02 Systems and Models

AC&ST
AUTOMATIC CONTROL AND SYSTEM THEORY
SYSTEMS AND MODELS

Claudio Melchiorri
Dipartimento di Ingegneria dell’Energia Elettrica e dell’Informazione (DEI)

Università di Bologna
Email: [email protected]
C. Melchiorri (DEI) Automatic Control & System Theory 1

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Systems and Models
The terms:
•  “System”
•  “System theory”
•  “System engineering”
•  …
are frequently used in many –different– areas: process control, data
elaboration, biology, economy, ecology, management, traffic control, …
System: common “element” in this terminology

Need of defining and analysing their structural properties

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Systems and Models
System:
•  A set, artificially isolated from the context, possibly made by more
(internal) interacting parts,
•  It is desired to study its “dynamic” behaviour
2
1 – 4: connections
1 3
External environment
4
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Systems and Models

•  System:
The time-evolution of a system is observable by means of a set of
measurable attributes or variables that change in time
•  Measurable attribute:
Feature of the system that can be related to one or more integer, real
or complex numbers, or in any case to a set of symbols
•  Mathematical model:
Expression by mathematical equations of the relationship between the
measurable attributes
2
3
1
4
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Systems and Models
•  The study of a system and of its properties is based on a

mathematical model (although other models can be used as well) that
describes, with a given approximation, the relationships among the
system variables.
•  Different models can be associated with a given system, and the

chosen model depends on the desired representation level, precision,
and complexity.
•  The goal of the System Theory is to mathematically describe/

represent a system in order to
•  understand its main physical properties and
•  design a proper control system.

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Systems and Models
•  A system is graphically represented with a block,

•  Its variables are indicated by links to the external environment
or other systems.
S1 S2
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Systems and Models
•  In an oriented system, it is possible to consider

•  Input variables (causes)
input u3(t)
•  Output variables (effects)
u1(t)
y(t)
S
u2(t)
output
•  The separation between input and output variables is neither unique

nor clear
Ra La
ia(t) c(t), ω(t)
ie(t)
va(t) ve(t) Le

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Systems and Models

Systems
Distributed Lumped
Parameters Parameters
Stochastic Deterministic
Continuous Discrete
time time
Nonlinear Linear
Time Constant
Varying coefficients
Non
Homogeneous
homogeneous
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Systems and Models

Systems
Distributed Lumped
Parameters Parameters
Stochastic Deterministic
Continuous Discrete
time time
Nonlinear Linear
Time Constant
Varying coefficients
Non
Homogeneous
homogeneous
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Systems and Models: Static and Dynamic Systems
Two types of systems are considered:
1.  Static systems (memory-less)

Mathematical model of static systems:
•  Algebraic equations – in a given instant, the output depends only
on the input value in that instant (e.g. the relation between the tension
and the current in a resistance)
2.  Dynamic systems (with memory)

Mathematical model of dynamic systems (lumped parameters):
•  Differential equations – in a given instant, the output does not
depends only on the value of the input variables in that instant, but
also on the previous values (e.g. the relation between the tension and
the current in a capacitor)
Concept of state

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Lumped parameters models
•  Physical properties are usually distributed in the systems:

•  Mass
•  Elasticity
•  Resistance
•  ...
•  In their mathematical description, when possible it is better to introduce

approximations that allow to concentrate in one (or few) points those
properties: Relevant simplifications can then be achieved in the
mathematical descriptions.
•  Lumped parameters models are obtained. Concentrated mass
Concentrated elasticity
•  In the practice, although it is evident that all the physical properties of

systems are distributed, whenever possible it is advisable to use lumped
parameter models.
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Lumped parameters models
Lumped parameters models are expressed by Ordinary Differential Equations,

ODE, (continuous time) or Difference Equation (discrete time), that are function
of time only:
When it is not possible to consider as concentrated (some of) the parameters of

the system, it is necessary to use Partial Difference Equations, PDE.
In this case, the dynamics is not only a function of time, but ALSO e.g. of
space:

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Systems and Models

60
•  Static system (algebraic)

50
40
i(t)
V, I
30
20
v(t) R v(t) = R i(t) 10
0
0 50 100 150 200 250 300
Time (s)
0.8
•  Dynamic system 0.6

q
0.4
0.2
i(t) C 00 0.5
v
1 1.5 2
v(t) R

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Systems and Models – Static systems

•  Electric circuit with resistances
R1
vi(t) R2 vu(t)
•  Combinational circuit
u1 u2 u3 y
0 0 0 0 The output is a pure function of

the present input only, in
0 0 1 1 contrast to sequential logic in
u1 0 1 0 1 which the output depends not
u2 y 0 1 1 0
only on the present input but
also on the history of the input.
u3 1 0 0 1 The inputs could e.g.
represent the positions of
1 0 1 0 switches and the output the
1 1 0 0 lighting of a bulb.
1 1 1 1

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Systems and Models – Dynamic systems
•  Dynamic systems: with memory. The output values in a given instant

of time depend on current and previous history of inputs (history =
memory).
•  Electrical circuit with elements able to store energy (capacitors and/or

inductors)
R1
R2
u(t) vu(t)
u(t) vu(t)
vc(t) x input output
x state

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Systems and Models – Dynamic systems
•  Electrical circuit with elements able to store energy (capacitors and/or

inductors)
R1
R2
u(t) vu(t)
u(t) vu(t)
vc(t) x input output
•  One obtains x state

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Systems and Models
•  The description of the system is made with two equations, a differential and
an algebraic one:
State differential equation
Output equation
u x y

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Systems and Models
•  The description of the system is made with two equations, a differential and
an algebraic one:
State differential equation
Output equation
•  In general, it is difficult to solve the state differential equation. However, for a

given class of systems (i.e. linear, continuous time, lumped systems) and
given the initial state x(0) = x0 (value of the state at t = 0), one obtains:
State transition equation
Similar equations hold also in the discrete time case.

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Systems and Models
•  The equation
valid also for the vector case, is the so-called Lagrange’s formula
•  It is computed from the derivative of an integral (fundamental theorem

of calculus)
with

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Systems and Models
Main analysis problems in System Theory are:
•  Motion analysis – Output analysis: computation of the motion of the state

(time evolution of x) or of the output function y(t), given the initial state x(0) =
x0 and the input function u(t)
•  Controllability analysis: how to affect the state motion or the output function
acting on the input variable
•  Observability analysis: computation of the state of the system in a given

instant t, given the input and output values over the course of time period
•  Sensitivity analysis: study of the influence on the state/output evolution of

changes in the initial state, of the input function, of the system’s parameters
•  Stability analysis: in a stable system, limited variations of the initial state or of

the input function generate limited variations of the state evolution or of the
output

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Systems and Models
Main synthesis problems in System Theory are:
•  Input synthesis: definition of an input function that generates, given an

initial state, a desired state evolution or a desired output function
•  Synthesis of the input and of initial state: determination of an input

function and of an initial state that generate a desired state evolution
or a desired output function
•  Control synthesis: design and implementation of a device that,

properly connected to the system, allows achieving desired properties
and behaviors in terms of stability, disturbance rejection, output
properties, …

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Systems and Models
•  Concept of state for a dynamic system

The “state” is the information on the “internal condition” of a dynamic
system that is needed in each instant in order to predict the effect of the
previous history of the system itself on its future behavior
•  In physical systems, the “internal condition” is typically determined by an

energy storage (also momentum or mass)
•  It is advisable, in the definition of the state variables, to choose variables

related to these storages (e.g. the voltage of a capacitor or of an inductor
in an electrical circuit, the velocity of a mass in a mechanical system, …)
•  The state variables and the state equations are NOT defined uniquely!

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Systems and Models
Considerations related to storage/transmission of energy

In each physical domain of interest, excluding the thermal one, there
are two “components” that are able to store energy:
•  Electrical
•  Capacitor (C) and Inductor (L)
•  Mechanical (linear)
•  Mass (M) and compliance (1/K)
•  Mechanical (rotational)
•  Inertia (J) and rotational compliance (1/K)
•  Fluid flow (hydraulic/pneumatic)
•  Fluid Capacitor (Cf) and Fluid Inductor (Lf)
•  Thermal
•  Thermal Capacitor (Ct)

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Systems and Models

Considerations related to storage/transmission of energy
The two basic elements to store energy:
Domain “capacitive” storage “inductive” storage
1 2 1 2
electrical E = Cv E = Li
2 2
mechanical 1 11 2
(linear)
E = Mv 2 E= f
2 2K
mechanical 1 2 11 2
E= Jω E= c
(rotational) 2 2K
1 1
hydraulic/pneumatic E = C f p2 E = L f q2
2 2
thermic E = Ct T Non present
The stored energy
depends on the Effort variables Flow variables
Effort variables are computed as “differences”

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Systems and Models
Definition
•  The state of a dynamic system Σ:
•  Is an element of the state set X
•  It may change in time,
x(t0) at the instant t0, together with the segment of the
•  The state
input function u|[t0,t1], uniquely defines the output function y|[t0,t1]

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Systems and Models - Examples

•  RLC circuit
L R Choice of the state variables
vu(t) Quantities related to energy storage:

vi(t) i C
i vc

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•  RLC circuit
L R
vi(t) vu(t)
i C
2 states
1 output

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•  Electric circuit with more loops

C1
i4
R1 v1 R2
i2 i3 i5
i1
vi(t) v2 C2 R3 vu(t)

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C1
i4
R1 v1 R2
i2 i3 i5
i1
2 states
1 output
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C1
i4
R1 v1 R2
i2 i3 i5
i1
The time-evolution of the state

is a continuous function!
Input and output States x1 and x2
1.2 1.2
1 1
0.8 0.8
0.6 0.6
0.4
Output discontinuity due 0.4
to the presence of the 0.2 0.2
term D in the output equation 0 0
-0.2 -0.2
-0.4 -0.4
-0.6
-0.6
-0.8
-0.8 0 0.5 1 1.5 2
0 0.5 1 1.5 2

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•  Mechanical system
f(t) k2
b1
m1 m2
k1 b2
x1(t) x2(t)
4 states
2 output
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•  Mechanical system
f(t) k2
b1
m1 = 10; f = 100 N
m2 = 5;
k1 = 100;
m1 m2
k2 = 50;
k1 b2
x1(t) x2(t)
b1 = 10; b1 = 50;
b2 = 20; b2 = 20;
Position of the two masses Position of the two masses
2
2
1.5
f 1.5
f
1
1
x1 x1
0.5 0.5
0 0
x2 x2
-0.5 -0.5
-1 -1
0 5 10 15 20 25 30 35 40 45 50 0 10 20 30 40 50
Tempo
Tempo
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•  DC electric motor
ia(t) Ra La
Cm(t), ω(t)
va(t) ie(t)
ve(t) Le if ve = const
vc(t)
Cr(t)
u y
3 states
2 input
1 output
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•  Sequential circuit (finite state system)
u1 y The system is synchronous: output is 1 if the current

input symbol is 01 and if previously, between symbols
u2 00 and 11, the last was 11.
sync
u1 u2
x 00 01 10 11 State transition
function
•  Mathematical model 0 0 0 0 1
1 0 1 1 1
u1 u2
x 00 01 10 11 Output
function
0 0 0 0 0
Discrete-time dynamic system 1 0 1 0 0

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•  Another case of discrete time systems is obtained e.g. when a

continuous time system is controlled by a digital computer: sampled
data R1
u(t) R2 vu(t)
vc(t) x
u(k)
T
y(k) T

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•  Another case of discrete time systems is obtained e.g. when a

continuous time system is controlled by a digital computer: sampled
data R1
u(t) R2 vu(t)
vc(t) x
•  If the input is a piecewise constant signal, and if the output is sampled
at the same instants of time kT in which the input changes, then:
u
u(2)
u(4)
u(1)
u(3)
u(0)
0 T 2T 3T 4T t
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•  The state transition function in this case is given by

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Systems and Models - Definitions
•  In general, the mathematical model of a system is characterized by:

1.  The time set
2.  The set of input variables
3.  The set of input functions
4.  The set of output variables
5.  The set of state variables
•  D.1 A continuous-time system (continuous system) is obtained

when
Set of real numbers
•  D.2 A discrete-time system (discrete system) is obtained when
Set of integer numbers

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Definition:
•  A model (system) is causal (nonanticipative or physical) when the

output depends only on past and current values of the input
•  A non-causal model (system) is called anticipative or acausal.
•  An anticipative model does not correspond to any physical system

•  It is not conceivable a system reacting to an input before it is applied.

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d x(t)
The model y(t) = a d t
is not causal if x is the input and y is the output of the system.
The derivative function is defined as
It is not possible to
implement an
ideal derivative function
⇒ it is necessary to know the future value of the function!
The model is causal if y is the input and x the output
Non causal models are

used sometimes for
analysis and algebraic
manipulation purposes.

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Causal systems and models

x(t + h) − x(t)
lim
•  Example (non physical system): h→0 h
x(t) = A sin ωt x(t) d x(t) y(t)
d x(t) dt
y(t) = = A ω cos ωt
dt
•  The amplitude (then the energy) of the output signal y(t) would increase (to infinite) if
the frequency ω of the input is increased!
A = 1, ω = 2 rad/sec
4
-2
-4
0 2 4 6 8 10
A = 1, ω = 4 rad/sec
4
-2
-4
0 2 4 6 8 10
Tempo (sec)
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•  D.3 A system is called memory-less (or purely algebraic) if it

is composed by the sets and by an input/output
function
•  D.4 A system is called continuous-time dynamic system if it is

composed by the sets , by a state
differential equation
which admits a unique solution for each initial state and for
each admissible input function, and by an output function

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•  D.5 A system is called discrete-time dynamic system if it is

composed by the sets , by a future
state equation
and by an output function
•  D.6 A system is purely dynamic if its output function is

expressed as
i.e. it does not depend directly on the input

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Purely dynamic Purely algebraic
system system
z
u y
Non present in purely dynamic systems
n  Separation principle: dynamic part (with state)

algebraic part
n  D.7 A system is called time-invariant or stationary if the time

variable does not appear explicitly in the equations of its
mathematical model. Otherwise, it is called non-stationary or time-
varying.
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Time invariant models

•  If the properties of a system do not depend on the time (i.e. they are time
invariant), then the corresponding parameters are constant. The models of
these systems are called stationary or time-invariant.
•  In these cases, experiments are repeatable: the output obtained by applying

a given input at time t0 with a given initial state x0 is the same (except a
translation in time) obtained by applying, with the same initial state x0, the
same input at time t0-δ.
2.5 2.5
2 2
1.5 1.5
1 1
x, y
x, y
0.5 0.5
0 0
-0.5 -0.5
-1 -1
-1.5 -1.5
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
Tempo (s) Tempo (s)

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Time invariant models

•  From a practical point of view, usually the parameters of physical
systems change in time!
•  On the other hand, it is sufficient that they do not change in a

significant manner in a time period comparable with the `experiment’
duration.
•  In time-invariant models, the initial time t0 is not important, and

therefore the value t0 = 0 is usually considered.

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•  D.8 A system is linear if

1.  The sets U, Uf , X, and Y are vector space (defined on the
same field T )
2.  The functions defining its mathematical model are linear in x, u
for all the admissible t.
Otherwise, a system is non-linear.
Commonly, a system is defined in mathematical term by:
Linear systems Non linear systems

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Purely algebraic system
Continuous-time
dynamic system
Discrete-time
dynamic system

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In order to take into account the physical limitation of the

variables, the input set U is often considered limited
u2
u1
Examples:
•  Input voltage for an electric motor -Va < v < Va
•  Input flow in a tank 0<u<U
•  …

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Classification of the systems on basis of the state
Finite set
= set of the states Finite dimension

Vector space with
Infinite dimension
D.9 It is then possible to define:

•  Finite-State systems (state set: finite set)
•  Finite-Dimensional systems (state set: finite-dimensional vector space)
•  Infinite-Dimensional systems (state set: infinite-dimensional vector space)

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State transition function
The (unique) solution of the equations
has the form
and it is called the state transition function

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Properties of the state transition function
1)  Time orientation: it is defined for t ≥ t0, but not necessarily for t < t0
2)  Causality: its dependence on the input function is restricted to the time
interval [t0, t]:
ϕ(t, t0, x0, u1(.)) = ϕ(t, t0, x0, u2(.)) if u1|[t0,t] = u2|[t0,t]
3)  Consistency: x = ϕ (t, t, x, u(.))
4)  Composition: consecutive state transitions are congruent. i.e.,

ϕ(t, t0, x0, u(.)) = ϕ(t, t1, x1, u(.))

provided that
x1 = ϕ(t1 , t0 , x0 , u(.)) t0 ≤ t ≤ t1
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The last property (composition) means that

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Representation of the time evolution of a system

•  The time evolution of the state can be represented as a
trajectory in the state space, parameterized as a function of
time.
x3 x(t) = ϕ(t , t0 , x(t0 ), u(.))

t3
t
t1 t2 Trajectory:
x(0) {x(t) : x(t) = ϕ(t , t0 , x(t0 ), u(.)), t ∈ [t0 , t1 ]}

x2
x1
Possible control choices

u
Input function
The choice of the input in a given instant of
time allows to define different orientations
t to the tangential direction of the trajectory at t:
t1 t2 t3
the input affects the velocity!

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•  Event: pair {t, x(t)} ∈ T x X

•  Motion or Movement for t ∈ [t0, t1] is the set of events defined by the
transition function
The motion is defined in the space T x X

•  Trajectory: image in X of the transition function for t ∈ [t0, t1]
The trajectory is defined in X
2
1.5 Motion
x2" 1
0.5
0
3
2 10
8
1 6
Trajectory 4
2
x1" 0 0 t
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•  For any given initial state, different input functions cause different trajectories,
all initiating at the same point of the state space;
•  Selecting input at a particular instant of time (for instance, t3) allows different
orientations in space of the tangent to the trajectory at t3, namely of the state
velocity ẋ1 , ẋ2 , ẋ3
x3
t3
t
t1 t2
x(0) x2
x1
t1 t2 t3 t
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•  In a similar way, it is possible to obtain a function describing
the output trajectories. From:
One obtains:
From (1) we have obtained the state transition function

that, substituted in (2), gives the response function
Output trajectory:

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In conclusion:
•  A system, once the differential equation of its
mathematical model has been solved, is characterized
by a state transition function
•  and by a response function

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•  D.10 Indistinguishable states in [t0, t1] : the states x1 , x2 ∈ X

are indistinguishable if
•  D.11 Equivalent states: the states x1 , x2 ∈ X are equivalent if

they are indistinguishable for each pair of instants
•  D.12 Minimal system: is a dynamic system without equivalent

states
A non-minimal system can be put in minimal form by defining a

new state set in which each state corresponds to a class of
equivalent old states.
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•  Example:
R C R
R
vi(t) R R vi(t)
R1 vu(t) R1 vu(t)
Non-minimal system Minimal system

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•  Example:
Motor
Pump
θ(t), ω(t)
va(t)
q(t)
cr(t)
Pump: cr = kp ω, q = kq ω
Tank: dz / dt = ks q
When the two models are considered together, two equivalent states are identified (θ, z).
One of them can be ignored: in this case θ since we want to control the liquid level only.
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x(t)
dt
•  D.13
ϕ(t, tEquivalent systems:
0 , x0 , u1 (·)) = ϕ(t, t0, xthe
0 , usystems 1 1and
2 (·)) if Σu are
|[t0 ,t] Σ=2 u 2 |[t0 ,t]
equivalent if they are compatible, i.e.
T1 = T2 = T
U1 = U2 = U
Uf 1 = Uf 2 = Uf
Y1 = Y2 = Y
and if to any state x1 ∈ X (x2 ∈ X) of Σ1 it is possible to

associate a state x2 ∈ X (x1 ∈ X) of Σ2 (and vice versa)
such that
x1 y1
Σ1
u(.)
y2
Σ2
x2
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•  Example:
L R2
vi(t) i0 R vu(t) vi(t) vc vu(t)

1
C
•  The two systems are equivalent if
•  The initial states must be such that

h→0 h
d x(t)
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ddx(t)
t
Systems and Models - Definitions dt
ϕ(t, t0 , x0 , u1 (·)) = ϕ(t, t0 , x0 , u2 (·)) if u1 |[t
ϕ(t, t0 , x0 , u1 (·)) = ϕ(t, t0 , x0 , u2 (·)) if u1 |[t0 ,
•  As a matter of fact:
L R2 T1 = T2 = T
U1T1 == UT22 =
= T
U
U = U = U
UfU11 == UUf22 = U
vi(t) i0 vu(t) vi(t) vc f 1 v (t) f 2
u= Y
= Uf f
R1 YY11 = Y22 =
= YY
C
x11 ++L1L1uu
− RL1 x
!!
ẋ1ẋ1 == −
yy == R11x
R x11
! ! ẋ2 1 1
= − CR
1 2 x2 + CR12 u
ẋ2 = − CR2 x2 + CR2 u
y = x2
y = x2
The two systems are equivalent if
The evolution of the states is such that

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Among all the possible motions, particular and important motions are
those constant. The corresponding trajectory results in a unique state,
called equilibrium state.
•  D.14 Temporary equilibrium state. In a dynamic system Σ , a state is

a temporary equilibrium state in [t0, t1] if there exists an input function
such that
m
M = M0 + m t Mass
s 0≤ f ≤F Force
f
input
Notice: equilibrium depends

s0 on the input!!
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•  D.15 Equilibrium state: it is a temporary equilibrium state in

[t0, t1] for any pair t0, t1 in T
•  Example:
s M = M0 Mass
f
input
0≤ f ≤F Force
s0
N.B. It may happen that not all the states s can be equilibrium states,
because f is limited

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•  Mathematical models:
Input-state-output
Differential model
Input-state-output
Difference model
Input-state-output
Global model
External
Global model
•  Particular cases: stationary models, linear models, linear

stationary models

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Time invariant systems (time-shifting of causes and effects)

Time invariant systems satisfy the time-shifting of causes and effects
property.
u(t)
uΔ(t) = u(t-τ) Shifted input function
uΔ(t) Assume that
0 τ
t
In time-invariant systems, the transition function and the response
function verify the following equations:

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In particular, if τ = -t0, one otains
Therefore, for time invariant systems:

1.  It is always possible to consider as initial istant of time t0 = 0
2.  The transition and the response functions depend in a linear
fashion on the difference t - t0 , not on t and t0 separately

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Linear systems
•  Functions ϕ and γ are linear with respect to initial state and
input function
Let consider two scalars α and β, and
In the particular case α = β = 1, these equations correspond to the so-

called property of superposition of the effects.

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•  Important consequence: for linear systems, the property of
decomposability of state transition and response functions holds.
Free motion Forced motion
Free response Forced response
•  Moreover:
1.  Indistinguishable states in [t0, t1] generate the same free
response in [t0, t1]
2.  A Linear System is in minimal form iff for any initial instant of
time t0 no different states generate the same free response

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Controllability and Reachability
The term controllability denotes the possibility of influencing the motion

x(.) or the response y(.) of a dynamical system Σ by means of the input
function (or control function) u(.)∈Uf .
It might be required to steer a system from a state x0 to x1 or from an

event (t0, x0) to (t1, x1): if this is possible, the system is said to be
controllable from x0 to x1 or from (t0, x0) to (t1, x1).
Equivalent statements:
•  “the state x0 (or the event (t0, x0)) is controllable to x1 (or to (t1, x1))”
and
•  “the state x1 (or the event (t1, x1)) is reachable from x0 (or from (t0, x0))”

AC&ST
Controllability and Reachability
Controllability analysis is strictly connected to the definition of particular

subsets of the state space X, that is:
D.16 Set of the states reachable at time instant t1 from the state
x0 at t0 (i.e. from the event (t0 , x0) )
D.17 Set of the states reachable at any time belonging to the

interval [t0, t1] from the state x0 at t0 (i.e. from the event (t0 , x0) )

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D.18 Set of the states controllable at the event (t1 , x1) from the
initial time t0
D.19 Set of the states controllable at the event (t1 , x1) from any
time in [t0, t1]
A property:

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Representation in X = R2 Set of the events (t, x)
x’(t0)
x(t1)
x(t0)
x”(t0) x’(t1)
Trajectory x(t)
corresponding to [t0 t1] x”(t1)
t0 t1 t
Events (t,x) corresponding to time t0, t1

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Representation in X = R2 Set of the events (t, x)
x1
x0
t0 t1 t
Events (t,x) corresponding to time t0, t1

These are the set of all the admissible motions
with (t1, x1) or (t0, x0) as final or initial event.
AC&ST
Let’s define:
Then
Moreover:
Projection along t on P0 of
Projection along t on P1 of

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D.20 The state set of a dynamic system Σ or, by extension, system Σ
itself, is said to be completely reachable from the event (t0, x) in the
time interval [t0, t1] if
x t0 t1 t
D.21 The state set of a dynamic system Σ or, by extension, system Σ

itself, is said to be completely controllable to the event (t1, x) in the
time interval [t0, t1] if
t0 t1 t
AC&ST
In case of time invariant systems, since we can assume t0 = 0, a

simplified notation can be used :
The sets and are defined as
These are the state sets reachable from z and controllable to z in

an arbitrarily long period of time.

AC&ST
•  D.22 A time-invariant system is completely controllable (or connected)

if it is possible to reach any state from any other state, so that W+(x)
=W−(x)=X for all x∈X.
x0 x1
x0
t0 t1 t

AC&ST

Observability (and Reconstructability)
The term observability denotes the possibility of deriving the initial state
x(t0) or the final state x(t1) of a dynamic system Σ when the time
evolutions of input and output in the time interval [t0, t1] are known.
Final state observability is denoted also with the term reconstructability.
The state observation and reconstruction problems may not always

admit a solution: this happens, in particular, for observation when the
initial state belongs to a class whose elements are indistinguishable in
[t0, t1].

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Observability (and Reconstructability)
Let’s define:
•  The set of all the initial states consistent with the functions u(.), y(.) in
the time interval [t0, t1]
•  The set of all the final states consistent with the functions u(.), y(.) in the
time interval [t0, t1]
where y(.) is not arbitrary, but constrained to the set of all the output
functions admissible with respect to the initial state and the input function.
This set is defined by

AC&ST
The state set of a dynamic system Σ or, by extension, system

Σ itself, is
•  Observable in [t0, t1] by a suitable experiment (called

diagnosis) if there exists at least one input function u(.)∈Uf
such that reduces to a single element for
all y(.) ∈ Yf (t0, u(.));
•  Reconstructable in [t0, t1] by a suitable experiment (called

homing) if there exists at least one input function u(.)∈ Uf
such that reduces to a single element for
all y(.)∈Yf (t0, u(.)).

AC&ST
The state set of a dynamic system Σ or, by extension, system

Σ itself, is
•  Fully observable in [t0, t1] if it is observable in [t0, t1] with any

input function u(.)∈Uf;
•  Fully reconstructable in [t0, t1] ] if it is reconstructable in [t0, t1]

with any input function u(.)∈Uf;

AC&ST
•  With time invariant system, we can adopt the notation
•  Then:
Observable Reconstructable
system system
Fully Fully
observable reconstructable
system system

AC&ST
Systems and Models
The above sets are often considered in solving problems related to

system control and observation. The most significant of these problems
are:
1.  Control between two given states: given two states x0 and x1 at two
instants of time t0 and t1, where t1 > t0, determine an input function
u(.) such that x1 =ϕ(t1, t0, x0, u(.)).
2.  Control to a given output: given an initial state x0, an output value y1
at two instants of time t0, t1, where t1 > t0, determine an input u(.)
such that y1 =γ(t1, t0, x0, u(.)).
3.  Control for a given output function: given an initial state x0, an
admissible output function y(.) at two instants of time t0, t1, where
t1 > t0, determine an input u(.) such that y(t)=γ(t, t0, x0, u(.)) for all
t∈[t0, t1].

AC&ST
Systems and Models
4.  State observation: given corresponding input and output functions

u(.), y(-) at two instants of t0, t1, where t1 > t0, determine an initial
state x0 (or the whole set of initial states) consistent with them, i.e.,
such that y(t)=γ(t, t0, x0, u(.)) for all t∈[t0, t1].
5.  State reconstruction: given corresponding input and output
functions u(.), y(.) at two instants of time t0, t1, where t1 > t0,
determine a final state x1 (or the whole set of final states)
consistent with them, i.e., corresponding to an initial state x0 such
that x1 =ϕ(t1, t0, x0, u(.)), y(t)=γ(t, t0, x0, u(.)) for all t∈[t0, t1].
6.  Diagnosis: like 4, except solution also includes the choice of a
suitable input function.
7.  Homing: like 5, except solution also includes the choice of a suitable
input function.

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AC&ST

AUTOMATIC CONTROL AND SYSTEM THEORY

SYSTEMS AND MODELS

Dipartimento di Ingegneria dell’Energia Elettrica e dell’Informazione (DEI)

C. Melchiorri (DEI) Automatic Control & System Theory 1

Systems and Models

System: common “element” in this terminology

C. Melchiorri (DEI) Automatic Control & System Theory 2

Systems and Models

Systems and Models

Systems and Models

• The study of a system and of its properties is based on a

• Different models can be associated with a given system, and the

• The goal of the System Theory is to mathematically describe/

C. Melchiorri (DEI) Automatic Control & System Theory 5

Systems and Models

• A system is graphically represented with a block,

Systems and Models

• In an oriented system, it is possible to consider

• The separation between input and output variables is neither unique

C. Melchiorri (DEI) Automatic Control & System Theory 7

Systems and Models

Systems and Models

Systems and Models: Static and Dynamic Systems

Two types of systems are considered:

1. Static systems (memory-less)

2. Dynamic systems (with memory)

C. Melchiorri (DEI) Automatic Control & System Theory 10

Lumped parameters models

• Physical properties are usually distributed in the systems:

• In their mathematical description, when possible it is better to introduce

• Lumped parameters models are obtained. Concentrated mass

• In the practice, although it is evident that all the physical properties of

Lumped parameters models

Lumped parameters models are expressed by Ordinary Differential Equations,

When it is not possible to consider as concentrated (some of) the parameters of

C. Melchiorri (DEI) Automatic Control & System Theory 12

Systems and Models

• Static system (algebraic)

v(t) R v(t) = R i(t) 10

• Dynamic system 0.6

C. Melchiorri (DEI) Automatic Control & System Theory 13

Systems and Models – Static systems

0 0 0 0 The output is a pure function of

C. Melchiorri (DEI) Automatic Control & System Theory 14

Systems and Models – Dynamic systems

• Dynamic systems: with memory. The output values in a given instant

• Electrical circuit with elements able to store energy (capacitors and/or

C. Melchiorri (DEI) Automatic Control & System Theory 15

Systems and Models – Dynamic systems

• Electrical circuit with elements able to store energy (capacitors and/or

• One obtains x state

C. Melchiorri (DEI) Automatic Control & System Theory 16

Systems and Models

State differential equation

C. Melchiorri (DEI) Automatic Control & System Theory 17

Systems and Models

State differential equation

• In general, it is difficult to solve the state differential equation. However, for a

•  The study of a system and of its properties is based on a

•  Different models can be associated with a given system, and the

•  The goal of the System Theory is to mathematically describe/

•  A system is graphically represented with a block,

•  In an oriented system, it is possible to consider

•  The separation between input and output variables is neither unique

1.  Static systems (memory-less)

2.  Dynamic systems (with memory)

•  Physical properties are usually distributed in the systems:

•  In their mathematical description, when possible it is better to introduce

•  Lumped parameters models are obtained. Concentrated mass

•  In the practice, although it is evident that all the physical properties of

•  Static system (algebraic)

•  Dynamic system 0.6

•  Dynamic systems: with memory. The output values in a given instant

•  Electrical circuit with elements able to store energy (capacitors and/or

•  Electrical circuit with elements able to store energy (capacitors and/or

•  One obtains x state

•  In general, it is difficult to solve the state differential equation. However, for a

•  It is computed from the derivative of an integral (fundamental theorem

•  Motion analysis – Output analysis: computation of the motion of the state

•  Observability analysis: computation of the state of the system in a given

•  Sensitivity analysis: study of the influence on the state/output evolution of

•  Stability analysis: in a stable system, limited variations of the initial state or of

•  Input synthesis: definition of an input function that generates, given an

•  Synthesis of the input and of initial state: determination of an input

•  Control synthesis: design and implementation of a device that,

•  Concept of state for a dynamic system

•  In physical systems, the “internal condition” is typically determined by an

•  It is advisable, in the definition of the state variables, to choose variables

•  Electric circuit with more loops

•  Electric circuit with more loops

•  Electric circuit with more loops

•  Sequential circuit (finite state system)

•  Another case of discrete time systems is obtained e.g. when a

•  Another case of discrete time systems is obtained e.g. when a

•  The state transition function in this case is given by

•  In general, the mathematical model of a system is characterized by:

•  D.1 A continuous-time system (continuous system) is obtained

•  D.2 A discrete-time system (discrete system) is obtained when

•  A model (system) is causal (nonanticipative or physical) when the

•  A non-causal model (system) is called anticipative or acausal.