Set 4
Set 4
Homework Set 4
2. Compute the state transition matrix Φ(t, t0 ) of the linear time-varying system ẋ = A(t)x with A(t) =
1 3
1 et+ 2 t
.
0 −t
iT
h
3. Study the stability of the equilibrium state xe = 0 (x := y ẏ ) for the nonlinear system ÿ + ẏ + y 3 = 0
using the function V (y, ẏ) = y 4 + y 2 + 2y ẏ + 2ẏ 2 as a candidate Lyapunov function.
where A is a n × n matrix and k0 is the intial time instant. The solution to this equation is of the form
x[k] = Φ[k; k0 ]x[k0 ].
(a) Demonstrate that the state transition matrix Φ[k; k0 ] = Ak−k0 .
(b) Verify the properties below (Recall that these properties held good for the state transition matrix in continuous
LTI systems) 1. Φ[k0 , k0 ] = I, 2.Φ[k2 , k0 ] = Φ[k2 , k1 ]Φ[k1 , k0 ], and 3.Φ[k + 1; k0 ] = AΦ[k; k0 ].
(c) You may have noted that the state-transition matrix is always invertible in the continuous-time case. Verify
if this is true in the discrete-time case also.
and the Lyapunov function candidates V1 (x) = 12 x22 − cos x1 , V2 (x) = 1 + V1 (x) and V3 (x) = 41 x21 + 12 x1 x2 + V2 (x),
answer the following.
(a) Find the time derivative of the LyapunovV̇k (t) for each k = 1, 2, 3.
(b) For each k = 1, 2, 3, using result from above, what can be concluded about the equilibrium point xe = 0
invoking Lyapunov’s direct method.