Linear system

1. Analysis

State transition matrix

d
x(t ) Ax (t ) Bu (t )
dt
y (t ) Cx(t ) Du(t )

The behavior of x(t) et y(t) :

1. Homogeneous solution of x(t)
2. Non-homogeneous solution of x(t)

Homogeneous solution
x (t ) Ax (t )

sX ( s ) x(0) AX ( s )

x(t ) L [( sI A) ]x(0)
e At x(0)

X ( s ) ( sI A) 1 x(0)

State transition matrix

(t ) e At L1[(sI A) 1 ]
x(t0 ) e At 0 x(0)
x(0) e

At 0

x(t0 )

At At 0

x(t ) e e

x(t0 ) e

A ( t t 0 )

x(t0 ) (t t0 ) x(t0 )
3

Properties

1.

(t ) e L [(sI A) ]
At

(0) I
1

2.

(t ) (t )

3.
4.

x(0) (t ) x(t )
(t 2 t1 ) (t1 t0 ) (t 2 t0 )

5.

(t ) (kt)
k

Non-homogeneous solution
d
x(t ) Ax (t ) Bu (t )
dt
y (t ) Cx(t ) Du(t )

sX ( s ) x(0) AX ( s ) BU ( s )
( sI A) X ( s) x(0) BU ( s )
1

X ( s) ( sI A) x(0) ( sI A) BU ( s )
x(t ) L1[( sI A) 1 ]x(0) L1[( sI A) 1 BU ( s)]
t

x(t ) (t ) x(0) (t ) Bu ( )d
0

Convolution

Homogeneous
5

x(t ) (t ) x(0) (t ) Bu ( )d
0

x(t ) (t t0 ) x(t0 ) (t ) Bu ( )d
t0

y (t ) C(t t0 ) x(t0 ) C(t ) Bu ( )d Du(t )

t0

Zero-input response

Zero-state response

Example 1

1 x1 0
x1 0
x 2 3 x 1u (t )
2
2
let

x(0) 0 0

t
2 t

2
e

e
(t ) L1[(sI A) 1 ] e At
t
2t

2
e

2
e

e 1 e 2t

e t 2e 2t

x(t ) (t ) x(0) (t ) Bu ( )d
0

Ans:

1
3
x1 2e t e 2t
2
x 2

t
2 2e 2e 2t

L1[(sI A) 1 BU (s)]

How to find State transition matrix

(t ) e L [(sI A) ]
At

Methode 1:

(t ) L1[(sI A) 1 ]

Methode 2:

(t ) e At

Methode 3: Cayley-Hamilton Theorem

Methode 1:

(t ) L [(sI A) ]

1
0 x1 0 0
x1 0
x 0 4 3 x 1 0 u1
2
2
u
x3 1 1 2 x3 0 1 2
x1
y1 (t ) 1 0 0
y (t ) 0 0 1 x2
x
2
3

( sI A) 1

adj ( sI A)
sI A

s 2 6s 11 s 2
3
1

3
s

2
3
s

s ( s 4)( s 2) 3 3s
2
s4
s 1 s 4s

Methode 2:

(t ) e At

0 x1 1
x1 1 0
x 0 2 0 x 1 u1
2
2 u
x3 0
0 3 x3 1 2
x1
y1 (t )
x

6
1
y (t )
2
2
x3

e t

At
(t ) e 0
0

0
e

2t

diagonal matrix

0
e 3t

10

Diagonization

linear system by Meiling CHEN

11

Diagonization

linear system by Meiling CHEN

12

Case 1: i distinct
1
0
A

1 3
2 1

1
( 3)( 1)
3 4

depend

1 v1
3
(1I A)V1
0

3 3 4 v2
1 1 v1
(2 I A)V2
0

3 3 v2

P V1

v1 1

v2 3

v1 1

v2 1

1
1
3 0
1
V2
P AP

1
0

13

In the case of A matrix is phase-variable form and

1 2 3 n
P v1 v2

1
1
1

2
n Vandermonde matrix
vn 1

for phase-variable form
n 1
n 1
n 1

2
n
1

2
1

P AP

e Pe P
At

1
14

Case 1: i distinct
1 0 1
A 0 1 0
0 0 2

1
I A

0
1

1
0

( 1)( 1)( 2)

1 2

0 0 1 v1
(1 I A)V1 0 0 0 v2 0
0 0 1 v3

v1 1
0v1 0v2 v3 0 v2 0
v3 0

depend

v1 0
0v1 0v2 v3 0 v2 1
v3 0

V1 V2

15

3 2

1 0 1 v1
(3 I A)V3 0 1 0 v2 0
0 0 0 v3

v1 1
v1 0v2 v3 0 v2 0
v3 1

P V1 V2

1 0 1
1 0 0
V3 0 1 0 P 1 AP 0 1 0
0 0 1
0 0 2
16

Case 3: i distinct

Jordan form

1 2 3

P v1 v2

v3 P AP Jordan
1

form

Generalized eigenvectors

(1 I A)v1 0
(1 I A)v2 v1
(1 I A)v3 v2
e

A t
e

1t

1 1

P AP A
1 1

1
1t

te
e 1t

e 1t
1t
te
e 1t

t2
2

17

Example:
3 1
A

1 1

3
1

1
( 2) 2
1

1 1 v11
(1I A)V1
0

1 1 v12

v11 1

v12 1

1 1 v21
1
(1I A)V2

1 1 v22
1

P V1

v21 1

v22 0

1 1
2 1
1

V2
P AP A

1
0
0
2

e 2t
e

A t

te 2t
At
A t 1
e Pe P
2t
e
18

Method 3:

linear system by Meiling CHEN

19

An an 1 An 1 a1 A a0 I 0
An an 1 An 1 a1 A a0 I
An 1 an 1 An a1 A2 a0 A
an 1 (an 1 An 1 a1 A a0 I ) a1 A2 a0 A
any

f ( A) k0 I k1 A k2 A2 kn An
f ( A) 0 I 1 A 2 A n 1 A
2

n 1

n 1

k 0

20

Example:

100

1 2
A

0
1

f ( A) A100 0 I 1 A

let

1
0

2
( 1)( 2) 0 , 1 1, 2 2
2

f (1 )

100
1

f (2 )

100
2

0 11 1

100

0 12 2

100

0 2 2100
1 2100 1

101
1
0
1
2

1
2
2

100
100
100
f ( A) A (2 2 )
(2 1)

0
1
0
1
1

21

Example:

3 1
A

2
0

e ?
At

3 1
0 , 1 1, 2 2
2

f (1) e t 0 11 0 1

0 2e t e 2t

f (2) e 2t 0 12 0 1 2

1 e 2 t e t

1
1 0
2t
t 3
e 2e e
( e e )

0
1
2
0

2e 2t e t
e 2 t e t

2t
t
2t
t
e 2e
2e 2e
At

2t

22

linear system by Meiling CHEN

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linear system by Meiling CHEN

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linear system by Meiling CHEN

25

linear system by Meiling CHEN

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