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# lOMoARcPSD|3671280

## Linear Systems Theory (University of Pennsylvania)

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lOMoARcPSD|3671280

## ESE 500 : Linear System Theory

Instructor: George J. Pappas
Fall 2018

PRACTICE MIDTERM

NAME

Problem 1 30
Problem 2 15
Problem 3 20
Problem 4 15
Problem 5 20
TOTAL 100

## Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)

lOMoARcPSD|3671280

## Problem 1 (30 points) True or False

 
0 1
1. The system ẋ = x is asymptotically stable.
0 −1
2. Consider a system with input u ∈ R and output y ∈ R that can be
described as ÿ + y = u + 1, y(0) = ẏ(0) = 0. This system is linear.

## 3. If λ is an eigenvalue for the matrix A, then λ + µ is an eigenvalue for

the matrix A + µI.
 
1 cos(t − t0 )
4. Let Φ(t, t0 ) = . Then, Φ(t, t0 ) is a valid tran-
cos(t − t0 ) 1
sition matrix.

## 5. Let A be a linear operator A : R2 → R2 , and

 A(x) = (x1 + x2 , x2 ) with
3 1
respect to the standard basis. Then Ã = is the matrix repre-
−4 0    
2 1 0
sentation of A with respect to the new basis on R : B = , .
2 1

## Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)

lOMoARcPSD|3671280

## Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)

lOMoARcPSD|3671280

## Problem 2 (15 points) Jordan Form

Suppose we are given the Jordan matrix:
 
0 0 0 0 0 0
0 −1 1 0 0 0 
 
0 0 −1 0 0 0 
J = 1

 0 0 0 − 2
0 0 
1

0 0 0 0 −2 1 
0 0 0 0 0 − 21

## 5. Let A = QJQ−1 . Consider the continuous time system ẋ = Ax and

the discrete time system xk+1 = Axk . In each case, determine whether
the system is asymptotically stable, marginally stable or unstable.

## Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)

lOMoARcPSD|3671280

## Problem 3 (20 points) Matrix Exponential

Suppose e(A+B)t = eAt eBt ∀t ∈ R. Prove that AB = BA.

## Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)

lOMoARcPSD|3671280

## Problem 4 (15 points) Stability

Suppose we have two systems:

x˙1 = A1 x1 + B1 u1 (1)
x˙2 = A2 x2 (2)

## with x1 ∈ Rn , u1 ∈ Rm and x2 ∈ Rp . Both systems are asymptotically

stable in the sense of Lyapunov. Next, assume the control input u1 applied
to system (1) depends linearly on the state of system (2). E.g., u1 = Kx2 .
With this interconnection between the systems, we have:

x˙1 = A1 x1 + B1 Kx2
x˙2 = A2 x2

Prove that this new, interconnected system is also asymptotically stable for
any K.

## Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)

lOMoARcPSD|3671280

## Problem 5 (20 points) Lyapanov Functions

Consider the system
ẋ(t) = Ax(t), x(0) = x0
and assume it is asymptotically stable. Suppose there exist a real number
µ > 0 and positive definite matrix P such that AT P + P A + µP is negative
definite. Define V (t) = x(t)T P x(t). Prove that

V (t) ≤ V (0)e−µt