Chapter 1

Linear Systems

1.1 Introduction
Control theory can be approached from a number of directions. The first
systematic method of dealing with what is now called control theory began
to emerge in the 1930s. Transfer functions and frequency domain techniques
dominated the so called classical approaches to control theory. In the late 1950s
and early 1960s a time domain approach using state variable descriptions started
to emerge. The 1980s saw great advances in control theory for the robust design
of systems with uncertainties in their dynamic characteristics. The concepts of
H∞ control and µ-synthesis theory were introduced.

For a number of years the state variable approach was synonymous with
modern control theory. At the present time state variable approach and the
various transfer function based methods are considered on an equal level, and
nicely complement each other. This course is concerned with the analysis and
design of control systems with the state variable point of view. The class of
systems studied are assumed linear time-invariant (LTI) systems.

Linear time-invariant systems are usually mathematically described in one of

two domains: time-domain and frequency-domain. In time-domain, the system’s
representation is in the form of a differential equation. The frequency domain
approach usually results in a system representation in the form of a transfer
function. By use of the Laplace transform the transfer function can be derived
from the differential equations, and a differential equation model can be derived
from the the transfer function using the inverse Laplace transform. A transfer
function can be writtten only for the case in which the system model is a linear
time-invariant differential equation and the system initial conditions are ignored.

It is assumed that the student is familiar with obtaining the mathematical

models of various physical systems in the form of differential equations and
transfer functions. Knowledge of the laws of physics for mechanical, rotational
mechanical, and electrical systems is also assumed to be familiar to the student.

1
 2 CHAPTER 1. LINEAR SYSTEMS

1.2 Review of System Modeling

In this section we briefly review obtaining mathematical models of physi-
cal systems by means of several examples.. By the term mathematical model
we mean the mathematical relationships that relate the output of a system to
its input. Such models can be constructed from the knowledge of the physical
characteristics of the system, i.e. mass for a mechanical system or resistance for
an electrical system.

Example 1.1 Consider the simple mechanical system of Figure 1.1. Derive the equations
of motion for the system.

f (t)

y(t)
M

K B

Figure 1.1: Simple mechanical system.

 Solution We sum forces on the mass, M . Three forces influence the motion
of the mass, namely, the applied force, the frictional force, and the spring force.
Hence we can write
d2 y(t) dy
M 2
= f (t) − B − Ky(t)
dt dt
rearranging the terms implies
d2 y(t) dy
M 2
+B + Ky(t) = f (t) (1.1)
dt dt
This is a second-order differential equation with constant coefficients. Note
that the order of the differential equation is the order of the highest derivative.
Systems described by such equations are called linear systems of the same order
as the differential equation.
A transfer function can be found for the system of Figure 1.1, with the
applied force f (t) as the input and the displacement of the mass y(t) as the
output. We can express the Laplace transform of the system equation (1.1) as
M s2 Y (s) + BsY (s) + KY (s) = (M s2 + Bs + K)Y (s) = F (s)
The initial conditions are ignored, since the transfer function is to be derived.
Thus the transfer function is given by
Y (s) 1
G(s) = = (1.2)
F (s) M s2 + Bs + K
1.2. REVIEW OF SYSTEM MODELING 3

Transfer functions represent the ratio of a system’s frequency domain output to

the frequency domain input, assuming that the initial conditions on the system
are zero. 

As a second example, consider the mechanical system shown in Figure 1.2. Example 1.2
This is a simplified model of a car suspension system of one wheel, with M1
the mass of the car, B the shock absorber, K1 the springs, M2 the mass of the
wheel, and K2 the elastance of the tire.

Figure 1.2: Simplified car suspension system.

 Solution Note that two equations must be written, since two independent
displacements exist; that is, knowing displacement x1 (t) does not give us knowl-
wdge of displacement x2 (t).
As mass M2 moves in the direction of positive x2 , the spring K2 will compress
and react with a force K2 x2 against the motion. The spring K1 will also react
with a force K1 (x2 − x1 ) against the motion. Likewise the damper will resist
motion with viscous friction force B( dx dx1
dt − dt ). The free-body diagram of the
2

system in Figure 1.3 shows

Xthe two masses and all of the forces acting on them.
Applying Newton’s law, F = ma, we get
d2 x2
 
dx2 dx1
M2 2 = f (t) − B − − K1 (x2 − x1 ) − K2 x2 (1.3)
dt dt dt
For mass M1 , only the spring K1 and damper provide forces, which are equal
and opposite to the forces seen in (1.3). Therefore,
d2 x1
 
dx2 dx1
M1 2 = B − + K1 (x2 − x1 ) (1.4)
dt dt dt
4 CHAPTER 1. LINEAR SYSTEMS

M1

dx2 dx1


K1 (x2 − x1 ) B dt − dt

M2

f (t) K2 x2

Figure 1.3: Free-body diagram s showing the masses in Figure 1.2 and the forces
that act on them.

Rearranging (1.3) and (1.4) to a more convenient form,

d2 x1
 
dx1 dx2
M1 2 + B − + K1 (x1 − x2 ) = 0
dt dt dt
d2 x2
 
dx2 dx1
M2 2 + B − + K1 (x2 − x1 ) − K2 x2 = f (t)
dt dt dt
Taking Laplace transform of these equations yields

M1 s2 X1 (s) + B[sX1 (s) − sX2 (s)] + K1 [X1 (s) − X2 (s)] = 0 (1.5)

2
M2 s X2 (s) + B[sX2 (s) − sX1 (s)] + K1 [X2 (s) − X1 (s)]+
K2 X2 (s) = F (s) (1.6)

Suppose the transfer function is desired between F (s) and X1 (s), that is, be-
tween a force applied to the wheel and the resulting displacement of the car.
First we solve the Equation (1.5) for X1 (s),
Bs + K1
X1 (s) = X2 (s) = G1 (s)X2 (s)
M1 s2 + Bs + K1
where
Bs + K1
G1 (s) =
M1 s2 + Bs + K1
Next we solve Equation (1.6) for X2 (s),
1 Bs + K1
X2 (s) = F (s) + X1 (s)
s2
M2 + Bs + K1 + K2 2
M2 s + Bs + K1 + K2
= G2 (s)F (s) + G3 (s)X1 (s)

where
1
G2 (s) =
M2 s2 + Bs + K1 + K2
1.2. REVIEW OF SYSTEM MODELING 5

and
Bs + K1
G3 (s) =
s2
M2 + Bs + K1 + K2
To find the transfer function between F1 (s) and X1 (s), we construct a block
diagram for this example from the system equations as shown in Figure 1.4
Thus the transfer function is, from the block diagram,

Figure 1.4: Model for Example 1.2.

X1 (s) G1 (s)G2 (s)

T (s) = =
F (s) 1 − G1 (s)G3 (s)
This expression may be evaluated to yield
Bs + K1
T (s) = 
M1 M2 s4 + B(M1 + M2 )s3 + (K1 M2 + K1 M1 + K2 M1 )s2 + K2 Bs + K1 K2

Consider the circuit of Figure 1.5. In this circuit we consider v1 (t) to be the Example 1.3
circuit input and v2 (t) to be the circuit output. Write a set of equations such
that the solution of these equations will yield v2 (t) as a function of v1 (t).

Figure 1.5: Electrical circuit.

 Solution By Kirchoff’s voltage law, assuming zero initial condition on the

capacitor, we obtain
1 t
Z
R1 (t)i(t) + R2 i(t) + i(τ )dτ = v1 (t) (1.7)
C 0
1 t
Z
R2 i(t) + i(τ )dτ = v2 (t) (1.8)
C 0
6 CHAPTER 1. LINEAR SYSTEMS

Hence, these two equations form the mathematical model of the circuit in Figure
1.5. Also we can derive the transfer function of the circuit of example 1.3. Taking
the Laplace transform of equation (1.7) yields
1
R1 I(s) + R2 I(s) + I(s) = V1 (s)
sC
We solve for I(s):
V1 (s)
I(s) = 1


R1 + R2 + sC
Next the Laplace transform of (1.8) yields
1
R2 I(s) + I(s) = V2 (s)
sC
we substitute the value of I(s) found earlier:
1


R2 + sC
V2 (s) = 1 V1 (s)


R1 + R2 + sC

Rearranging this equation yields the transfer function G(s),

V2 (s) R2 Cs + 1
G(s) = = 
V1 (s) (R1 + R2 )Cs + 1

1.3 State-variable Modeling

In section 1.2 two models of LTI systems were presented: linear differential
equations with constant coefficients and transfer functions. In this section we
consider a third type of model: the state variable model. The set of equations
(1.3) and (1.4) are coupled, in the sense that the variables in one appear in the
other. This implies that they must be solved simultaneously, or else they must be
combined into a single, larger order differential equation by substituting one into
the other. Finding the transfer function was a long and tedious exercise. Instead,
we prefer to write the dynamic equations of physical systems as state equations.
State equations are simply collections of first-order differential equations that
together represent exactly the same information as the original larger differential
equation. Of course, with an nth -order differential equation, we will need n first-
order equations.
The variables used to write these n first-order equations are called state
variables. The collection of state variables at any given time is known as the
state of the system, and the set of all values that can be taken on by the state
is known as the state space. State space may be thought of as trajectory in n
dimensional space representing the manner in which the state variables change
as a function of time.
To illustrate state variable modeling we begin by giving an example. The
system model used to illustrate state variables, is given in Figure 1.6. This is
the same model of Example 1.1. The differential equation describing this system
was already determined in (1.1) as

d2 y(t) dy
M +B + Ky(t) = f (t) (1.9)
dt2 dt
1.3. STATE-VARIABLE MODELING 7

f (t)

y(t)
M

K B

Figure 1.6: Simple mechanical system.

and the transfer function given by

Y (s) 1
G(s) = = (1.10)
F (s) M s2 + Bs + K

This equation gives a description of the position y(t) as a function of the force
f (t). Suppose that we also want information about the velocity. Using the state
variable approach, we define the two state variables x1 (t) and x2 (t) as

x1 (t) = y(t) (1.11)

and
dy(t) dx1 (t)
x2 (t) = = = ẋ1 (t) (1.12)
dt dt
Thus x1 (t) is the position of the mass and x2 (t) is its velocity. Then from (1.26),
(1.27) and (1.12), we may write

d2 y(t)
     
dx2 (t) B K 1
2
= = ẋ2 (t) = − x2 (t) − x1 (t) + f (t) (1.13)
dt dt M M M

The state variable model is usually written in a specific format which is given
by rearranging the equations as

ẋ1 (t) = x2 (t)

     
K B 1
ẋ2 (t) = − x1 (t) − x2 (t) + f (t)
M M M
y(t) = x1 (t)

Usually state equations are written in a vector-matrix format as

      
ẋ1 (t) 0 1 x1 (t) 0
= K B + 1 f (t)
ẋ2 (t) −M −M x2 (t) M
 
  x1 (t)
y(t) = 1 0
x2 (t)
8 CHAPTER 1. LINEAR SYSTEMS

1.3.1 The Concept of State

The concept of state occupies a central position in modern control theory. It
is a complete smmary of the status of the system at a particular point in time
and is defined as:

Definition The state of a system at any time t0 is the amount of informa-

tion at t0 that, together with all inputs for t ≥ t0 , uniquely determines the
behaviour of the system for all t ≥ t0 .

Knowledge of the state at some initial time t0 , plus knowledge of the system
inputs after t0 , allows the determination of the state at a later time t1 . As
far as the state at t1 is concerned, it makes no difference how the initial state
was attained. Thus the state at t0 constitutes a complete history of the system
behaviour prior to t0 .
The most general state space representation of a LTI system is given by

ẋ(t) = Ax(t) + Bu(t) (1.14)

y(t) = Cx(t) + Du(t) (1.15)

where

x(t) = state vector = (n × 1) vector of the states of an nth -order system

A = (n × n) system matrix
B = (n × r) input matrix
u(t) = input vector = (r × 1) vector composed of the system input functions
y(t) = output vector = (p × 1) vector composed of the defined outputs
C = (p × n) output matrix
D = (p × r) matrix to represent direct coupling between input and output

Equation (1.14) is called the state equation, and Equation (1.15) is called the
output equation, together they are referred to as the state-variable equations.
Equations (1.14) and (1.15) are shown in block diagram form in Figure 1.7.
The heavier lines indicate that the signals are vectors, and the integrator symbol
really indicates n scalar integrators.

Figure 1.7: State space representation of CT linear system.

1.4. SIMULATION DIAGRAMS 9

Consider the system described by the coupled differential equations Example 1.4

ÿ1 + k1 ẏ1 + k2 y1 = u1 + k3 u2
ẏ2 + k4 y2 + k5 ẏ1 = k6 u1

where u1 and u2 are inputs, y1 and y2 are outputs, and ki = 1, · · · , 6 are system
parameters. Write a state space representation for the differential equations.

 Solution To generate state equations, we will introduce the variables

x1 = y1 x2 = ẏ1 = ẋ1 x3 = y2

From the system differential equations we write

ẋ2 = −k2 x1 − k1 x2 + u1 + k3 u2
ẋ3 = −k5 x2 − k4 x3 + k6 u1

We rewrite the differential equations in the following order:

ẋ1 = x2
ẋ2 = −k2 x1 − k1 x2 + u1 + k3 u2
ẋ3 = −k5 x2 − k4 x3 + k6 u1

with the output equations

y1 = x1
y2 = x3

These equations may be written in matrix form as

ẋ A x B
z }| { z
 }| z }| { z }| { u
{ 
ẋ1 0 1 0 x1 0 0  
z }| {
u
ẋ2  = −k2 −k1 0  x2  +  1 k3  1
u2
ẋ3 0 −k5 −k4 x3 k6 0
 
 x
0  1
  
y1 1 0
= x2 
y2 0 0 1
|{z} | {z } x3
y C | {z }
x

1.4 Simulation Diagrams

In the previous section we presented examples of finding the state model of a
system directly from the system differential equations. The procedure in these
examples is very useful and is employed in many practical situations. However,
sometimes only a transfer function may be available to describe a system.
We obtain state models directly from a transfer function by means of a
simulation diagram. A simulation diagram is a certain type of a block diagram
or a flow graph that is constructed to have a given transfer function or to
model a set of differential equations. Given the transfer function, the differential
 10 CHAPTER 1. LINEAR SYSTEMS

equations, or the state equations of a system, we can construct a simulation

diagram of the system.
Simulation diagrams are very useful in constructing either digital or analog
computer simulations of a system. The basic element of the simulation diagram
is the integrator which can be easily constructed using electronic devices. Figure
1.8 shows the block diagram of an integrating device.

Figure 1.8: Integrating device.

In this figure Z
y(t) = x(t) dt

and the Laplace transform of this equation yields

1
Y (s) = X(s)
s
Note that if the output of an integrator is labeled as y(t), the input to the
integrator must be dy/dt. Two integrators are cascaded in Figure 1.9, if the
output of the second integrator is y(t), the input to this integrator must be
ẏ(t).

Note that we combine time-

domain with s-domain repre-
sentation only in simulation di-
agrams.
Figure 1.9: Cascaded Integrating devices.

The input to the first integrator must be ÿ(t). We can use these two integrators
to construct a simulation diagram of the mechanical system of Figure 1.1. The
input to the cascaded integrators in Figure 1.9 is ÿ(t) and the equation that
ÿ(t) must satisfy for the mechanical system is obtained from (1.1) as
B K 1
ÿ(t) = − ẏ(t) − y(t) + f (t)
M M M
Hence a summing junction and appropriate gains can be added to the block
diagram of Figure 1.9 to satisfy this equation as shown in Figure 1.10.

1.4.1 State-variable models from Transfer Function

A simulation diagram constructed from the system differential equations will
usually be unique. However, if the transfer function is used to construct the
1.4. SIMULATION DIAGRAMS 11

Figure 1.10: Simulation diagrams.

simulation diagram, the simulation diagram can be of many forms, that is, the
simulation diagram is not unique. Next, we consider two common and useful
forms of the simulation diagram, namely, control canonical form and observer
canonical form (The names will become evident later in the course). The two
different simulation diagrams are derived from the general transfer functions of
the form
m
X
bi si
Y (s)
G(s) = = i=0
n
U (s) X
ai si
i=0
b0 + · · · + bm−1 sm−1 + bm sm
= (1.16)
a0 + · · · + an−1 sn−1 + sn
where
m<n and an = 1

Control Canonical Form

Also called the phase variable model, as an example consider m = 2 and n = 3
in (1.16), therefore,
b0 + b1 s + b2 s2
Y (s) = U (s)
a0 + a1 s + a2 s2 + s3
Divide numerator and denominator by sn , in this example that is s3 , hence,
b0 s−3 + b1 s−2 + b2 s−1
Y (s) = U (s)
a0 s−3 + a1 s−2 + a2 s−1 + 1
Set
U (s)
W (s) =
a0 s−3 + a1 s−2 + a2 s−1 + 1
This gives
W (s) = U (s) − [a0 s−3 + a1 s−2 + a2 s−1 ]W (s)
and
Y (s) = [b0 s−3 + b1 s−2 + b2 s−1 ]W (s)
12 CHAPTER 1. LINEAR SYSTEMS

U (s) W (s)

Y (s)

Figure 1.11: Control canonical form.

A simulation diagram, called the control canonical form shown in Figure 1.11
can be drawn. Once a simulation diagram of a transfer function is constructed,
a state model of the system is easily obtained. The procedure is as follows:
1. Assign a state variable to the output of each integrator starting from right
to left. (We could assign state variables from left to right to obtain what
we call input feedforward canonical form).
2. Write an equation for the input of each integrator and an equation for
each system output.
Following the procedure above the state variable satisfy:

ẋ1 = x2
ẋ2 = x3
ẋ3 = −a0 x1 − a1 x2 − a2 x3 + u(t)

while the output is

y(t) = b0 x1 + b1 x2 + b2 x3
In matrix form this yields the following state-variable model
   
0 1 0 0
ẋ =  0 0 1  x + 0 u
−a0 −a1 −a2 1
 
y = b0 b1 b2 x

Note the direct connection with coefficients of the transfer function. The bottom
row of the A matrix contains the negatives of the coefficients of the characteristic
equation (i.e., the denominator of G(s)), starting on the left with −a0 and ending
on the right with −a2 . Above the bottom row is a column of zeros on the left
and a 2 × 2 identity matrix on the right. The B matrix is similarly very simple,
1.4. SIMULATION DIAGRAMS 13

all the elements are zero except for the bottom element, which is the gain from
the original system. The C matrix contains the positive of the coefficients of the
numerator of the transfer function, starting on the left with b0 and ending on
the right with b2 . These equations are easily extended to the nth -order system.
It is important to note that state matrices are never unique, and each G(s) has
infinite number of state models.

Observer Canonical Form

In addition to control canonical form, we can draw a simulation diagram called
the observer canonical form. To show how observer canonical form can be
derived, consider the transfer function in (1.16) with m = 2 and n = 3. Equation
(1.16) is written in the form

Y (s)[a0 + a1 s + a2 s2 + s3 ] = [b0 + b1 s + b2 s2 ]U (s)

Divide both sides by s3 to obtain

Y (s)[1 + a2 s−1 + a1 s−2 + a0 s−3 ] = [b2 s−1 + b1 s−2 + b0 s−3 ]U (s)

leading to

Y (s) = −[a2 s−1 + a1 s−2 + a0 s−3 ]Y (s) + [b2 s−1 + b1 s−2 + b0 s−3 ]U (s)

This relationship can be implemented by using a simulation diagram as shown

in Figure 1.12.

U (s)

Y (s)

Figure 1.12: Observer canonical form.

The state equations are written as

   
−a2 1 0 b2
ẋ = −a1 0 1 x + b1  u
−a0 0 0 b0
 
y= 1 0 0 x

Remark We say G(s) is strictly proper if m < n in (1.16). If G(s) is strictly

proper, we can get a state-space representation at once by filling the negative
 14 CHAPTER 1. LINEAR SYSTEMS

denominator coefficients into the lowermost row of A if a control canonical form

is required and into the leftmost column if an observer canonical form is desired.
If m = n, G(s) is proper, but not strictly proper. In this cases we have to divide
the numerator of G(s) by the denominator. This will lead to a feedthrough
term, i.e., the D matrix is not zero. If G(s) is not proper state-space represen-
tations do not exist for non-proper transfer functions.

Example 1.5 Find the state and output equations for

5s2 + 7s + 4
G(s) =
s3 + 3s2 + 6s + 2
in control canonical form.

 Solution State equation

   
0 1 0 0
ẋ =  0 0 1  x + 0 u
−2 −6 −3 1

The output equation is  

y= 4 7 5 x 
Example 1.6 Find the state and output equations for
1
G(s) =
2s2 − s + 3
 Solution State equation
   
0 1 0
ẋ = x+ u
−3/2 1/2 1/2

The output equation is  

y= 1 0 x 
Example 1.7 Write a state variable expression for the following differential equation

2ÿ − ẏ + 3y = u̇ − 2u

 Solution If we attempt to use the definitions of state variables presented

earlier as in Example 1.4 we require derivatives of u in the state equations.
According to the standard form of (1.14) and (1.15), this is not allowed. We
need to eliminate the derivates of u. A useful formulation for state variables
here is to obtain a transfer function and then using a simulation diagram to
obtain the state model. The transfer function of the system is
s−2
Y (s) = U (s)
2s2 − s + 3
The state model in control canonical form is given by
   
0 1 0
ẋ = x+ u
−3/2 1/2 1
 
y = −1 1/2 x
1.4. SIMULATION DIAGRAMS 15

To show that the answer is true let us construct a simulation diagram. First we
have to express the transfer function in standard form:
1 −1
2s − s−2
Y (s) = U (s)
1 − 2 s + 32 s−2
1 −1

introduce an auxiliary signal W (s):

1
Y (s) = ( 21 s−1 − s−2 ) U (s)
1 − 12 s−1 + 32 s−2
| {z }
=:W (s)

Therefore,
W (s)[1 − 12 s−1 + 32 s−2 ] = U (s)
and
Y (s) = ( 12 s−1 − s−2 )W (s)

1
2

−1

1
−
2

3
2

Figure 1.13: Simulation diagram for Example 1.7 in control canonical form.

After we assign a state variable to the output of each integrator from right to
left we get,
ẋ1 = x2
3 1
ẋ2 = − x1 + x2 + u
2 2
1
y = −x1 + x2 
2

1.4.2 Transfer Functions from State-variable Models

It may be reasonably asked at this point how the state variable description which
is in time domain, relates to the transfer function representation. Consider a
state-variable model initially at rest
ẋ(t) = Ax(t) + Bu(t), x(0) = 0
y(t) = Cx(t) + Du(t)
 16 CHAPTER 1. LINEAR SYSTEMS

Taking Laplace transforms yields

sX(s) = AX(s) + BU(s)
Y(s) = CX(s) + DU(s)
The term sX(s) must be written as sIX(s), where I is the identity matrix.
This additional step is necessary, since the subtraction of the matrix A from
the scalar s is not defined. Then,
sX(s) − AX(s) = (sI − A)X(s) = BU(s)
or
X(s) = (sI − A)−1 BU(s)
Substituting in the output equation, we get
Y(s) = C(sI − A)−1 BU(s) + DU(s)
We conclude that the transfer function from U (s) to Y (s) is then
G(s) = C(sI − A)−1 B + D
Example 1.8 The state equations of a system are given by
   
−2 0 1
ẋ = x+ u
−3 −1 2
 
y= 3 1 x
Determine the transfer function for the system.

 Solution The transfer function is given by

G(s) = C(sI − A)−1 B + D
First, we calculate (sI − A)−1 . Now,
     
1 0 −2 0 s+2 0
sI − A = s − =
0 1 −3 −1 3 s+1
Therefore,
det(sI − A) = (s + 2)(s + 1) = s2 + 3s + 2
Then, letting det(sI − A) = ∆(s) for convenience, we have
 s+1 
0
adj(sI − A)  ∆(s)
(sI − A)−1 =

= 
det(sI − A)  −3 s+2 
∆(s) ∆(s)
and the transfer function is given by
 s+1 
0
  ∆(s)
 
  1
G(s) = 3 1  
 −3 s+2  2
∆(s) ∆(s)
 s+1 
∆(s) 
 = 5s + 4
 
= 3 1  
 2s + 1  s2 + 3s + 2
∆(s)
1.5. SYSTEM INTERCONNECTIONS 17

1.5 System Interconnections

Frequently, a system is made up of components connected together in some
topology. This raises the question, if we have state models for components, how
can we assemble them into a state model for overall system?

1.5.1 Series and Parallel Connections

Consider the two systems connected in series as shown in Figure 1.14.

Figure 1.14: Series connection.

The diagram stands for the equations

ẋ1 = A1 x1 + B1 u
y1 = C1 x1 + D1 u
ẋ2 = A2 x2 + B2 y1
y = A2 x2 + D2 y1

Let us take the overall state to be

 
x1
x=
x2

Then
ẋ = Ax + Bu, y = Cx + Du
where
" # " #
A1 0 B1
A= , B=
B2 C1 A2 B2 D1
 
C = D 2 C1 C2 , D = D2 D1

Obtaining a state model of two systems connected in parallel as shown in Figure

1.15 is very similar to the series connection and is left for the student.

1.5.2 Feedback Connection

Consider the feedback connection shown in Figure 1.16, the state equations are
given by (assuming D2 = 0)

ẋ1 = A1 x1 + B1 e = A1 x1 + B1 (r − C2 x2 )
ẋ2 = A2 x2 + B2 u = A2 x2 + B2 (C1 x1 + D1 (r − C2 x2 ))
y = C2 x 2
18 CHAPTER 1. LINEAR SYSTEMS

Figure 1.15: Parallel connection.

Figure 1.16: Feedback connection.

Taking  
x1
x=
x2
we get
ẋ = Ax + Br, y = Cx
where
" # " #
A1 −B1 C2 B1
A= , B=
B2 C1 A2 − B2 D1 C2 B2 D1
 
C= 0 C2

1.6 Solution of State Equations

We have developed procedures for writing the state equations of a system,
given the system differential equations, the system transfer function, or the
simulation diagram. In this section we present two methods for finding the
solution of the state equations. The standard form of the state equation is
given by
ẋ(t) = Ax(t) + Bu(t)
This equation will now be solved using the Laplace transform. Taking Laplace
transforms
sX(s) − x(0) = AX(s) + BU(s)
1.6. SOLUTION OF STATE EQUATIONS 19

We wish to solve this equation for X(s); to do this we reaarange the last equation

(sI − A)X(s) = x(0) + BU(s)

Pre-multiplying by (sI − A)−1 , we obtain

X(s) = (sI − A)−1 x(0) + (sI − A)−1 BU(s) (1.17)

and the state vector x(t) is the inverse Laplace transform of this equation.
Therefore,
Z t
At
x(t) = e x(0) + eA(t−τ ) Bu(τ ) dτ (1.18)
0

if the initial time is t0 , then

Z t
x(t) = eA(t−t0 ) x(0) + eA(t−τ ) Bu(τ ) dτ
t0

The exponential matrix eAt is called the state transition matrix Φ(t) and is
defined as
Φ(t) = L−1 (sI − A)−1 = eAt
and
Φ(s) = (sI − A)−1
The exponential matrix eAt represents the following power series of the matrix
At, and
1 1
Φ(t) = eAt = I + At + A2 t2 + A3 t3 + · · · (1.19)
2! 3!
Equation (1.18) can be written as
Z t
x(t) = Φ(t)x(0) + Φ(t − τ )Bu(τ ) dτ (1.20)
0

In Equation (1.20) the first term represents the response to a set of initial
conditions (zero-input response), whilst the integral term represents the reponse
to a forcing function u(t) (zero-state response). Similarly, the output equation
is given by
Z t
y(t) = CΦ(t)x(0) + CΦ(t − τ )Bu(τ ) dτ + Du(t) (1.21)
0

Use the infinite series in (1.19) to evaluate the transition matrix Φ(t) if Example 1.9
 
0 1
A=
0 0

 Solution This is a good method only if A has a lot of zeros, since this
guarantees a quick convergence of the infinite series. Clearly,
 
2 0 0
A =
0 0
 20 CHAPTER 1. LINEAR SYSTEMS

and we stop here, since A2 = 0 and any higher powers are zero. Therefore,
 
At 1 t
e = I + At = 
0 1

The most common way of evaluating the transition matrix Φ(t) is with the use
of Laplace, as the next Example demonstrates.

Example 1.10 Use the Laplace transform to find the transition matrix if A is the same as
in Example 1.9.

 Solution We first calculate the matrix (sI − A),

     
1 0 0 1 s −1
sI − A = s − =
0 1 0 0 0 s

The determinant of this matrix is

det(sI − A) = s2

and the adjoint matrix is

 
s 1
adj(sI − A) =
0 s

Next we determine the inverse of the matrix (sI − A),

 
−1 adj(sI − A) 1 s 1
(sI − A) = = 2
det(sI − A) s 0 s
 1 1 
 s s2 
=
1

0
s
The state transition matrix is the inverse Laplace transform of this matrix
 
At 1 t
e = Φ(t) = 
0 1

Example 1.11 Consider the system described by the transfer function

1
G(s) =
s2 + 3s + 2
(a) Write down the state equation in observer canonical form.
(b) Evaluate the state transition matrix Φ(t).
(c) Find the zero-state response if a unit step is applied.
 Solution (a) The state equation in observer canonical form is given by
   
−3 1 0
ẋ = x+ u
−2 0 1
1.6. SOLUTION OF STATE EQUATIONS 21

(b) To find the state transition matrix, we first calculate the matrix (sI − A),
     
1 0 −3 1 s + 3 −1
sI − A = s − =
0 1 −2 0 2 s

The determinant of this matrix is

det(sI − A) = s2 + 3s + 2 = (s + 1)(s + 2)

and the adjoint matrix is

 
s 1
adj(sI − A) =
−2 s+3

Next we determine the inverse of the matrix (sI − A),

 s 1 
adj(sI − A)  (s + 1)(s + 2) (s + 1)(s + 2) 
(sI − A)−1

= = 
det(sI − A) −2 s+3 
(s + 1)(s + 2) (s + 1)(s + 2)
 −1 2 1 −1 
+ +
 s+1 s+2 s+1 s+2 
=
 −2

2 2 −1 
+ +
s+1 s+2 s+1 s+2
The state transition matrix is the inverse Laplace transform of this matrix
 −t
−e + 2e−2t e−t − e−2t

Φ(t) =
−2e−t + 2e−2t 2e−t − e−2t

(c) If a unit step is applied as an input. Then U (s) = 1/s, and the second term
in (1.17) becomes
 s 1 
(s + 1)(s + 2) (s + 1)(s + 2)  0 1
 
(sI − A)−1 BU (s) = 


 −2 s+3  1 s
(s + 1)(s + 2) (s + 1)(s + 2)
 1   1 −1 1 
2
+ + 2
 s(s + 1)(s + 2)   s
 s+1 s+2 
= = 

 s+3   3 −2 1 
2
s(s + 1)(s + 2) + + 2
s s+1 s+2
The inverse Laplace transform of this term is

1 1
 
− e−t + e−2t
2 2
L−1 ((sI − A)−1 BU (s)) = 
 

 3 1 
− 2e−t + e−2t
2 2
22 CHAPTER 1. LINEAR SYSTEMS

Alternatively, we could have attempted a convolution solution,

t Z t
−e−(t−τ ) + 2e−2(t−τ ) e−(t−τ ) − e−2(t−τ )
Z  
0
Φ(t − τ )Bu(τ ) dτ = dτ
0 0 −2e−(t−τ ) + 2e−2(t−τ ) 2e−(t−τ ) − e−2(t−τ ) 1
Z t 
 (e−(t−τ ) − e−2(t−τ ) )dτ 
 0
= Z


 t 
−(t−τ ) −2(t−τ )
(2e −e )dτ
 0 t

 e−t eτ − 2 e−2t e2τ
1


 " (1 − e−t ) − 1 (1 − e−2t ) #
 0  2
= =
t 
2(1 − e ) − 12 (1 − e−2t )
−t

 −t τ 1 −2t 2τ

2e e − 2 e e
0
1 1
 
− e−t + e−2t
 2 2 
=
 3

1 
− 2e−t + e−2t
2 2
The result shows that the solution may be evaluated either by the Laplace
transform or the convolution integral. 

1.6.1 Properties of the State-Transition Matrix

Three properties of the state-transition matrix will now be derived.

1. Φ(0) = I. This result follows directly from (1.19) by setting t = 0. The

state transition matrix from Example 1.11 is used to illustrate this prop-
erty,
 −t
−e + 2e−2t e−t − e−2t

Φ(t) = (1.22)
−2e−t + 2e−2t 2e−t − e−2t
Now,
−e0 + 2e0 e0 − e0
   
1 0
Φ(0) = = =I
−2e0 + 2e0 2e0 − e0 0 1

2. Φ(t2 − t1 )Φ(t1 − t0 ) = Φ(t2 − t0 ). To prove this result, recall that Φ(t) =

eAt , hence,

Φ(t2 − t1 )Φ(t1 − t0 ) = eA(t2 −t1 ) eA(t1 −t0 )

= eA(t2 −t0 ) = Φ(t2 − t0 )

To illustrate this property consider the following:

−e−(t2 −t1 ) + 2e−2(t2 −t1 ) e−(t2 −t1 ) − e−2(t2 −t1 )

 
Φ(t2 − t1 )Φ(t1 − t0 ) =
−2e−(t2 −t1 ) + 2e−2(t2 −t1 ) 2e−(t2 −t1 ) − e−2(t2 −t1 )
 −(t −t )
−e 1 0 + 2e−2(t1 −t0 ) e−(t1 −t0 ) − e−2(t1 −t0 )

×
−2e−(t1 −t0 ) + 2e−2(t1 −t0 ) 2e−(t1 −t0 ) − e−2(t1 −t0 )
1.6. SOLUTION OF STATE EQUATIONS 23

The (1,1) element of the product matrix is given by

(1,1) element = [−e−(t2 −t1 ) + 2e−2(t2 −t1 ) ][−e−(t1 −t0 ) + 2e−2(t1 −t0 ) ]
+ [e−(t2 −t1 ) − e−2(t2 −t1 ) ][−2e−(t1 −t0 ) + 2e−2(t1 −t0 ) ]
= [e−(t2 −t0 ) − 2e−(t2 +t1 −2t0 ) − 2e−(2t2 −t1 −t0 ) + 4e−2(t2 −t0 ) ]
+ [−2e−(t2 −t0 ) + 2e−(t2 +t1 −2t0 ) + 2e−(2t2 −t1 −t0 ) − 2e−2(t2 −t0 ) ]

Combining these terms yields

(1,1) element = −e−(t2 −t0 ) + 2e−2(t2 −t0 )

which is the (1,1) element of Φ(t2 − t0 ). The other three elements of the
product matrix can be verified in a like manner.
The second property is based on time invariance. It implies that a state-
transition process can be divided into a number of sequential transitions.
Figure 1.17 illustrates that the transitionn from t = t0 to t = t2 is equal
to the transition from t0 to t1 , and then from t1 to t2 .

Figure 1.17: Property of the state-transition matrix.

3. Φ−1 (t) = Φ(−t). We can derive the third property by postmultiplying

both sides of Φ(t) = eAt by e−At , we get

Φ(t)e−At = eAt e−At = I

then premultiplying the above equation by Φ−1 (t), we get

e−At = Φ−1 (t)

Thus
Φ(−t) = Φ−1 (t) = e−At

To illustrate this property, consider again the state matrix in (1.22), we

assume the property is true. Hence,
 −t
−e + 2e−2t e−t − e−2t
  t
−e + 2e2t et − e2t

Φ(t)Φ(−t) = × =I
−2e−t + 2e−2t 2e−t − e−2t −2et + 2e2t 2et − e2t
24 CHAPTER 1. LINEAR SYSTEMS

1.7 Characteristic Equations

Characteristic equations play an important role in the study of linear sys-
tems. They can be defined with respect to differential equations, transfer func-
tions, or state equations.

Characteristic Equation from a Differential Equation

Consider that a linear time-invariant system is described by the differential
equation
dn y(t) dn−1 y(t) dy(t)
n
+ an−1 n−1
+ · · · + a1 + a0 y(t)
dt dt dt
dm u(t) dm−1 u(t) du(t)
= bm m
+ bm−1 + · · · + b1 + b0 u(t) (1.23)
dt dtm−1 dt
where n > m. By defining the operator s as
dk
sk = k = 1, 2, · · · , n
dtk
Equation (1.23) is written
(sn + an−1 sn−1 + · · · + a1 s + a0 )y(t) = (bm sm + bm−1 sm−1 + · · · + b1 s + b0 )u(t)
The Characteristic equation of the the system is defined as
sn + an−1 sn−1 + · · · + a1 s + a0 = 0 (1.24)

Characteristic Equation from a Transfer Function

The transfer function of the system described by (1.23) is
bm sm + bm−1 sm−1 + · · · + b1 s + b0
G(s) =
sn + an−1 sn−1 + · · · + a1 s + a0
The characteristic equation is obtained by equating the denominator polynomial
of the transfer function to zero.

Characteristic Equation from a State Equation

Recall that
G(s) = C(sI − A)−1 B + D
which can be written as
adj(sI − A)
G(s) = C B+D
|sI − A|
C[adj(sI − A)]B + |sI − A|D
=
|sI − A|
Setting the denominator of the transfer-function matrix G(s) to zero, we get
the characteristic equation
|sI − A| = 0
which is an alternative form of the characteristic equation, but should lead to
the same equation as in (1.24).
1.7. CHARACTERISTIC EQUATIONS 25

1.7.1 Eigenvalues
The roots of the characteristic equation are often referred to as the eigenvalues
of the matrix A.

Find the eigenvalues of the matrix A given by Example 1.12

 
1 −1
A=
0 −1

 Solution The characteristic equation of A is

|sI − A| = s2 − 1

Therefore, |sI − A| = 0 gives the eigenvalues λ1 = 1 and λ2 = −1. 

1.7.2 Eigenvectors
Any nonzero vector pi which satisfies the matrix equation

(λi I − A)pi = 0 (1.25)

where λi , i = 1, 2, · · · , n, denotes the ith eigenvalue of A, is called the eigen-

vector of A associated with the eigenvalue λi . The procedure for determining
eigenvectors can be divided into two possible cases depending on the results of
the eigenvalue calculations.
Case 1: All eigenvalues are distinct.
Case 2: Some eigenvalues are multiple roots of the characteristic equation.

Case 1: Distinct Eigenvalues

If A has distinct eigenvalues, the eigenvectors can be solved directly from (1.25).

Consider that a state equation has the matrix A given as in Example 1.12. Example 1.13
Find the eigenvectors.

 Solution The eigenvalues were determined in Example 1.12 as λ1 = 1 and

λ2 = −1. Let the eigenvectors be written as
   
p11 p
p1 = p2 = 12
p21 p22

Substituting λ1 = 1 and p1 into (1.25), we get

    
0 1 p11 0
=
0 2 p21 0

Thus, p21 = 0, and p11 is arbitrary which in this case can be set equal to 1.
Similarly, for λ = −1, (1.25) becomes
    
−2 1 p12 0
=
0 0 p22 0
 26 CHAPTER 1. LINEAR SYSTEMS

which leads to
−2p12 + p22 = 0
The last equation has two unkowns, which means that one can be set arbitrarily.
Let p12 = 1, then p22 = 2. The eigenvectors are
   
1 1
p1 = p2 = 
0 2

Example 1.14 Consider the matrix  

1 3
A=
−6 −5

 Solution The characteristic equation is s2 + 4s + 13. Thus A has eigenvalues

−2 ± 3j. We next find the eigenvectors associated with the eigenvalues. We first
find    
λ−1 −3 −3 + 3j −3
=
6 λ + 5 λ =−2+3j 6 3 + 3j
1

Then to find the related eigenvector we solve

    
−3 + 3j −3 p11 0
=
6 3 + 3j p21 0
| {z }
p1

which results in the two equations

−3p11 (1 − j) − 3p21 = 0
6p11 + 3p21 (1 + j) = 0

or
p21 = −p11 (1 − j)
Thus if we choose p11 = 1,  
1
p1 =
−1 + j
To find the other eigenvector we just conjugate the one already found, p1 . Thus
 
1
p21 = 
−1 − j

Case 2: Repeated Eigenvalues

An eigenvalue with multilpicity 2 or higher is called a repeated eigenvalue. If
A has repeated eigenvalues, not all eigenvectors can be found using (1.25). We
use a variation of (1.25), called the generalized eigenvector. The next example
illustrates the process of finding the eigenvectors.

Example 1.15 Consider the matrix  

2 −8
A=
2 −6

 Solution The characteristic equation is s2 + 4s + 4. Thus, A has only one

1.8. SIMILARITY TRANSFORMATION 27

eigenvalue λ = −2 that is repeated twice. We first find the eigenvector for

λ = −2 using (1.25). Therefore,
     
λ−2 8 p11 0
=
−2 λ + 6 λ=−2 p21 0
| {z }
p1

Making the substituition λ = −2 in the matrix yields

    
−4 8 p11 0
=
−2 4 p21 0
| {z }
p1

resulting in the equations

−4p11 + 8p21 = 0
−2p11 + 4p21 = 0

Both equations tell us the same thing, that

p11 = 2p21

Thus, one choice for the eigenvector is

 
2
p1 =
1

For the generalized eigenvector that is associated with the second eigenvalue,
we use a variation of the equation we used to find the eigenvector. That is, we
write      
λ−2 8 p12 2
=−
−2 λ + 6 λ=−2 p22 1
| {z }
p2

which yields the equations

−4p12 + 8p22 = −2
−2p12 + 4p22 = −1

Either of these equations yields

2p12 − 1
p22 =
4
Choosing p12 = 1/2 yields "1#
2
p2 = 
0

1.8 Similarity Transformation

In this chapter, procedures have been presented for finding a state-variable
model from system differential equations, from system transfer functions, and
28 CHAPTER 1. LINEAR SYSTEMS

from system simulation diagrams. In this section, a procedure is given for

finding a different state model from a given state model. It will be shown that
a system has an unlimited number of state models. However, while the internal
characteristics are different, each state model for a system will have the same
input-output characteristics (same transfer function).
The state model of an LTI single-input, single-output system is given by
ẋ(t) = Ax(t) + Bu(t) (1.26)
y(t) = Cx(t) + Du(t) (1.27)
where x(t) is the n × 1 state vector, u(t) and y(t) are the scalar input and
output, respectively. Let us consider that the state model of Equations (1.26)
and (1.27) and suppose that the state vector x(t) can be expressed as
x(t) = Pv(t) (1.28)
where P is an n × n nonsingular matrix, called a transformation matrix, or
simply, a transformation. We can write,
v(t) = P−1 x(t)
Substituting (1.28) into the state equation in (1.26) yields
Pv̇(t) = APv(t) + Bu(t)
Premultiplying the above equation by P−1 to solve for v̇(t) results in the state
model for the state vector v(t):
v̇(t) = P−1 APv(t) + P−1 Bu(t) (1.29)
Using (1.28), we find that the output equation in (1.27) becomes
y(t) = CPv(t) + Du(t) (1.30)
We have the state equations expressed as a function of the state vector x(t) in
(1.26) and (1.27) and as a function of the transformed state vector v(t) in (1.29)
and (1.30).
The state equations as a function of v(t) can be expressed in the standard
format as
v̇(t) = Av v(t) + Bv u(t) (1.31)
and
y(t) = Cv x(t) + Dv u(t) (1.32)
Comparing (1.29) with (1.31) we get
Av = P−1 AP
and
Bv = P−1 B
Similarly, comparing (1.30) with (1.32), we see that
Cv = CP
and
Dv = D
The transformation just described is called a similarity transformation, since in
the transformed system such properties as the characteristic equation, eigenvec-
tors, eigenvalues, and transfer functions are all preserved by the transformation.
1.8. SIMILARITY TRANSFORMATION 29

1.8.1 Properties of the Similarity Transformation

1. The eigenvalues of A and Av are equal. Consider the determinant of
(sI − Av ),

|sI − Av | = |sI − P−1 AP| = |sP−1 IP − P−1 AP|

= |P−1 (sI − A)P|

Since the determinant of a product matrix is equal to the product of the

determinants of the matrices, the last equation becomes

|sI − Av | = |P−1 ||sI − A||P| = |sI − A|

Thus the characteristic equation is preserved, which naturally leads to the

same eigenvalues.
2. The following transfer functions are equal:

Cv (sI − Av )−1 Bv + Dv = C(sI − A)−1 B + D

This can be easily seen since,

Gv (s) = Cv (sI − Av )−1 Bv + Dv

= CP(sI − P−1 AP)−1 P−1 B + D

which is simplified to

Gv (s) = C(sI − A)−1 B + D = G(s)

Next we show how to choose the transformation matrix P to obtain a partic-

ular form. When carrying out analysis and design in the state space representa-
tion, it is often advantageous to transform these equations into particular forms.
We shall describe the diagonal canonical form, the control canonical form, and
the observer canonical form. The transformation equations are given without
proofs.

1.8.2 Diagonal Canonical Form

This form makes use of the eigenvectors. If A has distinct eigenvalues, there is
a nonsingular transformation P that can be formed by use of the eigenvectors
of A as its columns; that is
 
P = p1 p2 p3 · · · pn

where pi , i = 1, 2, · · · , n, denotes the eigenvector associated with the eigenvalue

λi . The Av matrix is a diagonal matrix,
 
λ1 0 0 ··· 0
 0 λ2 0 · · · 0 
 
Av =  0
 0 λ3 · · · 0  
 .. .. .. . . .. 
. . . . . 
0 0 0 · · · λn
 30 CHAPTER 1. LINEAR SYSTEMS

where λ1 , λ2 , · · · , λn are the n distinct eigenvalues of A.

Example 1.16 Consider the matrix  

1 −1
A=
0 −1
which has eigenvalues λ1 = 1 and λ2 = −1. The eigenvectors where determined
in example 1.13 to be    
1 1
p1 = p2 =
0 2
Thus,  
  1 1
P = p1 p2 =
0 2
and the diagonal canonical form of A is written
   
1 2 −1 1 −1 1 1
Av = P−1 AP =
2 0 1 0 −1 0 2
 
1 0
= 
0 −1
In general, when the matrix A has repeated eigenvalues, it cannot be trans-
formed into a diagonal matrix. However, there exists a similarity transforma-
tion such that the Av matrix is almost diagonal. the matrix Av is called the
Jordan canonical form. A typical Jordan canonical form is shown below
 
λ1 1 0 0 0
 0 λ1 1 0 0
 
A=  0 0 λ 1 0 0 

0 0 0 λ2 0 
0 0 0 0 λ3
where it is assumed that A has a repeated eigenvalue λ1 and distinct eigenvalues
λ2 and λ3 . The Jordan canonical form generally has the following properties:
1. The elements on the main diagonal are the eigenvalues.
2. All elements below the main diagonal are zero.
3. Some of the elements immediately above the repeated eigenvalues on the
main diagonal are 1s.
Example 1.17 Consider the matrix  
2 −8
A=
2 −6
A has only one eigenvalue λ = −2 that is repeated twice. The generalized
eigenvector were found in example 1.15 to be
  "1#
2
p1 = p2 = 2
1 0
Thus, " #
1
  2 2
P = p1 p2 =
1 0
1.8. SIMILARITY TRANSFORMATION 31

and the Jordan canonical form of A is written

" #" #" #
−1
0 − 12 2 −8 2 1
2
Av = P AP = −2
−1 2 2 −6 1 0
 
−2 1
= 
0 −2

1.8.3 Control Canonical Form

The transformation matrix P that transforms the state model into control
canonical form is computed from the matrix
C = B AB A2 B · · · An−1 B
 

If this matrix is nonsingular, it will be invertible. Assume that Av and Bv are

in control canonical form. Now
P−1 AP = Av =⇒ P−1 A = Av P−1
and
P−1 B = Bv
Let p1 , p2 , · · · , pn denote the rows of P−1 . Then, Av P−1 = P−1 A is given by
    
0 1 0 ··· 0 p1 p1 A
 0
 0 1 ··· 0    p2   p2 A 
   
 .. .. .. .. ..   p3  =  p3 A 
 .
 . . . .    
  ..   .. 

 0 0 0 ··· 1   .   . 
−a0 −a1 −a2 · · · −an−1 pn pn A
Therefore,
p2 = p1 A
p3 = p2 A = p1 A2
p4 = p3 A = p1 A3
..
.
pn = pn−1 A = p1 An−1
Also, Bv = P−1 B yields    
0 p1 B
0  p2 B 
 ..  =  .. 
   
.  . 
1 pn B
which implies
p1 B = 0
p2 B = p1 AB = 0
p3 B = p1 A2 B = 0
..
.
pn B = p1 An−1 = 1
 32 CHAPTER 1. LINEAR SYSTEMS

therefore, in vector matrix form, we have

p1 B AB A2 B · · · An−1 B = 0
   
0 0 ··· 1
| {z }
=C

Hence,
1 C −1
 
p1 = 0 0 0 ···
Having found p1 we can now go back and construct all the rows of P−1 . Note
that we are only interested in the last row of C −1 to define p1 .

Example 1.18 Transform the following state equation

   
1 2 1 1
ẋ = 0 1 3 x + 0 u
1 1 1 1

to control canonical form.

 Solution We first need to construct the C matrix. Therefore,

 
1 2 10
C = B AB A2 B = 0 3
 
9
1 2 7

Next we need to find C −1 , hence,

 
−0.3333 −0.6667 1.3333
C −1 =  −1 0.3333 1 
0.3333 0 −0.3333

We are only interested in the last row of C −1 to define p1 ,

 
p1 = 0.3333 0 −0.3333

Next, we compute p2 and p3 as follows

 
p2 = p1 A = 0 0.3333 0
p3 = p1 A2 = 0
 
0.3333 1

Therefore,  
0.3333 0 −0.3333
−1
P =  0 0.3333 0 
0 0.3333 1
Hence, the system can be transformed into the control canonical form,
   
0.3333 0 −0.3333 1 2 1 3 −1 1
Av = P−1 AP =  0 0.3333 0  0 1 3 0 3 0
0 0.3333 1 1 1 1 0 −1 1

and   
0.3333 0 −0.3333 1
Bv = P−1 B =  0 0.3333 0  0
0 0.3333 1 1
1.8. SIMILARITY TRANSFORMATION 33

Thus, the control canonical form model is given by

   
0 1 0 0
v̇ = 0 0 1 v + 0 u
3 1 3 1

which could have been determined once the coefficients of the characteristic
equation are known; however the exercise is to show how the control canonical
transformation matrix P is obtained.

1.8.4 Observer Canonical Form

A similar approach to the one used to derive the similarity transformation of the
control canonical form is used to determine the transformation matrix to obtain
the observer canonical form. The transformation matrix P that transforms the
state model into observer canonical form is computed from the matrix
 
C
 CA 
2 
 
O =  CA 

 .. 
 . 
CAn−1

If this matrix is nonsingular, it will be invertible. Assume that Av and Cv are

in observer canonical form. Now

P−1 AP = Av =⇒ AP = PAv

and
CP = Cv
Let p1 , p2 , · · · , pn denote the columns of P. Then, AP = PAv is given by
 
−an−1 1 0 · · · 0
 .. 
  .
 0 1 ··· 0   
p1 p2 p3 · · · pn  .. .. . . ..  = Ap1 Ap2 Ap3 · · · Apn
 −a2
 . . . .
 −a1 0 0 ··· 1
−a0 0 0 ··· 0

Therefore,

p1 = Ap2 = An−1 pn
..
.
pn−3 = Apn−2 = A3 pn
pn−2 = Apn−1 = A2 pn
pn−1 = Apn

Also, Cv = CP yields
   
1 0 ··· 0 = Cp1 Cp2 ··· Cpn
 34 CHAPTER 1. LINEAR SYSTEMS

which implies

Cp1 = CAn−1 pn = 1
..
.
Cpn−2 = CA2 pn = 0
Cpn−1 = CApn = 0
Cpn = 0

therefore, in vector matrix form, we have

   
C 0
 CA 0
CA2
   
 pn = 0
   

 ..
  .. 
 .
 .
n−1
CA 1
| {z }
=O

Hence,
 
0
0
 
pn = O−1 0
 
 .. 
.
1
Having found pn we can now go back and construct all the columns of P. Note
that we are only interested in the last column of O−1 to define pn .

Example 1.19 Transform the following state equation

   
1 2 1 1
ẋ = 0 1 3 x + 0 u
1 1 1 1
 
y= 1 1 0 x

to observer canonical form.

 Solution We first need to construct the O matrix. Therefore,

   
C 1 1 0
O =  CA  = 1 3 4
CA2 5 9 14

Next we need to find O−1 , hence,

 
0.5 −1.667 0.3333
O−1 =  0.5 1.1667 −0.3333
−0.5 −0.3333 0.1667
1.8. SIMILARITY TRANSFORMATION 35

We are only interested in the last column of O−1 to define p3 , in this case
 
0.3333
p3 = −0.3333
0.1667

Next, we compute p1 and p2 as follows

 
0.3333
p1 = A2 p3 = 0.6667
0.1667
 
−0.1667
p2 = Ap3 =  0.1667 
0.1667

Therefore,  
0.3333 −0.1667 0.3333
P = 0.6667 0.1667 −0.3333
0.1667 0.1667 0.1667
Hence, the system can be transformed into the observer canonical form,
   
1 1 0 1 2 1 0.3333 −0.1667 0.3333
Av = P−1 AP = −2 0 4 0 1 3 0.6667 0.1667 −0.3333
1 −1 2 1 1 1 0.1667 0.1667 0.1667

and  
  0.3333 −0.1667 0.3333
Cv = CP = 1 1 0 0.6667 0.1667 −0.3333
0.1667 0.1667 0.1667
Thus, the observer canonical form model is given by
   
3 1 0 1
ẋ = 1 0 1 v + 2 u
3 0 0 3
 
y= 1 0 0 x

which could have been determined once the coefficients of the characteristic
equation are known; however the exercise is to show how the observer canonical
transformation matrix P is obtained.
36 CHAPTER 1. LINEAR SYSTEMS
Chapter 2
Controllability and Observability

Controllability and observability represent two major concepts of modern con-

trol system theory. These concepts were originally introduced by R. Kalman in
1960, and are particularly important for practical implementations. They can
be roughly defined as follows:
Controllability: In order to be able to do whatever we want with the given
dynamic system under control input, the system must be controllable.
Observability: In order to see what is going on inside the system under
observation, the system must be observable.
In this chapter we will investigate the controllability and observability prop-
erties of linear systems. We will see later in the course that the first stage of
the design of a linear controller is often the investigation of controllability and
observability.

2.1 Motivation Examples

It is often a common practice in control applications to design a control in-
put u(t) that makes the output y(t) behave in a desired manner. If one focuses
on input/output behavior without thinking about system states, problems may
be encountered. That is to say, if we restrict our attention to designing inputs
that make the output behave in a desirable way, problems may rise. If one has
a state space model, then it is possible that while you are making the outputs
behave nicely, some of the states x(t) may be misbehaving badly. This is best
illustrated with the following examples.

Consider the system Example 2.1

   
0 1 0
ẋ = x+ u
1 0 1
 
y = 1 −1 x
We compute the transition matrix
"1 #
(et + e−t ) 1 t
2 (e − e−t )
Φ(t) = 21 t −t
2 (e − e )
1 t
2 (e + e−t )

37
 38 CHAPTER 2. CONTROLLABILITY AND OBSERVABILITY

and so, if we use the initial condition x(0) = 0, and the input u(t) is the unit
step function we get

Z t "1
# " #
e(t−τ ) + e−(t−τ ) 1
e(t−τ ) − e−(t−τ )


2 2 0
x(t) = dτ
e(t−τ ) − e−(t−τ )
1 1 −(t−τ )

(t−τ )


0 2 2 e +e 1
" 1 #
t −t
2 (e + e ) − 1
= 1
2 (et + e−t )

The output is

y(t) = e−t − 1

which we plot in Figure 2.2.

Figure 2.1: Output response of the system to a step input.

Note that the output is behaving quite nicely. However, the states are all blow-
ing up to ∞ as t → ∞. This bad behavior is present in the state equation,
however, when we compute the output, this bad behavior gets killed by the out-
put matrix C. We say this system is unobservable, the concept of observabilty
will be discussed in details later in this chapter. 

Example 2.2 Consider the system

   
1 0 0
ẋ = x+ u
1 −1 1
 
y= 0 1 x

We compute the transition matrix

" #
et 0
Φ(t) = 1 t
2 (e − e−t ) e−t
2.2. CONTROLLABILITY 39

and so, if we use the initial condition x(0) = 0, and the input u(t) is the unit
step function we get
Z t" #" #
e(t−τ ) 0 0
x(t) = 1 (t−τ ) −(t−τ )

−(t−τ ) dτ
0 2 e −e e 1
" #
0
=
1 − e−t

The output is
y(t) = 1 − e−t
Everything looks okay, the output is behaving nicely, and the states are not
blowing up to ∞. Let’s change the initial condition to x(0) = (1, 0). We then
compute " #
et
x(t) =
1 + 12 (et − 3e−t )
and
1
y(t) = 1 + (et − 3e−t )
2
which we plot in Figure 2.2.

Figure 2.2: Output response of the system to a step input and non-zero initial
conditions.

Note that the system is blowing up in both state and output. It is not hard to
see what is happening here, we do not have the ability to access the unstable
dynamics of the system with our input. We say this system is uncontrollable.
A theory that we discuss in details next. 

2.2 Controllability
Controllability is a property of the coupling between the input and the state,
and thus involves the matrices A and B.

Controllability: A linear system is said to be controllable at t0 if it is possible

 40 CHAPTER 2. CONTROLLABILITY AND OBSERVABILITY

to find some input function u(t), that when applied to the system will transfer
the initial state x(t0 ) to the origin at some finite time t1 , i.e., x(t1 ) = 0.
Some authors define another kind of controllability involving the output y(t).
The definition given above is referred to as state controllability. It is the most
common definition, and is the only type used in this course, so the adjective
”state” is omitted. If a system is not completely controllable, then for some
initial states no input exists which can drive the system to the zero state. A
trivial example of an uncontrollable system arises when the matrix B is zero,
because then the input is disconnected from the state.

2.2.1 Controllability Tests

The most common test for controllability is that the n × n controllability matrix
C defined as
C = B AB A2 B · · · An−1 B
 
(2.1)
contains n linearly independent row or column vectors, i.e. is of rank n (that
is, the matrix is non-singular, i.e. the determinant is non-zero). Since only the
matrices A and B are involved, we sometimes say the pair (A, B) is controllable.

Example 2.3 Is the following system completely controllable

   
−2 0 1
ẋ = x+ u
3 −5 0
 
y = 1 −1 x
 Solution From (2.1) the controllability matrix is
 
C = B AB
where     
−2 0 1 −2
AB = =
3 −5 0 3
hence  
  1 −2
C= B AB =
0 3
Clearly the matrix is nonsingular since it has a non-zero determinant. Therefore
the system is controllable. 

Example 2.4 Is the following system completely controllable

   
0 1 −2 0 −1
ẋ =  3 −4 5  x + 2 −3 u
−6 7 8 4 −5
 Solution From (2.1) the controllability matrix is
C = B AB A2 B
 

hence
.. ..
 
0 −1 . −6 7 .
 2
  .. ..

C= B AB A B = 2
 
 −3 . 12 −10 . A2 B 

.. ..
4 −5 . 46 −55 .
2.3. OBSERVABILITY 41

Since the first three columns are linearly independent we can conclude that
rank C = 3. Hence there is no need to compute A2 B since it is well known
from linear algebra that the row rank of the given matrix is equal to its column
rank. Thus, rank C = 3 = n implies that the system under consideration
is controllable. Alternatively since C is nonsquare, we could have formed the
0 0
matrix CC , which is n × n; then if CC is nonsingular, C has rank n. 
There are several alternate methods for testing controllability, and some of
these may be more convenient to apply than the condition in (2.1).

Control Canonical Form

The pair (A,B) is completely controllable if A and B are in control canonical
form or transformable into control canonical form by a similarity transformation.

Diagonal Canonical Form

If A is diagonal and has distinct eigenvalues. Then, the pair (A,B) is control-
lable if B does not have any row with all zeros.

For a system in Jordan canonical form,

   
λ1 1 0 0 b11 b12
 0 λ1 1 0 b21 b22 
A= 0
 B= 
0 λ1 0  b31 b32 
0 0 0 λ2 b41 b42
for controllability only the elements in the row of B that corresponds to the last
row of the Jordan block are not all zeros. The elements in the other rows of B
corresponding to the Jordan block need not all be nonzero. Thus, the condition
of controllability for the above (A,B) pair is b31 6= 0, b32 6= 0, b41 6= 0, and
b42 6= 0.

Is the following system completely controllable Example 2.5

   
−2 1 1
ẋ = x+ u
0 −2 0
 Solution The eigenvalues of A are λ1 = −2 and λ2 = −2. The system is
already in Jordan canonical form and is uncontrollable since the last row of B
is zero. 

2.3 Observability
Observability is a property of the coupling between the state and the output,
and thus involves the matrices A and C.

Observability: A linear system is said to be observable at t0 if for an initial

state x(t0 ), there is a finite time t1 such that knowledge of y(t) for t0 < t ≤ t1
is sufficient to determine x(t0 ).
Observability is a major requirement in filtering and state estimation prob-
lems. In many feedback control problems, the controller must use output vari-
ables y rather than the state vector x in forming the feedback signals. If the
 42 CHAPTER 2. CONTROLLABILITY AND OBSERVABILITY

system is observable, then y contains sufficient information about the internal

states.

2.3.1 Observability Tests

The most common test for observability is that the n × n observability matrix
O defined as
 
C
 CA 
2 
 
O =  CA  (2.2)

 .. 
 . 
CAn−1

is of rank n (that is, the matrix is non-singular, i.e. the determinant is non-
zero). Since only the matrices A and C are involved, we sometimes say the pair
(A, C) is observable.

Example 2.6 Is the following system completely observable

   
−2 0 1
ẋ = x+ u
3 −5 0
 
y = 1 −1 x

 Solution From (2.2) the observability matrix is

 
C
O=
CA

where
 
  −2 0  
CA = 1 −1 = −5 5
3 −5

hence
   
C 1 −1
O= =
CA −5 5

Clearly the matrix is singular since it has a zero determinant. Also the row
vectors are linearly dependent since the second row is -5 times the first row and
therefore the system is unobservable. 

Just as with controllability, there are several alternate methods for testing ob-
servability.

Observer Canonical Form

The pair (A,C) is completely observable if A and C are in observer canonical

form or transformable into observer canonical form by a similarity transforma-
tion.
2.4. FREQUENCY DOMAIN TESTS 43

Diagonal Canonical Form

If A is diagonal and has distinct eigenvalues. Then, the pair (A,C) is observable
if C does not have any column with all zeros.

For a system in Jordan canonical form, the pair (A,C) is completely observable
if all the elements in the column of C that corresponds to the first row of the
Jordan block are not all zeros.

Is the following system completely observable Example 2.7

   
−2 0 3
ẋ = x+ u
0 −1 1
 
y= 1 0 x

 Solution The eigenvalues of A are λ1 = −2 and λ2 = −1. The system is

already in diagonal canonical form and is unobservable since the last column of
C is zero. 

2.4 Frequency Domain Tests

Controllability and observability have been introduced in the state space
domain as pure time domain concepts. It is interesting to point out that in the
frequency domain there exists a very powerful and simple theorem that gives a
single condition for both the controllability and the observability of a system.
Let G(s) be a transfer function of a linear system

G(s) = C(sI − A)−1 B

Note that G(s) is defined by a ratio of two ploynomials containing the cor-
responding system poles and zeros. The following controllability-observability
theorem is given without proof.

Theorem: If there are no pole-zero cancellations in the transfer function of

a linear system, then the system is both controllable and observable. If the pole-
zero cancellation occurs in G(s), then the system is either uncontrollable or
unobservable or both uncontrollable and unobservable.

The importance of this theorem is that if a linear system is modeled by a transfer

function with no pole-zero cancellation, then we are assured that it is a control-
lable and observable system, no matter how the state model is derived. It should
be noted that the cancellation of poles and zeros can occur only in the model
of a system, not in the system itself. A physical system has characteristics, and
a model of the system has poles and zeros that describe those characteristics in
some approximate sense. Hence, in the physical system, a characteristic of one
part of a physical system may approximately negate a different characteristic
of another part of the system. If the characteristics approximately cancel, it is
very difficult to control and/or estimate these characteristics.

Consider a linear system represented by the the following transfer function Example 2.8
 44 CHAPTER 2. CONTROLLABILITY AND OBSERVABILITY

(s + 3) s+3
G(s) = = 3
(s + 1)(s + 2)(s + 3) s + 6s2 + 11s + 6
The above theorem indicates that any state model for this system is either
uncontrollable or/and unobservable. To get the complete answer we have to go
to a state space form and examine the controllability and observability matrices.
One of the many possible state models of G(s) is as follows
   
0 1 0 0
ẋ =  0 0 1  x + 0 u
−6 −11 −6 1
 
y= 3 1 0 x

It is easy to show that the controllability and observability matrices are given
by    
0 0 1 3 1 0
C = 0 1 −6 O= 0 3 1
1 −6 25 −6 −11 −3
Since
det C = 1 6= 0 =⇒ rank C = 3 = n
and
det O = 0 6= 0 =⇒ rank O < 3 = n
this system is controllable, but unobservable. 

Example 2.9 For the circuit shown in Figure 2.3 , formulate a state variable description using
vc and iL as the state variables, with source voltage vs as the input and vo as
the output. Then determine the conditions on the resistor that would make the
system uncontrollable and unobservable.

iR

vo

Figure 2.3: RLC circuit example.

 Solution First, we notice that

diL (t)
vc (t) = vs (t) − vo (t) = vs (t) − L
dt
so
diL (t) 1 1
= vs (t) − vc (t)
dt L L
2.4. FREQUENCY DOMAIN TESTS 45

which is one of the necessary state equations. Furthermore, for the capacitor
voltage,
dvc (t) 1
= ic (t)
dt C 
1 vc (t)
= iL (t) + iR (t) −
C R
 
1 vs (t) − vc (t) vc (t)
= iL (t) + −
C R R
iL (t) 2vc (t) vs (t)
= − +
C RC RC
Therefore, the state equations are:
" # " 2 1
#" # " 1
#
v̇c (t) − RC C vc (t) RC
= + vs (t)
i̇L (t) − L1 0 iL (t) 1
L
 
  vc (t)
vx (t) = −1 0 + vs (t)
iL (t)

Testing controllability
 1 2 1 
− +
   RC R2 C 2 LC 
C= B AB = 
1 1

−
L RLC
The nonsingularity of this matrix can be checked by determining the determi-
nant
1 2 1
− 2 2+
RC R C LC 1 1
= 2 − 2
1 1 R LC 2 L C
−
L RLC
Clearly the condition under which the determinant is zero is
r
L
R=
C
Similarly, the observability matrix is:
 
−1 0
O= 2 1
−
RC C
which obviously is always nonsingular. Hence,q the system is always observable,
L
but becomes uncontrollable whenever R = C .
If we were to calculate the transfer function between the output vx (t) and
the input vs (t), (using basic circuit analysis), we obtain the following transfer
function:  
1
s s+
vx RC
=
vs 2
2 1
s + s+
RC LC
46 CHAPTER 2. CONTROLLABILITY AND OBSERVABILITY
q
L
If R = C then the roots of the characteristic equation are given by

1
s1,2 = −
RC
1
giving a system with repeated roots at s = − RC . Thus, in pole-zero form, we
have  
1
s s+
vx RC s
=  = 
vs 1 1 1
s+ s+ s+
RC RC RC
which is now a first order system. The energy storage elements, in conjunction
with this particular resistance value, are interacting in such a way that their
effects combine, giving an equivalent first-order system. In this case, the time
constants due to these two elements are the same, making them equivalent to a
single element. 

2.5 Similarity Transformations Again

In this section we investigate the effects of the similarity transformations on
controllability and observability. Consider a linear system with controllability
matrix
C = B AB · · · An−1 B
 

Under a similarity transformation, we will have transformed matrices

Av = P −1 AP Bv = P −1 B

Therefore, in this new basis, the controllability test will give

Cv = Bv Av Bv A2v Bv · · ·
 

= P −1 B P −1 AP P −1 B P −1 AP P −1 AP P −1 B · · ·
 

= P −1 B P −1 AB P −1 A2 B · · ·
 

= P −1 B P −1 AB · · · P −1 An−1 B
 

= P −1 B AB · · · An−1 B
 

= P −1 C

Because P is nonsingular, rank Cv = rank C. An analogous process shows that

rank Ov = rank O. Thus, a system that is controllable (observable) will remain
so after the application of a similarity transformation.
Chapter 3
Stability

Stability is the most crucial issue in designing any control system. One of the
most common control problems is the design of a closed loop system such that
its output follows its input as closely as possible. If the system is unstable such
behavior is not guaranteed. Unstable systems have at least one of the state
variables blowing up to infinity as time increases. This usually cause the system
to suffer serious damage such as burn out, break down or it may even explode.
Therefore, for such reasons our primary goal is to guarantee stability. As soon
as stability is achieved one seeks to satisfy other design requirements, such as
speed of response, settling time, steady state error, etc.

3.1 Introduction
To help make the later mathematical treatment of stability more intuitive let
us begin with a general discussion of stability concepts and equilibrium points.
Consider the ball which is free to roll on the surface shown in Figure 3.1. The
ball could be made to rest at points A, E, F , and G and anywhere between
points B and D, such as at C. Each of these points is an equilibrium point of
the system.
In state space, an equilibrium point for a sytem is a point at which ẋ is zero
in the absence of all inputs and disruptive disturbances. Thus if the system is
placed in that state, it will remain there.

Figure 3.1: Equilibrium points

47
48 CHAPTER 3. STABILITY

A small perturbation away from points A or F will cause the ball to diverge
from these points. This behavior justifies labeling points A and F as unstable
equilibrium points. After small perturbations away from E and G, the ball will
eventually return to rest at these points. Thus E and G are labeled as stable
equilibrium points. If the ball is displaced slightly from point C, it will normally
stay at the new position. Points like C are sometimes said to be neutrally stable.
So far we assumed small perturbations, if the ball was displaced sufficiently
far from point G, it would not return to that point. We say the system is stable
locally. Stability therefore depends on the size of the original perturbation and
on the nature of any disturbances.
Stability deals with the following questions. If at time t0 the state is per-
turbed from its equilibrium point (such as the origin), does the state return to
that point, or remain close to it, or diverge from it? Whether an equilibrium
point is stable or not depends upon what is meant by remaining close. Such
a qualifying condition is the reason for the existence of a variety of stability
conditions.

3.2 Stability Definitions

Consider a linear time-invariant system described in state space as follows

ẋ = Ax + Bu x(0) = x0 6= 0
y = Cx + Du

The stability considered here refers to the zero-input case, i.e, the system has
zero input. The stability defined for u(t) = 0 is called internal stability and
sometimes referred to as zero-input stability. Clearly the solution of the state
equation is
x(t) = eAt x0

Stable Equilibrium Point

We say the origin is a stable equilibrium point if :

for any given value  > 0 there exists a number δ > 0 such that if kx(0)k < δ,
then x(t) satisfies kx(t)k <  for all t > 0.

where k(.)k stands for the Euclidean norm (also known as the 2-norm) of the
vector x(t), i.e.,

kx(t)k = (xT x)1/2 = (x21 + x22 + · · · + x2n )1/2

A simplified picture of the above definition is given in Figure 3.2. The stability
question here: if x(0) is near the origin, does x(t) remain near the origin? The
definition of stability is sometimes called the stability in the sense of Lyapunov.
If a system possesses this type of stability, then it is ensured that the state can
be kept within , in norm, of the origin by restricting the initial perturbation
to be less than δ, in norm. Note that δ ≤ .

Comment: Figure 3.2 is known as a phase portrait (or state trajectory), it

is a plot of ẋ versus x.
3.2. STABILITY DEFINITIONS 49

Figure 3.2: Illustration of stable trajectories

Asymptotic Stability
The origin is said to be an asymptotically stable equilibrium point if:

(a) it is stable, and

(b) given δ > 0 such that if kx(0)k < δ, then x(t) satisfies lim kx(t)k = 0.
t→∞
50 CHAPTER 3. STABILITY
Chapter 4
Modern Control Design

Classical design techniques are based on either frequency response or the root
locus. Over the last decade new design techniques has been developed, which
are called modern control methods to differentiate them from classical methods.
In this chapter we present a modern control design method known as pole place-
ment, or pole assignment. This method is similar to the root-locus design, in
that poles in the closed-loop transfer function may be placed in desired loca-
tions. Achievement of suitable pole locations is one of the fundamental design
objectives as this will ensure satisfactory transient response. The placing of all
poles at desired locations requires that all state variables must be measured.
In many applications, all needed system variables may not be physically mea-
surable or because of cost. In these cases, those system signals that cannot be
measured must be estimated from the ones that are measured. The estimation
of system variables will be discussed later in the chapter.

4.1 State feedback

Many design techniques in modern control theory is based on the state-
feedback configuration. The block diagram of a system with state-feedback
control is shown in Figure 4.1. The open-loop system, often called the plant, is
described in state variable form as:
ẋ = Ax + Bu (4.1)
y = Cx + Du (4.2)
It will be assumed that the system is single-input single-output; thus the state
vector x is n × 1, the plant input vector u is r × 1 and the output vector y
is p × 1. The feedback gain matrix K is 1 × n and is assumed constant. The
control system input r is assumed to be m × 1.

The equations which describe the state feedback problem are (4.1), (4.2) and
the relation
u(t) = r(t) − Kx(t)
Combining gives
ẋ = [A − BK]x + Br

51
52 CHAPTER 4. MODERN CONTROL DESIGN

Figure 4.1: State variable feedback system.

and
y = [C − DK]x + Dr
With this setup in mind the question is: What changes in overall system char-
acteristics can be achieved by the choice of K? Stability of the state feedback
system depends on the eigenvalues of (A − BK). Controllability depends on the
pair ([A − BK], B). Observability depends on the pair ([A − BK], [C − DK]).

4.2 Pole-Placement Design

Classical design procedures are based on the transfer function of the system;
pole-placement design is based on the state model of the system. The state
model of the plant considered is as given in (4.1) and (4.2) with D = 0. Initially,
we will assume that r(t) = 0. A system of this type (input equal to zero) is
called regulator control system. The purpose of such a system is to maintain the
system output y(t) at zero.
In general, in modern control design, the plant input u(t) is made a function
of the states, of the form
u(t) = f [x(t)]
This equation is called the control law. In pole-placement design, the control
law is specified as a linear function of the states, in the form
 
x1
   x2 

u(t) = −Kx(t) = − K1 K2 · · · Kn  . 

 .. 
xn
We will show that this control law allows all poles of the closed-loop system to
be placed in any desirable locations. This rule can be expressed as
u(t) = −K1 x1 (t) − K2 x2 (t) − · · · − Kn xn (t)
The design objective is: specify a desired root locations of the system charac-
teristic equation, and then calculate the gains Ki to yield these desired root
locations. The closed-loop system can be represented as shown in Figure 4.2.
4.2. POLE-PLACEMENT DESIGN 53

Figure 4.2: Pole-placement design.

Pole Placement Procedure

The state equation of the plant is given by
ẋ = Ax + Bu (4.3)
The control law is chosen to be
u(t) = −Kx(t) (4.4)
with  
K = K1 K2 ··· Kn
and n is the order of the plant. Substitution of (4.4) into (4.3) yields
ẋ(t) = Ax(t) − BKx(t) = (A − BK)x(t) = Af x(t) (4.5)
where Af = (A − BK) is the system matrix for the closed-loop system. The
characteristic equation for the closed-loop system is then
|sI − Af | = |sI − A + BK| = 0 (4.6)
Suppose that the design specifications require that the roots of the characteristic
equation be at −λ1 , −λ2 , · · · , −λn . The desired characteristic equation for the
system, which is denoted by αc (s) is
αc (s) = sn + αn−1 sn−1 + · · · + α1 s + α0
(4.7)
= (s + λ1 )(s + λ2 ) · · · (s + λn ) = 0
The pole-placement design procedure results in a gain vector K such that (4.6)
is equal to (4.7), that is,
|sI − A + BK| = αc (s) = sn + αn−1 sn−1 + · · · + α1 s + α0 (4.8)

Consider the system Example 4.1

   
0 1 0
ẋ = x+ u
−1 0 1
 
y= 1 0 x
54 CHAPTER 4. MODERN CONTROL DESIGN

Find the control law that places the closed-loop poles of the system so that they
are both at s = −2.

 Solution From equation (4.7) we find that

αc (s) = (s + 2)2
= s2 + 4s + 4 (4.9)

Equation (4.6) tells us that

     
s 0 0 1 0  
|sI − A + BK| = − + K1 K2
0 s −1 0 1
or
s2 + K2 s + 1 + K1 = 0 (4.10)
Equating the coefficients with like powers of s in (4.10) and (4.9) yields the
system of equations

K2 = 4
1 + K1 = 4

therefore,

K1 = 3
K2 = 4

The control law is    

K = K1 K2 = 3 4 
Calculating the gains by using the technique illustrated in the above example
becomes rather tedious when the order of the system is higher than 3. However,
if the state variable equations are in control canonical form the algebra for
finding the gains is very simple.

4.3 Missing Notes

4.4 State Estimation
In the preceding section we introduced state feedback under the implicit
assumption that all state variables are available for feedback. This assumption
may not hold in practice because not all states may physically be measurable. In
this case and in order to apply state feedback, it becomes necessary to observe
or estimate the state variables. We use the circumflex over a variable to denote
an estimate of the variable. For example, x̂ is an estimate of x.
A full-order state observer estimates all the of the system state variables. If,
however, some of the state variables are measured, it may only be necessary to
estimate a few of them. This is referred to as reduced-order state observer.
Consider the state equations

ẋ = Ax + Bu
(4.11)
y = Cx
4.4. STATE ESTIMATION 55

where A, B, and C are given and the input u(t) and output y(t) are available
to us. The state x, however, is not available to us. The problem is to estimate
x from u and y with the knowledge of A, B, and C. If we know A and B, we
can duplicate the original system as

x̂˙ = Ax̂ + Bu (4.12)

and as shown in Figure 4.3. The duplication will be called an open-loop esti-
mator. In Figure 4.3, since the observer dynamics will never exactly equal the

Figure 4.3: A simple open-loop state estimator.

system dynamics, this open-loop arrangement means that x and x̂ will gradually
diverge. Therefore, the open-loop estimator is, in general, not satisfactory. Now
we shall modify the estimator from the one in Figure 4.3 to the one in Figure
4.4, in which the output ŷ = Cx̂ is estimated and subtracted from the actual
output y of (4.11). The difference can be used, in a closed loop sense, to modify
the dynamics of the observer so that the output error (y − ŷ) is minimized.
The open-loop estimator in (4.12) is now modified as

x̂˙ = Ax̂ + Bu + Ke (y − Cx̂)

which can be written as

x̂˙ = (A − Ke C)x̂ + Bu + Ke y (4.13)

56 CHAPTER 4. MODERN CONTROL DESIGN

Figure 4.4: Closed-loop state estimator.

where Ke is the observer gain matrix. We define the error e(t) to be

e(t) = x(t) − x̂(t) (4.14)

The main purpose of state observer design is to make e(t) → 0 when t → ∞.

The derivative of the error can be expressed as
˙
ė(t) = ẋ(t) − x̂(t) (4.15)

Substituting (4.11) and (4.13) into this equation yields

ė(t) = Ax + Bu − (A − Ke C)x̂ − Bu − Ke y (4.16)

Since y = Cx,

ė(t) = Ax − (A − Ke C)x̂ − Ke Cx = (A − Ke C)[x − x̂] (4.17)

or
ė = (A − Ke C)e (4.18)
We see from this equation that the errors in the estimation of the states have
the same dynamics as the state estimator. This dynamic behaviour depends on
4.4. STATE ESTIMATION 57

the eigenvalues of (A − Ke C). If (A − Ke C) is stable, then x̂ → x as t → ∞.

Furthermore, these eigenvalues should allow the observer transient response to
be faster than the system itself (typically a factor of 5). In other words, the gain
matrix Ke is chosen to make the dynamics of the estimator faster than those of
the system.

4.4.1 Estimator Design

We now consider the design of the state estimators. The equation of the esti-
mator is given by
x̂˙ = (A − Ke C)x̂ + Bu + Ke y (4.19)
The characteristic equation of the estimator is then

|sI − A + Ke C| = 0 (4.20)

Note that this characteristic equation is the same as that of the error in (4.18).
As mentioned earlier, one method of designing state estimators is to make the
estimator five times faster than the closed-loop system. Hence we choose a
characteristic equation for the estimator, denoted by αe (s), that reflects the
desired speed of response:

αe (s) = (s + µ1 )(s + µ2 ) · · · (s + µn )
= sn + αn−1 sn−1 + · · · + α1 s + α0 = 0 (4.21)

Then the gain matrix Ke is calculated to satisfy

|sI − A + Ke C| = αe (s) (4.22)

The problem of observer design is essentially the same as the regulator pole
placement problem, and similar techniques may be used.

Consider the system Example 4.2

   
0 1 0
ẋ = x+ u
−1 0 1
 
y= 1 0 x

this is the same system used in Example 4.1. Compute the estimator gain matrix
that will place the estimator error poles at s = −10 (five times as fast as the
controller poles selected in example 4.1).

 Solution We are asked to place the two estimator error poles at s = −10.
The corresponding characteristic equation is

αe (s) = (s + 10)2 = s2 + 20s + 100 (4.23)

From (4.22), we get

     
s 0 0 1 Ke1 
= s2 + 20s + 100

|sI − A + Ke C| = − + 1 0
0 s −1 0 Ke2
Thus
s2 + sKe1 + Ke2 + 1 = s2 + 20s + 100
58 CHAPTER 4. MODERN CONTROL DESIGN

Comparing the coefficients in the above equation, we find that

   
Ke1 20
Ke = =
Ke2 99
Alternatively, Ackerman’s formula may be used to calculate the observer gain
matrix as follows  
0
0
Ke = αe (A)O−1  . 
 
 .. 
1
where
αe (A) = An + αn−1 An−1 + · · · + α1 A + α0 I = 0
Therefore,      
99 20 1 0 0 20
Ke = = 
−20 99 0 1 1 99

4.5 Closed-Loop System Characteristics

In general, since we cannot measure all of the states of a system, it is neces-
sary to employ a state estimator for pole -placement design. The design process
has two steps: first we design the feedback gain matrix K to yield the closed-
loop system characteristic equation αc (s). Next we design the state estimator
to yield the estimator characteristic equation αe (s). In the implementation we
place the estimator within the closed loop, as shown in Figure 4.5.

Figure 4.5: Closed-loop system with state estimator.

We now derive the characteristic equation of the closed loop system of Figure
4.5. First the plant equations are
ẋ = Ax + Bu
(4.24)
y = Cx
4.5. CLOSED-LOOP SYSTEM CHARACTERISTICS 59

with the control law implemented using observed state variables u(t) = −Kx̂(t).
If the difference between the actual and observed state variables is

e(t) = x(t) − x̂(t)

then
x̂(t) = x(t) − e(t) (4.25)
Then, from (4.24) and (4.25),
ẋ = Ax − BK(x − e)
(4.26)
= (A − BK)x + BKe

The observer error equation from (4.18) is

ė = (A − Ke C)e (4.27)

Combining (4.26) and (4.27) gives

" # " #" #
ẋ A − BK BK x
= (4.28)
ė 0 A − Ke C e

Equation (4.28) describes the closed-loop dynamics of the observed state feed-
back control system and because the matrix is block triangular the characteristic
equation is

|sI − A + BK||sI − A + Ke C| = αc (s)αe (s) = 0 (4.29)

Equation (4.29) shows that the desired closed-loop poles for the control system
are not changed by the introduction of the state observer. The 2n roots of the
closed-loop characteristic equations are then the n roots of the pole-placement
design plus the n roots of the estimator. Since the observer is normally designed
to have a more rapid response than the control system with full order observed
state feedback, the pole-placement roots will dominate.
The closed-loop state equations, with the states chosen as the system states
plus the estimates of those states, will now be derived. From (4.24) and since
the control law u = −Kx̂
ẋ = Ax − BKx̂ (4.30)
and from (4.13)

x̂˙ = (A − Ke C)x̂ − BKx̂ + Ke Cx

= (A − Ke C − BK)x̂ + Ke Cx

Thus the closed-loop state equations are then given by

" # " #" #
ẋ A −BK x
= (4.31)
˙x̂ Ke C A − Ke C − BK x̂

Consider the system Example 4.3

   
0 1 0
ẋ = x+ u
−1 0 1
 
y= 1 0 x
60 CHAPTER 4. MODERN CONTROL DESIGN

In Example 4.1 the gain matrix required to place the poles at s = −2 was
calculated to be  
K= 3 4
and the state-estimator gain matrix was calculated in Example 4.2 to be
 
20
Ke =
99

The estimator equations are, from (4.13)

x̂˙ = (A − Ke C)x̂ + Bu + Ke y = (A − Ke C − BK)x̂ + Ke y

since u = −Kx̂. The controller-estimator is then described by the equations

   
˙x̂ = −20 1
x+
20
y
−103 −4 99
 
u = −3 −4 x 

4.5.1 Controller-Estimator Transfer Function

As shown in the example above, the controller-estimator equations are

x̂˙ = (A − Ke C − BK)x̂ + Ke y
u = −Kx̂

where y is the input and u is the output. Since these equations are in the
standard state-space equations form, we can calculate a transfer function with
input Y (s) and output U (s). Taking the Laplace transform of the controller-
estimator equations yields
˙
sX̂(s) = (A − Ke C − BK)X̂(s) + Ke Y(s)
U (s) = −KX̂(s)

and rearranging and solving for U (s), we obtain the transfer function

U (s) = [−K(sI − (A − Ke C − BK))−1 Ke ]Y(s)

For the last example, the controller-estimator transfer function

U (s) −(456s + 217)
= 2
Y(s) s + 24s + 183

The controller-estimator can be considered as a single transfer function of Gec (s),

where
Gec (s) = K(sI − (A − Ke C − BK))−1 Ke
This configuration is illustrated in Figure 4.6 in which a summing junction has
been added to account for the negative sign. The system appears to be the
standard single-loop unity feedback system. The characteristic equation of the
closed-loop system can be expressed as

1 + Gec (s)Gp (s) = 0 (4.32)

4.6. REDUCED-ORDER STATE ESTIMATORS 61

Figure 4.6: System with controller-estimator.

To illustrate the characteristic equation of (4.29), we consider the system of Example 4.4
Example 4.3. For this system, the characteristic equation is

αc (s)αe (s) = (s2 + 4s + 4)(s2 + 20s + 100)

= s4 + 24s3 + 184s2 + 480s + 400 = 0

We can also calculate the characteristic equation from (4.32), where the system
is represented as shown in Figure 4.6:
  
456s + 217 1
1 + Gec (s)Gp (s) = 1 + 2 =0
s + 24s + 183 s2 + 1

Simplifying this equation yields

s4 + 24s3 + 184s2 + 480s + 400 = 0

which is the same characteristic equation as just calculated. 

4.6 Reduced-order State Estimators

The full-order state observer estimates all state variables, irrespective of
whether they are being measured. Since usually we will not want to estimate
any state we are measuring, we prefer to design an estimator that estimates only
those states that are not measured. This type of estimator is called a reduced-
order estimator. We develop design equations for such an estimator in this
section. We consider only the case of one measurement; hence we are measuring
only one state. It is assumed that the state variables are always chosen such
that the state measured is x1 (t). The output equation is therefore
 
y = x1 = Cx = 1 0 · · · 0 x (4.33)

Partition the state vector as  

x
x= 1
xe
where xe are the state variables to be estimated. Next we partition the state
equations " # " #" # " #
ẋ1 a11 A1e x1 b1
= + u (4.34)
ẋe Ae1 Aee xe Be
62 CHAPTER 4. MODERN CONTROL DESIGN

From this equation we write the equation of the states to be estimated,

ẋe = Ae1 x1 + Aee xe + Be u (4.35)

and the equation of the state that is measured

ẋ1 = a11 x1 + A1e xe + b1 u (4.36)

In these equations, xe is unknown and to be estimated, and x1 and u are known.

To derive the equations of the estimator, we manipulate (4.35) and (4.36) into
the same form as the plant equations for full state estimation. For full state
estimation,
ẋ = Ax + Bu (4.37)
and for the reduced-order estimator, from (4.35)

ẋe = Aee xe + [Ae1 x1 + Be u] (4.38)

For full state estimation

y = Cx (4.39)
and for reduced-order estimator, from (4.36)

[ẋ1 − a11 x1 − b1 u] = A1e xe (4.40)

Comparing (4.37) with (4.38) and (4.39) with (4.40), we see that the equations
are equivalent if we make the following substitutions

x ← xe
A ← Aee
Bu ← Ae1 x1 + Be u
y ← ẋ1 − a11 x1 − b1 u
C ← A1e

Making these substitutions into the equation for the full-order estimator,

x̂˙ = (A − Ke C)x̂ + Bu + Ke y

we obtain the equations of the reduced-order estimator

x̂˙ e = (Aee − Ke A1e )x̂e + Ae1 y + Be u + Ke [ẏ − a11 y − b1 u] (4.41)

where x1 has been replaced with y. The error dynamics are given by

ė = ẋe − x̂˙ e = (Aee − Ke A1e )e (4.42)

Hence the characteristic equation of the estimator and of the errors of estimation
are given by
αe (s) = |sI − Aee + Ke A1e | = 0 (4.43)
We then choose Ke to satisfy this equation, where we have chosen αe (s) to give
the estimator certain desired dynamics.
4.6. REDUCED-ORDER STATE ESTIMATORS 63

Ackermann’s formula for full-order estimation is,

 −1  
C 0
 CA  0
Ke = αe (A)  ..   . 
   
 .   .. 
CAn−1 1
Making the substitutions indicated above yields the formula for reduced-order
estimator  −1  
A1e 0
 A1e Aee  0
Ke = αe (Aee ) 
   
..   .. 
 .  .
n−2
A1e Aee 1
where
αe (Aee ) = An−1 n−2
ee + αn−2 Aee + · · · + α2 Aee + α1 I
Note that the oder of the estimator is one less than that of the full-order esti-
mator.
The reduced-order estimator derived above requires the derivative of y(t),
as seen from (4.41). We wish to avoid the use of ẏ since the differentiator will
amplify any high-frequency noise in y. However, we can eliminate this need for
differentiation by a change of variables, such that the calculation of ẏ is not
required. We will introduce a change of variables x̂e1 = x̂e − Ke y. Now if we
use the state vector x̂˙ e1 instead of x̂˙ e the state equation for the observer in
(4.41) will simplify:
x̂˙ e1 = x̂˙ e − Ke ẏ
= (Aee − Ke A1e )x̂e + Ae1 y + Be u + Ke [ẏ − a11 y − b1 u] − Ke ẏ
= (Aee − Ke A1e )[x̂e1 + Ke y] + Ae1 y + Be u − Ke a11 y − b1 u
= (Aee − Ke A1e )x̂e1
+ (Ae1 − Ke a11 + Aee Ke − Ke A1e Ke )y + (Be − Ke b1 )u (4.44)
This equation is solved for the variable x̂e1 , after which the estimated state
vector is computed from x̂e = x̂e1 + Ke y. The control input to the plant is
u = −K1 y − Ke x̂e (4.45)
An implementation of the closed-loop control system is shown in Figure 4.7.

Consider the system Example 4.5

   
0 1 0
ẋ = x+ u
−1 0 1
 
y= 1 0 x
Design a reduced-order estimator that has a pole at s = −10.

 Solution Comparing the above state equations with those of the partitioned
state matrices in (4.34) yields
a11 = 0 A1e = 1 b1 = 0
Ae1 = −1 Aee = 0 Be = 1
64 CHAPTER 4. MODERN CONTROL DESIGN

Figure 4.7: Implementation of a reduced-order state observer.

The first-order estimator characteristic equation is

αe (s) = s + 10
From Ackermann’s formula,
αe (Aee ) = 0 + 10 = 10
and
10
Ke = αe (Aee )[A1e ]−1 [1] = = 10
1
Then from (4.44)
x̂˙ e1 = (Aee − Ke A1e )x̂e1 + (Ae1 − Ke a11 + Aee Ke − Ke A1e Ke )y + (Be − Ke b1 )u
= [0 − (10)(1)]x̂e1 + [(−1) − (10)(0) + (0)(10) − (10)(1)(10)]y + [1 − (10)(0)]u
= −10x̂e1 − 101y + u
The estimated value of x2 is then x̂e = x̂e1 + 10y.
4.7. SYSTEMS WITH INPUTS 65

4.6.1 Example page 263

4.7 Systems with Inputs

In the preceding sections only regulator control systems were considered. A
regulator system has no input, and the purpose of the system is to return all
state variables to values of zero when the states have been perturbed. However,
many systems require that the system output track an input. For these cases,
the design equations for the regulator systems must be modified.

4.7.1 Full State Feedback

We first consider systems with full state feedback. For these systems, the plant
is described by
ẋ = Ax + Bu
with
u = −Kx
The plant input u is the only function that we can modify; hence the input
function r(t) must be added to this function. Therefore, the equation for u
becomes
u = −Kx + Kr r
The gain Kr can be determined to satisfy different design criteria. If we express
u as
u = −K1 x1 − K2 x2 − · · · − Kn xn + Kr r
we see that one method for choosing Kr is to combine the input r with a linear
combination of the states. For example, suppose that state x1 is the system
output that is to track the input r. One logical choice for Kr is then the gain
K1 , such that u becomes

u = K1 [r − x1 ] − K2 x2 − · · · − Kn xn
 Chapter 6
NON LINEAR SYSTEMS
6.1 Introduction
Many practical systems are sufficiently nonlinear so that the important features of their
performance may be completely overlooked if they are analyzed and designed through
linear techniques. The mathematical models of the nonlinear systems are represented by
nonlinear differential equations. Hence, there are no general methods for the analysis and
synthesis of nonlinear control systems. The fact that superposition principle does not
apply to nonlinear systems makes generalisation difficult and study of many nonlinear
systems has to be specific for typical situations.
6.2 Behaviour of Nonlinear Systems
The most important feature of nonlinear systems is that nonlinear systems do not obey the
principle of superposition. Due to this reason, in contrast to the linear case, the response
of nonlinear systems to a particular test signal is no guide to their behaviour to other
inputs. The nonlinear system response may be highly sensitive to input amplitude. For
example, a nonlinear system giving best response for a certain step input may exhibit
highly unsatisfactory behaviour when the input amplitude is changed. Hence, in a
nonlinear system, the stability is very much dependent on the input and also the initial
state.
Further, the nonlinear systems may exhibit limit cycles which are self-sustained
oscillations of fixed frequency and amplitude. Once the system trajectories converge to a
limit cycle, it will continue to remain in the closed trajectory in the state space identified
as limit cycles. In many systems the limit cycles are undesirable particularly when the
amplitude is not small and result in some unwanted phenomena.

Figure 6.1
A nonlinear system, when excited by a sinusoidal input, may generate several harmonics
in addition to the fundamental corresponding to the input frequency. The amplitude of
the fundamental is usually the largest, but the harmonics may be of significant amplitude
in many situations.
Another peculiar characteristic exhibited by nonlinear systems is called jump
phenomenon. For example, let us consider the frequency response curve of spring-mass-
damper system. The frequency responses of the system with a linear spring, hard spring
and soft spring are as shown in Fig. 6.2(a), Fig. 6.2(b) and Fig. 6.2(c) respectively. For a
hard spring, as the input frequency is gradually increased from zero, the measured

1
response follows the curve through the A, B and C, but at C an increment in frequency
results in discontinuous jump down to the point D, after which with further increase in
frequency, the response curve follows through DE. If the frequency is now decreased, the
response follows the curve EDF with a jump up to B from the point F and then the
response curve moves towards A. This phenomenon which is peculiar to nonlinear
systems is known as jump resonance. For a soft spring, jump phenomenon will happen as
shown in fig. 6.2(c).

Fig. 6.2(a) Fig. 6.2(b) Fig. 6.2 (c)

When excited by a sinusoidal input of constant frequency and the amplitude is increased
from low values, the output frequency at some point exactly matches with the input
frequency and continue to remain as such thereafter. This phenomenon which results in a
synchronisation or matching of the output frequency with the input frequency is called
frequency entrainment or synchronisation.
6.3 Methods of Analysis
Nonlinear systems are difficult to analyse and arriving at general conclusions are tedious.
However, starting with the classical techniques for the solution of standard nonlinear
differential equations, several techniques have been evolved which suit different types of
analysis. It should be emphasised that very often the conclusions arrived at will be useful
for the system under specified conditions and do not always lead to generalisations. The
commonly used methods are listed below.
Linearization Techniques: In reality all systems are nonlinear and linear systems are
only approximations of the nonlinear systems. In some cases, the linearization yields
useful information whereas in some other cases, linearised model has to be modified
when the operating point moves from one to another. Many techniques like perturbation
method, series approximation techniques, quasi-linearization techniques etc. are used for
linearise a nonlinear system.
Phase Plane Analysis: This method is applicable to second order linear or nonlinear
systems for the study of the nature of phase trajectories near the equilibrium points. The
system behaviour is qualitatively analysed along with design of system parameters so as
to get the desired response from the system. The periodic oscillations in nonlinear
systems called limit cycle can be identified with this method which helps in investigating
the stability of the system.
Describing Function Analysis: This method is based on the principle of harmonic
linearization in which for certain class of nonlinear systems with low pass characteristic.
This method is useful for the study of existence of limit cycles and determination of the
amplitude, frequency and stability of these limit cycles. Accuracy is better for higher
order systems as they have better low pass characteristic.

2
Liapunov’s Method for Stability: The analytical solution of a nonlinear system is rarely
possible. If a numerical solution is attempted, the question of stability behaviour can not
be fully answered as solutions to an infinite set of initial conditions are needed. The
Russian mathematician A.M. Liapunov introduced and formalised a method which allows
one to conclude about the stability without solving the system equations.
6.4 Classification of Nonlinearities
The nonlinearities are classified into i) Inherent nonlinearities and ii) Intentional
nonlinearities.
The nonlinearities which are present in the components used in system due to the inherent
imperfections or properties of the system are known as inherent nonlinearities. Examples
are saturation in magnetic circuits, dead zone, back lash in gears etc. However in some
cases introduction of nonlinearity may improve the performance of the system, make the
system more economical consuming less space and more reliable than the linear system
designed to achieve the same objective. Such nonlinearities introduced intentionally to
improve the system performance are known as intentional nonlinearities. Examples are
different types of relays which are very frequently used to perform various tasks. But it
should be noted that the improvement in system performance due to nonlinearity is
possible only under specific operating conditions. For other conditions, generally
nonlinearity degrades the performance of the system.
6.5 Common Physical Nonlinearities: The common examples of physical
nonlinearities are saturation, dead zone, coulomb friction, stiction, backlash, different
types of springs, different types of relays etc.
Saturation: This is the most common of all nonlinearities. All practical systems, when
driven by sufficiently large signals, exhibit the phenomenon of saturation due to
limitations of physical capabilities of their components. Saturation is a common
phenomenon in magnetic circuits and amplifiers.
Dead zone: Some systems do not respond to very small input signals. For a particular
range of input, the output is zero. This is called dead zone existing in a system. The
input-output curve is shown in figure.

Figure 6.3
Backlash: Another important nonlinearity commonly occurring in physical systems is
hysteresis in mechanical transmission such as gear trains and linkages. This nonlinearity
is somewhat different from magnetic hysteresis and is commonly referred to as backlash.
In servo systems, the gear backlash may cause sustained oscillations or chattering
phenomenon and the system may even turn unstable for large backlash.

3
 Figure 6.4
Relay: A relay is a nonlinear power amplifier which can provide large power
amplification inexpensively and is therefore deliberately introduced in control systems. A
relay controlled system can be switched abruptly between several discrete states which
are usually off, full forward and full reverse. Relay controlled systems find wide
applications in the control field. The characteristic of an ideal relay is as shown in figure.
In practice a relay has a definite amount of dead zone as shown. This dead zone is caused
by the facts that relay coil requires a finite amount of current to actuate the relay. Further,
since a larger coil current is needed to close the relay than the current at which the relay
drops out, the characteristic always exhibits hysteresis.
Multivariable Nonlinearity: Some nonlinearities such as the torque-speed characteristics
of a servomotor, transistor characteristics etc., are functions of more than one variable.
Such nonlinearities are called multivariable nonlinearities.

4
 Chapter 7
Phase Plane Analysis
7.1 Introduction
Phase plane analysis is one of the earliest techniques developed for the study of second
order nonlinear system. It may be noted that in the state space formulation, the state
variables chosen are usually the output and its derivatives. The phase plane is thus a state
plane where the two state variables x1 and x2 are analysed which may be the output
variable y and its derivative . The method was first introduced by Poincare, a French
mathematician. The method is used for obtaining graphically a solution of the following
two simultaneous equations of an autonomous system.

Where and are either linear or nonlinear functions of the

state variables x1 and x2 respectively. The state plane with coordinate axes x1 and x2 is
called the phase plain. In many cases, particularly in the phase variable representation of
systems, take the form

The plot of the state trajectories or phase trajectories of above said equation thus gives an
idea of the solution of the state as time t evolves without explicitly solving for the state.
The phase plane analysis is particularly suited to second order nonlinear systems with no
input or constant inputs. It can be extended to cover other inputs as well such as ramp
inputs, pulse inputs and impulse inputs.
7.2 Phase Portraits
From the fundamental theorem of uniqueness of solutions of the state equations or
differential equations, it can be seen that the solution of the state equation starting from an
initial state in the state space is unique. This will be true if and are
analytic. For such a system, consider the points in the state space at which the derivatives
of all the state variables are zero. These points are called singular points. These are in
fact equilibrium points of the system. If the system is placed at such a point, it will
continue to lie there if left undisturbed. A family of phase trajectories starting from
different initial states is called a phase portrait. As time t increases, the phase portrait
graphically shows how the system moves in the entire state plane from the initial states in
the different regions. Since the solutions from each of the initial conditions are unique,
the phase trajectories do not cross one another. If the system has nonlinear elements
which are piece-wise linear, the complete state space can be divided into different regions
and phase plane trajectories constructed for each of the regions separately.
7.3 Phase Plane Method
Consider the homogenous second order system with differential equations

5
This equation may be written in the standard form

where ζ and ωn are the damping factor and undamped natural frequency of the system.
Defining the state variables as x = x1 and = x2, we get the state equation in the state
variable form as

These equations may then be solved for phase variables x1 and x2. The time response
plots of x1, x2 for various values of damping with initial conditions can be plotted. When
the differential equations describing the dynamics of the system are nonlinear, it is in
general not possible to obtain a closed form solution of x1, x2. For example, if the spring
force is nonlinear say (k1x + k2x3) the state equation takes the form

Solving these equations by integration is no more an easy task. In such situations, a

graphical method known as the phase-plane method is found to be very helpful. The
coordinate plane with axes that correspond to the dependent variable x 1 and x2 is called
phase-plane. The curve described by the state point (x1,x2) in the phase-plane with
respect to time is called a phase trajectory. A phase trajectory can be easily constructed
by graphical techniques.
7.3.1 Isoclines Method:
Let the state equations for a nonlinear system be in the form

Where both and are analytic.

From the above equation, the slope of the trajectory is given by

Therefore, the locus of constant slope of the trajectory is given by

f2(x1,x2) = Mf1(x1,x2)
The above equation gives the equation to the family of isoclines. For different values of
M, the slope of the trajectory, different isoclines can be drawn in the phase plane.
Knowing the value of M on a given isoclines, it is easy to draw line segments on each of
these isoclines.
Consider a simple linear system with state equations

Dividing the above equations we get the slope of the state trajectory in the x1-x2 plane as

6
For a constant value of this slope say M, we get a set of equations

which is a straight line in the x1-x2 plane. We can draw different lines in the x1-x2 plane
for different values of M; called isoclines. If draw sufficiently large number of isoclines
to cover the complete state space as shown, we can see how the state trajectories are
moving in the state plane. Different trajectories can be drawn from different initial
conditions. A large number of such trajectories together form a phase portrait. A few
typical trajectories are shown in figure given below.

Figure 7.1
The Procedure for construction of the phase trajectories can be summarised as
below:
1. For the given nonlinear differential equation, define the state variables as x1 and x2
and obtain the state equations as

2. Determine the equation to the isoclines as

7
3. For typical values of M, draw a large number of isoclines in x1-x2 plane
4. On each of the isoclines, draw small line segments with a slope M.
5. From an initial condition point, draw a trajectory following the line segments with
slopes M on each of the isoclines.
Example 7.1: For the system having the transfer function and a relay with dead
zone as nonlinear element, draw the phase trajectory originating from the initial condition
(3,0).

The differential equation for the system is where u is given by

Since the input is zero, e = r – c = -c and the differential equation in terms of error will be

Defining the state variables as x1 = e and x2 = we get the state equations as

The slope of the trajectory is given by

Equation to the isoclines is given by

We can identify three regions in the state plane depending on the values of e = x1.
Region 1:
Here u = 1, so that the isoclines are given by or
For different values of M, these are a number of straight lines parallel to the x-axis.

M 0 1/3 1/2 2 3 -4 -3 -2 -1

-1 -1.5 -2 1 0.5 -0.2 -0.25 -0.33 -0.5

Region 2:

8
Here u = 0, so that the isoclines are given by or M = -1, which are parallel lines
having constant slope of -1. Trajectories are lines of constant slope -1.
Region 3:
Here u = -1 so that on substitution we get or
These are also lines parallel to x – axis at a constant distance decided by the value of the
slope of the trajectory M.

M 0 1/3 1 2 3 -5 -4 -3 -2

1 0.75 0.5 1/3 0.25 -0.25 -0.33 -0.5 -1

Figure 7.2: Phase portrait of Example 1

Isoclines drawn for all three regions are as shown in figure. It is seen that trajectories
from either region 1 or 2 approach the boundary between the regions and approach the
origin along a line at -1 slope. The state can settle at any value of x1 between -1 and +1 as
this being a dead zone and no further movement to the origin along the x 1-axis will be
possible. This will result in a steady state error, the maximum value of which is equal to
half the dead zone. However, the presence of dead zone can reduce the oscillations and
result in a faster response. In order that the steady state error in the output is reduced, it is
better to have as small a dead zone as possible.
Example 7.2: For the system having a closed loop transfer function , plot the
phase trajectory originating from the initial condition (-1,0).
The differential equation for the system is given by

Let
Then,

9
The slope of the trajectory is given by

When x2 = 0,

ie., all the isoclines will pass through the point x1 = 2, x2 = 0.

When M = 0,

When M = 2,

When M = 4,

When M = 8,

When M = -2,

When M = -4,

When M = -6,

When M = -10,

10
 Figure 7.3
The isoclines are drawn as shown in figure. The starting point of the trajectory is marked
at (-1,0). At (-1,0), the slope is , ie., the trajectory will start at an angle 90o. From the
next isoclines, the average slope is (8+4)/2 = 6, ie., a line segment with a slope 6 is drawn
(at an angle 80.5o).The same procedure is repeated and the complete phase trajectory will
be obtained as shown in figure.
7.3.2 Delta Method:
The delta method of constructing phase trajectories is applied to systems of the form

Where may be linear or nonlinear and may even be time varying but must be
continuous and single valued.
With the help of this method, phase trajectory for any system with step or ramp or any
time varying input can be conveniently drawn. The method results in considerable time
saving when a single or a few phase trajectories are required rather than a complete phase
portrait.
While applying the delta method, the above equation is first converted to the form

In general, depends upon the variables x, and t, but for short intervals the
changes in these variables are negligible. Thus over a short interval, we have
, where δ is a constant.
Let us choose the state variables as x1 = x; , then

11
Therefore, the slope equation over a short interval is given by

With δ known at any point P on the trajectory and assumed constant for a short interval,
we can draw a short segment of the trajectory by using the trajectory slope dx 2/dx1 given
in the above equation. A simple geometrical construction given below can be used for
this purpose.
1. From the initial point, calculate the value of δ.
2. Draw a short arc segment through the initial point with (-δ, 0) as centre, thereby
determining a new point on the trajectory.
3. Repeat the process at the new point and continue.

Example 7.3: For the system described by the equation given below, construct the
trajectory starting at the initial point (1, 0) using delta method.

Let then

The above equation can be rearranged as

So that
At initial point δ is calculated as δ = 0+1-1 = 0. Therefore, the initial arc is centred at
point (0, 0). The mean value of the coordinates of the two ends of the arc is used to
calculate the next value of δ and the procedure is continued. By constructing the small
arcs in this way the complete trajectory will be obtained as shown in figure.

Figure 7.4

12
7.4 Limit Cycles:
Limit cycles have a distinct geometric configuration in the phase plane portrait, namely,
that of an isolated closed path in the phase plane. A given system may have more than
one limit cycle. A limit cycle represents a steady state oscillation, to which or from
which all trajectories nearby will converge or diverge. In a nonlinear system, limit cycles
describes the amplitude and period of a self sustained oscillation. It should be pointed out
that not all closed curves in the phase plane are limit cycles. A phase-plane portrait of a
conservative system, in which there is no damping to dissipate energy, is a continuous
family of closed curves. Closed curves of this kind are not limit cycles because none of
these curves are isolated from one another. Such trajectories always occur as a
continuous family, so that there are closed curves in any neighbourhood of any particular
closed curve. On the other hand, limit cycles are periodic motions exhibited only by
nonlinear non conservative systems.
As an example, let us consider the well known Vander Pol’s differential equation

which describes physical situations in many nonlinear systems.

In terms of the state variables , we obtain

The figure shows the phase trajectories of the system for μ > 0 and μ < 0. In case of μ > 0
we observe that for large values of x1(0), the system response is damped and the
amplitude of x1(t) decreases till the system state enters the limit cycle as shown by the
outer trajectory. On the other hand, if initially x1(0) is small, the damping is negative, and
hence the amplitude of x1(t) increases till the system state enters the limit cycle as shown
by the inner trajectory. When μ < 0, the trajectories moves in the opposite directions as
shown in figure.

Figure 7.5
A limit cycle is called stable if trajectories near the limit cycle, originating from outside
or inside, converge to that limit cycle. In this case, the system exhibits a sustained

13
oscillation with constant amplitude. This is shown in figure (i). The inside of the limit
cycle is an unstable region in the sense that trajectories diverge to the limit cycle, and the
outside is a stable region in the sense that trajectories converge to the limit cycle.
A limit cycle is called an unstable one if trajectories near it diverge from this limit cycle.
In this case, an unstable region surrounds a stable region. If a trajectory starts within the
stable region, it converges to a singular point within the limit cycle. If a trajectory starts
in the unstable region, it diverges with time to infinity as shown in figure (ii). The inside
of an unstable limit cycle is the stable region, and the outside the unstable region.
7.5 Analysis and Classification of Singular Points:
Singular points are points in the state plane where . At these points the slope
of the trajectory dx2/dx1 is indeterminate. These points can also be the equilibrium points
of the nonlinear system depending whether the state trajectories can reach these or not.
Consider a linearised second order system represented by

Using linear transformation x = Mz, the equation can be transformed to canonical form

Where, λ1 and λ2 are the roots of the characteristic equation of the system.
The transformation given simply transforms the coordinate axes from x1-x2 plane to z1-z2
plane having the same origin, but does not affect the nature of the roots of the
characteristic equation. The phase trajectories obtained by using this transformed state
equation still carry the same information except that the trajectories may be skewed or
stretched along the coordinate axes. In general, the new coordinate axes will not be
rectangular.
The solution to the state equation being given by

The slope of the trajectory in the z1 – z2 plane is given by

Based on the nature of these eigen values and the trajectory in z 1 – z2 plane, the singular
points are classified as follows.
Nodal Point:
Consider eigen values are real, distinct and negative as shown in figure (a). For this case
the equation of the phase trajectory follows as

14
 Where, k1 = (λ2/λ1) ≥ 0 so that the trajectories
become a set of parabola as shown in figure (b) and
the equilibrium point is called a node. In the
original system of coordinates, these trajectories
appear to be skewed as shown in figure (c).
If the eigen values are both positive, the nature of
the trajectories does not change, except that the
trajectories diverge out from the equilibrium point
as both z1(t) and z2(t) are increasing exponentially.
The phase trajectories in the x1-x2 plane are as
shown in figure (d). This type of singularity is
identified as a node, but it is an unstable node as the
trajectories diverge from the equilibrium point.
Saddle Point:
Consider now a system with eigen values are real,
distinct one positive and one negative. Here, one of
the states corresponding to the negative eigen value
converges and the one corresponding to positive eigen value diverges so that the
trajectories are given by z2 = c(z1)-k or (z1)kz2 = c which is an equation to a rectangular
hyperbola for positive values of k. The location of the eigen values, the phase portrait in
z1 – z2 plane and in the x1 – x2 plane are as shown in figure. The equilibrium point
around which the trajectories are of this type is called a saddle point.

Figure 7.7
Focus Point:
Consider a system with complex conjugate eigen values. The canonical form of the state
equation can be written as

Using linear transformation, the equation becomes

15
The slope

We get,

This is an equation for a spiral in the polar coordinates. A plot of this equation for
negative values of real part is a family of equiangular spirals. The origin which is a
singular point in this case is called a stable focus. When the eigen values are complex
conjugate with positive real parts, the phase portrait consists of expanding spirals as
shown in figure and the singular point is an unstable focus. When transformed into the
x1-x2 plane, the phase portrait in the above two cases is essentially spiralling in nature,
except that the spirals are now somewhat twisted in shape.

Figure 7.8
Centre or Vortex Point:
Consider now the case of complex conjugate eigen values with zero real parts.
ie., λ1, λ2 = ±jω

16
Integrating the above equation, we get which is an equation to a circle of
radius R. The radius R can be evaluated from the initial conditions. The trajectories are
thus concentric circles in y1-y2 plane and ellipses in the x1-x2 plane as shown in figure.
Such a singular points, around which the state trajectories are concentric circles or
ellipses, are called a centre or vortex.

Figure 7.9
Example 7.4:
Determine the kind of singularity for the following differential equation.

Let the state variables be

The corresponding state model is

At singular points, and

Therefore, the singular point is at (0,0)

The characteristic equation is │λI - A│= 0

i.e, or λ2 + 3λ + 2 = 0

λ1, λ2 = -2, -1. Since the roots are real and negative, the type of singular point is stable
node.
Example 7.5: For the nonlinear system having differential equation:
find all singularities.

Defining the state variables as , the state equations are

17
At singular points,

So that the singular points

The singularities are thus at (0,0) and (-1,0).

Linearization about the singularities:

The Jacobean matrix J =

Linearization around (0,0), i.e., substituting x1 = 0 and x2 = 0

The characteristic equation is │λI - A│= 0

i.e., λ(λ-0.1)+1 = 0 or λ2 – 0.1λ + 1 = 0

The eigen values are complex with positive real part. The singular point is an unstable
focus.
Linearization around (-1,0)

The characteristic equation will be

Therefore λ2 – 0.1λ - 1 = 0
λ1, λ2 = 1.05 and -0.98. Since the roots are real and one negative and another positive, the
singular point is a saddle point.
Example 7.6:
Determine the kind of singularity for the following differential equation.

Let the state variables be

The corresponding state model is

18
At singular points,
So that the singular points

The singularities are thus at (0,0) and (-2,0).

Linearization about the singularities:

The Jacobean matrix J =

Linearization around (0,0), i.e., substituting x1 = 0 and x2 = 0

The characteristic equation is │λI - A│= 0

i.e., λ(λ + 0.5) + 2 = 0 or λ2 + 0.5λ + 2 = 0

The eigen values are complex with negative real parts. The singular point is a stable
focus.
Linearization around (-2,0)

The characteristic equation will be

Therefore λ2 + 0.5λ - 2 = 0
λ1, λ2 = 1.19 and -1.69. Since the roots are real and one negative and another positive, the
singular point is a saddle point.

19
 Chapter 8
STABILITY ANALYSIS
8.1 Introduction:
For linear time invariant (LTI) systems, the concept of stability is simple and can be
formalised as per the following two notions:
a) A system is stable with zero input and arbitrary initial conditions if the resulting
trajectory tends towards the equilibrium state.
b) A system is stable if with bounded input, the system output is bounded.
In nonlinear systems, unfortunately, there is no definite correspondence between the two
notions. The linear autonomous systems have only one equilibrium state and their
behaviour about the equilibrium state completely determines the qualitative behaviour in
the entire state plane. In nonlinear systems, on the other hand, system behaviour for small
deviations about the equilibrium point may be different from that for large deviations.
Therefore, local stability does not imply stability in the overall state plane and the two
concepts should be considered separately. Secondly, in a nonlinear system with multiple
equilibrium states, the system trajectories may move away from one equilibrium point
and tend to other as time progresses. Thus it appears that in case of nonlinear systems,
there is no point in talking about system stability. More meaningful will be to talk about
the stability of an equilibrium point. Stability in the region close to the equilibrium point
or in the neighbourhood of equilibrium point is called stability in the small. For a larger
region around the equilibrium point, the stability may be referred to as stability in the
large. In the extreme case, we can talk about the stability of a trajectory starting from
anywhere in the complete state space, this being called global stability. A simple physical
illustration of different types of stability is shown in Fig. 8.1

Fig. 8.1 Global and local stability

1
Equilibrium State: In the system of equation , a state xe where f(xe,t) = 0 for
all ‘t’ is called an equilibrium state of the system. If the system is linear time invariant,
namely f(x,t) = Ax, then there exists only one equilibrium state if ‘A’ is non-singular and
there exist infinitely many equilibrium states if ‘A’ is singular. For nonlinear systems,
there may be one or more equilibrium states. Any isolated equilibrium state can be
shifted to the origin of the coordinates, or f(0,t) = 0, by a translation or coordinates.
8.2 Stability Definitions:
The Russian mathematician A.M. Liapunov has clearly defined the different types of
stability. These are discussed below.
Stability: An equilibrium state xe of the system is said to be stable if for each
real number ε > 0 there is a real number δ(ε,t0) > 0 such that implies
for all t ≥ t 0. The real number δ depends on ε and in general, also
depends on t0. If δ does not depend on t0, the equilibrium state is said to be uniformly
stable.
An equilibrium state xe of the system of equation is said to be stable in the
sense of Liapunov if, corresponding to each S(ε), there is an S(δ) such that trajectories
starting in S(δ) do not leave S(ε) as t increases indefinitely.
Asymptotic Stability: An equilibrium state xe of the system is said to be
asymptotically stable, if it is stable in the sense of Liapunov and every solution starting
within S(δ) converges, without leaving S(ε), to xe as ‘t’ increases indefinitely.
Asymptotic Stability in the Large: If asymptotic stability holds for all states from
which trajectories originate, the equilibrium state is said to be asymptotically stable in the
large. An equilibrium state xe of the system is said to be asymptotically
stable in the large, if it is stable and if every solution converges to xe as ‘t’ increases
indefinitely. Obviously a necessary condition for asymptotic stability in the large is that
there is only one equilibrium state in the whole state space.
The above said definitions are represented graphically in Fig. 8.2

Fig. 8.2 Liapunov’s Stability

Instability: An equilibrium state xe is said to be unstable, if for some real number ε > 0
and any real number δ > 0, no matter how small, there is always a state x0 in S(δ) such
that the trajectory starting at this state leaves S(ε).

2
8.3 Stability by the Method of Liapunov
Russian mathematician A.M. Liapunov has proposed a few theorems for the study of
stability of the system. The most popular among this is called the “Second Method of
Liapunov” or “Direct Method of Liapunov”. This method is very general in its
formulation and can be used to study of stability of linear or nonlinear systems. The
method is called ‘direct’ method as it does not involve the solution of the system
differential equations and stability information is available without solving the equations
which is definitely an advantage for nonlinear systems. The stability information
obtained by this method is precise and involved no approximation.
First Method of Liapunov: The first method of Liapunov, though rarely talked about, is
essentially a theorem stating the conditions under which system stability information can
be inferred by examining the simplified equations obtained through local linearization.
This theorem is applicable only to autonomous systems.
8.4 Sign Definiteness
Let V(x1, x2, x3, ……. Xn) be a scalar function of the state variables x1, x2, x3, …….., xn.
Then the following definitions are useful for the discussion of Liapunov’s second method.
8.4.1 Scalar Functions:
A scalar function V(x) is said to be positive definite in a region Ω if V(x) > 0 for all
nonzero states x in the region Ω and V(0) = 0.
A scalar function V(x) is said to be negative definite in a region Ω if V(x) < 0 for all
nonzero states x in the region Ω and V(0) = 0.
A scalar function V(x) is said to be positive semi-definite in a region Ω if it is positive for
all states in the region Ω and except at the origin and at certain other states, where it is
zero.
A scalar function V(x) is said to be negative semi-definite in a region Ω if it is negative
for all states in the region Ω and except at the origin and at certain other states, where it is
zero.
A scalar function V(x) is said to be indefinite if in the region Ω it assumes both positive
and negative values, no matter how small the region Ω is.
Examples:

8.4.2 Sylvester’s Criteria for Definiteness:

A necessary and sufficient condition in order that the quadratic form xTAx, where A is an
nxn real symmetric matrix, be positive definite is that the determinant of A be positive
and the successive principal minors of the determinant of A be positive.

3
i.e.,

A necessary and sufficient condition in order that the quadratic form xTAx, where A is an
nxn real symmetric matrix, be negative definite is that the determinant of A be positive if
n is even and negative if n is odd, and the successive principal minors of even order be
positive and the successive principal minors of odd order be negative.
i.e.,

A necessary and sufficient condition in order that the quadratic form xTAx, where A is an
nxn real symmetric matrix, be positive semi-definite is that the determinant of A be
singular and the successive principal minors of the determinant of A be nonnegative.
i.e.,

A necessary and sufficient condition in order that the quadratic form xTAx, where A is an
nxn real symmetric matrix, be negative semi-definite is that the determinant of A be
singular and all the principal minors of even order be nonnegative and those of odd orders
be non positive.
i.e.,

Example 8.1: Using Sylvester’s criteria, determine the sign definiteness of the following
quadratic forms

Successive principal minors are

Hence the given quadratic form is positive definite.

4
Example 8.2:

Successive principal minors are

Hence, the given quadratic form is indefinite

Example 8.3:

Successive principal minors are

Hence the quadratic form is negative definite.

8.5 Second Method of Liapunov

The second method of Liapunov is based on a generalization of the idea that if the system
has an asymptotically stable equilibrium state, then the stored energy of the system
displaced within the domain of attraction decays with increasing time until it finally
assumes its minimum value at the equilibrium state. The second method of Liapunov
consists of determination of a fictitious energy function called a Liapunov function. The
idea of the Liapunov function is more general than that of energy and is more widely
applicable. Liapunov functions are functions of x 1, x2, x3, …….., xn. and t. We denote
Liapunov functions V(x1, x2, x3, …….., xn, t) or V(x,t) or V(x) if functions do not include
t explicitly. In the second method of Liapunov the sign behaviours of V(x,t) and its time
derivative give information on stability, asymptotic stability or instability of the
equilibrium state under consideration at the origin of the state space.
Theorem 1: Suppose that a system is described by , where f(0,t) = 0 for all t.
If there exists a scalar function V(x,t) having continuous first partial derivatives and
satisfying the following conditions.
1. V(x,t) is positive definite
2.
Then the equilibrium state at the origin is uniformly asymptotically stable. If in addition,
then the equilibrium state at the origin is uniformly
asymptotically stable in the large.
A visual analogy may be obtained by considering the surface . This is a
cup shaped surface as shown. The constant V loci are ellipses on the surface of the cup.
Let be the initial condition. If one plots trajectory on the surface shown, the
representative point x(t) crosses the constant V curves and moves towards the lowest
point of the cup which is the equilibrium point.

5
 Fig. 8.3 Energy function and movement of states
Theorem 2: Suppose that a system is described by , where f(0,t) = 0 for all t ≥
0. If there exists a scalar function V(x,t) having continuous first partial derivatives and
satisfying the following conditions.
1. V(x,t) is positive definite
2.
3. does not vanish identically in t ≥ t0 for any t0 and any x0 ≠ 0,
where denotes the trajectory or solution starting from x0 at t0.
Then the equilibrium state at the origin of the system is uniformly asymptotically stable in
the large.
If however, there exists a positive definite scalar function V(x,t) such that is
identically zero, then the system can remain in a limit cycle. The equilibrium state at the
origin, in this case, is said to be stable in the sense of Liapunov.
Theorem 3: Suppose that a system is described by where f(0,t) = 0 for all t ≥
t0. If there exists a scalar function W(x,t) having continuous first partial derivatives and
satisfying the following conditions
1. W(x,t) is positive definite in some region about the origin.
2. is positive definite in the same region, then the equilibrium state at the
origin is unstable.

6
Example 8.4: Determine the stability of following system using Liapunov’s method.

Let us choose

Then

This is negative definite. Hence the system is asymptotically stable.

Example 8.5: Determine the stability of following system using Liapunov’s method.

Let us choose

Then
This is a negative semi definite function. If is to be vanish identically for t ≥ t0, then
x2 must be zero for all t ≥ t 0.
This means that vanishes identically only at the origin. Hence the equilibrium state
at the origin is asymptotically stable in the large.

Example 8.6: Determine the stability of following system using Liapunov’s method.

Let us choose

Then
This is an indefinite function.
Let us choose another
Then
This is negative semi definite function. If is to be vanish identically for t ≥ t0, then
x2 must be zero for all t ≥ t 0.
This means that vanishes identically only at the origin. Hence the equilibrium state
at the origin is asymptotically stable in the large.

Example 8.7: Consider a nonlinear system governed by the state equations

Let us choose

Then

7
Therefore, for asymptotic stability we require that the above condition is satisfied. The
region of state space where this condition is not satisfied is possibly the region of
instability. Let us concentrate on the region of state space where this condition is
satisfied. The limiting condition for such a region is . The dividing
lines lie in the first and third quadrants and are rectangular hyperbolas as shown in
Figure. 8.4. In the second and fourth quadrants, the inequality is satisfied for all values of
x1 and x2. Figure 8.4 shows the region of stability and possible instability. Since the
choice of Liapunov function is not unique, it may be possible to choose another Liapunov
function for the system under consideration which yields a larger region of stability.

Conclusions:
1. Failure in finding a ‘V’ function to show stability or asymptotic stability or instability
of the equilibrium state under consideration can give no information on stability.
2. Although a particular V function may prove that the equilibrium state under
consideration is stable or asymptotically stable in the region Ω, which includes this
equilibrium state, it does not necessarily mean that the motions are unstable outside
the region Ω.
3. For a stable or asymptotically stable equilibrium state, a V function with the required
properties always exists.

8.6 Stability Analysis of Linear Systems

Theorem: The equilibrium state x = 0 of the system given by equation is
asymptotically stable if and only if given any positive definite Hermitian matrix Q (or
positive definite real symmetric matrix), there exists a positive definite Hermitian matrix
P (or positive definite real symmetric matrix) such that . The scalar
function is a Liapunov function for the system.

8
Hence, for the asymptotic stability of the system of , it is sufficient that Q be
positive definite. Instead of first specifying a positive definite matrix P and examining
whether or not Q is positive definite, it is convenient to specify a positive definite matrix
Q first and then examine whether or not P determined from is also
positive definite. Note that P being positive definite is a necessary condition.

Note:
1. If does not vanish identically along any trajectory, then Q may be
chosen to be positive semi definite.
2. In determining whether or not there exists a positive definite Hermitian or real
symmetric matrix P, it is convenient to choose Q = I, where I is the identity matrix.
Then the elements of P are determined from and the matrix P is
tested for positive definiteness.

Example 8.8: Determine the stability of the system described by

Assume a Liapunov function V(x) = XTPX

-2P12 = -1
P11 – P12 – P22 = 0
2P12 – 2P22 = -1

Solving the above equations,

P11 = 1.5; P12 = 0.5; and P22 = 1

1.5 > 0 and det(P) > 0. Therefore, P is positive define. Hence, the equilibrium state at
origin is asymptotically stable in the large.

The Liapunov function V(x) = XTPX

9
Example 8.9: Determine the stability of the equilibrium state of the following system.

4P11 + (1 – j)P12 + (1+j)P21 = 1

(1 – j)P11 + 5P21 + (1 – j)P22 = 0

(1 + j)P11 + 5P12 + (1 +j)P22 = 0

(1 – j)P12 + (1 + j)P21 + 6P22 = 1

Solving the above equations,

P11 = 3/8; P12 = - (1 + j)/8; P12 = - (1 - j)/8; P22 = 1/4

P is positive definite. Hence the origin of the system is asymptotically stable.

Example 8.10: Determine the stability of the system described by

Assume a Liapunov function V(x) = XTPX

-2P11 + 2P12 = -1
-2P11 – 5P12 + P22 = 0
-4P12 – 8P22 = -1

Solving the above equations,

P11 = 23/60; P12 = -7/60; and P22 = 11/60

10
23 > 0 and det(P) > 0. Therefore, P is positive define. Hence, the equilibrium state at
origin is asymptotically stable in the large.

Example 8.11: Determine the stability range for the gain K of the system given below.

In determining the stability range of k, we assume u = 0.

Let us choose a positive semi definite real symmetric matrix

This choice is permissible since cannot be identically equal to zero

except at the origin. To verify this, note that

being identically zero implies that x3 is identically zero. If x3 is identically zero,

then x1 must be must be zero since we have 0 = - kx1 – 0. If x1 is identically zero, then x2
must also be identically zero since 0 = x2. Thus is identically zero only at the
origin. Hence we may use the Q matrix defined by a psd matrix.

Let us solve,

i.e., -k p13 – k p13 = 0

-k p23 + p11 – 2p12 = 0
-k p33 + p12 – p13 = 0
P12 – 2p22 + p12 – 2p22 = 0
P13 – 2p23 + p22 – p23 = 0
P23 – p33 + p23 – p33 = -1

Solving the above equations, we get

For P to be positive definite, it is necessary and sufficient that 12 – 2k > 0 and k > 0 or
0 < k <6. Thus for 0 < k <6, the system is stable; that is, the origin is asymptotically
stable in the large.

11
8.7 Stability Analysis of Nonlinear Systems
In a linear free dynamic system if the equilibrium state is locally asymptotically stable,
then it is asymptotically stable in the large. In a nonlinear free dynamic system, however,
an equilibrium state can be locally asymptotically stable without being asymptotically
stable in the large. Hence implications of asymptotic stability of equilibrium states of
linear systems and those of nonlinear systems are quite different.
If we are to examine asymptotic stability of equilibrium states of non linear systems,
stability analysis of linearised models of nonlinear systems is completely inadequate. We
must investigate nonlinear systems without linearization. Several methods based on the
second method of Liapunov are available for this purpose. They include Krasovskii’s
method for testing sufficient conditions for asymptotic stability of nonlinear systems,
Schultz – Gibson’s variable gradient method for generating Liapunov functions etc.
Krasovskii’s Method:
Consider the system defined by , where x is an n-dimensional vector. Assume
that f(0) = 0 and that f(x) is differentiable with respect to x i where, I = 1,2,3,…..,n. The
Jacobian matrix F(x) for the system is

Define is the conjugate transpose of F(x). If the

Hermitian matrix is negative definite, then the equilibrium state x = 0 is
asymptotically stable. A Liapunov function for this system is . If in
addition , then the equilibrium state is asymptotically stable
in the large.
Proof:
If is negative definite for all x ≠ 0, the determinant of is nonzero everywhere
except at x = 0. There is no other equilibrium state than x = 0 in the entire state space.
Since f(0) = 0, f(x) ≠ 0 for x ≠ 0, and , is positive definite. Note that

We can obtain as

12
If is negative definite, we see that is negative definite. Hence V(x)is a
Liapunov function. Therefore, the origin is asymptotically stable. If
tends to infinity as , then the equilibrium state is asymptotically stable in the
large.
Example 8.12: Using Krasovskii’s theorem, examine the stability of the equilibrium state
x = 0 of the system given by

The Jacobian matrix is given by

This is a negative definite matrix and hence the equilibrium state is asymptotically stable.
. Therefore the equilibrium state is
asymptotically stable in the large.

Example 8.13: Using Krasovskii’s theorem, examine the stability of the equilibrium state
x = 0 of the system given by

This is a negative definite matrix and hence the equilibrium state is asymptotically stable.

13
 . Therefore the
equilibrium state is asymptotically stable in the large.

Example 8.14: Using Krasovskii’s theorem, examine the stability of the equilibrium state
x = 0 of the system given by

This is a negative definite matrix and hence the equilibrium state is asymptotically stable.
. Therefore the equilibrium state
is asymptotically stable in the large.

14
 CONTROLLERS
The controller is an element which accepts the error in some form and decides the proper
corrective action. The output of the controller is then applied to the system or process.
The accuracy of the entire system depends on how sensitive is the controller to the error
detected and how it is manipulating such an error. The controller has its own logic to
handle the error. The controllers are classified based on the response and mode of
operation. On the basis of mode of operation, they are classified into Continuous and
Discontinuous controllers. The discontinuous mode controllers are further classified as
ON-OFF controllers and multiposition controllers. Continuous mode controllers,
depending on the input-output relationship, are classified into three basic types named as
Proportional controller, Integral controller and Derivative controller. In many practical
cases, these controllers are used in combinations. The examples of such composite
controllers are Proportional – Integral (PI) controllers, Proportional – Derivative (PD)
controllers and Proportional - Integral – Derivative (PID) controllers.
The block diagram of a basic control system with controller is shown in Figure. The error
detector compares the feedback signal b(t) with the reference input r(t) to generate an
error. e(t) = r(t) – b(t).

Proportional Controller:
In the proportional control mode, the output of the controller is proportional to the error
e(t). The relation between the error and the controller output is determined by a constant
called proportional gain constant denoted as KP. i.e. p(t) = KP e(t).
Though there exists linear relation between controller output and the error, for zero error
the controller output should not be zero as this will lead to zero input to the system or
process. Hence, there exists some controller output Po for the zero error. Therefore
mathematically the proportional control mode is expressed as P(t) = KP.e(t) + Po.
The performance of proportional controller depends on the proper design of the gain KP.
As the proportional gain KP increases, the system gain will increase and hence the steady
state error will decrease. But due to high gain, peak overshoot and settling time increases
and this may lead to instability of the system. So, compromise is made to keep steady
state error and overshoot within acceptable limits. Hence, when the proportional
controller is used, error reduces but can not make it zero. The proportional controller is
suitable where manual reset of the operating point is possible and the load changes are
small.

15
Integral Controller:
We have seen that proportional controller can not adapt with the changing load
conditions. To overcome this situation, integral mode or reset action controller is used.
In this controller, the controller output P(t) is changed at a rate which is proportional to
actuating error signal e(t). Mathematically the integral controller mode is expressed as
. The constant Ki is called integral constant. The output from
the controller at any instant is the area under the actuating error curve up to that instant.
If the error is zero, the controller output will not change. The integral controller is
relatively slow controller. It changes its output at a rate which is dependent on the
integrating time constant, until the error signal is cancelled. Compared to the
proportional controller, the integral control requires time to build up an appreciable
output. However it continues to act till the error signal disappears. Hence, with the
integral controller the steady state error can be made to zero. The reciprocal of integral
constant is known as integral time constant Ti. i.e., Ti = 1/Ki.
Derivative Controller:
In this mode, the output of the controller depends on the rate of change of error with
respect to time. Hence it is also known as rate action mode or anticipatory action mode.
The mathematical equation for derivative controller is . Where Kd
is the derivative gain constant. The derivative gain constant indicates by how much
percentage the controller output must change for every percentage per second rate of
change of the error. The advantage of the derivative control action is that it responds to
the rate of change of error and can produce the significant correction before the
magnitude of the actuating error becomes too large. Derivative control thus anticipates
the actuating error, initiates an early corrective action and tends to increase stability of the
system by improving the transient response. When the error is zero or constant, the
derivative controller output is zero. Hence it is never used alone.
PI Controller:
This is a composite control mode obtained by combining the proportional mode and
integral mode. The mathematical expression for PI controller is

The transfer function is given by

The advantage of this controller is that the one to one correspondence of proportional
controller and the elimination of steady state error due to integral controller. Basically
integral controller is a low-pass circuit.
The PI Controller has following effects on the system.

16
1. It increases the order of the system
2. It increases the type of the system
3. It improves the steady state accuracy.
4. It increases the rise time so response become slow.
5. It filters out the high frequency noise
6. It makes the response more oscillatory.
PD Controller:
This is a composite control mode obtained by combining the proportional mode and
derivative mode. The mathematical expression for PI controller is

The transfer function is given by

The PD Controller has following effects on the system.

1. It increases the damping ratio and reduces overshoot.
2. It reduces the rise time and makes response fast.
3. It reduces the settling time
4. The type of the system remains unchanged.
5. Steady state error remains unchanged.
In general it improves transient part without affecting steady state.
PID Controller:
This is a composite control mode obtained by combining the proportional mode, integral
mode and derivative mode. The mathematical expression for PI controller is

The transfer function is given by

17
This is to note that derivative control is effective in the transient part of the response as
error is varying, whereas in the steady state, usually if any error is there, it is constant and
does not vary with time. In this aspect, derivative control is not effective in the steady
state part of the response. In the steady state part, if any error is there, integral control
will be effective to give proper correction to minimize the steady state error. An integral
controller is basically a low pass circuit and hence will not be effective in transient part of
the response where error is fast changing. Hence for the whole range of time response
both derivative and integral control actions should be provided in addition to the inbuilt
proportional control action for negative feedback control systems.
Example: The figure shows PD controller used for the system. Determine the value of Td
such that the system will be critically damped. Calculate the settling time.

18
Instructional Objectives
At the end of this lesson, the student should be able to:

• Write the input-output relationship of a P-I-D controller

• Explain the improvement of transient response in closed loop with P-controller
• Explain the presence of offset in presence of simple P-controller
• Define Proportional Band
• Explain the elimination of steady state error with Integral Control.
• Define the error transfer function and compute steady state error
• Explain the advantages of P-I controller over simple P and I actions
• Explain the effect of P-D controller
• Recommend a suitable controller configuration for a particular process.

Introduction
In the last lesson, a brief introduction about a process control system has been given. The basic
control loop can be simplified for a single-input-single-output (SISO) system as in Fig.1. Here
we are neglecting any disturbance present in the system.

The controller may have different structures. Different design methodologies are there for
designing the controller in order to achieve desired performance level. But the most popular
among them is Proportional-Integral-derivative (PID) type controller. In fact more than 95% of
the industrial controllers are of PID type. As is evident from its name, the output of the PID
controller u(t) can be expressed in terms of the input e(t), as:
⎡ de(t ) 1
t
⎤
u (t ) = K p ⎢ e ( t ) + τ d + ∫ e(τ ) dτ ⎥ (1)
⎣ dt τi 0 ⎦
and the transfer function of the controller is given by:
⎛ 1 ⎞
C ( s) = K p ⎜1 + τ d s + ⎟ (2)
⎝ τis ⎠
The terms of the controller are defined as:
K p = Proportional gain
τ d = Derivative time, and
Version 2 EE IIT, Kharagpur 3
 τ i = Integral time.

In the following sections we shall try to understand the effects of the individual components-
proportional, derivative and integral on the closed loop response of this system. For the sake of
simplicity, we consider the transfer function of the plant as a simple first order system without
time delay as:
K
P(s) = (3)
1+τ s

Proportional control
With the proportional control action only, the closed loop system looks like:

Now the closed loop transfer function can be expressed as:

KK p
= 1+τ s =
c( s ) KK p KK p 1
= (4)
r (s) KK p 1 + KK p + τ s 1 + KK p 1 + τ ' s
1+
1+τ s
τ
where τ =
'
.
1 + KK p
A
For a step input r ( s ) = ,
s
KK p A
c( s) =
(
1 + KK p s 1 + τ ' s )
AKK p ⎛ − sτ ' ⎞
or, c(t ) = ⎜1 − e
τ
⎟ (5)
1 + KK p ⎝ ⎠

The system response is shown in Fig. 2.

Version 2 EE IIT, Kharagpur 4

From eqn. (5) and Fig. 2, it is apparent that:
1
1. The time response improves by a factor (i.e. the time constant decreases).
1 + KK p
2. There is a steady state offset between the desired response and the output response =
⎛ KK p ⎞ A
A ⎜1 − =
⎜ 1 + KK p ⎟⎟ 1 + KK p
.
⎝ ⎠

This offset can be reduced by increasing the proportional gain; but that may also cause increase
oscillations for higher order systems.
The offset, often termed as “steady state error” can also be obtained from the error transfer
function and the error function e(t) can be expressed in terms of the Laplace transformation
form:
1 A 1+τ s A
e( s ) = =
KK p s 1 + KK p + τ s s
1+
1+τ s
Using the final value theorem, the steady state error is given by:
1+τ s A A
ess = Lt e ( t ) = Lt s e( s) = Lt =
t →∞ s →0 s →0 1 + KK + τ s s 1 + KK p
p
Often, the proportional gain term, Kp is expressed in terms of “Proportional Band”. It is inversely
proportional to the gain and expressed in percentage. For example, if the gain is 2, the
proportional band is 50%. Strictly speaking, proportional band is defined as the %error to move
the control valve from fully closed to fully opened condition. However, the meaning of this
statement would be clear to the reader afterwards.

Integral Control
If we consider the integral action of the controller only, the closed loop system for the same
process is represented by the block diagram as shown in Fig. 3.

Version 2 EE IIT, Kharagpur 5

Proceeding in the same way as in eqn. (4), in this case, we obtain,

K
c( s ) τ s(1 + τ s) K
= i =
r (s) 1 + K K + τ i s + ττ i s 2
τ i s(1 + τ s)
From the first observation, it can be seen that with integral controller, the order of the closed
loop system increases by one. This increase in order may cause instability of the closed loop
system, if the process is of higher order dynamics.
A
For a step input r ( s ) = ,
s
1 A τ i s (1 + τ s ) A
e( s ) = =
1+
K s τ i s (1 + τ s ) + K s
τ i (1 + τ s )
ess = Lt s e( s ) = 0
s →0
So the major advantage of this integral control action is that the steady state error due to step
input reduces to zero. But simultaneously, the system response is generally slow, oscillatory and
unless properly designed, sometimes even unstable. The step response of this closed loop system
with integral action is shown in Fig. 4.

Proportional Plus Integral (P-I) Control

With P-I controller the block diagram of the closed loop system with the same process is given in
Fig. 5.

Version 2 EE IIT, Kharagpur 6

It is evident from the above discussions that the P-I action provides the dual advantages of fast
response due to P-action and the zero steady state error due to I-action. The error transfer
function of the above system can be expressed as:
e( s ) 1 τ i s(1 + τ s)
= = 2
r ( s) KK p (1 + τ i s) s ττ i + (1 + KK p )τ i s + KK p
1+
τ i s(1 + τ s)
In the same way as in integral control, we can conclude that the steady state error would be zero
for P-I action. Besides, the closed loop characteristics equation for P-I action is:
s 2ττ i + (1 + KK p )τ i s + KK p = 0 ;
from which we can obtain, the damping constant as:
⎛ 1 + KK p ⎞ τi
ξ =⎜ ⎟
⎝ 2 ⎠ KK pτ
whereas, for simple integral control the damping constant is:
⎛1⎞ τ
ξ =⎜ ⎟ i
⎝ 2 ⎠ Kτ
Comparing these two, one can easily observe that, by varying the term Kp, the damping constant
can be increased. So we can conclude that by using P-I control, the steady state error can be
brought down to zero, and simultaneously, the transient response can be improved. The output
responses due to (i) P, (ii) I and (iii) P-I control for the same plant can be compared from the
sketch shown in Fig. 6.

Proportional Plus Derivative (P-D) Control

The transfer function of a P-D controller is given by:
C ( s ) = K p (1 + τ d s )

Version 2 EE IIT, Kharagpur 7

 K
P-D control for the process transfer function P ( s ) = apparently is not very useful, since it
1+τ s
cannot reduce the steady state error to zero. But for higher order processes, it can be shown that
the stability of the closed loop system can be improved using P-D controller. For this, let us take
1
up the process transfer function as P ( s ) = 2 . Looking at Fig.7, we can easily conclude that
Js
with proportional control, the closed loop transfer function is
Kp
c( s) 2 Kp
= Js = 2
r (s) K Js + K p
1 + p2
Js
and the characteristics equation is Js 2 + K p = 0 ; giving oscillatory response. But with P-D
controller, the closed loop transfer function is:
K p (1 + τ d s )
c( s) Js 2 K p (1 + τ d s )
= = 2
r (s) K (1 + τ s ) Js + K p (1 + τ d s )
1+ p 2 d
Js
whose characteristics equation is Js 2 + K pτ d s + K p = 0 ; that will give a stable closed loop
response.

The step responses of this process with P and P-D controllers are compared in Fig.8.

Version 2 EE IIT, Kharagpur 8

Proportional-Integral-Derivative (PID) control
It is clear from above discussions that a suitable combination of proportional, integral and
derivative actions can provide all the desired performances of a closed loop system. The transfer
function of a P-I-D controller is given by:
⎛ 1 ⎞
C ( s) = K p ⎜1 + τ d s + ⎟
⎝ τis ⎠
The order of the controller is low, but this controller has universal applicability; it can be used in
any type of SISO system, e.g. linear, nonlinear, time delay etc. Many of the MIMO systems are
first decoupled into several SISO loops and PID controllers are designed for each loop. PID
controllers have also been found to be robust, and that is the reason, it finds wide acceptability
for industrial processes. However, for proper use, a controller has to be tuned for a particular
process; i.e. selection of P,I,D parameters are very important and process dependent. Unless the
parameters are properly chosen, a controller may cause instability to the closed loop system. The
method of tuning of P,I,D parameters would be taken up in the next lesson.
It is not always necessary that all the features of proportional, derivative and integral actions
should be incorporated in the controller. In fact, in most of the cases, a simple P-I structure will
suffice. A general guideline for selection of Controller mode, as suggested by Liptak [1], is given
below.

Guideline for selection of controller mode

1. Proportional Controller: It is simple regulating type; tuning is easy. But it normally
introduces steady state error. It is recommended for process transfer functions having a pole at
origin, or for transfer functions having a single dominating pole; for example with
K
P( s ) = ; with τ 1  τ 2 ,τ 1  τ 3 .
(1 + sτ 1 )(1 + sτ 2 )(1 + sτ 3 )
2. Integral Control: It does not exhibit steady state error, but is relatively slow responding. It is
particularly effective for:
(i) very fast process, with high noise level
(ii) process dominated by dead time
(iii) high order system with all time constants of the same magnitude.
3. Proportional plus Integral (P-I) Control: It does not cause offset associated with
proportional control. It also yields much faster response than integral action alone. It is widely
used for process industries for controlling variables like level, flow, pressure, etc., those do not
have large time constants.
4. Proportional plus Derivative (P-D) Control: It is effective for systems having large number
of time constants. It results in a more rapid response and less offset than is possible by pure
proportional control. But one must be careful while using derivative action in control of very fast
processes, or if the measurement is noisy (e.g. flow measurement).
5. Proportional plus Integral plus Derivative (P-I-D) Control: It finds universal application.
But proper tuning of the controller is difficult. It is particularly useful for controlling slow
variables, like pH, temperature, etc. in process industries.
Version 2 EE IIT, Kharagpur 9
Conclusion
In this lesson, the basic functions of a P-I-D controller have been explained. Most of the
industrial controllers are P-I-D in nature. The major reasons behind the popularity of P-I-D
controller are its simplicity in structure and the appilicability to variety of processes. Moreover
the controller can be tuned for a process, even without detailed mathematical model of the
process. However, proper tuning of the controller parameters requires extensive experimentation.
The methods for controller tuning would be discussed in the next lesson.
Crudely speaking, the desired closed loop performances, such as fast response, zero steady state
error and less overshoot are achieved through incorporation of P,I and D actions respectively.
But the choice of P-D, P-I or P-I-D structure depends on the type of the process we intend to
control. A brief guideline for selection of controller is provided in this lesson.
There are few more issues those need to be addressed while using P-I controller. The most
important among them is the anti-windup control. Further details about anti-windup would be
discussed in Lesson 14.

References
1. B. Liptak: Process Control: Instrument Engineers Handbook

Review Questions
1. A P-I controller has a proportional band of 50% and integration time of 2sec. Find the
transfer function of the controller.
2
2. The transfer function of a first order plant is G ( s ) = . It is used in a unity feedback
1 + 2s
system as shown in Fig. 2 with a proportional controller of proportional band 100%. Find
the steady state error for a unit step input, and the time constant of the closed loop
system.
3. Repeat problem 2 if proportional band is 50%.
4. What would be the steady state error for the plant in problem-2 if the transfer function of
1
the controller is Gc ( s) = 2(1 + ) ?
2s
5. Incorporation of P-I action may lead to instability in the closed loop performance- justify.
6. How does incorporation of derivative action in the controller improve the closed loop
performance?
7. Why derivative control is not recommended for a flow control process?
8. What type of controller would you recommend for control of pH level in a liquid?

Version 2 EE IIT, Kharagpur 10

 Design of PID Controller using Root Locus method
S. Senthil Kumar, Assistant Professor
Dept. of Aeronautical Engineering, KCT, Coimbatore 641049

PID controller
 Systems that feed the error forward to the plant (or actual system) are called proportional control
systems.
 Systems that feed the integral of the error to the plant are called integral control systems.
 Systems that feed the derivative of the error to the plant are called derivative control systems.
 PID stands for ‘Proportional-plus-integral-plus-derivative’.
 Combination of PD controller and PI controller.
 Implemented using active components (for example, op-amps) as active networks.
 PD controller: The sum of a differentiator and a pure gain, also called an ideal derivative
compensator. Its purpose is to improve the transient response of a system.
 PI controller: The sum of an integrator and a pure gain, also called an ideal integral
compensator. Its purpose is to reduce the steady-state error to zero.
 Hence, the purpose of PID controller is to improve both the transient response and the steady-
state response (zero steady-state error).
 A PID controller is shown in Figure 1.

Figure 1: PID controller

Its transfer function is given by

 2 K1 K2 
K 3  s  s  
K2 K1 s  K 2  K 3 s 2  K3 K3 
Gc  s   K1   K3 s   (Equation (1))
s s s
which has two zeros plus a pole at the origin. One zero and the pole at the origin can be designed
as the ideal integral compensator; the other zero can be designed as the ideal derivative
compensator.
  While improving both the steady-state response and transient response, both can be improved
independently.
 For an approach, we can improve the steady-state error first and then follow with the design to
improve the transient response. A disadvantage of this approach is that the improvement in
transient response in some cases yields some decay in the improvement of the steady-state error,
which was designed first.
 In other case, the improvement in transient response yields further improvement in steady-state
errors. Thus, a system can be overdesigned with respect to steady-state errors (Overdesign is
usually not a problem unless it affects cost or produces other design problems).
 Here, I am going to design controller for improving the transient response first and then design
for reducing the steady-state error.
 First, the PD controller has to be designed to improve the transient response. Then, we have to
design the PI controller to obtain the required steady-state error.

Design of PID controller

The following steps summarize the design procedure for a PID controller:
1. Evaluate the performance of the uncompensated system to determine how much improvement in
transient response is required.
2. Design the PD controller to meet the transient response specifications. The design includes the
zero location and the loop gain.
3. Simulate the system to be sure all requirements have been met.
4. Redesign if the simulation shows that requirements have not been met.
5. Design the PI controller to yield the required steady-state error.
6. Determine the gains K1, K2, and K3 in Figure 1.
7. Simulate the system to be sure all requirements have been met.
8. Redesign if the simulation shows that requirements have not been met.

PID controller design: Example

Given the system of Figure 2, design a PID controller so that the system can operate with a peak time
that is two-thirds that of the uncompensated system at 20% overshoot and with zero steady-state error
for a step input.

Figure 2: Uncompensated feedback control system

Step 1: First we evaluate the performance of the uncompensated system in MATLAB.

Figure 3: Root locus for uncompensated system

Figure 4: Root locus for uncompensated system (zoomed for finding 20% overshoot)

Searching for the 20% overshoot in Figure 4 (zoomed graph of Figure 3), we find the dominant poles at
–5.41 ± 10.6 j with a gain of 121, and the corresponding damping ratio  = 0.456.
Now, the step response of the uncompensated system with the gain value of 121 is shown in Figure 5.
 Figure 5: Step response of the uncompensated system with K = 121

From Figure 5, the peak time is observed as 0.3 seconds. (Theoretically, the peak time can be calculated
from the imaginary part of the dominant pole (that is, 10.6j). We know that the dominant poles are given

by the roots n  jd , where d  n 1   2 . Now, the peak time (Tp) is given by

 
Tp    0.2964 seconds).
d 10.6

Step 2: Next, a PD controller has to be designed to reduce the peak time to two-thirds of that of the
uncompensated system, that is, (2 / 3) × 0.3 seconds = 0.2 seconds (theoretical value = 0.1976 seconds).
The dominant poles for the desired peak time of 0.1976 seconds (theoretical value) can be obtained by
theoretical means. From the peak time relation, the imaginary part of the desired dominant pole, d is


obtained as d  = 15.9.
0.1976
Now, for finding the real part of the desired dominant pole, a line has to be drawn to the left of the
imaginary axis in s-plane with respect to the origin at an angle,   cos 1    cos 1  0.456  = 62.87° as

shown in Figure 6. From that, the real part of the desired dominant pole can be obtained as follows:
15.9 15.9
tan  62.87    n  = 8.147
n tan  62.87 
 Figure 6: Right angled triangle formed in s-plane to find the dominant pole

Therefore, the dominant poles for the desired transient response specification of peak time = 0.1976
seconds are –8.147±15.9j. Now, we start the design of PD controller by finding the location of the
controller’s zero using the root locus property as shown in Figure 7 by connecting the dominant pole to
all the uncompensated poles and zeros.

Figure 7: Angles formed between the dominant pole and all other poles and zeros

The angles formed between the dominant pole and all other poles and zeros can be obtained as follows:
  15.9  
1 = 180   tan 1    = 107.94°
  8.147  3  

  15.9  
 2  180   tan 1    = 97.69°
  8.147  6  

  15.9  
3  180   tan 1    = 90.53°
  8.147  8  
15.9
tan  4   8.5807   4 = 83.35°
10  8.147
Now, the angle contribution required from the PD controller zero (zc) in order to make the root locus to
pass through the desired dominant pole can be obtained as
Angle contribution = 180° – (sum of angles from the dominant pole to all other poles)
+ (sum of angles from the dominant pole to all other zeros)
= 180  1   2   4   3 = 180 – (107.94+97.69+83.35) + 90.53 = –18.45°

Here, the angle contribution is for zero location, so, the angle can be taken as positive.

Figure 8: Calculating the PD compensator zero (zc)

Using the geometry shown in Figure 8,

15.9
 tan 18.45 
zc  8.147
from which the location of the PD compensator zero, zc, is found to be –55.8.

Therefore, the transfer function of the designed PD controller is given by

GPD (s) = K (s + 55.8)

Now, the loop gain K for the PD-compensated system can be determined by either manual calculations
or from root locus graph of the PD-compensated system. The complete root locus of the PD-
compensated system GPD (s) G(s) is shown in Figure 9.
From the root locus graph obtained from MATLAB simulation (zoomed in Figure 10), it is evident that
the dominant pole for the PD-compensated system with 20% overshoot shows –8.17±15.9j with a loop
gain of 5.39.
Now, we can check the loop gain value through manual calculations.
 Figure 9: Root locus for PD-compensated system

Figure 10: Root locus for PD-compensated system

(zoomed for finding the gain for 20% overshoot and dominant pole location)

Determination of loop gain K for the PD-compensated system:

We know that the location of the dominant pole is a closed-loop pole location. And the closed-
loop poles can be obtained directly from the characteristic equation for various values of K. Here, we
know the dominant pole as –8.147±15.9j and the corresponding K value can be obtained as follows:
The characteristic equation for a system is given by 1+G(s) H(s) = 0. Since the given system in Figure 1
is unity feedback system, H(s) = 1.
Therefore, the characteristic equation is simply 1+G(s) = 0. The transfer function G(s) of the PD-
compensated system (including the loop gain K) is given by
K  s  8  s  55.8 
G  s 
 s  3 s  6  s  10 
K  s  8 s  55.8 K  s  8 s  55.8
From characteristic equation, 1  0   1
 s  3 s  6  s  10   s  3 s  6  s  10 
   s  3 s  6  s  10     s 3  19 s 2  108 s  180 
 K =
 s  8  s  55.8  s 8.147 15.9 j
s 2  63.8 s  446.4
s 8.147 15.9 j

= 5.3735–0.0001 j
2 2
Therefore, K   5.3735    0.0001 = 5.3735 (remember, K = 5.39 from simulation)

Steps 3 and 4: Now, we have to check the PD-compensator design with loop gain of 5.39 in MATLAB
simulation. The step response of the PD-compensated system is shown in Figure 11.

Figure 11: Step response of the PD-compensated system with K = 5.39

In Figure 11, the peak time is observed as 0.174 seconds (desired value = 0.1976 seconds) with the loop
gain value of 5.39. Thus, it is evident from the simulation that the PD-compensated system satisfies the
peak time requirement better than the desired one and operating with overshoot of nearly 22%
(somewhat acceptable) and the result is satisfactory. The comparison of step responses of
uncompensated system and PD-compensated system is shown in Figure 12.

Figure 13: Comparison of step response for uncompensated system and PD-compensated system

From Figure 13, it is evident that the uncompensated system has the steady-state error of
1 – 0.843 = 0.157 and the PD-compensated system has the steady-state error of 1 – 0.93 = 0.07, thus the
PD-compensated system shown improvement in steady-state error also.

Step 5: Even though the PD-compensated system reduces the steady-state error over the uncompensated
system, the given requirement is zero steady-state error. So, we need to design the ideal integral
compensator (or PI controller) to reduce the steady-state error to zero for a step input. Any ideal integral
compensator zero will work, as long as the zero is placed close to the origin. Here, I am choosing the
ideal integral compensator zero to be 0.1, and thus the transfer function of the PI controller is given by
s  0.1
GPI  s  
s
Now, the loop gain K for the PID-compensated system (combination of PD and PI) can be determined
by either manual calculations or from root locus graph of the PID-compensated system. The complete
root locus of the PID-compensated system is shown in Figure 14. From the root locus graph obtained
from MATLAB simulation (zoomed in Figure 15), it is evident that the dominant pole for the PID-
compensated system with 20% overshoot shows –8.1±15.8j with a loop gain of 5.32.
 Figure 14: Root locus for PID-compensated system

Figure 15: Root locus for PID-compensated system

(zoomed for finding the gain for 20% overshoot and dominant pole location)

Manual calculations for finding the loop gain K for the PID-compensated system:
The characteristic equation is simply 1+G(s) = 0. The transfer function G(s) of the PID-
compensated system (including the loop gain K) is given by
K  s  0.1 s  8 s  55.8 
G  s  (Equation (2))
s  s  3 s  6  s  10 
 K  s  0.1 s  8 s  55.8  K  s  0.1 s  8  s  55.8 
From characteristic equation, 1  0   1
s  s  3 s  6  s  10  s  s  3 s  6  s  10 

  s  s  3 s  6  s  10     s 4  19s 3  108 s 2  180 s 

 K =
 s  0.1 s  8  s  55.8  s 8.147 15.9 j
s 3  63.9 s 2  452.78 s  44.64
s 8.147 15.9 j

= 5.3871+0.0268 j
2 2
Therefore, K   5.3871   0.0268  = 5.3872 (remember, K = 5.32 from simulation)

Step 6: Now we determine the gains K1, K2, and K3 in Figure 1. We have obtained the transfer function
of the PID-compensated system and is given in Equation (2). From that equation, the transfer function
of the PID controller can be obtained as
K  s  55.8  s  0.1
GPID  s   , K = 5.32
s
5.32  s 2  55.9 s  5.58
= (Equation (3))
s
Matching equations (1) and (3), K1 = 297.4, K2 = 29.7, K3 = 5.32

Steps 7 and 8: Now, we have to check the performance of PID controller design with loop gain of 5.32
in MATLAB simulation. The step response of the PID-compensated system is shown in Figure 16.

Figure 16: Step response of the PID-compensated system with K = 5.32

From Figure 16, it is evident that the PID-compensated system gives a peak time of 0.175 seconds
(which is lesser than the desired value of 0.1976 seconds) and a final value of exactly 1; hence the
steady-state error is zero. Finally, with the designed PID controller, the given specifications have been
met. The comparison of step responses of uncompensated system and PID-compensated system is
shown in Figure 17 (Zoomed graphs are shown in Figures 18 and 19).

Figure 17: Comparison of step response for uncompensated system and PID-compensated system

Figure 18: Comparison of peak time for uncompensated system and PID-compensated system
 Figure 19: Comparison of steady-state error for uncompensated system and PID-compensated system

Reference textbook
 Norman S. Nise, ‘Control Systems Engineering’, Sixth Edition, John Wiley and Sons, 2011.

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