STATE-SPACE DESCRIPTION OF LINEAR DYNAMIC SYSTEMS

Introduction

In many areas of engineering and applied science, differential equations are used for the analysis of
the behavior of dynamical systems. In the case of structural dynamics in civil engineering, the
equations of motion are usually present in the form of second order differential equations. These
governing differential equations can be conveniently converted into a set of first order equations by
following a state-space formulation.
The equation of motion of a SDOF system with mass m, stiffness k and damping constant c
subjected to a time-varying force ( ) f t has the following well known form:
( ) ( ) ( ) ( )
0
1
2 z t z t z t f t
m
+ + = (1.1)
The corresponding state vector is defined as:
( )
( )
( )
z t
t
z t
(
=
(
(

X

(1.2)
such that eqn.(1.1) can be converted to state-space form:
( ) ( ) ( ) t t f t = + X AX B

(1.3)
where:

2
0 0
0 1
2
| |
=
|

\
A ,
0
1
m
| |
|
=
|
|
\
B (1.4)
In the case of a seismic input ( ) ( )
g
f t mx t = .
On the other hand, the equation of motion of a MDOF system with mass matrix M, stiffness matrix
K and damping matrix C has the following well known form:
( ) ( ) ( ) ( ) t t t t + + = MZ CZ KZ F

(1.5)
where ( ) t F denotes the applied force vector.
It is noteworthy that M and K are symmetric-positive definite matrices while no restriction are
posed on C.
The vector ( ) t F can be express as the product ( ) ( ) t f t = F P between the load distribution vector
P (which must also account for the mass at each d.o.f.) and a scalar function ( ) f t which can
coincide with the input ground acceleration.
The corresponding state vector is defined as:
( )
( )
( )
t
t
t
(
=
(
(

Z
X
Z

(1.6)
and is such that eqn.(1.1) can be converted to the state-space form ( ) ( ) ( ) t t f t = + X AX B

already
provided in eqn.(1.3), where

NxN NxN
| |
=
|

\
-1 -1
0 I
A
M K M C
,
0 | |
=
|
\
-1
B
M P
(1.7)
The homogeneous problem corresponding to eqn.(1.3) is
( ) ( ) t t = X AX

with ( )
0 0
t = X X (1.8)
whose solution is
( )
0
t
t e =
A
X X (1.9)
where
2 2
1
...
2!
t
e t t = + + +
A
I A A
The eigenvalues and eigenvectors of the operator A are found by the solution of the problem:
( ) 0 = A I (1.10)
and they are real or come in complex- conjugate pairs, being A non symmetric.
Let be the diagonal matrix containing the 2N eigenvalues and is the eigenmatrix containing
the eigenvectors ordered in row:
( )
i
diag t = (

(1.11)
| |
1 2 2
, ,...,
N
= (1.12)
From eqn.(1.10) the following identity is obtained:
= A or
1
= A (1.13)
Based on eqn.(1.13) the exponential form
t
e
A
can be also expressed as

2 2 2 2 1 1
1 1
... ...
2! 2!
At t
e t t t t e

(
= + + + = + + + =
(


I A A I (1.14)
Since
t
e

corresponds to the following diagonal matrix :

2 2
1
...
2!
t t
i
e t t diag e

( = + + + =

I for i=12N (1.15)

the exponential form
t
e
A
can also be expressed as:

1 1
2
0
0
t
i
At t
t
N
e
e e
e

| |
|
= =
|
|
\

(1.16)
The impulse response matrix ( ) t G is determined as the solution to the following problem:
( ) ( ) ( ) ( ) t t t diag t = = (

X AX I

with
( )
0 0

= X (1.17)
Thus, it results that
( )
0
+
= X I and
( )
1 t t
t e e

= =
A
G I (1.18)
The matrix ( ) t G , also called state transition matrix, is related to the (complex) frequency response
matrix ( ) G as:
( ) ( )
1
2
i t
t e d

=

G G (1.19)
where ( ) G can be determined as the response of eqn.(1.17) to a unit harmonic diagonal matrix
containing single harmonic inputs
i t
e


( ) ( )
1
i

= G I A (1.20)
The forced response to a general loading can be expressed as:
( ) ( ) ( ) ( )
0
0
t
t t t f d = +

X G X G B (1.21)
where
0
X contains the state initial conditions.
SDOF system
With reference to the SDOF system the eigenvalues and eigenvectors of the Aoperator are found
solving the following problem
( ) det 0 = A I (1.22)
or

2 2
0 0
2 0 + + = (1.23)
The eigenvalues are the complex conjugates pair:

2
1,2 0 0 0
1
d
i i = = (1.24)
Due to its nature, the complex conjugate pair represents only one piece of information. In other
words, the two eigenvalues carry exactly the same data.
The real part, the imaginary part and the module of
1
are respectively:
( )
1 0
Re = , ( )
1
Im
d
= , ( )
( )
2
2
2
1 0 0 0
1 = + = (1.25)
The imaginary part and the module of
1
equal, respectively, the damped and undamped circular
frequencies of the system, whereas the damping ratio is given by the ratio ( )
1 1
Re / = .
The eigenvectors of the Aoperator are:
( ) ( )
1 2
0 0
1 1
,
d d
t
i i


| |
= =
|
+
\
(1.26)
where the damped circular frequency
2
0
1
d
= has been introduced.
The expression for ( ) t G is
( )
( )
( )
0
0
0
0 0 0
1
2 2 1 1 0
1
0
2 2
d
i t
d
d d
i t
d
d d d
d d
i
i i e
t
i i i
e
i i






+

+ | |
|
| |
| |
|
= |
|
|
| + +
\
\
|
\
G (1.27)
or
( )
0
0
2
0 0
1
cos sin sin
sin cos sin
d d d
d d
t
d d d
d d
t t t
t e
t t t

| |
+
|
|
=
|

|
\
G (1.28)
The forced response to a general loading can be determined substituting eqn.(1.28) into eqn.(1.21).
Assuming initial rest conditions, the displacement ( ) s t at time t is given by:
( ) ( ) ( ) ( ) ( )
( )
( ) ( ) ( )
0
1 12
0 0
sin
t t t
d
d
e
t z t t f d t f d

( ( = = =

X G (1.29)
On the other hand, the Duhamel integral writes:
( ) ( ) ( ) ( )
0
t
z t h t f d =

(1.30)
Comparing the two equations it is possible to write:
( ) ( )
0
12
sin
t
d
d
e
h t t t

( = =

G (1.31)
An alternative expression for ( ) t G can be derived as follows.
The solution of the homogeneous problem, provided in eqn. (1.9), can be alternatively expressed as:
( ) ( ) ( )
0
t t t = X G X (1.32)
where ( )
0
t X is the initial state at time t
0
. Alternatively, eqn.(1.9) can be solved by taking the
Laplace transform of both sides:
( ) ( ) ( )
0
0 s s t x s = x X A (1.33)
which results in the following expression for ( ) s X
( ) ( ) ( )
1
0
s s t

= x I - A X (1.34)
The inverse Laplace transform of this expression reads:
( ) ( ) ( )
1
1
0
t L s t

(
=

X I - A X (1.35)
Thus, comparing eqn.(1.35) with eqn.(1.32) it can be concluded that ( ) ( )
1
1
t L s

(
=

G I - A .

MDOF system
Substituting the expression (1.18) into eqn.(1.21), the following expression for the response is
obtained:
( )
( )
( )
1 1
0
0
t
t t
t e e f d

= +

X X B (1.36)
After multiplying both members by
1
and posing ( ) ( )
1
t t

= V X , eqn.(1.36) becomes:
( )
( )
( )
0
0
t
t t
t e e d

= +

V V w (1.37)
where ( )
1
0
0

= V X and ( ) ( )
1
f

= w B .
Since
t
e

is a diagonal matrix, eqn.(1.37) corresponds to a set of 2N uncoupled equations:

( )
( )
( )
0
0
t
t t
k k
k k k
t e e d

= +

V V w (k = 1, 2, . . . , 2N) (1.38)
The k-th component of ( ) w can be written as:
( ) ( ) ( ) ( )
1
k k
k
f f

= = w B (1.39)
where
1
k j
kj

( =

B is the complex-valued modal participation factor relative to the k-th mode.
For the operator A, which is made of real numbers, one may easily show that if
k
is a complex
eigenvalue, then its conjugate
k
is also an eigenvalue. Moreover, if
k
is an eigenvector of A
associated to
k
, then the vector
k
is the eigenvector associated to
k
.
The real part of the eigenvalues must be negative for the solution of the homogeneous problem
0
t
k
k
e

V to damp to zero for increasing values of t. Therefore, the pair of complex conjugates
eigenvalues may be written as
,
k k k k
i = (k = 1, 2, . . . , N) (1.40)
The damped free response of each modal coordinate decays exponentially with time:
( ) ( )
0
cos sin
t
k
k k k k
t e t i t

= + V V (1.41)
The motion ( ) t X is expressed as a combination of the motion in the 2N modes
( ) ( ) ( ) ( ) ( )
1 1 2 2 2 2
...
N N
t t t t t = = + + + X V V V V (1.42)
The contribution to motion of two modes corresponding to complex conjugate eigenvectors is
defined as the sum of the motions due to the two conjugate eigenvectors for that modes:
( ) ( ) ( )
k k k k k
t t t = + X V V (1.43)
The result of the combination in eqn.(1.43) is real valued and equal to
( ) | | ( ) | | ( ) 2Re Re 2Im Im
k k k k k
t t t ( ( =

X V V (1.44)
After posing
2
, 1
k k k k k
i = in analogy with the SDOF system case,
k k k
i = + and
0 0
i
k
k k
e

= V V the following expressions are obtained for the contribution to ( )

k
t V of a single
mode and the contribution to the free response motion ( )
k
t X of two complex conjugates modes:
( )
( )
2 2
0
cos 1 sin 1
i t
k k
k k k k k k
t e e t i t

= + V V (1.45)
( )
( ) ( )
2 2
0
2 cos 1 sin 1
t
k
k k k k k k k k k k
t e t t

(
= + +
(

X V (1.46)
Eqn.(1.46) represent the superposition of two exponentially decaying harmonic motions with a
circular frequency
2
1
k
and a damping factor
k
. The component motions lag one other by 90
degrees. As a result, each point of the system undergoes a simple harmonic motion, but the
configuration of the system does not remain constant and changes continuously, repeating itself
after a period
2
2 / 1
k k k
T = . The real modes arising from systems with zero or classical
damping have nodes, which are stationary points at which the structure has zero displacement. In
contrast, for a complex mode-shape there is no stationary point on the structure at which ( )
k
t X = 0.
It should be clear from eqn.(1.46) that the
k
configuration is attained when
( )
2
cos 1 1
k k k
t + = or
( )
2
sin 1 0
k k k
t + = , whereas the
k
configuration is attained
when
( )
2
cos 1 0
k k k
t + = or
( )
2
sin 1 1
k k k
t + = .

The first N values of the vector
k
contain the displacement response while the other contain the
velocity response. Therefore, vector
k
can be decomposed into:

k k
k
k k k

| | | |
= =
| |
\ \
(1.47)
If the structure is not damped, then:

NxN NxN
NxN
| |
=
|

\
-1
0 I
A
M K 0
(1.48)
and the reduced eigenvalue problem becomes

red red red
( =

-1
M K (1.49)
Thus,
2
, red k k
= where
2
k
is the square of the frequency of vibration corresponding to the
undamped mode. On the other hand, the real parts
k
of the eigenvalues of the unreduced problem
are zero (otherwise the solution would be damped) and the imaginary parts of
k
are the (un-
damped) natural frequencies. Furthermore, the real parts
k
of
k
are zero and the imaginary parts
k
of
k
are equivalent to the mode-shapes found from the general eigenvalue problem (3), in the
un-damped case.


Condition for classic damping
The most common solution of eqn.(1.5) uses the eigenvectors and eigenvalues corresponding to the
following eigenproblem which is obtained by assuming the damping matrix C is null

1
= M K (1.50)
The diagonal matrix contains the N eigenvalues of the problem while the eigenmatrix
contains the eigenvectors ordered in row as follows:
( )
i
diag t ( =

(1.51)
| |
1 2
, ,...,
N
= (1.52)
with the ( j, j) element of being the eigenvalue corresponding to the eigenvector located in
column j of .
The eigenmatrix is such that

T
= M M (1.53)

T
= K K (1.54)
are diagonal matrixes.
Multiplication of eqn.(1.50) by
T
M yields the following relation between

M and

K :


= K M (1.55)
To simplify the MDF equation of motion, a vector ( ) t Y is defined such that:
( ) ( ) t t = Z Y (1.56)
giving the j-th component of ( ) t Y as being the projection of ( ) t Z on the j-th eigenvector.
Substituting eqn.(1.56) into eqn.(1.5), multiplying by
T
and by
1

M gives:
( ) ( ) ( ) ( )
1

T
t t t f t

+ + = Y Y Y M MI

(1.57)
in which the matrix has been defined such that:


T
= = C C M (1.58)
Although one can always rewrite the MDF equation of motion in the form of eqn.(1.57), this
formulation is not particularly useful unless some limitations are placed on the C damping matrix.
In particular, the formulation is very useful when C is diagonal, in which case eqn. (1.57)
corresponds to a system of N uncoupled equations, the j-th of which has the simple form:
( ) ( ) ( ) ( )
1
1

N
j j j j lj jj
l
jj
y t y t y t m f t
m

=
+ + =

(1.59)
There are other conditions under which the modal equations do uncouple.
For this scope it is shown that if the matrix is diagonal, then it commutes with the diagonal
matrix
= (1.60)
Furthermore, if all the elements of are distinct, then = only if is diagonal. Thus, the
condition of matrix being diagonal is necessary and sufficient for and to commute.
Thus, focus will be posed on the restrictions on M, K and Cfor which eqn. (1.60) holds.
Substituting the expression of from eqn.(1.55) and eqn.(1.54) and the expression for from
eqn.(1.58) into the left and right member of eqn.(1.60) yields:

1 1

T T
= B M KM C (1.61)

1 1

T T
= B M CM K (1.62)
From eqn.(1.53) it is observed that
1 1 1

T
= M M and substitution of this relationship into
eqn.(1.61) and (1.62)

1 1 1 1 1 1 1
= = B M K M C M KM C (1.63)

1 1 1 1 1 1 1
= = B M C M K M CM K (1.64)
results in the equality between eqn.(1.63) and (1.64) being satisfied if and only if

1 1
= KM C CM K (1.65)
This condition for uncoupled modal equations was first presented by Caughey and OKelley in
1965. A much less general condition that is sufficient to ensure the existence of uncoupled modes,
but is not necessary for their existence, is called the Rayleigh condition, which is given by
= + C M K (1.66)
It is easy to verify that the Rayleigh condition satisfies eqn. (1.65). One can also show that other
sufficient conditions can be written as

( )
1
0
J
j
j
j


=
= +

C M M K (1.67)
The matrix C satisfying eqn.(1.67) is called Caughey damping matrix (Caughey 1960).