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Memory and state in systems.

In order to characterize the memory of a dynamical system, we use a concept known as state .

A system's state is defined as the minimal set of variables evaluated at t t 0 needed to determine the future evolution of the system for t t 0 , given the excitation u t for t t 0
.

We are given the following differential equation describing a system. Note that u t 0 .

t 1 y t y t 0

Using the Laplace transform techniques described in the module on Linear Systems with Constant Coefficients , we can find a solution for y t :

y t y t 0 t 0 t

As we need the information contained in y t 0 for this solution, y t defines the state.

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The differential equation describing an unforced system is:

t 2 y t 3 t 1 y t 2 y t 0

Finding the q s function, we have

q s s 2 3 s 2

The roots of this function are 1 -1 and 2 -2 . These values are used in the solution to the differential equation as the exponents of the exponential functions:

y t c 1 t c 2 -2 t

where c 1 and c 2 are constants. To determine the values of these constants we would need two equations (with two equations and two unknowns, we can find the unknowns). If we knew y 0 and t 1 y 0 we could find two equations, and we could then solve for y t . Therefore the system's state, x t , is

x t y t t 1 y t

In fact, the state can also be defined as any two non-trivial (i.e. independent) linear combinations of y t and t 1 y t .

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Basically, a system's state summarizes its entire past. It describes the memory-side of dynamical systems.

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Source:  OpenStax, State space systems. OpenStax CNX. Jan 22, 2004 Download for free at http://cnx.org/content/col10143/1.3
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