EE 453 HMWK 2 1.

Use the fact that the matrix exponential eAt is actually the state transition matrix (between 0 and t) of A to show that eA(t+s) = eAt eAs and also that eAt eAs = eAs eAt . 2. Find the state transition matrix (t, t0 ) of A(t) where: 3 3 1 0 0 (a) A(t) = 1 0 1 0 5 1 0 (b) A(t) = 8 0 1 6 0 0 (c) A(t) = t (d) A(t) = sin t (e) A(t) = 1 t 0 t

3. For the constant matrices of the rst two items of Question 1, use Slyvesters Interpolating Polynomial to compute AN where N is a xed and given integer larger than 1. 4. Show that if is an eigenvalue of A then et is an eigenvalue of eAt . 5. Let the characteristic polynomial of a given n n matrix A be:
i a(s) = q ; i=1 (s i )

(1 + + q = n)

An important theorem of linear algbera, which is due to Jordan, states that there exists a unique1 nonsingular matrix T and a matrix J such that J1 .. T 1 AT = J = . Jq Note that since each J block corresponds to a distinct eigenvalue, there are q of them. Also, Ji has the following structure: 1 Ni Ji = . .. i Ni Integer i appearing above is known as the geometric multiplicity of eigenvalue i , is equal to the j dimension of the nullspace of (i I A), and satises i i for i = 1, . . . , q . Each block N has i the following structure: 1 1 i 1 . . j . . . . Ni = .. . 1 i
ij ij

1 Jordan

form is unique up to reordering of its constituent blocks.

Computation of the sizes of the blocks, i.e., of ij s, requires introduction of generalized eigenvectors and will not be done here. However, we ask the reader to note that i1 + + ii = i . Thus, each Jordan block Ji is a i i matrix. Since T 1 AT = J then we have A = T JT 1 and it was shown in class that in this case, we have: eAt = T eJt T 1 . To compute eJt , we proceed as follows. (a) Show that e
Jt

eJ1 t .. . eJq t

J i t ; e =

eNi .. . e
N i
i

(b) Compute e

j N t i

(c) Now, use your results from the two items above to compute eJt . (d) In particular, consider the Jordan form matrix 1 1 0 0 1 0 0 0 1 J = 0 0 0 0 0 0 0 0 0

0 0 0 2 0 0

0 0 0 1 2 0

0 0 0 0 1 2

where 1 = 1, 2 = 2, 1 = 2 = 3, 1 = 2, 2 = 1, k11 = 2, k12 = 1, k21 = 3. Compute eJt . 6. Consider the following model: 1 3 3 1 0 0 x(t) + 0 u(t) ; y (t) = x (t) = 1 1 0 1 0 Compute the following: (a) The zero-state response when the input is a unit step. (b) The zero-input response when the initial state is x(0) = 0 0 1
T

1 1

x(t)

. 0 0 1
T

(c) Compute the response when the input is a unit step and the initial state is x(0) =

7. Consider Question 6 from the rst homework set. Assume that the input applied is Vs (t) = sin(t) volts for t 0, Is = 1 ampere, the initial voltage of the capacitor is 0 and that the initial current through the inductor is 0.1 mA. Compute the output, that is to say, the current through the voltage source for t > 0. 8. Recall that the response of our standard state space realization : x (t) = Ax(t) + Bu(t) y (t) = Cx(t) + Du(t)

as a function of time, initial time, initial state and the input is given as:
t

(t, t0 , x0 , u) = eA(tt0 ) x0 +
0

CeA(t ) Bu( ) d + Du(t)

Use this analytical expression to show that: 2

(a) is a linear description by explicitly showing that

2 1 2 1 1 2 2 r(t, t0 , 1 x1 0 + 2 x0 , 1 u + 2 u ) = 1 (t, t0 , x0 , u ) + 2 (t, t0 , x0 , u )

(b) is a time-invariant description by showing that if [D u]() denotes u() delayed by units of time then (t + , t0 + , x0 , D u) = D (t, t0 , x0 , u) 9. Given a model where the input is connected to the output through the equation: y (t) = ty (t) + u(t) we can choose T = I R+ {0}, U = Y = = R, and we can choose the state vector as x(t) = y (t). Then, we have x (t) = tx(t) + u(t) ; y (t) = x(t) Then, we can dene:
t t

s(t, t0 , x0 , u) = (t, t0 )x0 +

t0

(t, )u( ) d

((t, t0 ) =
t0

d )

and can show that this function is indeed a state transition function (that is to say, satises the state transition axiom and the semi-group axiom). Finally, the read-out map is dened by r(t, x(t), u(t)) = x(t) With these denitions of T , U , Y , , s and r, we have a dynamical system representation (DSR) for this model. Is this DSR linear? Is it time-invariant? 10. Consider a model where the input-output relation is given by y (t) = y (t)u(t) Take T = I R+ {0}, U = Y = = R and choose the state x(t) as y (t). The read-out map is clearly r(t, x(t), u(t)) = x(t). First compute the state-transition function s(t, t0 , x0 , u). Then: (a) Show that the zero-input response is linear in state, that is to say, show that
2 1 2 (t, t0 , 1 x1 0 + x0 , 0) = 1 (t, t0 , x0 , 0) + 2 (t, t0 , x0 , 0)

(b) Show that the zero-state response is linear in input, that is to say, show that (t, t0 , 0, 1 u1 + 2 u2 ) = 1 (t, t0 , 0, u1 ) + 2 (t, t0 , 0, u2 ) (c) Show that this DSR is not a linear DSR, that is to say, the property
2 1 2 1 1 2 2 (t, t0 , 1 x1 0 + 2 x0 , 1 u + 2 u ) = 1 (t, t0 , x0 , u ) + 2 (t, t0 , x0 , u )

is not satised.