Chapter-5

Two Important Cases

EE-826 Linear Control System

College of Electrical & Mechanical Engineering

National University of Sciences & Technology (NUST)

Preliminaries
Eigenvalues and Eigenvectors

Ax = x
( A I )x

x lies in the null space of ( A I )

Null space is orthogonal to the space spanned by the rows
of a matrix
Null space exists when a matrix is rank deficient

Preliminaries
Example

1 0 1
A = 0 1 0 , 1 = 1, 2 = 1, 3 = 2
0 0 2
Repeated eigenvalues

Eigenvectors
0 0 1
( A 1,2 I ) = 0 0 0
0 0 1
Rank = 1
Dimension of null space = 2
4

Preliminaries
Example

1
0
x1 = 0 , x2 = 1
0
0
1 0 1
( A 3 I ) = 0 1 0
0 0 0

Rank = 2
Dimension of null space = 1
1
x3 = 0
1
5

Preliminaries
Diagonalization

P = [ x1 x2 x3 ]
P 1 AP =
Case 2

1 1 2
A = 0 1 3 , 1 = 1, 2 = 1, 3 = 2
0 0 2
0 1 2
( A 1,2 I ) = 0 0 3
0 0 1
Rank = 2
Dimension of null space = 1
6

Preliminaries
Generalized Eigenvectors

0 0 5
( A I ) 2 = 0 0 3
0 0 1
Rank = 1

Dimension of null space = 2

Concept
k 1
k
A

I
u0
A

I
u
=
0
(
)
There exists a vector u such that (
)
but
Example
There exists a vector u such that ( A I ) 2 u = 0 but ( A I )u 0

u2 = u
u1 = ( A I )u
7

Preliminaries
0
u2 = u = 1
0

0 1 2 0 1
u1 = ( A I )u = 0 0 3 1 = 0
0 0 1 0 0

Example
3 1 1 1 0 0
1 1 1 1 0 0

0 0 2 0 1 1
A=

0
0
0
2

0 0 0 0 1 1

0 0 0 0 1 1

1,2,3,4,5 = 2, 6 = 0
8

Preliminaries
1 1 1 1 0 0
1 1 1 1 0 0

0 0 0 0 1 1
A 2I =
Rank = 4 Dimension of null space = 2
0 0 0 0 1 1
0 0 0 0 1 1

0 0 0 0 1 1

( A 2I )

0
0

0
=
0
0

0 2 2
0 2 2
0 0 0
0 0 0
0 0 0
0 0 0

0
0 0
0 0 Rank = 2 Dimension of null space = 4

0 0
2 2

2 2
9
0

Preliminaries

( A 2I )

0
0

0
=
0
0

0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0

0
0 0
0 0 Rank = 1 Dimension of null space = 5

0 0
4 4

4 4
0

( A 2I ) u = 0
2
( A 2I ) u 0
( A 2I ) u 0
3

Grade 3 eigenvector u such that

u3 = u
u2 = ( A 2 I ) u
u1 = ( A 2 I ) u
2

10

Preliminaries

( A 2 I ) v = 0, u2 .v = 0

Grade 2 eigenvector v such that

( A 2I ) v 0

v2 = v
v1 = ( A 2 I ) v

Q = [u1 u2 u3 v2 v1 w]
Q 1 AQ = J
2
0

0
J =
0
0

1 0 0 0 0
2 1 0 0 0
0 2 0 0 0

0 0 2 1 0
0 0 0 2 0

0 0 0 0 0

11

Time Invariant Case

12

Time Invariant Case

Application
Standard Eigenvectors

P 1 AP =
13

Time Invariant Case

A = PP 1
t

e = Pe P
At

Generalized Eigenvectors

Q 1 AQ = J

e At = Qe Jt Q 1
J1 0
0 J
2
J =

0 0

0
0

Jl
14

Time Invariant Case

e J1 0

J2
e
0
e Jt =

0
0

0

Jl
e

J k = k I + N k
e J k t = ek It e Nk t
e J k t = ek t e Nk t
j i
t
e Nk t =
,i j
ij
( j i )!

15

Time Invariant Case

16

Time Invariant Case

Proof
Condition for existence of scalar functions

17

Proof
Cayley Hamilton Theorem

18

Time Invariant Case

Taking Laplace Transform of both sides

where

Inverse Laplace Transform

e At = L1 ( sI A) 1

}
19

Time Invariant Case

Laplace Transform

20

Time Invariant Case

Output equation

Change of variables

21

Time Invariant Case

Impulse response

Laplace transform

Transfer function

22

Periodic Case

Proof
Definition

23

Periodic Case
Proof

Periodicity of P(t)

24

Periodic Case
Proof

By uniqueness of solution

25

Periodic Case
Comment about R

A ( ) d

( t , ) = e

e RT = (T , 0)
T

A ( ) d

e0

= e RT

1
R = A( )d
T

26

Periodic Case
Example

27

Periodic Case

verification

28

Proof
Part 1

z (t + T ) = e R (t +T t0 ) z0
= e R (t t0 ) e RT z0
Definition

29

Proof

Part 2

30

Chapter-21

Discrete-time: Two Important

Cases
EE-826 Linear Control System

College of Electrical & Mechanical Engineering

National University of Sciences & Technology (NUST)

Time Invariant Case

32

Periodic Case

33