ESE 500 : Linear System Theory

Instructor: George J. Pappas

Fall 2018

MIDTERM EXAMINATION
October 22, 2018

Closed book, one note-sheet allowed. Show all work.

NAME

Score Max. Score

Problem 1 30
Problem 2 15
Problem 3 20
Problem 4 15
Problem 5 20
TOTAL 100
Problem 1 (30 points) True or False

Please answer true or false to the following questions. Justify your answer.

− 12 1
 
1. The discrete system xk+1 = x is asymptotically stable.
0 −1 k
2. Consider a system with input u ∈ R and output y ∈ R that can be
described as ÿ + y = u, y(0) = ẏ(0) = 0. This system is linear.
3. If λ is an eigenvalue for the matrix A and µ is an eigenvalue for the
matrix B, then λ + µ is an eigenvalue for the matrix A + B.
 
t − t0 1
4. Let Φ(t, t0 ) = . Then, Φ(t, t0 ) is a valid transition ma-
1 t − t0
trix.
 
1 0
5. Let ẋ = x be a system where x is the representaion of states with
1 1
respect to the standard basis. Suppose  x̃ is
the representaion
 of states
2 0 1 0
with respect to a new basis B = , . Then x̃˙ = x̃.
0 1 2 1

Solution.

1. False. λ1 = − 21 , λ2 = −1. |λ1 | < 1, |λ2 | ≮ 1. Therefore the system is

not asymptotically stable.
2. True. Let y1 , y2 be the outputs of the system corresponding to inputs
u1 , u2 , respectively. Then,

y¨1 + y1 = u1 , y1 (0) = y˙1 (0) = 0

y¨2 + y2 = u2 , y2 (0) = y˙2 (0) = 0

Now, define y3 = y1 + y2 and u3 = u1 + u2 . By adding two above

equations, we have

y¨1 + y¨2 + y1 + y2 = u1 + u2 , y1 (0) + y2 (0) = y˙1 (0) + y˙2 (0) = 0

⇒ y¨3 + y3 = u3 , y3 (0) = y˙3 (0) = 0 (1)
 Thus, from uniqueness of solution of differential equations, y3 is the
output of the system corresponding to u3 .
Also, if we define y4 = ay1 and u4 = au1 , then from the above, we have

ay¨1 + ay1 = au1 , ay1 (0) = ay˙1 (0) = 0

⇒ y¨4 + y4 = u4 , y4 (0) = y˙4 (0) = 0 (2)

Thus, from uniqueness of solution of differential equations, y4 is the

output of the system corresponding to u4 .
From (1) and (2), we can conclude that the system is linear.
     
1 1 −1 0 0 1
3. False. Define A = ,B = . A+B = . Thus,
0 1 1 −1 1 0
eig(A) : 1, 1
eig(B) : −1, −1
eig(A + B) : +1, −1

4. False. We show that φ(t0 , t) = φ−1 (t, t0 ) does not hold for all t.
 
t0 − t 1
φ(t0 , t) =
1 t0 − t

It suffices to show that det(φ(t0 , t)) = det(φ−1 (t, t0 )) does not hold for
all t. Note that

det(φ(t0 , t)) = det(φ(t, t0 )) = (t − t0 )2 − 1

2
and det(φ(t0 , t)) det(φ(t, t0 )) = ((t − t0 )2 − 1) 6= 1 for t 6= t0 .
   
2 0 ˙ 1 0
5. True. C = . Note that C x̃ = x. Then, C x̃ = C x̃.
0 1 1 1
Therefore,
  1      
1 0 0 1 0 2 0 1 0
x̃˙ = C −1
C x̃ = 2 x̃ = x̃
1 1 0 1 1 1 0 1 2 1
Problem 2 (15 points) Jordan Form
Suppose we are given the Jordan matrix:
 
0 0 0 0 0
0 −3 0 0 0
 
J = 0 0 −3 0
 0
0 0 0 −1 1 
0 0 0 0 −1

1. Identify the Jordan blocks.

2. List the eigenvalues of the matrix.

3. What is the algebraic multiplicity of each eigenvalue?

4. What is the geometric multiplicity of each eigenvalue?

5. Consider the continuous time system ẋ = Ax where A = QJQ−1 .

Determine whether this system is asymptotically stable, marginally
stable or unstable.

Solution.

1. 4 Jordan blocks.  
−1 1
[0], [−3], [−3],
0 −1

2. λ1 = 0, λ2 = −3, λ3 = −1

3. Algebraic multiplicities of λ1 = 0, λ2 = −3, λ3 = −1 are 1, 2, 2, respec-

tively.

4. Geometric multiplicity of an eigenvalue is the number of Jordan blocks

corresponding to that eigenvalue. Geometric multiplicities of λ1 =
0, λ2 = −3, λ3 = −1 are 1, 2, 1 respectively.

5. Note that Re(λ2 ) < 0, Re(λ3 ) < 0. For λ1 , we have Re(λ1 ) = 0 and we
also have:
algebraic multiplicity of λ1 = 1 = geometric multiplicity of λ1 . There-
fore, the system is marginally stable.
Problem 3 (20 points) Matrix Exponential
Using any method, compute the matrix exponential eAt for:
 
1 1
A=
0 1

Solution.
First of all, note that eigenvalues of A are λ1 = λ2 = 1. Using Cayley
Hamilton theorem, we have eAt = aI + bA. Define p(x) = a + bx. Now, we
can write

eλt = p(λ) = a + λb (3)

and because we have repeated eigenvalues, we differentiate both sides with

respect to λ to get

teλt = p0 (λ) = b (4)

By replacing λ = 1 in (3) and (4), we obtain

b = tet
a = et − b = et − tet

Hence,
     t   
At t t t t t 1 0 t 1 1 e tet 1 t t
e = (e − te )I + te A = (e − te ) + te = = e
0 1 0 1 0 et 0 1
Problem 4 (15 points) Stability
Consider the system ẋ = Ax + Bu and assume that it is unstable. Suppose
the feedback input u = µIx is applied where µ ∈ R and I is the identity
matrix. Prove that there exists a ∈ R such that the system after applying
feedback is asymptotically stable if and only if µ < a.

Solutions.
By applying the feedback input, we get the following system

ẋ = Ax + µIx = (A + µI)x

Note that λ ∈ eig(A) if and only if λ + µ ∈ eig(A + µI). The original system
is unstable, then there exists λ ∈ eig(A) such that Re(λ) ≥ 0. Now define

a = − max Re(λ) ≤ 0
λ∈eig(A)

Thus, µ < a if and only if

∀λ ∈ eig(A) :
Re(λ + µ) = Re(λ) + µ < Re(λ) + a = Re(λ) − max Re(λ) ≤ 0
λ∈eig(A)

briefly, Re(λ + µ) < 0

if and only if ẋ = (A + µI)x is asymptotically stable.

Problem 5 (20 points) Lyapanov Functions
Suppose the system ẋ(t) = Ax(t) is asymptotically stable. Assume there
exist a real number µ > 0 and positive definite matrices P and Q such that
AT P + P A + µQ is negative definite. Define V (t) = x(t)T P x(t). Prove that

d λmin (Q)
V (t) < −µ V (t)
dt λmax (P )

where λmin (Q) in the minimum eigenvalue of Q and λmax (P ) in the maxi-
mum eigenvalue of P .

Solution.

V̇ = ẋT P x + xT P ẋ = xT (AT P + P A)x

And note that AT P + P A + µQ is negative definite. Thus,

xT (AT P + P A + µQ)x < 0 ⇒ xT (AT P + P A)x < −µ xT Qx

Therefore,

V̇ < −µ xT Qx (5)

Recall that from Homework 2, Problem 2, part d, for any given sym-
metric matrix M, we have

∀x ∈ Rn : λmin (M ) xT x ≤ xT M x ≤ λmax (M ) xT x

As a result,

xT Qx ≥ λmin (Q) xT x (6)

1
xT P x ≤ xT x (7)
λmax (P )

Hence, (5),(6) and (7) together give

1 λmin (Q)
V̇ < −µ xT Qx ≤ −µ λmin (Q) xT x ≤ −µ λmin (Q) xT P x = −µ V
λmax (P ) λmax (P )