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ME243A/ECE230A
Fall 2007
Exercise 1
Using Laplace transform:
W (s) = C(sI A)1 B.
The step response of the system is:
1
1
1
1
5
=L
+
y(t) = L
W (s)
2+1
s
(s
+
1)
{z
}
|
sineexponential
= 5e
sin t + e
1
s+1
| {z }
exponential
1
=
|{z}
step
u1 (t).
Now, lets use diagonalization to compute the matrix exponential eAt . The
matrix A has eigenvalues 1 = 1 + j, 2 = 1 j, 3 = 1. A is 3 3 and
has 3 distinct eigenvalues, so it is diagonalizable. Eigenvectors associated with
the eigenvalues are (you can check that Avi = i vi ):
1
1
v1 = 2 +j 0
0
0
| {z }
| {z }
vR
vI
1
1
v2 = 2 j 0
0
0
| {z }
| {z }
vR
vI
0
v3 = 0
1
Note that the eingevectors associated to complex conjugate eigenvalues are also
complex conjugate. A coordinate transformation matrix that puts A in diagonal
form would be v1 v2 v3 , but to avoid dealing with matrices of complex
numbers we pick instead
T = vR v I v3 .
The resulting diagonalization (canonic real diagonal form) is:
1 1
0
A = T 1 AT = 1 1 0 .
0
0 1
(1)
Note that this transformation associates to a pair of complex conjugate eigenvalues j the block
,
whose exponential is given by:
t
e cos t
et sin t
et sin t
.
et cos t
t
e cos t et sin t
0
et sin t et cos t 0 .
0
0
et
To find the matrix exponential of A we simply invert the transformation (1),
1
since eT AT t = T 1 eAt T :
t
e (cos t + sin t)
et sin t
0
et (cos t sin t) 0
eAt = T eAt T 1 = 2et sin t
0
0
et
The step response of the systems is given by:
Z t
y(t) =
CeA(t ) Bu( )d
0
with u( ) = 1. Note that we are assuming zero initial state here. The final
result is:
y(t) = 5et sin t + et u1 (t).
Exercise 2
For linearly independent initial conditions x0 = 1
get the fundamental matrix:
1 0
.
(t) = t2
1
2
2
T
and 0 = 0
T
1 we
t2
2
t20
2
#
0
.
1
Exercise 3
The state transition matrix is a solution to the system:
x(t)
= A(t)x(t)
Plugging in the given expression (and using differentiation under integral) we
get:
Rt
Rt
A( )d
A( )d
A(t)e t0
= e t0
A(t).
(2)
Rt
If we call B(t, t0 ) = t0 A( )d , we know that
A(t)B(t, t0 ) = B(t, t0 )A(t)
(3)
for every t and t0 . Using the definition to expand the matrix exponentials, (2)
can be rewritten as:
B3
B2
B3
B2
+
+ ... = I + B +
+
+ . . . A.
A I +B+
2
3!
2
3!
Using (3), we can see that:
AB 2 = ABB = BAB = BBA = B 2 A.
This reasoning can be extended to every term of the infinite sum, in other words
(3) is enough for (2) to hold.
Exercise 4
(1)
T
For linearly independent initial conditions x0 = 1 0 and 0 = 0
get the fundamental matrix:
#
"
p
t
1
erfi
2
2
(t) =
.
t2
2
0
e
T
1 we
o
p t20 n
t0
t
2
1
e
erfi
erfi
2
2
2
(t, t0 ) = (t)1 (t0 ) =
2
2
1
0
e 2 (t t0 )
3
t = j 2
dt = j 2d.
So
Z
Z
2 Z 2
2
t2
e
e 2 dt = j 2 e d = j 2
d =
2
{z
}
|
erf()
r
=j
t
erf j
2
2
=
erfi
2
The function erfi is called imaginary error function, and in spite of its name,
it is a real function defined as
erfi() = j erf(j)
The functions erf and erfi are plotted in Figures 1 and 2. Note that both of
them are odd functions.
(2)
T
For linearly independent initial conditions x0 = 1 0 and 0 = 0
get the fundamental matrix:
t 1 t
e
e
1 + e2t
2
(t) =
.
0
et
The state transition matrix is given by:
t+t
0
e
(t, t0 ) = (t)1 (t0 ) =
0
4
1 t+t0
2e
21 et+3t0
et+t0
T
1 we
erfHxL
1.0
0.5
-2
-1
-0.5
-1.0
erfiHxL
10
-2
-1
1
-5
-10
(3)
T
For linearly independent initial conditions x0 = 1 0 and 0 = 0
get the fundamental matrix:
1+cos t
e
0
(t) =
.
0
e sin t
The state transition matrix is given by:
cos tcos t
0
e
1
(t, t0 ) = (t) (t0 ) =
0
T
1 we
e sin t+sin t0
Exercise 5
There are 10 different possible Jordan canonical forms for a matrix with the
given characteristic polynomial.
(1)
3
3
3
3
1
In this case, all the Jordan blocks have dimension 1. This is the only case when
the matrix is diagonalizable without having to resort to the Jordan canonical
form. The minimal polynomial is m () = ( 3)( + 1).
(2)
3
3
3
1
m () = ( 3)( + 1)2 .
1
1
(3)
1
3
1
3
1
3
3
3
1
m () = ( 3)2 ( + 1).
(4)
3
3
1
1
1
m () = ( 3)2 ( + 1)2 .
(5)
1
3
1
(6)
1
3
3
1
3
1
1
1
(7)
1
3
1
3
1
3
1
3
1
3
3
1
m () = ( 3)3 ( + 1).
(8)
1
3
3
1
1
1
m () = ( 3)3 ( + 1)2 .
(9)
1
3
1
3
1
m () = ( 3)4 ( + 1).
(10)
1
3
1
3
1
m () = ( 3)4 ( + 1)2 .
1
1