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Pulse transfer function from a 3×3 state model

Short answer

Using F(z)=C(zI−G)^(−1)H+D with C=[1 0 0], only the first row of adj(zI−G) is required. The pulse transfer function is (1.25z^3+0.9599z^2+0.4191z+0.1871)/(z^3+0.3679z^2+0.1353z+0.0497).

Obtain the pulse transfer function of the system defined by: x(k+1)=Gx(k)+Hu(k), y(k)=Cx(k)+Du(k), where G=[-0.3679 1 0; -0.1353 0 1; -0.0497 0 0], H=[0.5; 0.25; 0.125], C=[1 0 0] and D=1.25.

The pulse transfer function is F(z)=C(zI−G)−1H+DF(z) = \mathbf{C}(z\mathbf{I}-\mathbf{G})^{-1}\mathbf{H} + D. Because C=[1 0 0]\mathbf{C} = [1\ 0\ 0], only the first row of the inverse is needed.

Step 1: Characteristic polynomial

zI−G=[z+0.3679−100.1353z−10.04970z]z\mathbf{I}-\mathbf{G} = \begin{bmatrix} z+0.3679 & -1 & 0 \\ 0.1353 & z & -1 \\ 0.0497 & 0 & z \end{bmatrix} ∣zI−G∣=(z+0.3679)(z2)+1 (0.1353z+0.0497)=z3+0.3679z2+0.1353z+0.0497\begin{aligned} |z\mathbf{I}-\mathbf{G}| &= (z+0.3679)(z^2) + 1\,(0.1353z + 0.0497)\\ &= z^3 + 0.3679z^2 + 0.1353z + 0.0497 \end{aligned}

Step 2: First row of adj(zI−G)(z\mathbf{I}-\mathbf{G})

[z2z1]\begin{bmatrix} z^2 & z & 1 \end{bmatrix}

(Cofactors of the first column: z⋅z−0z\cdot z - 0, −(−z−0)-(-z - 0), (+1)−0(+1) - 0.)

Step 3: C adj H\mathbf{C}\,\text{adj}\,\mathbf{H}

[z2z1][0.50.250.125]=0.5z2+0.25z+0.125\begin{bmatrix} z^2 & z & 1 \end{bmatrix}\begin{bmatrix} 0.5 \\ 0.25 \\ 0.125 \end{bmatrix} = 0.5z^2 + 0.25z + 0.125

Step 4: Add D

F(z)=1.25+0.5z2+0.25z+0.125z3+0.3679z2+0.1353z+0.0497=1.25z3+(0.5+1.25×0.3679)z2+(0.25+1.25×0.1353)z+(0.125+1.25×0.0497)z3+0.3679z2+0.1353z+0.0497\begin{aligned} F(z) &= 1.25 + \frac{0.5z^2 + 0.25z + 0.125}{z^3 + 0.3679z^2 + 0.1353z + 0.0497}\\ &= \frac{1.25z^3 + (0.5 + 1.25\times0.3679)z^2 + (0.25 + 1.25\times0.1353)z + (0.125 + 1.25\times0.0497)}{z^3 + 0.3679z^2 + 0.1353z + 0.0497} \end{aligned}

Result

F(z)=Y(z)U(z)=1.25z3+0.9599z2+0.4191z+0.1871z3+0.3679z2+0.1353z+0.0497F(z) = \frac{Y(z)}{U(z)} = \frac{1.25z^3 + 0.9599z^2 + 0.4191z + 0.1871}{z^3 + 0.3679z^2 + 0.1353z + 0.0497}

In powers of z−1z^{-1}:

F(z)=1.25+0.9599z−1+0.4191z−2+0.1871z−31+0.3679z−1+0.1353z−2+0.0497z−3F(z) = \frac{1.25 + 0.9599z^{-1} + 0.4191z^{-2} + 0.1871z^{-3}}{1 + 0.3679z^{-1} + 0.1353z^{-2} + 0.0497z^{-3}}

The given model is an observable-type companion form, so in general bi=hi+aib0b_i = h_i + a_ib_0. This matches the numerator found above.

✓ Answer checked by Claude Opus 5.5 (high effort)

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