Time Response and State Transition Matrix

5.1 State Transition Matrix

5.2 Modal decomposition --Diagonalization
5.3 Cayley-Hamilton Theorem

12/21/2022 COEN 851 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)

12/21/2022 COEN 851 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  L1[(sI  A) 1 ]
x(t0 )  e At0 x(0)
 At0
x(0)  e x(t0 )
At  At0 A( t t0 )
x(t )  e e x(t0 )  e x(t0 )  (t  t0 ) x(t0 )
12/21/2022 COEN 851 3
 
Properties At 1 1
(t )  e  L [(sI  A) ]

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 )

12/21/2022 COEN 851 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 )  L1[(sI  A) 1 ]x(0)  L1[(sI  A) 1 BU ( s )]
t
x(t )  (t ) x(0)   (t   ) Bu ( )d Convolution
0

Homogeneous
12/21/2022 COEN 851 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

12/21/2022 COEN 851 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 2 t
e 1  e 2t 
(t )  L1[( sI  A) 1 ]  e At   t  2t 
  2 e  2 e  e t  2e  2t 

t
x(t )  (t ) x(0)   (t   ) Bu ( )d
0

1 3
 x1    2e t  e  2t 
Ans: x    2 2 L1[( sI  A) 1 BU ( s)]
 2    2e  2e  2t 
 t

12/21/2022 COEN 851 7

  x 1   0 1   x1  0 x 2 ( 0)
 x    2  3  x   1u (t ) s
x1 ( 0)
 2   2    s

x(0)  0 0
T
let
u 1 s 1 x2 s 1 x1 1 y

3
Using Maison’s gain formula 2

  1  3s 1  2s 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)
  

12/21/2022 COEN 851 8

How to find State transition matrix

At 1 1
(t )  e  L [(sI  A) ]

Methode 1: (t )  L1[(sI  A) 1 ]

Methode 2: (t )  e At

Methode 3: Cayley-Hamilton Theorem

12/21/2022 COEN 851 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  2 
  3 s  2 3s
s ( s  4)( s  2)  3  3s  
 s4  s  1 s  4 s 
2


12/21/2022 COEN 851 10

Method 2: Diagonalization

Example 4.5  x 1    1 0 0   x1  1

 x    0  2 0   x   1u diagonal matrix
 2   2   
 x 3   0 0  3  x3  1
 x1 
y  6  6 1 x2 
 
 x3 

e  t 0 0 
 
Φ(t )  e At   0 e 2 t 0 
0 0 e 3t 


12/21/2022 COEN 851 11

Diagonalization via Coordinate Transformation

Plant: x  Ax  Bu A  R nn
y  Cx  Du

Eigenvalue of A: i , satisfying Av i  i vi , i  1, ,n

Assume that all the eigenvalues of A are distinct, i.e. 1  2  3  n

Then eigenvectors, v1, v2 ,  ,vn are independent.

Coordinate transformation matrix T  [v1, v2 ,  ,vn ]

 Λ  T 1 AT is a diagonalmatrix.

12/21/2022 COEN 851 12

 1 0
 2 
1
T AT     
  
 
0 n 

 e At  Te ΛtT 1

e1t 0 
 
e2t
where e Λt   
  
 λ nt 
0 e 

12/21/2022 COEN 851 13

New ξ  T -1 x
coordinate:
  T 1 AT
A  T 1 AT
 1   1 0 0 0   1  B  T 1 B
  
 2    0 2 0 0   2  C  CT
   (4.1)
    0   
    
 n   0 0   n   n 

 i (t )  ii (t ), i  1, ,n

Solution of (4.1):
i (t )  eiti (0), i  1, ,n
x(t )  T (t )  v1e1t ξ1 (0)  v2e2t ξ 2 (0)    vn ent ξ n (0), ξ (0)  T x(0)
1

The above expansion of x(t) is called modal decomposition.

Hence, system asy. stable ⇔ all the eigenvales of A lie in LHP

12/21/2022 COEN 851 14

Example i  distinct
 2 1  1 
x    x , x ( 0)   2 1  1, 2  3
 1  2  
Find eigenvector
 1  2  1   v11   v11  1
(1 I  A)v1      0    
 1  1  2 v12  v12  1

 3  2  1   v21   v1   1 
(2 I  A)v2      0    
 1  3  2 v22  v2    1

1 1  1  1  1  T 1 AT  
1 0 
T  v1 v2   
1
T   0  3
1  1  2  1 1   
 

ξ  T 1 x

12/21/2022 COEN 851 15

  1 0 
ξ    ξ (4.2)
 0  3

1  11 1 (0) 

 1
 (0)  T x(0),  (0)   
  3
2 2 2 (0)

Solution of (4.1):

x(t )  Tξ (t )  v1e1t ξ1 (0)  v2e2t ξ 2 (0)

 3 
1  2 
ξ ( 0)  T x ( 0)  ξ ( 0 )   
1
 
 2
 3  t 1  3t 
3 t 1  1  3t  1  2 e  2 e 
 x(t )  e      e     3 1 
2 1  2  
 1  t
 e  e   3 t

2 2 
12/21/2022 COEN 851 16
In the case of A matrix is phase-variable form and
1  2  3   n

 1 1 1 
  Vandermonde
   matrix
P  v1 v2  vn    1 2 n 

   for phase-variable
 n 1 n 1 n 1  form

 1 2  n 

1 
 2 
1
P AP     
 3 
 
 4 
At t 1
e  Pe P
12/21/2022 COEN 851 17
Example: i  distinct
Repeated eigenvaluecase, i.e. i is not 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  v2   0
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
12/21/2022 COEN 851 18
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 

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

12/21/2022 COEN 851 19

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 ˆ 
P AP  A   1 1  
(1 I  A)v3  v2  1 
e 1t
te 1t t2
2e 1t 
Aˆ t  1t 
e  e 1t te 
 e 1t 

12/21/2022 COEN 851 20
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 ˆ
 P AP  A   
  1 0   0 2 
e 2 t
Aˆ t te 2t  At Aˆ t 1
e  2t 
 e  Pe P
 e 
12/21/2022 COEN 851 21
Method 3: Cayley-Hamilton Theorem

Theorem: Every square matrix satisfies its char. equation.

Given a square matrix A, A  R nn . Let f(λ) be the char. polynomial of A.

Char. Equation:
f ( )  n  an 1n 1    a1  a0  0
By Caley-Hamilton Theorem

f ( A)  An  an1 An 1    a1 A  a0 I  0

12/21/2022 COEN 851 22

 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  
2 n 1
f ( A)   0 I  1 A   2 A     n 1 A
n 1
 
k 0
k A k

12/21/2022 COEN 851 23

Example: 100 1 2
A ? 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  11  1100  0  2  2100
f ( 2 )  2
100
  0  12  2 100
1  2100  1

 1 0  1 2  1 2101
 2
f ( A)  A100 100
 (2  2 )  
100
 (2  1)    
 0 1   0 1  0 1 

12/21/2022 COEN 851 24

Example: At  3 1
e ? A  
 2 0 
 3 1
 0 , 1  1, 2  2
2 

f (1)  e  t   0  11   0  1  0  2e t  e 2t

f (2)  e  2t   0  12   0  1 2 1   e  2 t  e  t

At t 1 0
2t  2t t   3  1
e  2e  e    ( e  e )  
 0 1   2 0 
 2e  2 t  e  t e  2 t  e t 
  2t t  2t t 
 2e  2e  e  2e 

12/21/2022 COEN 851 25

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