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State Transition Matrix

1. This document discusses linear systems and their analysis using state transition matrices. 2. It provides methods for determining the state transition matrix Φ(t), including taking the Laplace transform inverse of (sI-A)-1, or directly calculating the matrix exponential eAt. 3. The state transition matrix describes the behavior of the system and can be used to find the homogeneous and non-homogeneous solutions for the state vector x(t).

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444 views26 pages

State Transition Matrix

1. This document discusses linear systems and their analysis using state transition matrices. 2. It provides methods for determining the state transition matrix Φ(t), including taking the Laplace transform inverse of (sI-A)-1, or directly calculating the matrix exponential eAt. 3. The state transition matrix describes the behavior of the system and can be used to find the homogeneous and non-homogeneous solutions for the state vector x(t).

Uploaded by

memoteto
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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

23

linear system by Meiling CHEN

24

linear system by Meiling CHEN

25

linear system by Meiling CHEN

26

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