ACS6102

Data Provided: None

DEPARTMENT OF AUTOMATIC CONTROL & SYSTEMS ENGINEERING

Autumn Semester 2015-2016

ACS6102 State-Space, Nonlinear and Optimal Control 3 Hours

Answer FOUR questions.

No marks will be awarded for solutions to a fifth and/or sixth questions.

Solutions will be considered in the order that they are presented in the answer book.
Trial answers will be ignored if they are clearly crossed out.

If more than the required number of questions are attempted, DRAW A LINE THROUGH
THE ANSWERS THAT YOU DO NOT WISH TO BE MARKED.

All questions are marked out of 20. The breakdown on the right-hand side of the paper is
meant as a guide to the marks that can be obtained from each part.

LEAVE THIS EXAM PAPER ON YOUR DESK.

DO NOT REMOVE IT FROM THE HALL.

SAMPLE SOLUTIONS

Registration number from U-Card (9 digits) to be completed by student

ACS6102 1 TURNOVER
 ACS6102

------ Blank Page --------

ACS6102 2 CONTINUED
 ACS6102

1.
a) Mathematically formulate the following linear programming problem, BUT YOU
DONT HAVE TO SOLVE IT.
An electronics company manufactures four highly technical products: A, B, C, and D,
which it supplies to a number of contracted firms. Each of the products must pass
through the following four departments before they are shipped: Writing, Drilling,
Assembly, and Inspection. The time requirements in each department (in hours) for each
unit produced and its corresponding profit value are summarized in the table below:

Department
Product Writing Drilling Assembly Inspection Unit Profit
A 0.5 3 2 0.5 9
B 1.5 1 4 1.0 12
C 1.5 2 1 0.5 15
D 1.0 3 2 0.5 11

The production time available in each department each month and the minimum monthly
production requirement to fulfill contracts are as follows:

Department Capacity (in hours) Product Minimum Production Level

Writing 1500 A 150
Drilling 2350 B 100
Assembly 2600 C 300
Inspection 1200 D 400

The companys overall objective is to manufacture the four types of products in such
quantities as to maximise total profits.

Hint: You should clearly define the decision variables, objective function, and
constraints.

[5 marks]

Sample Solutions:

1) Decision variables. Let

X1 = number of units of product A

X2 = number of units of product B
X3 = number of units of product C
X4 = number of units of product D

2) Objective function. The objective is to maximise profit:

Maximise P = 9X1 + 12X2 + 15X3 + 11X4

ACS6102 3 TURNOVER
 ACS6102

3) Constraints.

Capacity:

0.5X1 + 1.5X2 + 1.5X3 + 1.0X4 1500

3.0X1 + 1.0X2 + 2.0X3 + 3.0X4 2350
2.0X1 + 4.0X2 + 1.0X3 + 2.0X4 2600
0.5X1 + 1.0X2 + 0.5X3 + 0.5X4 1200

Minimum production level:

X1 150
X2 100
X3 300
X4 400

Non-negative requirement:

X1 0, X2 0, X3 0, X4 0

ACS6102 4 CONTINUED
 ACS6102

1.
b) Consider the linear programming (LP) problem:

max Z = x1 2 x2
s.t. x1 x2 5

x1 2 x2 8
2x1 x2 8

x1 0, x2 0

(i) Draw the feasible region and clearly indicate all feasible corner points.
[6 marks]

(ii) Find all feasible corner points and evaluate the value of the objective function at
each feasible corner.
[2 marks]

(iii) Draw an objective function line and evaluate the slope of the line.
[2 marks]
(iv) Determine the optimal solution to the LP problem. It is assumed that optimal solution
can be any real number.
[3 marks]

(vi) Provide the augmented standard form of the equality linear programming model for
the LP problem.
[2 marks]

Sample Solutions:

(i) Feasible region is shown in the figure below (shadowed area).

(0,8)

(0,5)
(0,4)
(0,5)
(2,3
) (2,3(3,2)
)
(4,0) (5,0) (8,0)
x1 + 2x2 = 8
(3,2
2x1 + x2 = 8 ) x1 + x2 = 5

ACS6102 5 TURNOVER
 ACS6102

(ii) A total of 5 feasible corners: (0,0), (4,0), (3,2), (2,3), (0,4)

(iii) The objective line that passes through (2,0) and (0,1) is shown in the figure. The slope of the
objective function line is -1/2.

(iv) Z(0,0) = 0
Z(4,0) = 4
Z(3,2) = 7
Z(2,3) = 8 (optimal)
Z(0,4) = 8 (optimal)
[1 mark]
The solution to the LP problem is not unique. Any point in the segment that connects the
two points (2,3) and (0,4) is an optimal solution to this LP problem.
[2 marks]

(iv) The augmented standard form of the equality linear programming model for the LP problem
is
Min Z - x1 - 2x2 - 0s1 - 0s2 - 0s3 = 0 (0)
s.t. x1 + x2 + s1 + 0s2 + 0s3 = 5 (1)
x1 + 2x2 + 0s1 + s2 + 0s3 = 8 (2)
2x1 + x2 + 0s1 + 0s2 + s3 = 8 (3)
x1 0, x2 0, s1 0, s2 0, s3 0.

where s1, s2 and s3 are called slack variables.

ACS6102 6 CONTINUED
 ACS6102

2.
a) State whether each of the following statements is true or false. Give a brief justification of
your answer in each case.

(i) Every convex function is monotone non-decreasing.

[2 marks]
(ii) The Hessian of a convex function has only real eigenvalues.
[2 marks]
(iii) The univariate function f ( x) e ( x2 )
is a convex function on the interval [0, +), but it
is non-convex in the interval (-, +)
[2 marks]

(iv) Let f ( x) and g ( x) be two functions of a single variable and both are convex on an
interval (-, +). Then the function h( x) max{ f ( x), g ( x)} is a convex function on
the interval (-, +).
[2 marks]

(v) The two functions f ( x1 , x2 ) x12 x23 and g ( x1 , x2 ) x12 x24 both have a local
minimiser at the origin.
[2 marks]

Sample Solutions:

(i) False. For example, the function f = x2 is a convex function but it is not monotonically non-
decreasing on (-,0). So, a convex function is monotone non-decreasing.

(ii) True. The Hessian of the function a function is symmetrical and thus has only real
eigenvalues.

(iii) False. The Hessian of the function f ( x) e( x

2
)
is:
f
2
2e ( x2 )
[1 2 x 2 ]
x 2

which is everywhere strictly positive definite. The function f ( x) e( x

2
)
is therefore a strict
convex function on the whole interval (-, +).

(iv) True. This can be easily proved using the definition of convex functions as below.

We need to show that for any two points x1, x2, and any real number ,

h( x1 (1 ) x2 ) h( x1 ) (1 )h( x2 )

or equivalently to prove,

max{ f ( x1 (1 ) x2 ), g ( x1 (1 ) x2 )} max{ f ( x1 ) (1 ) f ( x2 ), g ( x1) (1 ) g ( x2 )} (*)

ACS6102 7 TURNOVER
 ACS6102

Using the assumption that both f ( x) and g ( x) are convex functions, we have,

f ( x1 (1 ) x2 ) f ( x1 ) (1 ) f ( x2 )
g ( x1 (1 ) x2 ) g ( x1 ) (1 ) g ( x2 )

Thus, Equation (*) holds.

(v) False. First of all, it is easy to prove that both functions have a unique stationary (critical)
point at (x1,x2) = (0,0). Their associated Hessian are:

2 0 2 0
2 f ( x1 , x2 ) , g ( x1 , x2 )
2
2
0 6x2 0 12x2

Clearly, 2 f is not positive semi-definite for x2 < 0, so f is not convex, 2 g is everywhere

positive semi-definite and so is convex. Thus, f has no local (global) optima, while g is
minimized at the origin.

ACS6102 8 CONTINUED
 ACS6102

2.
b) Consider the function

f (x) f ( x1 , x2 ) ( x1 x22 )2

(i) Derive the gradient of f (x) .

[2 marks]

(ii) At the point x (0) [0,1]T , choose a search direction d [1, 1]T . Show that d is a
descent direction.
[2 marks]

(iii) Find the step-size that minimises f (x (0) d) , that is, what is the result of this
exact line search?
[2 marks]

(iv) Derive the Hessian of f (x) .

[2 marks]

(v) Starting from x (0) [0,1]T and using a fixed step-size =1, apply Newtons method
to compute x (1) . Show x (1) and f (x (1) ) .
Hint: The inverse of a 2 2 matrix is as follows

1
a b 1 d b
c d ad bc c a

[2 marks]

Sample Solutions:

2 x1 2 x22
(i) f (x)
4 x1 x2 4 x2
3

2
(ii) f (x (0) ) ,
4
(f (x )) d 2 4 2 0
(0) T

Therefore, d is a descent direction.

(iii) Note that

ACS6102 9 TURNOVER
 ACS6102

0 1
x (0) d
1 1 1

We therefore need to find that minimises

1 3
g ( ) f (x (0) d) f ( ,1 ) [ (1 ) 2 ]2 ( 2 1) 2 [( ) 2 ]2
2 4

It is straightforward to know that =1/2 is the unique minimiser of g().

3 9
Therefore, f (x d) ( )
(0) 2

4 16

2 4x2
(iv) 2 f (x) 2
4x2 4x1 +12x2

2 4
(v) 2 f (x (0) )
4 12
1 12 4
[ 2 f (x (0) )]1
8 4 2
1 12 4 2 1
d (0) [2 f (x (0) )]1 f (x (0) )
8 4 2 4 0
Therefore,

0 1 1
x (1) =x (0) d (0) x (0) d (0)
1 0 1
f (x ) 0
(1)

ACS6102 10 CONTINUED
 ACS6102

3.
a) Consider the nonlinear minimisation problem

25
min f (x) f ( x1 , x2 ) x12 x22 3x1 4 x2
4
s.t. x1 0,
x2 0,
x1 x2 1.

(i) Draw the feasible region for this nonlinear optimisation problem.
[3 marks]

(ii) Evaluate the optimal solution graphically.

[3 marks]

(iii) Define the Lagrange function for this optimisation problem.

[2 marks]

(iv) Provide the KKT conditions for the optimization problem.

[6 marks]

(v) Assume that there is one and only one constraint is active, determine which
constraint is active from the KKT conditions and work out the feasible optimal
solution.
[6 marks]

Sample Solutions:

(i) The feasible region is shown in the figure below (shadowed area).

(ii) The minimum value of the objective function is actually equal to the shortest distance from
the centre of the circle below to the constraint x1 + x2 =1:

f (x) f ( x1 , x2 ) ( x1 3 / 2) 2 ( x2 2) 2

The straight line that passes through [3/2, 2]T and is perpendicular to the straight line
x1 x2 1 is:
1
x1 x2
2
1
The intersection of the two straight lines x1 x2 1 and x1 x2 0 is [1/4, 3/4]T. This is the
2
optimal solution.

ACS6102 11 TURNOVER
 ACS6102

(iii) Define

g1 ( x1 , x2 ) x1 g1 ( x1 , x2 ) 0
g 2 ( x1 , x2 ) x2 g 2 ( x1 , x2 ) 0
g3 ( x1 , x2 ) x1 x2 1 g3 ( x1 , x2 ) 0

The Lagrange function is

L(x, ) L( x1 , x2 , 1 , 2 , 3 )
f ( x1 , x2 ) 1 g1 ( x1 , x2 ) 2 g 2 ( x1 , x2 ) 3 g3 ( x1 , x2 )
( x1 3 / 2) 2 ( x2 2) 2 1 ( x1 ) 2 ( x2 ) 3 ( x1 x2 1)

(iv) KKT conditions

(A) 1 0, 2 0, 3 0
L
x 2( x1 3 / 2) 1 3 0
1
(B)
L 2( x 2) 0
x2 2 2 3

1 ( x1 ) 0

(C) 2 ( x2 ) 0
( x x 1) 0
3 1 2

ACS6102 12 CONTINUED
 ACS6102

g1 ( x1 , x2 ) x1 0 x1 0

(D) g 2 ( x1 , x2 ) x2 0 x2 0
g ( x , x ) x x 1 0 x x 1
3 1 2 1 2 1 2

(v) Discussions. There are a total of three possibilities:

Case (I): Only g1 is active, that is, 1 0, 2 3 0

Case (II): Only g2 is active, that is, 2 0, 1 3 0
Case (III): Only g3 is active, that is, 3 0, 1 2 0

For Case (I), 1 0, 2 3 0 . From (C), x1 = 0. From (B), 3 = 2(x1 3/2) = 3 < 0. This
contradicts (A). Therefore, the constraint g1(x1,x2) = x1 0 is not active.

For Case (II), 2 0, 1 3 0 . From (C), x2 = 0. From (B), 3 = 2(x2 2) = 4 < 0. This
contradicts (A). Therefore, the constraint g2(x1,x2) = x2 0 is not active.

For Case (III), 3 0, 1 2 0 . From (B),

1
x1 2 (3 3 )
(E)
x 1 (4 )
2 2 3

From (C),

3 ( x1 x2 1) 0
(F) x1 x2 1 0
3 0

From (E)+(F),

x1* 1/ 4, x2* 3 / 4, 3* 5 / 2 0.

So, x* [ x1* , x2* ]T [1/ 4,3 / 4]T , together with * [1* , 2* , 3* ]T [5 / 2,0,0]T , is the only point that
satisfies all the first order KKT conditions. Therefore, the constraint g3(x1,x2) = x1 + x2 1 0 is
active, and x* [ x1* , x2* ]T [1/ 4,3 / 4]T is the only feasible optimum.

Further discussions below are strongly welcome and encouraged but not required for this
question.

The gradient of the active constraint g3(x1,x2) = x1 + x2 1 at the KKT point x* [1/ 4,3 / 4]T is

1
g3 ( x* )
1

ACS6102 13 TURNOVER
 ACS6102

The associated feasible search direction (space) is therefore

V {v (v1 , v2 )T | [g3 ( x* )]T v 0} {v (v1, v2 )T | v1 v2 0}

Lagrange Hessian at the KKT point x* [1/ 4,3 / 4]T and * [1* , 2* , 3* ]T [5 / 2,0,0]T is

2 0
2xx L( x* , * )
0 2

This matrix is everywhere positive definite, that is, it satisfies wT 2xx L( x* , * )w 0 for all
w R2 (w 0) (non-zero vector). More specifically, for any vector non-zero vector v in the
feasible space V, we have vT 2xx L( x* , * ) 0 , so it certainly satisfies the second-order optimality
conditions for the inequality constrained problem. We conclude that x* [ x1* , x2* ]T [1/ 4,3 / 4]T is
a strict local solution for the minimisation problem. (In fact, it is the global solution to this problem
as the problem is a convex programming problem.)

ACS6102 14 CONTINUED
 ACS6102

4.
a) Consider an ideal mass-spring-damper system, shown in Figure 1, where mass
( m ) is attached to a spring (spring constant k ) and a viscous damper (damping
coefficient c ) subject to an external force u (t ) .

Figure 1

(i) Derive the governing differential equation with respect to the displacement x(t ) of
the mass and determine the natural frequency 0 and damping ratio .
[4 marks]

ANSWER:
A derivation along the following lines is required for 3 marks:

An ideal massspringdamper system with mass m , spring constant k , and viscous damper of
damping coefficient c is subject to an oscillatory force Fs kx(t ) and a damping force
Fd cv(t ) cx(t ) .
Applying Newton's second law, the total force Ftot on the mass is
Ftot mx(t ) cx(t ) kx(t ) u(t )
Therefore, the governing differential equation is
c k 1
x(t ) x(t ) x(t ) u (t )
m m m

1 mark: The natural frequency is 0 k / m and the damping ratio is c / 2 km .

(ii) Derive a state-space model of this system, assuming a measurement of the

displacement of the mass.
[4 marks]
ANSWER:
1 mark for a sensible choice of states, say x1 (t ) x(t ), x2 (t ) x(t ) and 1 mark each for the
system matrices A , B and C .

d x(t ) 0 1 x(t ) 0
u (t ), y (t ) 1 0 X (t )
dt x(t ) k / m c / m x(t ) 1/ m

X (t )
Different permutations of the state vector are perfectly acceptable.

ACS6102 15 TURNOVER
 ACS6102

(iii) Explain briefly the main advantages of state space methods over classical methods.
[2 marks]
ANSWER:
Words to the following effect are required: Model multiple-input and multiple-output (MIMO)
systems; Provide insight into system properties (zero-input response, zero-state
response, reachability and observability etc); Lead to generalisation for nonlinear and
time-varying systems; Easy programming on computers.
Full mark for any two of the four points.

b) Consider the mass-spring-damper system without external input

x1 (t ) 0 1 x1 (t )
x (t ) 2 20 x2 (t )
.
2 0

Assuming the natural frequency is 0 1 rad/s, determine the value of the damping ratio
0 that makes this system critically damped.
[6 marks]
ANSWER:
A critically damped, second order system has two identical real-valued poles (2 marks). We
proceed by solving the characteristic equation of the system:
0 0 1
det( I A) det 0,
0 1 2
( 2 ) 1 0
2 2 1 0.
This has two solutions {1 , 2 } which can be obtained as follows:
2 4 2 4
{1 , 2 }
2
In order to obtain two identical solutions, the term under the square root must equate to zero.
This occurs for values of 1 . We seek the positive value, hence 1 (4 marks).

c) Consider the following continuous-time, linear, time-invariant system:

x(t ) Ax(t ) Bu (t ), ?x 0) 0,
y (t ) Cx(t ) Du (t ),

where u (t ) and y (t ) are the inputs and outputs, respectively.

Show mathematically that the state-space representation is not unique.
[4 marks]
ANSWER:
A derivation along the following lines is required for full marks:

Introduce a change of coordinates x Tz , where T is an invertible matrix. Substituting this into

the state-space equations gives:
Tz ATz Bu z T 1 ATz T 1Bu, y CTz Du.
Therefore z Az Bu , where A : T 1 AT and B : T 1B , and y Cz Du , where C : CT
and D : D .

ACS6102 16 CONTINUED
 ACS6102

5. The dynamics of a pendulum, shown in Figure 2, are given by:

ml 2 (t ) mgl sin (t ) (t ) u(t ),

where (t ) is the angle of the pendulum at time t with respect to its upward position, m is
the mass of the pendulum, l is the distance from the pendulum pivot to its centre of mass, g
is the gravitational acceleration and is the coefficient of friction at the pivot. u (t ) is the
external torque. The state vector for this system can be defined as x(t ) : (( tt )) .

Figure 2

a) Is the pendulum an example of a linear system? Explain your answer.

[2 marks]
ANSWER:
No, owing to the trigonometric term in the state equation.

b) By making use of the small angle approximation sin , show that the above system
can be approximated by a linear state-space model of the form

x(t ) Ax(t ) Bu(t )

and derive the entries of A and B .

[4 marks]
ANSWER:
1 mark: With the small angle approximation sin , we have
ml 2 (t ) mgl (t ) (t ) u(t ).
1 mark for a sensible choice of states, say x(t ) : (( tt )) and 1 mark each for the system matrices

A and B .
d (t ) 0 1 (t ) 0

dt (t ) g / l / ml 2 (t ) 1/ ml 2
u (t )

x (t )

c) Assuming

0 1 0
A ?B
,
10 0 1

we seek a control law to minimise the following infinite-horizon quadratic cost:

ACS6102 17 TURNOVER
 ACS6102

0
(t )2 u (t )2 dt.

(i) For the above cost function, what are the weighting matrices Qx , Qu of the
corresponding LQR problem?
[2 marks]
ANSWER:
1 0
Qx ? Qu 1.
0 0

(ii) Compute the positive definite solution to the ARE. The ARE is given by
PA AT P PBQu1BT P Qx 0
[4 marks]
ANSWER:
A calculation along the following lines is required for full marks:

From the ARE, we have

p p12 0 1 0 10 p11 p12

PA AT P PBQu1BT P Qx 11
p21 p22 10 0 1 0 p21 p22
p11 p12 0 p p12 1 0 0 0
p 0 1 11 0
21 p22 1 p21 p22 0 0 0

p122 20 p12 1 0,
p12 10 10.05, p12 p21 20.05,
assume p22 6.33,?p11 3.64.

Therefore, the positive solution is

63.64 20.05
P ? .
20.05 6.33

(iii) Compute the optimal control law that minimises the above cost function.
[4 marks]
ANSWER:
The optimal control law is:
63.64 20.05
K Qu1BT P 0 1 20.05 6.33
20.05 6.33

(iv) Comment on the dynamic behaviour of the open and closed loop systems by the
location of the poles of both.
[4 marks]
ANSWER:
1 mark: Eigenvalues of open - loop system given by solving the characteristic equation of the
system:
0 0 1
det( I A) det 0, 10 ? 0.
2

0 10 0

ACS6102 18 CONTINUED
 ACS6102

1 mark: Eigenvalues of closed - loop system given by solving the characteristic equation of the
system:
0 0 1
det( I ( A BK )) det 0,
0 10.05 6.33
6.33 ? .332 40.20
2 6.33 10.05 0 3.17 ? .16 j.
2
2 marks: The o/l system has a right-half-plane pole and is therefore asymptotically unstable.
The c/l system has a well damped complex conjugate pole pair in the complex left-half-plane.
The c/l system is therefore asymptotically stable and we would expect its step response to
display only a small amount of overshoot.

ACS6102 19 TURNOVER
 ACS6102

6.
a) Provide the precise definitions of reachability and observability.
[2 marks]
ANSWER:
1 mark for each correct definition.
A linear system is said to be reachable if it is possible to find some input signal u (t ) for
t f that will transfer the initial state x(t0 ) to any final state x(t f ) in finite time t f t0 .
all t [t0 ,
A linear system is said to be observable if for any t t0 it is possible to determine the
state of the system x(t ) through measurements of y (t ) and u (t ) for t [t0 , t f ] .

b) Consider the following continuous-time LTI state-space system:

x(t ) Ax(t ) Bu (t ),
?x t0 ) x0 ,
y (t ) Cx(t ) Du (t ).

For arbitrary initial and final times, t0 and t f , the general solution is

t
x(t ) x(t0 )e A(t t0 ) e A(t ) Bu ( )d
t0

Assuming a sampling interval of T , a zero-order hold on the input, i.e.

u(kT t kT T ) u(kT ) , and the matrix A is invertible. Using the short-hand notation
of x[k ] : x(kT ), u[k ] : u(kT ) , and y[k ] : y(kT ) , derive a discrete-time equivalent state
space model.
[4 marks]
ANSWER:
A derivation along the following lines is required for full marks:
Consider system dynamics from initial time kT to final time kT T (Note: ZOH and A
invertible)
kT T
x(kT T ) e A( kT T kT ) x(kT ) e A( kT T ) Bu ( )d
kT
kT T
e AT x(kT ) e A( kT T ) d Bu (kT ) e AT x(kT ) A1 (e AT I ) Bu (kT )
kT

Therefore, the discrete-time equivalent state space model is given by

x[k 1] e AT x[k ] A1 (e AT I ) Bu[k ],
y[k ] Cx[k ] Du[k ]

c) Assuming a zero initial condition, i.e. x(0) 0 , derive an expression for the transfer
function G( s) of the system in part b), where Y (s) G(s)U (s) .
[4 marks]
ANSWER:
2 marks to be awarded for a plausible derivation, and a further 2 marks for a correct answer.

Taking Laplace transforms of the state and output equations yields:

ACS6102 20 CONTINUED
 ACS6102

sX ( s) x(0) AX ( s) BU ( s),
Y ( s) CX ( s) DU ( s).
Rearranging the first equation with the prescribed initial condition x(0) 0 gives:
(sI A) X (s) BU (s) X (s) ( sI A)1 BU ( s)
where I is an identity matrix. Substituting this into the output equations gives
Y (s) G(s)U (s) , where: G(s) C (sI A)1 B D.

d) Consider the discrete-time LTI state-space system,

0.6 1 2
x[k 1] x[k ] u[k ],
y k ] 10 0 x[k ].
0 0.4 0

(i) Is this system stable? Explain your reasoning.

[2 marks]
ANSWER:
By inspection, both of the eigenvalues lie within the unit disk in the complex plane, therefore the
(discrete-time) system is stable.

(ii) Is this system observable / detectable? Explain your reasoning.

[2 marks]
ANSWER:
The observability matrix is constructed as follows:
C 10 0
Wo ,
CA 6 10
which is full rank. Therefore the system is observable.

(iii) Is this system reachable / stabilisable? Explain your reasoning.

[2 marks]
ANSWER:
The reachability matrix is constructed as follows:
2 1.2
Wr B AB ,
0 0
which is rank deficient. Therefore the system is unreachable. However, as all modes are stable,
the system is stabilisable.

(iv) Transform this system into the modal canonical form given by:

z[k 1] Az[k ] Bu[k ],

y k ] Cz[k ],

where A is a diagonal matrix, and define the system matrix A, B , and C .

[4 marks]
ANSWER:
1 mark for defining a suitable state-transformation matrix, and 1 mark for correctly defining each
matrix.
Eigenvalues of A (by inspection) are 1 0.6 , 2 0.4 . Eigenvectors of A are obtained by
solving for the vectors vi in Avi i vi :

ACS6102 21 TURNOVER
 ACS6102

0.6 1 x1 x1 x1 1
0 0.4 y 1 y y 0 ,
1 1 1
0.6 1 x2 x2 x2 1
0 0.4 y 2 y y 1 ,
2 2 2
These provide a basis for the columns of the transformation matrix V , from which we can
compute its inverse:
1 1 1 1
V : ? 1
,
V
0 1 0 1
Note that AV V , and so the transformation to modal canonical form is given by:
0.6 0 2
A V 1 AV ,?B V 1B ,?C CV 10 10.
0 0.4 0
The B and C matrices are not unique, being dependent on V . Provided V has been defined
sensibly then marks will be awarded.

END OF QUESTION PAPER

ACS6102 22 CONTINUED