Content
    Differential Equation of a Dynamic System

State Space Representation

Differential Equation of a Dynamic System

andnydtn+an−1dn−1ydtn−1+⋯+a0y(t)=bqdqudtq+⋯+b0u(t)a_n \frac{d^n y}{dt^n} + a_{n-1} \frac{d^{n-1} y}{dt^{n-1}} + \dots + a_0 y(t) = b_q \frac{d^q u}{dt^q} + \dots + b_0 u(t)
  • Causality:
    • q≤nq \leq n
    • Only causal systems can be realized
  • Relative Degree: p=n−mp = n - m

State-Space Representation

x˙(t)=Ax(t)+Bu(t),x(0)=x0y(t)=Cx(t)+Du(t)\begin{align} \dot{x}(t) &= A x(t) + B u(t), \quad x(0) = x_0 \\ y(t) &= C x(t) + D u(t) \end{align}
Meaning of the Variables and Matrices
  • x(t)∈Rnx(t) \in \mathbb{R}^n: State vector (order = number of states = order of the differential equation)
  • u(t)∈Rmu(t) \in \mathbb{R}^m: Input vector
  • y(t)∈Rry(t) \in \mathbb{R}^r: Output vector
  • A∈Rn×nA \in \mathbb{R}^{n \times n}: System matrix (describes the dynamics)
  • B∈Rn×mB \in \mathbb{R}^{n \times m}: Input matrix (how inputs affect the states)
  • C∈Rr×nC \in \mathbb{R}^{r \times n}: Output matrix (how outputs are calculated from states)
  • D∈Rr×mD \in \mathbb{R}^{r \times m}: Feedthrough matrix (direct influence of inputs on outputs)

with:

  • mm: number of input signals
  • rr: number of output signals
  • nn: number of states

State-Space Model from a Differential Equation

System Matrix AA:

A=[010⋯0001⋯0⋮⋮⋮⋱⋮000⋯1−a0−a1−a2⋯−an−1]A = \begin{bmatrix} 0 & 1 & 0 & \cdots & 0 \\ 0 & 0 & 1 & \cdots & 0 \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & 0 & \cdots & 1 \\ -a_0 & -a_1 & -a_2 & \cdots & -a_{n-1} \end{bmatrix}

Input Matrix BB:

B=[00⋮01]B = \begin{bmatrix} 0 \\ 0 \\ \vdots \\ 0 \\ 1 \end{bmatrix}

Output Matrix CC (for output equation coefficients b0,b1,…,bqb_0, b_1, \dots, b_q):

C=[b0−bna0b1−bna1…bn−1−bnan−1]C = \begin{bmatrix} b_0 - b_n a_0 & b_1 - b_n a_1 & \dots & b_{n-1} - b_n a_{n-1} \end{bmatrix}

Feedthrough Matrix DD:

D=b0D = b_0

Special case for q<nq \lt n:

C=[b0b1…bq0…0]C = \begin{bmatrix} b_0 & b_1 & \dots & b_{q} & 0 & \dots & 0 \end{bmatrix}
D=0D = 0


  • Category

  • Robotics

  • Tags

  • Control Systems
    Robotics

  • Created

  • 8. July 2025


  • Modified

  • 5. August 2025