Linear system

1. Analysis

Lesson 6
State transition matrix

linear system by Meiling CHEN 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 Meiling CHEN 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 t 0 )
x(t )  e e x(t0 )  e x(t0 )  (t  t0 ) x(t0 )
linear system by Meiling CHEN 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 )
(t )  (kt)
k
5.

linear system by Meiling CHEN 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
linear system by Meiling CHEN 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 Meiling CHEN 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 )  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

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

linear system by Meiling CHEN 7

  x1   0 1   x1  0
 x    2  3  x   1u (t )
x2 (0)
x1 (0)
 2   2   
s
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)
  

linear system by Meiling CHEN 8

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

Methode 1: (t )  L1[( sI  A) 1 ]

Methode 2: (t )  e At

Methode 3: Cayley-Hamilton Theorem

linear system by Meiling CHEN 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  6s  11 s  2 3 
1  
  3 s 2
 2 3s
s ( s  4)( s  2)  3  3s  
 s4  s  1 s  4s 
2


linear system by Meiling CHEN 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 Meiling CHEN 11

 Diagonization

linear system by Meiling CHEN 12

 Diagonization

linear system by Meiling CHEN 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 
(1I  A)V1      0    
 3  3  4 v2  v2   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 Meiling CHEN 14

In the case of A matrix is phase-variable form and
1  2  3  n

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

   for phase-variable form

 n 1 n 1 

 1 n 1
2 n 

1 
 2 
1
P AP     
 3 
 
 4 
t 1
e  Pe P
At
linear system by Meiling CHEN 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 
(1I  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
linear system by Meiling CHEN 16
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

linear system by Meiling CHEN 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 ˆ 
P AP  A   1 1  
(1 I  A)v3  v2  1 
e 1t
te 1t t2
e 1t 
 1t 
2
Aˆ t
e  e 1t te 
 e 1t 

linear system by Meiling CHEN 18
Example:
 3 1  3 1
A    (  2) 2
 1 1 1  1

 1  1 v11  v11   1 
(1I  A)V1      0    
 1 1  v12  v12   1
 1  1 v21  1 v21  1
(1I  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 2t
Aˆ t te2t  Aˆ t 1
e  2t 
 e  Pe P
At

 e 
linear system by Meiling CHEN 19
Method 3:

linear system by Meiling CHEN 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 A    k n A  
2 n

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

n 1
 
k 0
k A k

linear system by Meiling CHEN 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  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)  A  (2  2 ) 
100 100
  (2  1) 
100
  
0 1  0 1  0 1 

linear system by Meiling CHEN 22

Example:  3  1
e ?
At
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

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

linear system by Meiling CHEN 23

linear system by Meiling CHEN 24
linear system by Meiling CHEN 25
linear system by Meiling CHEN 26
linear system by Meiling CHEN 27
linear system by Meiling CHEN 28
linear system by Meiling CHEN 29