Linear system

1. Analysis

Lesson 6
State transition matrix

linear system by Me 1
 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)

linear system by Me 2
 Homogeneous solution
x (t ) Ax(t ) 1 1
x(t ) L [( sI A) ]x(0)
sX ( s ) x(0) AX ( s )
e At x(0)
X ( s ) ( sI A) 1 x(0)
State transition matrix

(t ) e At L1[( sI A) 1 ]
x(t0 ) e At0 x(0)
At 0
x(0) e x(t0 )
At At0 A( t t0 )
x(t ) e e x(t0 ) e x(t0 ) (t t0 ) x(t0 )
linear system by Me 3

Properties 1 1
(t ) e L [( sI A) ]
At

1. ( 0) I
1
2. (t ) (t )
3. x(0) (t ) x(t )
4. (t 2 t1 ) (t1 t0 ) (t 2 t0 )
k
5. (t ) (kt )

linear system by Me 4
 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 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 Convolution
0

Homogeneous
linear system by Me 5
 t
x(t ) (t ) x(0) (t ) Bu ( )d
0
t
x(t ) (t t0 ) x(t0 ) (t ) Bu ( )d
t0
t
y (t ) C (t t0 ) x(t0 ) C (t ) Bu ( )d Du (t )
t0

Zero-input response Zero-state response

linear system by Me 6
Example 1 x 1 0 1 x1 0
x 2 3 x 1 u (t )
2 2
x(0) 0 0
T
let

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

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

x1 2e t e 2t
1 3
Ans: x 2 2 L1[( sI A) 1 BU ( s )]
2 2e 2e 2t
t

linear system by Me 7
 x 1 0 1 x1 0
x 2 3 x 1 u (t )
x 2 ( 0)
x1 (0)
s
2 2 s

x ( 0) 0 0
T
let
u 1 s 1 x2 s 1 x1 1 y

3
Using Maisons gain formula 2

1 3s 1 2 s 2
s 1 (1 3s 1 ) s 2 s 2
x1 ( s ) x1 (0) x2 (0) U ( s)

2s 2 s 1 s 1
x2 ( s ) x1 (0) x2 (0) U ( s)

linear system by Me 8
How to find State transition matrix

1 1
(t ) e L [( sI A) ]
At

Methode 1: (t ) L1[( sI A) 1 ]

Methode 2: (t ) e At

Methode 3: Cayley-Hamilton Theorem

linear system by Me 9
 1 1
Methode 1: (t ) L [( sI A) ]
x 1 0 1 0 x1 0 0
x 0 4 3 x 1 0 u1
2 2 u
x 3 1 1 2 x3 0 1 2
x1
y1 (t ) 1 0 0
y (t ) 0 0 1 x2
2 x
3

adj ( sI A)
( sI A) 1
sI A
s 2 6 s 11 s 2 3
1
3 s 2
2 3s
s ( s 4)( s 2) 3 3s
s4 s 1 s 2 4 s

linear system by Me 10
Methode 2: (t ) e At
x 1 1 0 0 x1 1 diagonal matrix
x 0 2 0 x 1 u1
2 2 u
x 3 0 0 3 x3 1 2

x1
y1 (t ) x
y (t ) 6 6 1 2
2 x3

e t 0 0
2t
(t ) e 0
At
e 0
0 0 e 3t

linear system by Me 11
 Diagonization

linear system by Me 12
 Diagonization

linear system by Me 13
Case 1: i distinct

0 1 1 1 3
A ( 3)( 1)
3 4 3 4 2 1

depend
3 1 v1 v1 1
(1 I A)V1 v 0
3 3 4 2 v
2 3

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

1 1 3 0
P V1 V2
1
P AP
3 1 0 1

linear system by Me 14
In the case of A matrix is phase-variable form and
1 2 3 n

1 1 1
2 n
P v1 v2 vn 1 Vandermonde matrix
for phase-variable form

n 1
1 n 1
2 nn1

1
2
P 1 AP
3

4

t 1
e Pe P
At

linear system by Me 15
Case 1: i distinct
1 0 1 1 0 1
A 0 1 0 I A 0 1 0 ( 1)( 1)( 2)
0 0 2 0 0 2

1 2 0 0 1 v1
(1 I A)V1 0 0 0 v 0
2
depend
0 0 1 v3

v1 1 v1 0
0v1 0v2 v3 0 v2 0 0v1 0v2 v3 0 v2 1
v3 0 v3 0
V1 V2
linear system by Me 16
3 2 1 0 1 v1
(3 I A)V3 0 1 0 v 0
2
0 0 0 v3

v1 1
v1 0v2 v3 0 v2 0
v3 1

1 0 1 1 0 0
P V1 V2 V3 0 1 0 P 1 AP 0 1 0
0 0 1 0 0 2

linear system by Me 17
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 1
(1 I A)v2 v1 1
P AP A 1 1

(1 I A)v3 v2 1
e 1t
te 1t t2
2e 1t
A t 1t
e e 1t te
e 1t

linear system by Me 18
Example:
3 1 3 1
A ( 2) 2
1 1 1 1

1 1 v11 v11 1
(1 I A)V1 0
1 1 v12 v12 1
1 1 v21 1 v21 1
(1 I A)V2
1 1 v22 1 v22 0

1 1 2 1
P V1 V2
1
P AP A
1 0 0 2

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

e
linear system by Me 19
Method 3:

linear system by Me 20
 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 k 2 A2 k n An

f ( A) 0 I 1 A 2 A n 1 A
2 n 1

n 1

k 0
k A k

linear system by Me 21
Example: 1 2
A 100
? A
0 1
let f ( A) A100 0 I 1 A

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

f (1 ) 1
100
0 11 1100
0 2 2100
f ( 2 ) 2
100
0 12 2 100
1 2100 1

1 0 1 2 1 2101
2
f ( A) A100 (2 2 )
100
(2 1)
100

0 1 0 1 0 1

linear system by Me 22
Example: 3 1
e ?
At
A
2 0
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

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

linear system by Me 23
linear system by Me 24
linear system by Me 25
linear system by Me 26
linear system by Me 27
linear system by Me 28
linear system by Me 29