Linear Systems Theory

Dr Haris Anwaar
Course Objective:
The theory of linear systems would be consolidated. State equations
would be reviewed. Solution and implementation of state equations
would be undertaken. Stability, Controllability, Observability would
be discussed from examples from continuous-time and discrete-time
systems. State Feedback, State Estimation and Pole-Placement
would be discussed.
Linear Systems Theory
Linear Systems Theory
Modeling of Physical Systems
• The distinction between physical systems and models is basic in
engineering.
• For example, circuits or control systems studied in any textbook are models
of physical systems.
• A resistor with a constant resistance is a model; it will burn out if the
applied voltage is over a limit.
• This power limitation is often disregarded in its analytical study.
• An inductor with a constant inductance is again a model; in reality, the
inductance may vary with the amount of current flowing through it.
• Modeling is a very important problem, for the success of the design
depends on whether the physical system is modeled properly.
Empirical Methods
• We can apply various signals to a physical system and measure its
responses.
• If the performance is not satisfactory, we can adjust some of its
parameters or connect to it a compensator to improve its
performance.
• This approach relies heavily on past experience and is carried out by
trial and error and has succeeded in designing many physical systems.
Analytical Methods
• Empirical methods may become unworkable if physical systems are
complex or too expensive or too dangerous to be experimented on. In
these cases, analytical methods become indispensable.
• The analytical study of physical systems consists of four parts:
modeling, development of mathematical descriptions, analysis, and
design.
Physical system
• A physical system may have different models depending on the questions asked.
It may also be modeled differently in different operational ranges.
• For example, an electronic amplifier is modeled differently at high and low
frequencies.
• A spaceship can be modeled as a particle in investigating its trajectory; however,
it must be modeled as a rigid body in maneuvering.
• A spaceship may even be modeled as a flexible body when it is connected to a
space station.
• In order to develop a suitable model for a physical system, a thorough
understanding of the physical system and its operational range is essential.
• In this text, we will call a model of a physical system simply a system.
• Thus a physical system is a device or a collection of devices existing in the real
world; a system is a model of a physical system.
Mathematical Model
• Once a system (or model) is selected for a physical system, the next
step is to apply various physical laws to develop mathematical
equations to describe the system.
• For example, we apply Kirchhoff’s voltage and current laws to
electrical systems and Newton’s law to mechanical systems.
• The equations that describe systems may assume many forms; they
may be linear equations, nonlinear equations, integral equations,
difference equations, differential equations, or others. Depending on
the problem under study, one form of equation may be preferable to
another in describing the same system.
Analysis
• After a mathematical description is obtained, we then carry out
analyses—quantitative and/or qualitative.
• In quantitative analysis, we are interested in the responses of systems
excited by certain inputs.
• In qualitative analysis, we are interested in the general properties of
systems, such as stability, controllability, and observability.
• Qualitative analysis is very important, because design techniques may
often evolve from this study.
Model Identification
• If an excitation or input is applied to the input terminals, a unique
response or output signal can be measured at the output terminals.
• This unique relationship between the excitation and response, input
and output, or cause and effect is essential in defining a system.
Model Identification
SISO vs MIMO systems
• A system with only one input terminal and only one output terminal
is called a single-variable system or a single-input single-output (SISO)
system.
• A system with two or more input terminals and/or two or more
output terminals is called a multivariable system.
Continuous Time System
Discrete-time System
Memoryless system
• A system is called a memoryless system if its output y(𝑡0 ) depends
only on the input applied at 𝑡0 ; it is independent of the input applied
before or after 𝑡0 .
• A network that consists of only resistors is a memoryless system.
• Most systems, however, have memory. By this we mean that the
output at t0 depends on u(t) for t < 𝑡0 , t = 𝑡0 , and t > 𝑡0 .
• That is, current output of a system with memory may depend on past,
current, and future inputs.
Causal system
• A system is called a causal or nonanticipatory system if its current
output depends on past and current inputs but not on future input.
• If a system is not causal, then its current output will depend on future
input.
• In other words, a noncausal system can predict or anticipate what will
be applied in the future. No physical system has such capability.
Therefore every physical system is causal and causality is a necessary
condition for a system to be built or implemented in the real world.
State
• Current output of a causal system is affected by past input. How far
back in time will the past input affect the current output? Generally,
the time should go all the way back to minus infinity.
• In other words, the input from −∞ to time t has an effect on y(t).
Tracking u(t) from t = −∞ is, if not impossible, very inconvenient. The
concept of state can deal with this problem.
State
• By definition, if we know the state at 𝑡0 , there is no more need to
know the input u(t) applied before 𝑡0 in determining the output y(t)
after 𝑡0 .
• Thus in some sense, the state summarizes the effect of past input on
future output.
States
• For the network shown in Fig., if
we know the voltages x1(𝑡0 ) and
x2(𝑡0 ) across the two capacitors
and the current x3(𝑡0 ) passing
through the inductor, then for
any input applied on and after
𝑡0 , we can determine uniquely
the output for t ≥ 𝑡0 .
• Thus the state of the network at
time 𝑡0 is
System Classes
• A system is said to be lumped if its number of state variables is finite
or its state is a finite vector.
• The network in previous Fig is clearly a lumped system; its state
consists of three numbers.
• A system is called a distributed system if its state has infinitely many
state variables.
• The transmission line is the most well known distributed system.
Distributed System
Linear System
System Response
Input–output description
Input–output description
Input–output description
Input–output description
Relaxed and Causal System
Multi Input/output System
Linear Time-Invariant (LTI) Systems
LTI systems
• Some physical systems must be modeled as time-varying systems. For
example, a burning rocket is a time-varying system, because its mass
decreases rapidly with time.
• Although the performance of an automobile or a TV set may
deteriorate over a long period of time, its characteristics do not
change appreciable in the first couple of years. Thus a large number
of physical systems can be modeled as time-invariant systems over a
limited time period.
Transfer Functions
Construction of Transfer Functions
Transfer Functions
State-space description
Every linear lumped system can be described by a set of equations of the form
Correlation Between Transfer Functions
and State-Space Equations
• 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
Linearization
Most physical systems are nonlinear and time varying. Some of them can be described by the
nonlinear differential equation of the form
Linearization
Linearization
Examples
RLC Networks
• In RLC networks, capacitors and inductors can store energy and are
associated with state variables.
• If a capacitor voltage is assigned as a state variable x, then its current is
𝐶𝑥 ′ , where C is its capacitance.
• If an inductor current is assigned as a state variable x, then its voltage is
𝐿𝑥 ′ , where L is its inductance.
• Note that resistors are memoryless elements, and their currents or
voltages should not be assigned as state variables.
• For most simple RLC networks, once state variables are assigned, their
state equations can be developed by applying Kirchhoff’s current and
voltage laws, as the next example illustrates.
RLC Circuit
Procedure for developing state-space
equations
• 1. Consider an RLC network. We first choose a normal tree. The
branches of the normal tree are chosen in the order of voltage
sources, capacitors, resistors, inductors, and current sources.
• 2. Assign the capacitor voltages in the normal tree and the inductor
currents in the links as state variables. Capacitor voltages in the links
and inductor currents in the normal tree are not assigned.
Steps
• 3. Express the voltage and current of every branch in terms of the
state variables and, if necessary, the inputs by applying Kirchhoff’s
voltage law to fundamental loops and Kirchhoff’s current law to
fundamental cutsets.
• 4. Apply Kirchhoff’s voltage or current law to the fundamental loop or
cutset of every branch that is assigned as a state variable.
Discrete-Time Systems
Causal and LTI Systems