Example State Space Filter Transfer FunctionIn this example, we consider a second-order filter () with two inputs () and two outputs ():
since a rotation does not change the norm, as can be readily checked. In this two-input, two-output digital filter, the input drives state while input drives state . Similarly, output is , while is . The two-by-two transfer-function matrix contains entries for each combination of input and output. Note that all component transfer functions have the same poles. This is a general property of physical linear systems driven and observed at arbitrary points: the resonant modes (poles) are always the same, but the zeros vary as the input or output location are changed. If a pole is not visible using a particular input/output pair, we say that the pole has been ``canceled'' by a zero associated with that input/output pair. In control-theory terms, the pole is ``uncontrollable'' from that input, or ``unobservable'' from that output, or both.
Converting to State-Space Form by Hand
Matlab System Identification Example