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EE 571 Linear Systems Home Work 3 Page 1 / 30

EE 571 Linear Systems Spring 2014


Home Work # 3



Due Date: 02 April; 2014
Submitted By: Akhtar Rasool
Student ID: 17197



Faculty of Engineering and Natural Sciences,
Sabanci University, Istanbul
Turkey


EE 571 Linear Systems Home Work 3 Page 2 / 30






Contents Page No.
Question # 01 3
Question # 02 5
Question # 03 6
Question # 04 7
Question # 05 9
Question # 06 18
Question # 07 19
Question # 08 24
Question # 09 26
Question # 10 29












EE 571 Linear Systems Home Work 3 Page 3 / 30

Question # 01
Let A
nn
be a Hermitian-symmetric matrix (i.e. A
T
= A where represents complex conjugate
operation). Prove that the matrix A is always diagonalizable even if it has repeated eigenvalues.
Solution-Proof:
In this we will show that every Hermitian matrix A (even if it has repeated eigenvalues) can be diagonalized
by a unitary matrix. Equivalently, every Hermitian matrix has an orthonormal basis. If A is real symmetric,
then the basis of eigenvectors can be chosen to be real. Therefore this will show that every real symmetric
matrix can be diagonalized by an orthogonal matrix.
The argument we present works whether or not A has repeated eigenvalues and also gives a new proof
of the fact that the eigenvalues are real.
To begin we show that if A is any n n matrix (not necessarily Hermitian), then there exists a unitary
matrix u such that u Au is upper triangular. To see this start with any eigenvector I of A with eigenvalue
z. (Every matrix has at least one eigenvalue.) Normalize I so that I = 1. Now choose an orthonormal
basis q
2
, , q
n
for the orthogonal complement of the subsace spanned by I, so that I, q
2
, , q
n
form
an orthonormal basis for all of
n
. Form the matrix u
1
with these vectors as columns. Then using to
denotes a number that is not necessarily u, we have
u
1

Au
1
=

1
q
2
1

q
n
1

A|I q
2
q
n]
=

1
q
2
1

q
n
1

A|zI Aq
2
Aq
n
]
= _
zI
2

zq
2
, I



zq
n
, I


_
= _
z
u



u


_
= _
z
u

u
A
2
_

Here A
2
is an (n 1) (n 1) matrix.
Repeating the same procedure with A
2
we can construct an (n 1) (n 1) unitary matrix u
n
with
EE 571 Linear Systems Home Work 3 Page 4 / 30

u

A
2
u

2
= _
z
2

u

u
A
3
_
Now we use the (n 1) (n 1) unitary matrix u

2
to construct an n n unitary matrix

u
2
= _
1 u
u
u

u
u

2
_
Then it is not hard to see that
u
2

u
1

Au
1
u
2
=

z
u z
2

u

u
u

u
A
3


Continuing in this way, we find unitary matrices u
3
, u
4
, , u
n-1
so that
u
n-1

u
2

u
1

Au
1
u
2
u
n-1
=

z
u z
2

u

u
u

u

z
n


Define u = u
1
u
2
u
n-1
.
Then u is unitary, since the product of unitary matrices is unitary, and u

= u
n-1

u
2

u
1

. Thus the
equation above says that u

Au is upper triangular, i.e;


u

Au =

z
u z
2

u

u
u

u

z
n


Notice that if we take the adjoint of this equation, we get
u

u =


u z

2

u

u
u

u

z


Now lets return to the case where A is Hermitian. Then A

= A so that the matrices appearing in the


previous two equations are equal. Thus
EE 571 Linear Systems Home Work 3 Page 5 / 30

z
u z
2

u

u
u

u

z
n


u z

2

u

u
u

u

z


This implies that all the entries denoted must actually be zero. This also shows that z

= z

for every i.
In other words, Hermitian matrices can be diagonalized by a unitary matrix, and all the eigenvalues are
real. Hence the matrix A is always diagonalizable even if it has repeated eigenvalues.
Question # 02
Using the definition of L
1
for vectors, show that the induced L
1
norm of a matrix A
mn
is given by
A
1
= max
j
|a
|j
|
m
|=1
(i.e. the largest column absolute sum).
Solution-Proof: The I
1
norm is;
X
1
= |x
|
|
m
|=1

Let y = Ax (x, y H
n
and A
mm
) and so
y
|
= a
|j
x
j
m
j=1

And
AX
1
= y
1
= |y
|
|
m
|=1
= __a
|j
x
j
m
j=1
__
m
|=1

Now
_a
|j
x
j
m
j=1
_ |a
|j
x
j
|
m
j=1
|a
|j
||x
j
|
m
j=1

Thus
AX
1
_|a
|j
||x
j
|
m
j=1
_
m
|=1

Changing the order of summation then gives
AX
1
|a
|j
||x
j
|
m
|=1
m
j=1
|x
j
|
m
j=1
_|a
|j
|
m
|=1
_
where |o
]
|
m
=1
is the sum of absolute values in column ].
EE 571 Linear Systems Home Work 3 Page 6 / 30

Each column will have a sum, S
j
= |a
|j
|
m
|=1
, 1 j m onJ S
j
S
n
, where n is the column with the
largest sum. So
AX
1
|x
j
|S
j
m
j=1
S
n
|x
j
|
m
j=1
= S
n
X
1

And hence
AX
1
X
1
S
n
,
Where S
n
is the maximum column sum of absolute values. This is true for all non-zero x. Hence,
A
1
S
n

We need to determine now if S
n
is the maximum value of
AX
1
X
1
, or whether it is merely an upper bound.
In other words, is it possible to pick an x H
n
for which we reach S
n
?
Try by choosing the following;
X = |u, ,u,1,u, ,u ]
1
wcrc x
]
= _
u ] n
1 ] = n

Now, substituting this particular x into AX = y implies y

= o
]
x
]
m
]=1
= o
n
and thus
AX
1
= y
1
= |y
j
|
m
|=1
= |a
|n
|
m
|=1
= S
n

So,
AX
1
X
1
=
S
n
1
= S
n

This means that the bound can be reached with a suitable x and so
A
1
= max
X=
_
AX
1
X
1
_ = S
n

Where S
n
is the maximum column sum of absolute values. Hence, S
n
is not just an upper bound, it is
actually the maximum!
Question # 03
Using the definition of L

for vectors, show that the induced L

norm of a matrix A
mn
is given by
A

= max
|
|a
|j
|
n
j=1
(i.e. the largest row absolute sum).
Solution: Let x

= 1 then by definition |x
|
| 1 and |x
k
| = 1 for some k. Then
Ax

= max
|
_a
|j
x
j
n
j=1
_ max
|
|a
|j
x
j
|
n
j=1
max
|
|a
|j
| |x
j
|
n
j=1
max
|
|a
|j
|
n
j=1
= R
EE 571 Linear Systems Home Work 3 Page 7 / 30

Hence the maximum row sum is always greater than or equal to the infinity vector norm of A.
Conversely, suppose the maximum row sum is obained from row k of the matrix A. Then choose the vector
x defined by;
x
j
= _
1 | a
kj

1 | a
kj
<

Then x

= 1 and
A

Ax

_a
kj
x
j
n
j=1
_ = |a
kj
|
n
j=1
= R
Hence here we have a specific vector of length 1 for which the vector norm A dominates the maximum
row sum. Therefore
A

= R
Question # 04 (Problem 3.18 on page 82 from Chens Book)
Find the characteristic polynomials and the minimal polynomials of the following matrices:
A
1
= _
2
1

1
2
1

1
2
1

2
2
_ A
2
= _
2
1

1
2
1

1
2
1

2
1
_
A
3
= _
2
1

1
2
1

2
1

2
1
_ A
4
= _
2
1

2
1

2
1

2
1
_

Solution:
The characteristic polynomial of A
1
is ;

1
(2) = det(2I A
1
) = _
z z
1
u
u
u
1
z z
1
u
u
u
1
z z
1
u
u
u
u
z z
2
_ = (z z
1
)
3
(z z
2
)
Where determinant is calculated by expanding column 1.
The minimal polynomial of A
1
is ;
A
1
=

z
1
u
u

u
1
z
1
u

u
u
1
z
1

u
u
u

z
2


V
1
(z) = _(z z

)
n
i

wit Jcgrcc n = n

= n = Jimcnsion o A
1

EE 571 Linear Systems Home Work 3 Page 8 / 30

where n

is the largest order of all Jordan blocks associated with z

.
T
1
(2) = (2 2
1
)
3
(2 2
2
) ; n
1
= 3

The characteristic polynomial of A
2
is ;

2
(2) = det(2I A
2
) = _
z z
1
u
u
u
1
z z
1
u
u
u
1
z z
1
u
u
u
u
z z
1
_ = (z z
1
)
4

Where determinant is calculated by expanding column 1.
The minimal polynomial of A
2
is ;
A
2
=

z
1
u
u

u
1
z
1
u

u
u
1
z
1

u
u
u

z
1

([orJon Form)
V
2
(z) = _(z z

)
n
i

wit Jcgrcc n = n

= n = Jimcnsion o A
2

where n

is the largest order of all Jordan blocks associated with z

.
T
2
(2) = (2 2
1
)
3
; n
1
= 3

The characteristic polynomial of A
3
is ;

3
(2) = det(2I A
3
) = _
z z
1
u
u
u
1
z z
1
u
u
u
u
z z
1
u
u
u
u
z z
1
_ = (z z
1
)
4

Where determinant is calculated by expanding column 1.
The minimal polynomial of A
3
is ;
A
3
=

z
1
u

u
u
1
z
1

u
u

u
u

z
1
u
u
u

u
z
1

([orJon Form)
V
3
(z) = _(z z

)
n
i

wit Jcgrcc n = n

= n = Jimcnsion o A
3

where n

is the largest order of all Jordan blocks associated with z

.
EE 571 Linear Systems Home Work 3 Page 9 / 30

T
3
(2) = (2 2
1
)
2
; n
1
= 2

The characteristic polynomial of A
4
is ;

4
(2) = det(2I A
4
) = _
z z
1
u
u
u
u
z z
1
u
u
u
u
z z
1
u
u
u
u
z z
1
_ = (z z
1
)
4

Where determinant is calculated by expanding column 1.
The minimal polynomial of A
4
is ;
A
4
=

z
1

u
u
u

z
1
u
u
u

u
z
1
u
u

u
u
z
1

([orJon Form)
V
4
(z) = _(z z

)
n
i

wit Jcgrcc n = n

= n = Jimcnsion o A
4

where n

is the largest order of all Jordan blocks associated with z

.
T
4
(2) = (2 2
1
) ; n
1
= 1
Question # 05 (Problem 3.22 on page 82 from Chens Book)
Use two different methods to compute e
At
for A
1
and A
4
in Problem 3.13
A
1
= _
1 4 1
2
3
_ , A
4
= _
4 3
2 1
25 2
_
Solutions for A
1
:
Methud I Cump utat|unue
A
1
t
:
A
1
= _
1 4 1u
u 2 u
u u S
_
The characteristic polynomial of A
1
is ;

1
(z) = Jct(zI A
1
) = _
z 1 4 1u
u z 2 u
u u z S
_ = (z 1)(z 2)(z S)
Since
1
(z) is a diagonal matrix so the eigenvalues of A
1
are 1, 2, S. They all are distinct so the [orJon
Form rcprcscntotion of A
1
will be diagonal.
The cigcn:cctor associated wtih z = 1 is any non-zero solution of
EE 571 Linear Systems Home Work 3 Page 10 / 30

(A
1
1I)q
1
= _
u 4 1u
u 1 u
u u 2
_ q
1
= u
= _
u 4 1u
u 1 u
u u 2
_ _
q
11
q
12
q
13
_ = _
u
u
u
_
Here we set q
11
= c, now the above system can be written as;
4q
12
+1uq
13
= u, q
12
= u, 2q
13
= u = q
13
= u, q
12
= u
Hence
q
1
= (
q
11
q
12
q
13)
t
= (c u u)
t
= c(1 u u)
t

Where c is any arbitrary number. We may also write as follows;
q
1
= (1 u u)
t

The cigcn:cctor associated wtih z = 2 is any non-zero solution of
(A
1
2I)q
2
= _
1 4 1u
u u u
u u 1
_ q
2
= u
= _
1 4 1u
u u u
u u 1
_ _
q
21
q
22
q
23
_ = _
u
u
u
_
Here we set q
22
= c, now the above system can be written as;
q
21
+4q
22
+ 1uq
23
= u, 2q
23
= u
= q
23
= u, q
22
= c, q
21
= 4c
Hence
q
2
= (
q
21
q
22
q
23)
t
= (4c c u)
t
= c(4 1 u)
t

Where c is any arbitrary number. We may also write as follows;
q
2
= (4 1 u)
t

The cigcn:cctor associated wtih z = S is any non-zero solution of
(A
1
SI)q
3
= _
2 4 1u
u 1 u
u u u
_ q
3
= u
= _
2 4 1u
u 1 u
u u u
_ _
q
31
q
32
q
33
_ = _
u
u
u
_
Here we set q
33
= c, now the above system can be written as;
2q
31
+ 4q
32
+ 1uq
33
= u, q
32
= u
EE 571 Linear Systems Home Work 3 Page 11 / 30

= q
33
= c, q
32
= u, q
31
= Sc
Hence
q
3
= (
q
31
q
32
q
33)
t
= (Sc u c)
t
= c(S u 1)
t

Where c is any arbitrary number. We may also write as follows;
q
3
= (S u 1)
t

Now we have;
Q = |
q
1
q
2
q
3
] = _
1 4 5
1
1
_
|| = _
1 4 S
u 1 u
u u 1
_ = 1
1 u
u 1
= 1

-1
=
AJ]()
||
=
1
1


1 u
u 1

u u
u 1

u 1
u u

4 S
u 1

1 S
u 1

1 4
u u

4 S
1 u

1 S
u u

1 4
u 1

t
= _
1 u u
4 1 u
S u 1
_
t
= _
1 4 S
u 1 u
u u 1
_
Thus the [orJon Form rcprcscntotion of A
1
with respect to {
q
1
q
2
q
3] is;
A
`
1
=
-1
A
1
= _
1 4 S
u 1 u
u u 1
_ _
1 4 1u
u 2 u
u u S
_ _
1 4 S
u 1 u
u u 1
_ = _
1 4 S
u 1 u
u u 1
_ _
1 8 1S
u 2 u
u u S
_
= A

1
= Q
-1
A
1
Q = _
1
2
3
_
So
e
A
1
t
= Qe
A

1
t
Q
-1
= _
1 4 5
1
1
_ _
e
t

e
2t

e
3t
_ _
1 4 5
1
1
_
= e
A
1
t
= Qe
A

1
t
Q
-1
= _
1 4 5
1
1
_ _
e
t
4e
t
5e
t
e
2t

e
3t
_ = _
e
t
4(e
2t
e
t
) 5(e
3t
e
t
)
e
2t

e
3t
_
Methud II Cump utat|unue
A
1
t
:
The characteristic polynomial of A
1
is;
(z) = Jct(zI A
1
) = _
z 1 4 1u
u z 2 u
u u z S
_ = (z 1)
z 2 u
u z S
( ExponJcJ by C
1
)
= (z) = Jct(zI A
1
) = (z 1)(z 2)(z S)
EE 571 Linear Systems Home Work 3 Page 12 / 30

A|| F|genua|uex are d|xct|nct |. e; 2
1
= 1 , 2
2
= 2 , 2
3
= 3
Let
(z) = [
0
+ [
1
z +[
2
z
2

on the spectrum of A
1
, we have
(z) = (z)
(1) = (1) , c
t
= [
0
+[
1
+[
2
(i)
(2) = (2) , c
2t
= [
0
+ 2[
1
+4[
2
(ii)
(S) = (S) , c
3t
= [
0
+S[
1
+ 9[
2
(iii)
Solving (i), (ii)onJ (iii) simultaneously, we proceed as follows;
From (i), [
0
= c
t
[
1
[
2
substituting in (ii) & (iii), we get a new set of equations with two
unknowns as;
c
2t
c
t
= [
1
+S[
2
(i:)
c
3t
c
t
= 2[
1
+ 8[
2
(:)
Solving (i:) & (:), we get;
[
1
=
S
2
c
t
+ 4c
2t

S
2
c
3t
; [
2
=
1
2
(c
t
2c
2t
+c
3t
)
Substituting these values in equation (i), we obtained the last unknown [
0
;
[
0
= Sc
t
Sc
2t
+ c
3t

[
0
= Sc
t
Sc
2t
+ c
3t
; [
1
=
S
2
c
t
+ 4c
2t

S
2
c
3t
; [
2
=
1
2
(c
t
2c
2t
+ c
3t
)
Now,
e
A
1
t
=

I +
1
A
1
+
2
A
1
2

= c
A
1
t
= (Sc
t
Sc
2t
+ c
3t
) _
1 u u
u 1 u
u u 1
_ +_
S
2
c
t
+ 4c
2t

S
2
c
3t
]_
1 4 1u
u 2 u
u u S
_
+
1
2
(c
t
2c
2t
+c
3t
) _
1 4 1u
u 2 u
u u S
_
2

or cosy to go wit = c
A
1
t
= [
0
_
1 u u
u 1 u
u u 1
_ + [
1
_
1 4 1u
u 2 u
u u S
_ + [
2
_
1 4 1u
u 2 u
u u S
_
2

= c
A
1
t
= [
0
_
1 u u
u 1 u
u u 1
_ +[
1
_
1 4 1u
u 2 u
u u S
_ +[
2
_
1 12 4u
u 4 u
u u 9
_ = _
[
0
+[
1
+ [
2
12 4u
u u
u u 9
_
EE 571 Linear Systems Home Work 3 Page 13 / 30

= c
A
1
t
= _
[
0
+[
1
+[
2
4[
1
+12[
2
1u[
1
+ 4u[
2
u [
0
+ 2[
1
+4[
2
u
u u [
0
+ S[
1
+9[
2
_ = _
c
t
4(c
2t
c
t
) S(c
3t
c
t
)
u c
2t
u
u u c
3t
_
= e
A
1
t
= _
e
t
4(e
2t
e
t
) 5(e
3t
e
t
)
e
2t

e
3t
_
Methud III Cump utat|unue
A
1
t
:
It can also be calculated using Inverse Laplacean Transformation as the formula is as under;
e
A
1
t
= L
-1
|(xI A
1
)
-1
|
(sI A
1
)
-1
= _s _
1 u u
u 1 u
u u 1
_ _
1 4 1u
u 2 u
u u S
__
-1
= _
s 1 4 1u
u s 2 u
u u s S
_
-1

|sI A
1
| = _
s 1 4 1u
u s 2 u
u u s S
_ = (s 1)
s 2 u
u s S
= (s 1)(s 2)(s S)
AJ](sI A
1
) =

s 2 u
u s S

u u
u s S

u s 2
u u

4 1u
u s S

s 1 1u
u s S

s 1 4
u u

4 1u
s 2 u

s 1 1u
u u

s 1 4
u s 2

t

AJ](sI A
1
) = _
(s 2)(s S) u u
4(s S) (s 1)(s S) u
1u(s 2) u (s 1)(s 2)
_
t

AJ](sI A
1
) = _
(s 2)(s S) 4(s S) 1u(s 2)
u (s 1)(s S) u
u u (s 1)(s 2)
_
(sI A
1
)
-1
=
AJ](sI A
1
)
|sI A
1
|

(sI A
1
)
-1
=
1
(s 1)(s 2)(s S)
_
(s 2)(s S) 4(s S) 1u(s 2)
u (s 1)(s S) u
u u (s 1)(s 2)
_
(sI A
1
)
-1
=

1
s 1
4
(s 1)(s 2)
1u
(s 1)(s S)
u
1
s 2
u
u u
1
s S


EE 571 Linear Systems Home Work 3 Page 14 / 30

c
A
1
t
= I
-1
{(sI A
1
)
-1
] = I
-1

1
s 1
4
(s 1)(s 2)
1u
(s 1)(s S)
u
1
s 2
u
u u
1
s S


using Portiol Frotctions =>

4
(s 1)(s 2)
=
4
(s 2)

4
s 1

1u
(s 1)(s S)
=
S
(s S)

S
s 1


e
A
1
t
= L
-1
|(xI A
1
)
-1
| = _
e
t
4(e
2t
e
t
) 5(e
3t
e
t
)
e
2t

e
3t
_ _
L
-1
_
1
x 3
_ = e
3t
L
-1
_
1
x 2
_ = e
2t
etc. _
Solutions for A
4
:
Methud I Cump utat|unue
A
4
t
:
A
4
= _
u 4 S
u 2u 16
u 2S 2u
_
The characteristic polynomial of A
4
is ;

4
(z) = Jct(zI A
4
) = _
z 4 S
u z 2u 16
u 2S z +2u
_ = z
3

Clearly A
4
has only one disctinct eigenvalue u with multiplicity 3,
Nullity (A
4
uI) = S 2 = 1
Thus A
4
has only one independent eigenvector associated with u ;
A
4
F
1
=
= _
u 4 S
u 2u 16
u 2S 2u
_ _
I
11
I
12
I
13
_ = _
u
u
u
_
Here we set I
11
= 1, I
13
= u now the above system can be written as;
4I
12
+SI
13
= u = I
12
= u
Hence
F
1
= (F
11
F
12
F
13
)
t
= (1 )
t

We can compute generalized eigenvectors of A
4
from equations below;
A
4
F
2
= F
1

EE 571 Linear Systems Home Work 3 Page 15 / 30

= _
u 4 S
u 2u 16
u 2S 2u
_ _
I
21
I
22
I
23
_ = _
1
u
u
_
4I
22
+ SI
23
= 1, 2uI
22
+ 16I
23
= u
Solving both of the above equations gives;
F
2
= ( 4 5)
t

Now,
A
4
F
3
= F
2

= _
u 4 S
u 2u 16
u 2S 2u
_ _
I
31
I
32
I
33
_ = _
u
4
S
_
4I
22
+ SI
23
= u, 2uI
22
+ 16I
23
= 4
Solving both of the above equations gives;
F
3
= ( 3 4)
t

Now we have;
Q = |F
1
F
2
F
3
] = _
1
4 3
5 4
_
|| = _
1 u u
u 4 S
u S 4
_ = 1
4 S
S 4
= 1

-1
=
AJ]()
||
=
1
1

4 S
S 4

u S
u 4

u 4
u S

u u
S 4

1 u
u 4

1 u
u S

u u
4 S

1 u
u S

1 u
u 4

t
= _
1 u u
u 4 S
u S 4
_
t
= _
1 u u
u 4 S
u S 4
_
Thus the represcntotion of A
4
with respect to the basis {F
1
F
2
F
3
] is ;
A
`
4
=
-1
A
4
= _
1 u u
u 4 S
u S 4
_ _
u 4 S
u 2u 16
u 2S 2u
_ _
1 u u
u 4 S
u S 4
_ = _
1 u u
u 4 S
u S 4
_ _
u 1 u
u u 4
u u S
_
= A

4
= Q
-1
A
4
Q = _
1
1

_
Since the Jordan form have repeated eigenvalues with multiplicity 3 so we can determine e
A

4
t
as
follows;
EE 571 Linear Systems Home Work 3 Page 16 / 30

e
A

4
t
= _
e
2
1
t
te
2
1
t
t
2
2
e
2
1
t
e
2
1
t
te
2
1
t
e
2
1
t
_ = _
1 t
t
2
2
1 t
1
_
So
e
A
4
t
= Qe
A

4
t
Q
-1
= _
1 u u
u 4 S
u S 4
_ _
1 t
t
2
2
u 1 t
u u 1
_ _
1 u u
u 4 S
u S 4
_
= e
A
4
t
= Qe
A

4
t
Q
-1
= _
1 u u
u 4 S
u S 4
_ _
1 4t +
St
2
2
St +2t
2
u 4 +St S + 4t
u S 4
_ = _
1
St
2
2
+4t 2t
2
+St
u 1 +2ut 16t
u 2St 1 2ut
_
= e
A
4
t
= Qe
A

4
t
Q
-1
= _
1
St
2
2
+4t 2t
2
+St
u 1 +2ut 16t
u 2St 1 2ut
_
Methud II Cump utat|unue
A
4
t
:
The characteristic polynomial of A
4
is;
(z) = Jct(zI A
4
) = _
z 4 S
u z 2u 16
u 2S z + 2u
_ = z [
z 2u 16
2S z + 2u
= z(z
2
4uu +4uu) = z
3

Let
(z) = [
0
+ [
1
z +[
2
z
2

on the spectrum of A
4
, we have
(z) = (z)
(u) = (u) , c
xt
= [
0
+[
1
z +[
2
z
2
= c
0
= [
0
= [
0
= 1

i
(u) =
i
(u), tc
xt
= [
1
+ 2[
2
z = tc
(0)t
= [
1
+ 2[
2
(u) = [
1
= t

ii
(u) =
ii
(u), t
2
c
xt
= 2[
2
= t
2
c
(0)t
= 2[
2
= [
2
=
t
2
2

Solving above equations we have;
[
0
= 1; [
1
= t; [
2
=
t
2
2

c
A
4
t
= [
0
I +[
1
A
4
+ [
2
A
4
2

EE 571 Linear Systems Home Work 3 Page 17 / 30

= c
A
4
t
= _
1 u u
u 1 u
u u 1
_ +t _
u 4 S
u 2u 16
u 2S 2u
_ +
t
2
2
_
u 4 S
u 2u 16
u 2S 2u
_
2

= c
A
4
t
= _
1 u u
u 1 u
u u 1
_ +_
u 4t St
u 2ut 16t
u 2St 2ut
_ +
t
2
2
_
u 4 S
u 2u 16
u 2S 2u
_
2

= c
A
4
t
= _
1 4t St
u 1 +2ut 16t
u 2St 1 2ut
_ +
t
2
2
_
u S 4
u u u
u u u
_ = _
1 4t +S
t
2
2
St +4
t
2
2
u 1 +2ut 16t
u 2St 1 2ut
_
= e
A
4
t
= _
1
5t
2
2
+ 4t 2t
2
+3t
1 +2t 1 t
25t 1 2t
_
Methud III Cump utat|unue
A
4
t
:
It can also be calculated using Inverse Laplacean Transformation as the formula is as under;
e
A
4
t
= L
-1
|(xI A
4
)
-1
|
(sI A
4
)
-1
= _s _
1 u u
u 1 u
u u 1
_ _
u 4 S
u 2u 16
u 2S 2u
__
-1
= _
s 4 S
u s 2u 16
u 2S s + 2u
_
-1

|sI A
4
| = _
s 4 S
u s 2u 16
u 2S s + 2u
_ = s
s 2u 16
2S s + 2u
= s{(s 2u)(s +2u) +4uu] = s
3

Adj(xI A
4
) =

s 2u 16
2S s +2u

u 16
u s +2u

u s 2u
u 2S

4 S
2S s + 2u

s S
u s +2u

s 4
u 2S

4 S
s 2u 16

s S
u 16

s 4
u s 2u

t

AJ](sI A
4
) = _
s
2
u u
4s +S s(s +2u) 2Ss
Ss +4 16s s(s 2u)
_
t

Adj(xI A
4
) = _
x
2
4x +5 3x +4
x(x + 2) 1 x
25x x(x 2)
_
(xI A
4
)
-1
=
Adj(xI A
4
)
|xI A
4
|

EE 571 Linear Systems Home Work 3 Page 18 / 30

(sI A
4
)
-1
=
1
s
3
_
s
2
4s +S Ss +4
u s(s + 2u) 16s
u 2Ss s(s 2u)
_ =

1
s
4
s
2
+
S
s
3
S
s
2
+
4
s
3
u
1
s
+
2u
s
2
16
s
2
u
2S
s
2
1
s

2u
s
2


e
A
4
t
= L
-1
|(xI A
4
)
-1
| = L
-1

1
x
4
x
2
+
5
x
3
3
x
2
+
4
x
3

1
x
+
2
x
2
1
x
2

25
x
2
1
x

2
x
2


e
A
4
t
= L
-1
|(xI A
4
)
-1
| = _
1 4t +
5t
2
2
2t
2
+ 3t
1 +2t 1 t
25t 1 2t
_ _
L
-1
_
1
x
_ = 1
L
-1
_
1
x
2
_ = t
etc. _
Question # 06 (Problem 4.1 on page 117 from Chens Book)
An oscillation can be generated by;
x = j
1
1
[ x (1)
Show that its solution is:
x(t) = j
cuxt x|nt
x|nt cuxt
[ x()
Solution-Proof:
Let
A = j
u 1
1 u
[
So (1) can be written as follows;
X(t) = e
At
X() = e
j
1
-1
[t
X()
The characteristic polynomial of A is;
(z) = Jct(zI A) =
z 1
1 z
= (z
2
+1) = (z
2
]
2
) = (z +])(z ])
A|| F|genua|uex are d|xct|nct |. e; 2
1
= j , 2
2
= j
Let
(z) = [
0
+[
1
z
on the spectrum of A, we have
EE 571 Linear Systems Home Work 3 Page 19 / 30

Computation of e
At
:
(z) = (z)
(]) = (]) , c
]t
= [
0
+ [
1
] (i)
(]) = (]) , c
-]t
= [
0
[
1
] (ii)
Equations (i) & (ii) can also be written as follows;
c
]t
= cos(t) + ] sin(t) = [
0
+ [
1
] (i)
c
-]t
= cos(t) ] sin(t) = [
0
[
1
] (ii)
Solving equations (i) & (ii), we get the values;
[
0
= cos(t) & [
1
= sin(t)
Now,
e
At
=

I +
1
A = cos(t) j
1 u
u 1
[ +sin(t) j
u 1
1 u
[ = _
cos(t) sin(t)
sin(t) cos(t)
_
Computation of e
At
(Alternative Method):
e
At
= L
-1
|(xI A)
-1
| = I
-1
_
1
s
2
+1
j
s 1
1 s
[_ = I
-1
__
s
s
2
+1
1
s
2
+1
1
s
2
+1
s
s
2
+1
__
c
At
= I
-1
{(sI A)
-1
] = _
I
-1
]
s
s
2
+1
I
-1
_
1
s
2
+1
_
I
-1
_
1
s
2
+1
_ I
-1
]
s
s
2
+1

_ = _
cos(t) sin(t)
sin(t) cos(t)
_
X(t) = e
At
X() = e
j
1
-1
[t
X() = _
cux(t) x|n(t)
x|n(t) cux(t)
_ X()
Hence;
X(t) = _
cux(t) x|n(t)
x|n(t) cux(t)
_ X()
Question # 07 (Problem 4.4 on page 117 from Chens Book)
Find the companion-form and modal-form equivalent equations of;
x = _
2
1 1
2 2
_ x +_
1

1
_ u , y = |1 1 ]x
Solution: Let
EE 571 Linear Systems Home Work 3 Page 20 / 30

A = _
2 u u
1 u 1
u 2 2
_ , B = b = _
1
u
1
_ , C = |1 1 u], = |u]
Determining of Companion Form Equivalent Equations:
Ab = _
2 u u
1 u 1
u 2 2
_ _
1
u
1
_ = _
2
2
2
_ ,
A
2
b = A(Ab) = _
2 u u
1 u 1
u 2 2
_ _
2
2
2
_ = _
4
4
u
_
Q = |
h Ah A
2
h
] = _
1 2 4
2 4
1 2
_ = P
-1
(ur Cump an|unurm)
|| = _
1 2 4
u 2 4
1 2 u
_ = 1(u 8) u +1(8 8) = 8 ( ExponJcJ by C
1
)

-1
=
AJ]
||
=
1
8

2 4
2 u

u 4
1 u

u 2
1 2

2 4
2 u

1 4
1 u

1 2
1 2

2 4
2 4

1 4
u 4

1 2
u 2

t
=
1
8
_
8 4 2
8 4 u
u 4 2
_
t
=

1
1
2
1
4
1
1
2
u
u
1
2

1
4

t

Q
-1
=
Adj Q
|Q|
= _
1 1
. 5 . 5 . 5
. 25 . 25
_ = P (ur Cump an|unFurm)
Now
A

= PAP
-1
= _
1 1 u
u.S u.S u.S
u.2S u u.2S
_ _
2 u u
1 u 1
u 2 2
_ _
1 2 4
u 2 4
1 2 u
_
A

= PAP
-1
= _
1 u 1
u.S 1 1.S
u.S u.S u.S
_ _
1 2 4
u 2 4
1 2 u
_ = _
u u 4
1 u 6
u 1 4
_
Similarly we can find B

, C

onJ

;
B

= PB = _
1 1 u
u.S u.S u.S
u.2S u u.2S
_ _
1
u
1
_ = _
1
u
u
_
C

= CP
-1
= |1 1 u] _
1 2 4
u 2 4
1 2 u
_ = |1 4 8] &

= = u
EE 571 Linear Systems Home Work 3 Page 21 / 30

_
A

= PAP
-1
= _
4
1
1 4
_ ; B

= PB = _
1

_ ;
C

= CP
-1
= |1 4 8]; D

= D =
_
Finally we can write the Companion form equivalent equations as under;
x = _
4
1
1 4
_ x +_
1

_ u , y = |1 4 8]x
Determining of Model Form Equivalent Equations:
x = _
2
1 1
2 2
_ x +_
1

1
_ u , y = |1 1 ]x (6|uen State Sp aceMude|)
Chaiacteiistic Polynomial = |zI A| = _
z + 2 u u
1 z 1
u 2 z +2
_ = (z + 2){z(z + 2) + 2]
|zI A| = (z + 2)(z
2
+2z +2) = (z +2)(z
2
+2z +1
2
1
2
+2) = (z +2){(z +1)
2
]
2
]
|2I A| = (2 +2)(2 +1 j)(2 + 1 +j) = 2
1
= 2, 2
2
= 1 +j, 2
3
= 1 j
The cigcn:cctor associated wtih z = 2 is any non-zero solution of;
(A +2I)q
1
= _
u u u
1 2 1
u 2 u
_ q
1
= u = _
u u u
1 2 1
u 2 u
_ _
q
11
q
12
q
13
_ = _
u
u
u
_
Here we set q
11
= c, now the above system can be written as;
q
11
+ 2q
12
+q
13
= u, q
12
= u = q
13
= c
Hence
q
1
= (
q
11
q
12
q
13)
t
= (c u c)
t
= c(1 u 1)
t

Where c is any arbitrary number. We may suppose c = 12 ;
q
1
= (
12 u 12
)
t

The cigcn:cctor associated wtih z
2
= 1 + ] is any non-zero solution of;
(A (1 + ])I)q
2
= _
1 ] u u
1 1 +] 1
u 2 1 ]
_ q
2
= u = _
1 ] u u
1 1 + ] 1
u 2 1 ]
_ _
q
21
q
22
q
23
_ = _
u
u
u
_
Here we set q
22
= c, now the above system can be written as;
q
21
+(1 +])q
22
+ q
23
= u, q
21
= u = q
23
= (1 ])c
Hence
q
2
= (
q
21
q
22
q
23)
t
= (u c (1 ])c)
t
= c(u 1 1 ])
t

EE 571 Linear Systems Home Work 3 Page 22 / 30

Where c is any arbitrary number. We may suppose c = 1S ;
q
2
= (u 1S
1 ]
S
)
t

The cigcn:cctor associated wtih z
3
= 1 ] is any non-zero solution of
(A (1 ])I)q
3
= _
1 +] u u
1 1 +] 1
u 2 1 +]
_ q
3
= u = _
1 +] u u
1 1 + ] 1
u 2 1 +]
_ _
q
31
q
32
q
33
_ = _
u
u
u
_
Here we set q
32
= c, now the above system can be written as;
q
31
+(1 +])q
32
+ q
33
= u, q
31
= u = q
33
= (1 ])c
Hence
q
3
= (
q
31
q
32
q
33)
t
= (u c (1 ])c)
t
= c(u 1 1 ])
t

Where c is any arbitrary number. We may suppose the same c since complex conjugate eigenvalue,
c =
1
3
;
q
3
= (u
1
S
1 ]
S
)
t

Now for the modal form P
-1
can be written as;
P
-1
= |q
1
Re(q
3
) Im(q
3
)] = |Im(q
3
) Re(q
3
) q
1
] =


1
2

1
3

1
3

1
3

1
2


|P
-1
| =
_
_
u u
1
2
u
1
S
u

1
S

1
S

1
2
_
_
=
1
2
_
_
u
1
S

1
S

1
S
_
_
=
1
2
_
1
S
] =
1
S2

EE 571 Linear Systems Home Work 3 Page 23 / 30

P = (P
-1
)
-1
=
Adj(P
-1
)
|P
-1
|
=
1
1
S2

_
_
1
S
u

1
S

1
2
_
_
_
u u

1
S

1
2
_
_
_
u
1
S

1
S

1
S
_
_

_
_
u
1
2

1
S

1
2
_
_
_
_
u
1
2

1
S

1
2
_
_
_
u u

1
S

1
S
_
_
_
u
1
2
1
S
u
_
_
_
u
1
2
u u
_ _
u u
u
1
S
_

t

P = S2

1
S
1
2
u
1
S

1
S
1
2
1
S
1
2
u

1
S
1
2
u u

t
= _
S u 2
S S u
S u u
_
t
= _
3 3 3
3
2
_
A

= PAP
-1
= _
S S S
u S u
2 u u
_ _
2 u u
1 u 1
u 2 2
_

u u
1
2
u
1
S
u

1
S

1
S

1
2

= PAP
-1
= _
S S S
u S u
2 u u
_

u u 2

1
S

1
S
u
2
S
u 2

= _
1 1 u
1 1 u
u u 2
_
Similarly we can find B

, C

onJ

;
B

= PB = _
S S S
u S u
2 u u
_ _
1
u
1
_ = _
2S
u
2
_
C

= CP
-1
= |1 1 u]

u u
1
2
u
1
S
u

1
S

1
S

1
2

= _u
1
S
1
2
_ & D

= D = u
EE 571 Linear Systems Home Work 3 Page 24 / 30

= PAP
-1
= _
1 1
1 1
2
_ ; B

= PB = _
23

2
_ ;
C

= CP
-1
= _
1
3
1
2
_ ; D

= D =


So now we can write the Modal form equivalent equations as under;
x = _
1 1
1 1
2
_ x +_
23

2
_ u , y = _
1
3
1
2
_ x
Question # 08 (Problem 4.8 on page 118 from Chens Book)
Are the two sets of state equations;
x = _
2 1 2
2 2
1
_ x +_
1
1

_ u , y = |1 1 ]x & x = _
2 1 1
2 1
1
_ x +_
1
1

_ u , y = |1 1 ]x
equivalent? Are they zero-state equiavlent?
Solution: Note that;
(A) the equivalent state equations have the same characteristic polynomial and consequently
the same set of eigenvalues and same transfer matrix.
(B) Two state equations are said to be Zero-state equivalent if they have the same transfer
matrix.
So here we will determine and compare the characteristic polynomial and tranfer mater in both of
the set of equations to know about equivalency;
(i) For the 1st set of Equations:
6

1
(x) = C(xI A)
-1
B = |1 1 u] _
s 2 1 2
u s 2 2
u u s 1
_
-1
_
1
1
u
_
Ch. Pu|ynum|a| = |xI A| = _
s 2 1 2
u s 2 2
u u s 1
_ = (s 2)
s 2 2
u s 1
= (s 1)(s 2)
2

(xI A)
-1
=
Adj(xI A)
|xI A|
=
1
(s 1)(s 2)
2

s 2 2
u s 1

u 2
u s 1

u s 2
u u

1 2
u s 1

s 2 2
u s 1

s 2 1
u u

1 2
s 2 2

s 2 2
u 2

s 2 1
u s 2

t

(sI A)
-1
=
1
(s 1)(s 2)
2
_
(s 2)(s 1) u u
(s 1) (s 2)(s 1) u
2 + 2s 4 2(s 2) (s 2)
2
_
t

EE 571 Linear Systems Home Work 3 Page 25 / 30

(sI A)
-1
=

1
s 2
u u
1
(s 2)
2
1
s 2
u
2(s 1)
(s 1)(s 2)
2
2
(s 1)(s 2)
1
s 1

t
=

1
s 2
1
(s 2)
2
2
(s 2)
2
u
1
s 2
2
(s 1)(s 2)
u u
1
s 1


Substituting the corresponding values, we get as under,
6

1
(x) = C(xI A)
-1
B = |1 1 u]

1
s 2
1
(s 2)
2
2
(s 2)
2
u
1
s 2
2
(s 1)(s 2)
u u
1
s 1

_
1
1
u
_
0
`
1
(s) = C(sI A)
-1
B = |1 1 u]

1
s 2
+
1
(s 2)
2
1
s 2
u


0
`
1
(s) = C(sI A)
-1
B =
1
s 2
+
1
(s 2)
2

1
s 2
=
s 2 +1 s +2
(s 2)
2
=
1
(s 2)
2

6

1
(x) = C(xI A)
-1
B =
1
(x 2)
2

(ii) For the 2st set of Equations: Similar to above, we can proceed as follows;
0
`
2
(s) = C(xI A)
-1
B = |1 1 ] _
x 2 1 1
x 2 1
x + 1
_
-1
_
1
1

_
Ch. Pu|ynum|a| = |xI A| = _
s 2 1 1
u s 2 1
u u s + 1
_ = (s 2)
s 2 1
u s + 1
= (s +1)(s 2)
2

(xI A)
-1
=
AJ](xI A)
|xI A|
=
1
(s +1)(s 2)
2

s 2 1
u s +1

u 1
u s +1

u s 2
u u

1 1
u s + 1

s 2 1
u s +1

s 2 1
u u

1 1
s 2 1

s 2 1
u 1

s 2 1
u s 2

t

(xI A)
-1
=
1
(s + 1)(s 2)
2
_
(s 2)(s +1) u u
(s +1) (s 2)(s + 1) u
1 + s 2 (s 2) (s 2)
2
_
t


EE 571 Linear Systems Home Work 3 Page 26 / 30

(xI A)
-1
=

1
s 2
u u
1
(s 2)
2
1
s 2
u
s 1
(s + 1)(s 2)
2
1
(s +1)(s 2)
1
s + 1

t
=

1
s 2
1
(s 2)
2
s 1
(s + 1)(s 2)
2
u
1
s 2
1
(s + 1)(s 2)
u u
1
s +1


Substituting the corresponding values, we get as under,
0
`
1
(s) = C(sI A)
-1
B = |1 1 u]

1
s 2
1
(s 2)
2
s 1
(s + 1)(s 2)
2
u
1
s 2
1
(s + 1)(s 2)
u u
1
s +1

_
1
1
u
_
0
`
2
(s) = C(sI A)
-1
B = |1 1 u]

1
s 2
+
1
(s 2)
2
1
s 2
u


0
`
2
(s) = C(sI A)
-1
B =
1
s 2
+
1
(s 2)
2

1
s 2
=
s 2 +1 s +2
(s 2)
2
=
1
(s 2)
2

6

2
(x) = C(xI A)
-1
B =
1
(x 2)
2

Conclusion:
_
Ch. Pu|ynum|a| u 1
xt
xet u equat|unx = |xI A| = (s 1)(s 2)
2
Ch. Pu|ynum|a| u 2
nd
xet u equat|unx = |xI A| = (s + 1)(s 2)
2
_
Since at least the characteristic polynomials of the 1st and 2nd set of equations are not equal so both the
systems are not equivalent. However since;
6

1
(x) = 6

2
(x) =
1
(x 2)
2
= Tranxer Matr|x & a|xu D
1
= D
2
= D
so both of the givens sets of state equations are zero-state equivalent.
Question # 09 (Problem 4.16 on page 119 from Chens Book)
Find fundamental matrices and state transition matrices for
(I) x = j
1
t
[ x & (II) x = _
1 e
2t
1
_ x
Solution (I):
EE 571 Linear Systems Home Work 3 Page 27 / 30

_
x
1
(t)
x
2
(t)
_ = j
1
t
[ _
x
1
(t)
x
2
(t)
_
Writing each state as a separate equation, re-arranging and integrating both sides, we see
_
x
1
(t) = x
2
(t)
x
2
(t) = tx
2
(t)
_ =

_ x
1
(t)Jt
t
0
= _ x
2
(t)Jt
t
0
_
x
2
(t)
x
2
(t)
Jt
t
0
= _ t Jt
t
0

x
1
(t) = _ x
2
(t)Jt
t
0
+x
1
(u)
lnx
2
(t) =
t
2
2
+C


= x
2
(t) =c
t
2
2
+C
= c
t
2
2
c
C
= x
2
(u)c
0.5 t
2
wcrc x
2
(u) = c
C

= _
x
1
(t) = _ x
2
(t)dt
t

+x
1
()
x
2
(t) =x
2
()e
.5 t
2

_
Let (|) X(u) = j
1
u
[ = X(t) = j
1

[ & (i) X(u) = j


u
1
[ = X(t) = _
_ e
.5 z
2
dz
t

e
.5 t
2

_
Both of the initial states are taken to be linearly independent so;
X(t) = _
1 _ e
.5 z
2
dz
t

e
.5 t
2
_ = Fundameta| Mar|x u (I)
Now
State Tranx|t|un Matr|x = 4(t, t

) = X(t)X
-1
(t

)
So,
X
-1
(t
0
) =
AJ]X(t
0
)
|X(t
0
)|
=
1
c
0.5 t
0
2
_
c
0.5 t
0
2
_ c
0.5 :
2
J
t
0
0
u 1
_ = _
1 c
-0.5 t
0
2
_ c
0.5 :
2
J
t
0
0
u c
-0.5 t
0
2
_
1(t, t
0
) = X(t)X
-1
(t
0
) = _
1 _ c
0.5 :
2
J
t
0
u c
0.5 t
2
_ _
1 c
-0.5 t
0
2
_ c
0.5 :
2
J
t
0
0
u c
-0.5 t
0
2
_
= 1(t, t
0
) = _
1 c
-0.5 t
0
2
_ c
0.5 :
2
J
t
0
0
+c
-0.5 t
0
2
_ c
0.5 :
2
J
t
0
u c
0.5 t
2
c
-0.5 t
0
2
_
= 1(t, t
0
) = _
1 c
-0.5 t
0
2
__ c
0.5 :
2
J
t
0
0
+_ c
0.5 :
2
J
t
0
_
u c
0.5 (t
2
-t
0
2
)
_
EE 571 Linear Systems Home Work 3 Page 28 / 30

= 1(t, t
0
) = _
1 c
-0.5 t
0
2
__ c
0.5 :
2
J
0
t
0
+ _ c
0.5 :
2
J
t
0
_
u c
0.5 (t
2
-t
0
2
)
_ _
By using Intcgrols
Propcrtics
_
= 4(t, t

) = X(t)X
-1
(t

) = _
1 e
-.5 t

2
_ e
.5 z
2
dz
t
t

e
.5 (t
2
-t

2
)
_ = State Tranx|t|un Matr|x u (I)
Solution (II):
_
x
1
(t)
x
2
(t)
_ = _
1 e
2t
1
_ _
x
1
(t)
x
2
(t)
_
Writing each state as a separate equation, re-arranging and integrating both sides, we see
_
x
1
(t) = x
1
(t) +c
2t
x
2
(t)
x
2
(t) = x
2
(t)
_ =

_ x
1
(t)Jt
t
0
= _ |x
1
(t) + c
2t
x
2
(t)]Jt
t
0
_
x
2
(t)
x
2
(t)
Jt
t
0
= _ 1 Jt
t
0


= _
x
1
(t) = _ |x
1
(t) + c
2t
x
2
(t)]Jt
t
0
x
2
(t) = c
-t+C
_ = _
x
1
(t) = _ |x
1
(t) +c
2t
x
2
(t)]Jt
t
0
x
2
(t) = x
2
(u)c
-t
; x
2
(u) = c
C
_
= x
1
(t) = _ |x
1
(t) +c
2t
x
2
(t)]Jt
t
0
= _ |x
1
(t) +c
2t
x
2
(u)c
-t
]Jt
t
0
= _ |x
1
(t) +x
2
(u)c
t
]Jt
t
0

= x
1
(t) = x
1
(t) +x
2
()e
t

Since the above equation has the General function x
1
(t) and its derivative x
1
(t) so its derivative can
be coputed by multiplying both sides by e
t
and then solving by integration by parts from t.
= _x
1
(t)e
t
dt
t

= _x
1
(t)e
t
dt
t

+_x
2
()e
2t
dt
t

+ x
1
()
= _x
1
(t)c
t
Jt
t
0
= _x
1
(t) _c
t
Jt
t
0
__
J
Jt
(x
1
(t)) _c
t
Jt
t
0
_Jt
t
0
_ + _x
2
(u)c
2t
Jt
t
0
+x
1
(u)
= _x
1
(t)c
t
Jt
t
0
= _x
1
(t)(c
t
1) _x
1
(t)(c
t
1)Jt
t
0
_ +
1
2
x
2
(u)(c
2t
1) +x
1
(u)
= _x
1
(t)c
t
Jt
t
0
= x
1
(t)(c
t
1) +_x
1
(t)c
t
Jt
t
0
_x
1
(t)Jt
t
0
+
1
2
x
2
(u)(c
2t
1) + x
1
(u)
= u = x
1
(t)(c
t
1) x
1
(t) +
1
2
x
2
(u)(c
2t
1) + x
1
(u)
EE 571 Linear Systems Home Work 3 Page 29 / 30

= u = x
1
(t)c
t
+
1
2
x
2
(u)(c
2t
1) + x
1
(u) = x
1
(t)c
t
=
1
2
x
2
(u)(c
2t
1) + x
1
(u)
= x
1
(t) =
1
2
x
2
(u)(c
t
c
-t
) +x
1
(u)c
-t

= _
x
1
(t) = . 5x
2
()(e
t
e
-t
) +x
1
()e
-t

x
2
(t) =x
2
()e
-t

_
Let (|) X(u) = j
1
u
[ = X(t) = j
e
-t

[ & (i) X(u) = j


u
1
[ = X(t) = _
. 5(e
t
e
-t
)
e
-t

_
Both of the initial states are taken to be linearly independent so;
X(t) = _
e
-t
. 5(e
t
e
-t
)
e
-t
_ = Fundameta| Matr|x u (II)
Now
State Tranx|t|un Matr|x = 4(t, t

) = X(t)X
-1
(t

)
So,
X
-1
(t

) =
AdjX(t

)
|X(t

)|
=
1
c
-2t
0
_
c
-t
0
u.S(c
t
0
c
-t
0
)
u c
-t
0
_ = _
c
t
0
u.S(c
3t
0
c
t
0
)
u c
t
0
_
1(t, t
0
) = X(t)X
-1
(t
0
) = _
c
-t
u.S(c
t
c
-t
)
u c
-t
_ _
c
t
0
u.S(c
3t
0
c
t
0
)
u c
t
0
_
= 1(t, t
0
) = _
c
-t
c
t
0
u.Sc
-t
(c
3t
0
c
t
0
) +u.Sc
t
0
(c
t
c
-t
)
u c
-t
c
t
0
_
=
4(t, t

) = X(t)X
-1
(t

) = _
e
(t

-t)
. 5(e
(t

+t)
e
3t

-t
)
e
(t

-t)
_ = State Tranx|t|un Matr|x u (II)
Question # 10 (Problem 4.20 on page 120 from Chens Book)
Find the state transition matrix of
x = j
stnt
ust
[ x
Solution: Let
_
x
1
(t)
x
2
(t)
_ = j
stnt
ust
[ _
x
1
(t)
x
2
(t)
_
Writing each state as a separate equation, re-arranging and integrating both sides, we see
EE 571 Linear Systems Home Work 3 Page 30 / 30

_
x
1
(t) = sin(t) x
1
x
2
(t) = cos(t) x
2
_ =

x
1
(t)
x
1
(t)
= sin(t)
x
2
(t)
x
2
(t)
= cos(t)

_
x
1
(t)
x
1
(t)
Jt
t
0
= _ sin(t)Jt
t
0
_
x
2
(t)
x
2
(t)
Jt
t
0
= _ cos(t)Jt
t
0


= _
lnx
1
(t) = cos(t) cos(u) +C
1
lnx
2
(t) = sin(t) sin(u) +C
2
_ = _
x
1
(t) = c
cos(t)-1+C
1
x
2
(t) = c
-sn(t)+C
2
_ = _
x
1
(t) = c
-1+cos(t)
. c
C
1
x
2
(t) = c
-sn(t)
. c
C
2
_
= _
x
1
(t) = x
1
(u). c
-1+cos(t)
x
2
(t) = x
2
(u). c
-sn(t)
_ wcrc _
c
C
1
= x
1
(u) = Constt
c
C
2
= x
2
(u) = Constt
_
Let (|) X(u) = j
1
u
[ = X(t) = _
e
-1+cux(t)

_ & (i) X(u) = j


u
1
[ = X(t) = j

e
-x|n(t)
[
Both of the initial states are considered to be linearly independent so;
X(t) = _
e
-1+cux(t)

e
-x|n(t)
_ = Fundamenta| Matr|x
Now we need
Tranx|t|un Matr|x = 4(t, t

) = X(t)X
-1
(t

)
So,
X
-1
(t
0
) =
AJ]X(t
0
)
|X(t
0
)|
=
1
c
-1+cos(t
0
)
c
-sn(t
0
)
_
c
-sn(t
0
)
u
u c
-1+cos(t
0
)
_ = _
1
c
-1+cos(t
0
)
u
u
1
c
-sn(t
0
)
_
1(t, t
0
) = _
c
-1+cos(t)
u
u c
-sn(t)
_ _
1
c
-1+cos(t
0
)
u
u
1
c
-sn(t
0
)
_ = _
c
-1+cos(t)+1-cos(t
0
)
u
u c
-sn(t)+sn(t
0
)
_
= 4(t, t

) = X(t)X
-1
(t

) = _
e
cux(t)-cux(t

)

e
-x|n(t)+x|n(t

)
_ = Tranx|t|un Matr|x

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