Homework 4

Prem Chand
October 24, 2018

1 Problem 8.25
 
−1 2 0
Find the inverse of A =  1 1 0 using the Cayley-Hamilton theorem.
2 −1 2

Solution:
The characteristic polynomial for matrix A is given by

∆(A) = det(A − λI)

 
−1 − λ 2 0 

=  1 1−λ 0 
 2 −1 2 − λ
= (2 − λ)((−1 − λ)(1 − λ) − 2)
= −λ3 + 2λ2 + λ − 6

From C-H theorem, every matrix satisfies its own characteristic equation
Then ∆(A) = −A3 + 2A2 + A − 6I = 0,
multiplying with A−1 ,

−A2 + 2A + I − 6A−1 = 0
1
A−1 = (−A2 + 2A + I)
6
     
3 0 0 −1 2 0 1 0 0
Here A2 = 0 3 0 , A =  1 1 0 , I =  0 1 0
1 1 4 2 −1 2 0 0 1
 
−2 4 0
Hence A−1 = 61  2 2 0.
3 −3 3

1
2 Problem 8.26
1
 
−1
Find eAt if A = 2 .
0 1

Solution:
A is an upper-triangular matrix with eigenvalues −1 and 1.
And the characteristic polynomial of matrix A is ∆(λ) = λ2 − 1
Since A is a 2 x 2 matrix, eAt can always be written as a polynomial of degree 1 or less:

f (A) = eAt = α0 I + α1 A
1
 
α0 − α1 2 α1
=
0 α0 + α1

The coefficients α0 and α1 are found from f (λ) = α0 + α1 λ,

f (−1) = e−t = α0 − α1
f (1) = et = α0 + α1
Hence, α0 = (et +e−t )/2 = cosh t and α1 = (et − e−t )/2 = sinh t
e−t 21 sinh t
Therefore, eAt = .
0 et

3 Problem 8.26
 
−3 2
Find eAt with A = .
0 −3

Solution:
A is an upper-triangular matrix with eigenvalues λ1 = λ2 = −3.
And the characteristic polynomial of matrix A is ∆(λ) = (λ + 3)2
Since A is a 2 x 2 matrix, eAt can always be written as a polynomial of degree 1 or less:

f (A) = eAt = α0 I + α1 A
 
α0 − 3α1 2α1
=
0 α0 − 3α1

The coefficients α0 and α1 are found from f (λ) = α0 + α1 λ and f ′ (λ) = α1 ,

f (−3) = e−3t = α0 − 3α1

f ′ (−3) = te−3t = α1
Hence, α0 = (1 + 3t)e−3t and α1 = te−3t
e−3t 2te−3t
Therefore, eAt = .
0 e−3t

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4 Problem 8.31
1 k
2 − 12 1
1
Find  0 2 .
 
2
1
0 0 2

Solution:
A is an upper-triangular matrix with eigenvalues λ1 = λ2 = λ3 = 21 .
And the characteristic polynomial of matrix A is ∆(λ) = −(λ − 21 )3
k
Since A is a 3 x 3 matrix, A can always be written as a polynomial of degree 2 or less:
α0 + 21 α1 + 14 α2 − 21 α1 − 12 α2 α1
k 2 1 1
A = α0 I + α1 A + α2 A =  0 α0 + 2 α1 + 4 α2 2α1 + 2α2
 

0 0 α0 + 12 α1 + 41 α2
where
1 1 1
(λ1 )k = ( )k = α0 + α1 + α2
2 2 4
d(λ)k  1
= k( )k−1 = α1 + α2
dλ λ=λ1 2


d2 (λ)k  1
= k(k − 1)( )k−2 = 2α2
dλ2 λ=λ1 2


( 12 )k −k( 21 )k k(2 − k)( 12 )k−1

 

Hence, Ak =  0
 ( 21 )k k( 12 )k−2 .

0 0 ( 21 )k

5 Problem 8.39
Prove that [eAt ]T = eF t , where F = AT .

Solution:
2 2 3 3
eAt = I + At + A2!t + A3!t + ...
Taking transpose on both sides,
T 2 2
(AT )3 t3
[eAt ]T = I + AT t + (A 2!) t
+ 3! + ...
Given that, F = AT
F 2 t2 F 3 t3
[eAt ]T = I + F t + 2! + 3! + ...
[eAt ]T = eF t .

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6 Problem 8.40
The state of the unforced continuous-time system ẋ = Ax is observed only at the periodic instants t =
0, T, 2T, ..., kT, .... Use the exponent power law [eAT ]k = eAkT to show that the initial-condition response
can be described by either x(tk ) = eAkT x(0) or x(k + 1) = [A1 ]k x(0).

Solution:
The solution to the given CT LTI system can be written at the periodic instants t = 0, T, 2T, ..., kT, ...
using state-transition matrix Φ(tk+1 , tk ) = eA(tk+1 −tk )
x(T ) = eAT x(0)
x(2T ) = eAT x(T ) = [eAT ]2 x(0)
x(3T ) = eAT x(2T ) = [eAT ]3 x(0)
.
.
.
x(kT ) = eAT x((k − 1)T ) = [eAT ]k x(0)
Using the exponent power law [eAT ]k = eAkT we see that x(tk ) = eAkT x(0)
Now, to approximate the given system as a DT LTI system with sampling period tk+1 − tk = T we get,
x(k + 1) = A1 x(k), where A1 = eAT
Hence, x(1) = A1 x(0)
x(2) = A1 x(1) = [A1 ]2 x(0)
x(3) = A1 x(2) = [A1 ]3 x(0)
.
.
.
x(k + 1) = A1 x(k) = [A1 ]k+1 x(0)

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7 Problem 9.33
 T
The wobbling satellite of Problems 3.16, page 117, and 9.6, page 327, has the initial state x(0) = ω y (0) ω z (0) .
If the input torques are programmed as

u1 (t) = − t1f [ω y (0) cos Ωt − ω z (0) sin Ωt]

and

u2 (t) = − t1f [ω y (0) sin Ωt + ω z (0) cos Ωt]

find the state (wobble) x at time t = tf .

Solution:
The
 state equations
 for
 the given system are
0 −Ω u1 (t)
ẋ = x+ .
Ω 0 u2 (t)
 
0 −Ω
Here, A =
Ω 0
The eigenvalues of A are ±jΩ and eAt = α0 I + α1 A:
ejΩt = α0 + jΩα1 and e−jΩt = α0 − jΩα1
α0 = cos Ωt and α1 = Ω1 sin Ωt
 
cos Ωt −sinΩt
eAt =
sin Ωt cos Ωt
Input-matrix can be represented as:
" #
ω y (0) cos Ωt − ω z (0) sin Ωt
    
u1 (t) 1 cos Ωt −sinΩt ω y (0)
= − tf = − t1f = − t1f eAt x(0)
u2 (t) ω y (0) sin Ωt + ω z (0) cos Ωt sin Ωt cos Ωt ω z (0)
The state at any time t is given by:

Z t
x(t) = eAt x(0) + eA(t−τ ) u(τ ) dτ
0
t
1 Aτ
Z
= eAt x(0) + eA(t−τ ) (− e x(0)) dτ
0 tf
At t At
= e x(0) − e x(0)
tf
tt − t At
= e x(0)
tf

Hence, the state at x at time t = tf is zero.

or x(tf ) = 0

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8 Problem 9.34
Show that the approximate numerical solution of

ẋ = Ax + Bu

at time T, expressed as
...
x(T ) = x(0) + ẋ(0)T + ẍ(0)T 2 /2 + x(0)T 3 /3! + ...

leads to exactly the same series representation for Φ(T, 0) and B 1 as found in problem 9.10.

Solution:
The solution of ẋ = Ax + Bu in terms of Φ(T, 0) and B 1 can be expressed as:

x(T ) = Φ(T, 0)x(0) + B 1 u (1)

we know that,
ẋ(0) = Ax(0) + Bu,
ẍ(0) = Aẋ(0) = A(Ax(0) + Bu) = A2 x(0) + ABu,
...
x(0) = Aẍ(0) = A(A2 x(0) + ABu) = A3 x(0) + A2 Bu and so on.
substituting in the given approximate numerical solution for x(T )

T2 T3
x(T ) = x(0) + [Ax(0) + Bu]T + [A2 x(0) + ABu] + [A3 x(0) + A2 Bu] + ...
2! 3!
A2 T 2 A3 T 3 A2 T 2 A3 T 3
x(T ) = [I + AT + + + ...]x(0) + T [I + AT + + + ...]Bu
2! 3! 2! 3!

comparing this with equation (1) we get Φ(T, 0) and B 1 as:

2 2 3 3
Φ(T, 0) = I + AT + A2!T + A3!T + ...
and
2 2 3 3
B 1 = T [I + AT + A2!T + A3!T + ...]B
which is exactly as found in problem 9.10

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9 Problem 9.39
A single-input, single-output system is described by
   
1 0 1  
x(k + 1) = 1 1 x(k) + u(k) and y(k) = 5 1 x(k)
−2 2 −1
Use a change of basis to determine the normal form equations.

Solution:  
1 0
The matrix A = has its eigenvalues as λ1 = 1, λ2 = 21 and the eigenvectors as v1 =
− 12 12
 T  T
−1 1 , v2 = 0 1 .
   
1 0 −1 1 0
Thus M = and M =
−1 1 1 1
To determine the normal form equations, using the change of basis x(k) = M q(k)

   
1 0 1  
M q(k + 1) = M q(k) + u(k) y(k) = 5 1 M q(k)
− 21 21 −1
   
−1 1 0 −1 1  
q(k + 1) = M M q(k) + M u(k) y(k) = 5 1 M q(k)
− 21 21 −1
   
1 0 1  
q(k + 1) = q(k) + u(k) y(k) = 4 1 q(k)
0 12 0

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10 Problem 9.42
The motor of Problem 9.41 is used in a sampled-data feedback system as shown in Figure. The signal u(k)
is e(tk ) = r(tk ) − θ(k). Write the discrete state equations, using r(tk ) as the input and θ(tk ) as the output.

r(t) e(t) u(k) θ(t)

− Sample and hold Motor

Solution:
The transfer system of the motor is given by θ(s)/u(s) = K/[s(τ s + 1)] which represents the differential
equation τ θ̈ + θ̇ = Ku(t)
Setting
  x1 = θ, x2 = θ̇ gives
 
x˙1 0 1 x1 0
= + K u(t)
x˙2 0 − τ1 x2 τ
ẋ = Ax + Bu
The solution of the above LTI system can be represented by difference equation given that the input
u(k) is constant over the sampling period:
x(k + 1) = A1 x(k) + B1 u(k)
where A1 = Φ(tk+1 , tk ) = eA(tk+1 −tk ) = eA∆t
Rt Rt
and B1 = tkk+1 Φ(tk+1 , τ )dτ B = tkk+1 eA(tk+1 −τ ) dτ B
solving for A1 and B1 using MATLAB we get,
" # " #
1 τ (1 − e−∆t/τ ) ∆t − τ (1 − e−∆t/τ )
A1 = , B1 = K
0 e−∆t/τ 1 − e−∆t/τ
Hence, the discretized system can be written as:
" # " #
1 τ (1 − e−∆t/τ ) ∆t − τ (1 − e−∆t/τ )
x(k + 1) = x(k) + Ku(k)
0 e−∆t/τ 1 − e−∆t/τ
 
now substituting signal u(k) as error e(k) = r(k) − θ(k), where θ(k) = 1 0 x(k).
" # " #
1 τ (1 − e−∆t/τ ) ∆t − τ (1 − e−∆t/τ )
x(k + 1) = x(k) + K(r(k) − θ(k))
0 e−∆t/τ 1 − e−∆t/τ
" # " #
1 τ (1 − e−∆t/τ ) ∆t − τ (1 − e−∆t/τ )  
x(k + 1) = −∆t/τ x(k) + −∆t/τ K(r(k) − 1 0 x(k))
0 e 1−e
" # " #
1 − K(∆t − τ (1 − e−∆t/τ )) τ (1 − e−∆t/τ ) ∆t − τ (1 − e−∆t/τ )
x(k + 1) = x(k) + Kr(k)
−K(1 − e−∆t/τ ) e−∆t/τ 1 − e−∆t/τ

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