State-variable, or state-space, representations provide a general description of all linear, time-invariant (LTI) systems that is useful both for their analysis and for generating alternate forms with more convenient implementation or with less sensitivity to quantization.
State and the state-variable representation
State
the minimum additional information
at time
, which, along with all
current and future input values, is necessary to compute all futureoutputs.
Essentially, the state of a system is the information held in the
delay registers in a filter structure or signal flow graph.
Any LTI (linear, time-invariant) system of finite order
can be represented by a
state-variable description
where
is an
"state vector,"
is the input at time
,
is the output at time
;
is an
matrix,
is an
vector,
is a
vector, and
is a
scalar.
One can always obtain a state-variable description of a signal
flow graph.
3rd-order iir
Is the state-variable description of a filter
unique?
Does the state-variable description fully describe the
signal flow graph?
State-variable transformation
Suppose we wish to define a new set of state variables, related
to the old set by a linear transformation:
, where
is a nonsingular
matrix, and
is the new state vector. We wish the overall system to
remain the same. Note that
, and thus
This defines a new state system with an input-output behavior
identical to the old system, but with different internal memory contents (states)and state matrices.
,
,
,
These transformations can be used to generate a wide
variety of alternative stuctures or implementations of a filter.
Transfer function and the state-variable description
Taking the
transform of the
state equations
is a vector of scalar
-transforms
so
and thus
Note that since
, this transfer function is an
th-order rational fraction in
. The denominator polynomial is
.
A discrete-time state system is thus stable if the
roots of
(i.e., the poles of the digital filter) are all inside the unit circle.
Consider the transformed state system with
,
,
,
:
This proves that state-variable transformation
doesn't change the transfer function of the underlying system.However, it can provide alternate forms that are less sensitive
to coefficient quantization or easier to analyze, understand,or implement.
State-variable descriptions of systems are useful because they
provide a fairly general tool for analyzing all systems; theyprovide a more detailed description of a signal flow graph than does the
transfer function (although not a full description); and they suggesta large class of alternative implementations. They are even more
useful in control theory, which is largely based on state descriptionsof systems.