State equation of finite dimensional linear systems

See:

Continuous time state equations:

Discrete time state equations:

state 𝐱(t)\mathbf{x}(t) - vector of length n×1n \times 1, input 𝐮(t)\mathbf{u}(t) - r×1r \times 1, output 𝐲(t)\mathbf{y}(t) - m×1m \times 1

A, B, C, D matrices, n×nn \times n , n×rn \times r, m×nm \times n, m×rm \times r respectively


References

  1. https://crrl.poly.edu/6253/lectures/lect2.pdf