State Transition Matrix
In an actual system, there are several choices of a set of state variables that specify
the energy stored in a system and therefore adequately describe the dynamics of
the system.
The state variables of a system characterize the dynamic behavior of a system. The
engineer’s interest is primarily in physical, where the variables are voltages,
currents, velocities, positions, pressures, temperatures, and similar physical
variables.
The State Differential Equation:
The state of a system is described by the set of first-order differential equations
written in terms of the state variables [x1 x2 ... xn]. These first-order differential
equations can be written in general form as
x 1 a11x1 a12x 2 a1n x n b11u1 b1m u m
x 2 a 21x1 a 22x 2 a 2 n x n b 21u1 b 2 m u m
x n a n1x1 a n 2 x 2 a nn x n b n1u1 b nmu m
Thus, this set of simultaneous differential equations can be written in matrix form as
follows:
x1 a11 a12 a1n x1
b11 b1m u1
d x 2 a 21 a 22 a 2n x 2
dt
b n1 b nm u m
x n a n1 a n2 a nn x n
n: number of state variables, m: number of inputs.
The column matrix consisting of the state variables is called the state vector and is
written as
x1
x
x 2
x n
Dorf and Bishop, Modern Control Systems
The vector of input signals is defined as u. Then the system can be represented by the
compact notation of the state differential equation as
x A x B u
This differential equation is also commonly called the state equation. The matrix A is
an nxn square matrix, and B is an nxm matrix. The state differential equation relates
the rate of change of the state of the system to the state of the system and the input
signals. In general, the outputs of a linear system can be related to the state variables
and the input signals by the output equation
y C xDu
Where y is the set of output signals expressed in column vector form. The state-space
representation (or state-variable representation) is comprised of the state variable
differential equation and the output equation.
We can write the state variable differential equation for the RLC circuit as
1
0 1
x C x u(t)
1 R C
0
L L
and the output as
y 0 R x
The solution of the state differential equation can be obtained in a manner similar to
the approach we utilize for solving a first order differential equation. Consider the
first-order differential equation
x ax bu
Where x(t) and u(t) are scalar functions of time. We expect an exponential solution of
the form eat. Taking the Laplace transform of both sides, we have
s X(s) x 0 a X(s) b U(s)
therefore,
x (0) b
X(s) U(s)
sa sa
The inverse Laplace transform of X(s) results in the solution
t
x ( t ) e at x (0) e a ( t ) b u () d
0
We expect the solution of the state differential equation to be similar to x(t) and
to be of differential form. The matrix exponential function is defined as
A2t 2 Ak t k
e At I At
2! k!
Dorf and Bishop, Modern Control Systems
which converges for all finite t and any A. Then the solution of the state
differential equation is found to be
t
x ( t ) e At x (0) e A ( t ) B u () d
0
X(s) sI A x (0) sI A B U(s)
1 1
where we note that [sI-A]-1=ϕ(s), which is the Laplace transform of ϕ(t)=eAt. The
matrix exponential function ϕ(t) describes the unforced response of the system
and is called the fundamental or state transition matrix.
t
x ( t ) ( t ) x (0) ( t ) B u () d
0
Dorf and Bishop, Modern Control Systems
