n    n  1 n1  ....   n1   n
3. Determine the original char polynomial
 I  F   n  a1 n1  a2 n2  ....  an1  an
4. Determine the transformation matrix (Pc)
 P1 
 PF 
Pc   1  , P   0 0 ... 0 1 Q 1
 ....  1 c

 n 1 
 P1 F 
5. Determine the state feedback gain matrix
K  n  an  n1  an1 .... 2  a2 1  a1  Pc
Note:
If the given system state model is in controllable phase variable form then Pc=I (unit
matrix)

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

Example
Design a state feedback controller which will give closed-loop poles at -2, -1±j.
 x1 (k  1)  0 1 0   x1 (k )   0 
 x (k  1)   0 0 1   x ( k )    0  u ( k )
 2    2   
 x3 (k  1)  0 2 3  x3 (k )  10 
Solution:
Qc   g Fg F 2 g 

0 0 10 
  0 10 30   1000  0

10 30 70 

0.2 0.3 0.1

Q   0.3 0.1 0 
1
c

 0.1 0 0 
Desired characteristics polynomial
   1    2    3      2    1  j    1  j 
  3  4 2  6  4
Here, 3=4, 2=6, 1=4
Original characteristics polynomial
1 0 0   0 1 0 
 I  F   0 1 0   0 0 1 
0 0 1  0 2 3
  3  3 2  2  0
Here
a3 =0, a2 =2, a1 =3,
P1   0 0 1 * Qc1

 P1   0.1 0 0
Pc   P1 F    0 0.1 0 
  
 P1 F 2   0 0 0.1
The state feedback gain matrix is
K   3  a3  2  a2 1  a1  Pc
  4  0 6  2 4  3 Pc
  0.4 0.4 0.1

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 EI6801 COMPUTER CONTROL OF PROCESSES Dept. of EIE and ICE

METHOD-2 POLE PLACEMENT

1. Determine the desired characteristic polynomial
   1    2  ......   n    n  1 n1  ....   n1   n
2. Determine the characteristic polynomial of the system with state feedback
 I   F  gK   0
3. Equate the coefficients of polynomials

METHOD3 (ACKERMANN’S FORMULA)

1. Determine the desired characteristic polynomial
   1    2  ......   n    n  1 n1  ....  n1  n I
2. Determine the matrix ф(F) using the coefficient of desired characteristic polynomial.
 ( F )  F n  1 F n1  ....   n 1F   n I
3. Calculate the state feedback gain matrix (K) using Ackermann’s formula.
K  0 0 .... 0 1 Qc1  ( F )

Concept of Eigen Values and Eigen Vectors

The roots of characteristic equation that we have described above are known as eigen values or
eigen values of matrix A. Now there are some properties related to eigen values and these
properties are written below-
 Any square matrix A and its transpose At have the same eigen values.
 Sum of eigen values of any matrix A is equal to the trace of the matrix A.
 Product of the eigen values of any matrix A is equal to the determinant of the matrix A.
 If we multiply a scalar quantity to matrix A then the eigen values are also get multiplied by
the same value of scalar.
 If we inverse the given matrix A then its eigen values are also get inverses.
 If all the elements of the matrix are real then the eigen values corresponding to that matrix
are either real or exists in complex conjugate pair.
Now there exists one eigen vector corresponding to one Eigen value, if it satisfy the following
condition (ek × I - A)Pk = 0. Where, k = 1, 2, 3, ........n.

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