Image Processing Reference
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4.3.2 S TATE E QUATIONS OF C ONTINUOUS -T IME S YSTEMS
The state-space equations describing a MIMO continuous-time dynamic system have
a general form given by
d x ( t )
d t ¼ f ( x ( t )
, u ( t )
, t )
(
4
:
1
)
y ( t ) ¼ h ( x ( t )
, u ( t )
, t )
(
4
:
2
)
where
x ( t ) ¼ x 1 ( t )
T is the N
½
x 2 ( t )
x N ( t )
1 state vector
u ( t )
is the M
1 input vector
y ( t )
is the P
1 output vector
The vector functions f (:)
are in general nonlinear functions of the state and
input vectors and are given by the following equations:
and h (:)
2
3
f 1 ( x 1 ( t )
, x 2 ( t )
,
...
, x N ( t )
, u 1 ( t )
, u 2 ( t )
,
...
, u M ( t )
, t )
4
5
f 2 ( x 1 ( t )
, x 2 ( t )
,
...
, x N ( t )
, u 1 ( t )
, u 2 ( t )
,
...
, u M ( t )
, t )
f ( x ( t )
, u ( t )
, t ) ¼
(
4
:
3
)
.
f N ( x 1 ( t )
, x 2 ( t )
,
...
, x N ( t )
, u 1 ( t )
, u 2 ( t )
,
...
, u M ( t )
, t )
and
2
4
3
5
h 1 ( x 1 ( t )
, x 2 ( t )
,
...
, x N ( t )
, u 1 ( t )
, u 2 ( t )
,
...
, u M ( t )
, t )
h 2 ( x 1 ( t )
, x 2 ( t )
,
...
, x N ( t )
, u 1 ( t )
, u 2 ( t )
,
...
, u M ( t )
, t )
h ( x ( t )
, u ( t )
, t ) ¼
.
(
4
:
4
)
h P ( x 1 ( t )
, x 2 ( t )
...
, x N ( t )
, u 1 ( t )
, u 2 ( t )
...
, u M ( t )
, t )
,
,
The state equations given by Equations 4.3 and 4.4 are applicable to both linear and
nonlinear, time-invariant, and time-varying systems. If the system is linear, then the
state equations can be written as
d x ( t )
d t ¼ A ( t ) x ( t ) þ B ( t ) u ( t )
(
4
:
5
)
y ( t ) ¼ C ( t ) x ( t ) þ D ( t ) u ( t )
(
4
:
6
)
where A ( t )
are time-varying matrices of appropriate dimensions. If
the system is LTI, then A, B, C,andD are constant matrices and the state equation
becomes
, B ( t )
, C ( t )
,andD ( t )
d x ( t )
d t ¼ Ax ( t ) þ Bu ( t )
(
4
:
7
)
The output equation is
y ( t ) ¼ Cx ( t ) þ Du ( t )
(
4
:
8
)
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