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Appendix L: Derivation
of Similarity Transformations

L.1 Introduction
In Section 5.7 in the text we saw that systems can be represented with different state
variables even though the transfer function relating the output to the input remains
the same. The various forms of the state equations were found by manipulating the
transfer function, drawing a signal-flow graph, and then writing the state equations
from the signal-flow diagram. These systems are called similar systems. Although their
state-space representations are different, similar systems have the same transfer
function and hence the same poles or eigenvalues.
The question now arises whether we can make transformations among similar
systems from one set of state equations to another without using the transfer
function and signal-flow graphs. In this Appendix we will derive this transformation.

L.2 Expressing Any Vector in Terms

of Basis Vectors
Let us begin by reviewing the representation of vector quantities in space. In Chapter 3,
we learned that the state variables form the axes of the state space. Using a second-
order system as an example, Figure L.1 shows two sets of axes, x1x2 and z1z2.1
Thus a state vector, x, in state space can be written either in terms of the state
variables or axes, x1 and x2, or if we call it z, the state variables or axes, z1 and z2. In
other words, the same vector is expressed in terms of different state variables. From
this discussion we begin to see that the transformation from one set of state
equations to another may be simply the transformation from one set of axes to
another set of axes. Let us look further into this possibility by first clarifying the ways
in which vectors can be represented in space.
Unit vectors, Ux1 , and Ux2 , which are collinear with the axes x1 and x2, form
linearly independent vectors called basis vectors for the space, x1x2. Any vector in
the space can be written in two ways. First, it can be written as a linear combination
of the basis vectors. This linear combination implies vector summation of the basis

1
These axes are shown to be orthogonal (90
to each other) for clarity. In general, the axes need be only
linearly independent and are not necessarily at 90
. Linear independence precludes collinear axes.

1
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2 Appendix L: Derivation of Similarity Transformations

x2

z2
x or z
z1
Ux2

Uz2
Uz1

x1
Ux1
FIGURE L.1 State-space transformations

vectors to form that vector. Second, any vector can be written in terms of its
components along the axes. Summarizing these two ways of writing a vector, we have


x
x ¼ x1 Ux1 þ x2 Ux2 ¼ 1 ðL:1Þ
x2

Similarly, the same vector, which will now be called z, can be written in terms of the
basis vectors in the z1z2 space,


z
z ¼ z 1 U z1 þ z 2 U z2 ¼ 1 ðL:2Þ
z2

L.3 Vector Transformations

What is the relationship between the components of x and z in Eqs. (L.1) and (L.2)?
In other words, how do we transform vector x into vector z and vice versa? To begin
we realize that unit vectors Uz1 , and Uz2 , which are collinear with z1 and z2 and are
basis vectors for the space, z1z2, can be also written in terms of the basis vectors of
the x1x2 space. Hence,
Uz1 ¼ p11 Ux1 þ p21 Ux2 ðL:3aÞ

Uz2 ¼ p12 Ux1 þ p22 Ux2 ðL:3bÞ

Substituting Eqs. (L.3) into Eq. (L.2), and realizing that the vectors z and x are the
same, yields x in terms of the components of z, or
x ¼ ðz1 p11 þ z2 p12 ÞUx1 þ ðz1 p21 þ z2 p22 ÞUx2 ðL:4Þ

which is equivalent to



p11 p12 z1
x¼ ¼ Pz ðL:5Þ
p21 p22 z2
and

z ¼ P1 x ðL:6Þ

We can think of Eq. (L.5) as a transformation that takes z in the z1z2 plane and
transforms it to x in the x1x2 plane. Hence, if we can find P, we can make the
transformation between the two state-space representations.
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L.4 Finding the Transformation Matrix, P 3

L.4 Finding the Transformation Matrix, P

We can find the transformation matrix, P, from Eqs. (L.3). Since we know all vector
quantities in the equation, we can then solve for pij’s. Notice that the columns of P
are the coordinates of the basis vectors of the z1z2 space expressed as linear
combinations of the basis vectors of the x1x2 space as shown in Eqs. (L.3). Thus
the first column of P is Uz1 and the second column is Uz2 . Partitioning P, we get
P ¼ ½Uz1 Uz2  ðL:7Þ
Let us look at an example of the transformation of a vector from one space to
another.

Example L.1
Vector Transformations to New Basis
PROBLEM: Transform the vector
2 3
1
6 7
x ¼ 425 ðL:8Þ
2

expressed with its basis vectors,

2 3 2 3 2 3
1 0 0
6 7 6 7 6 7
Ux1 ¼ 4 0 5; Ux2 ¼ 4 1 5; Ux3 ¼ 4 0 5; ðL:9Þ
0 0 1

to a vector expressed in the system,

2 3 2 3 2 3
0 0 1
6 p ffiffi
ffi 7 6 p ffiffiffi 7 6 7
Uz1 ¼ 4 1= 2 5; Uz2 ¼ 4 1= 2 5; U z3 ¼ 4 0 5 ; ðL:10Þ
pffiffiffi pffiffiffi
1= 2 1= 2 0

SOLUTION: Using Eq. (L.2) as a guide, the vector z can be written in terms of the
basis vectors, Uzi .

z ¼ z1 Uz1 þ z2 Uz2 þ z3 Uz3 ðL:11Þ

Substituting the values of each Uzi given in Eq. (L.10) as components of the basis
vectors, Uxi , Eq. (L.11) is transformed to the components of x,
2 3 2 3 2 3 2 3
0 0 1 0z1 þ 0z2 þ 0z3
6 p ffiffi
ffi 7 6 p ffiffiffi 7 6 7 6  p ffiffi
ffi   p ffiffi
ffi  7
x ¼ z1 4 1= 2 5 þ z2 4 1= 2 5 þ z3 4 0 5 ¼ 4 1= 2 z1  1= 2 z2 þ 0z3 5
pffiffiffi pffiffiffi  pffiffiffi  pffiffiffi
1= 2 1= 2 0 1= 2 z1 þ 1= 2 z2 þ 0z3
ðL:12Þ
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4 Appendix L: Derivation of Similarity Transformations

which can be written as,

2 32 3
0 0 1 z1
6 pffiffiffi pffiffiffi 76 7
x ¼ 4 1= 2 1= 2 0 54 z2 5 ðL:13Þ
pffiffiffi pffiffiffi
1= 2 1= 2 0 z3

As we predicted, the columns of P are the basis vectors of the z1z2 space
(Eq. (L.10)). Also,
2 32 3 2 3
0 0:707 0:707 1 2:83
6 76 7 6 7
z ¼ P1 x ¼ 4 0 0:707 0:707 54 2 5 ¼ 4 0 5 ðL:14Þ
1 0 0 2 1

In summary, the vector x ¼ ½ 1 2 2 T in the x1x2 space transforms into z ¼

½ 2:83 0 1 T in the z1z2 space. x and z are the same vector expressed in different
coordinate systems.

Now that we are able to transform a state vector into different basis systems, let
us see how to transform the state-space representation between basis systems.

L.5 Transforming the State Equations

We have seen that the same state vector can be expressed in terms of different basis
vectors. This conversion amounts to selecting a different set of state variables to
represent the same system transfer function.
Let us now convert a state-space representation with state vector, x, into a
state-space representation with a state vector, z. Assume the state-space represen-
tation shown in Eq. (L.15).
x_ ¼ Ax þ Bu ðL:15aÞ

y ¼ Cx þ Du ðL:15bÞ

Let x ¼ Pz from Eq. (L.5). Hence,

P_z ¼ APz þ Bu ðL:16aÞ

y ¼ CPx þ Du ðL:16bÞ

Premultiplying the state equation by P1,

z_ ¼ P1 APz þ P1 Bu ðL:17aÞ

y ¼ CPz þ Du ðL:17bÞ

Eqs. (L.17) are an alternate representation of a system in state space. The trans-
formed system matrix is P1AP, the input coupling matrix is P1B, the output matrix
is CP, and the feedforward matrix remains D.
We now will show that the transfer function, T(s) ¼ Y(s)=U(s), which relates
the output of the system to its input for the system represented by Eqs. (L.17), is the
same as the system of Eqs. (L.15) if, y and u are scalars, y(t) and u(t).
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L.5 Transforming the State Equations 5

From Eq. (3.73), the transfer function for the system of Eqs. (L.15) is
YðsÞ
TðsÞ ¼ ¼ CðsI  AÞ1 B þ D ðL:18Þ
UðsÞ

The transfer function of the system of Eqs. (L.17) can be found by substituting its
equivalent output, system, input, and feedforward matrices into Eq. (L.18). Hence,
the transfer function for the system of Eqs. (L.17) is
YðsÞ
TðsÞ ¼ ¼ CPðsI  P1 APÞ1 P1 B þ D ðL:19Þ
UðsÞ

Making successive use of the matrix inverse theorem, (MN)1 ¼ N1M1, we find

TðsÞ ¼ CP½PðsI  P1 APÞ1 B þ D ¼ C½PðsI  P1 APÞP1 B þ D ðL:20Þ

Since (sI  P1AP)P1 ¼ (sP1  P1AP),

TðsÞ ¼ C½PðsP1  P1 AÞ1 B þ D ¼ C½ðsI  AÞ1 B þ D ðL:21Þ

which is identical to Eq. (L.18). Since the transfer function is the same, the system’s
poles and zeros remain the same through the transformation.
We can show more formally that the eigenvalues do not change under a
similarity transformation. The characteristic equation for the system prior to the
transformation is det(sIA) ¼ 0. After the transformation, the characteristic
equation is det(sIP1AP) ¼ 0. But, I ¼ P1P. Therefore the characteristic equation
after the transformation can be written as

detðsP1 P  P1 APÞ ¼ det½P1 ðsI  AÞP ¼ 0 ðL:22Þ

Since the determinant of the product of matrices is the product of the determinants,

det½P1 ðsI  AÞP ¼ detðP1 ÞdetðsI  AÞdetðPÞ ¼ 0 ðL:23Þ

But,

detðP1 ÞdetðPÞ ¼ detðIÞ ¼ 1 ðL:24Þ

Hence,

detðsI  P1 APÞ ¼ detðsI  AÞ ¼ 0 ðL:25Þ

Eq. (L.25) shows that the eigenvalues do not change under the transformation.
In this appendix we have shown that a vector, x, in the x1x2 basis system can be
expressed as a vector, z, in the z1z2 basis system using



p11 p12 z1
x¼ ¼ Pz ðL:26Þ
p21 p22 z2

Similarly, the inverse is

z ¼ P1 x ðL:27Þ

We found that the transformation matrix, P, consists of columns, which are the
coordinates of the basis vectors of the z1z2 space expressed as linear combinations of
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6 Appendix L: Derivation of Similarity Transformations

the basis vectors of the x1x2 space, or

P ¼ ½ U z1 Uz2  ðL:28Þ

Using the previous results, the state equations can be transformed from the x state
variables to the z state variables using

z_ ¼ P1 APz þ P1 Bu ðL:29aÞ

y ¼ CPz þ Du ðL:29bÞ

Finally, we found that the eigenvalues of the x system are the same as those of the z
system. Hence, the transfer function calculated from either system will be the same.

Bibliography
Timothy, L., and Bona, B., State Space Analysis: An Introduction, McGraw-Hill, New York,
1968.
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