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Midterm September 20 Autumn semester 2018, questions

Linear Systems Theory (University of Pennsylvania)

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Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)
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ESE 500 : Linear System Theory


Instructor: George J. Pappas
Fall 2018

PRACTICE MIDTERM

Closed book, one note-sheet allowed. Show all work.

NAME

Score Max. Score


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

Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)


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Problem 1 (30 points) True or False

Please answer true or false to the following questions. Justify your answer.
 
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 à = 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

Continue of the answer for Problem 1:

Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)


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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

1. Identify the Jordan blocks.

2. List the eigenvalues of the matrix.

3. What is the algebraic multiplicity of each eigenvalue?

4. What is the geometric multiplicity of each eigenvalue?

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)


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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)


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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

Nedladdat av Kaustubh Sridhar (kaysri2007@gmail.com)