linear system by Meiling CHEN 1

Lesson 6
State transition matrix
Linear system
1. Analysis
linear system by Meiling CHEN 2
) ( ) ( ) (
) ( ) ( ) (
t Du t Cx t y
t Bu t Ax t x
dt
d
+ =
+ =
1. Homogeneous solution of x(t)
2. Non-homogeneous solution of x(t)
The behavior of x(t) et y(t) :
linear system by Meiling CHEN 3
Homogeneous solution
) 0 ( ) ( ) (
) ( ) 0 ( ) (
) ( ) (
1
x A sI s X
s AX x s sX
t Ax t x

=
=
=

) 0 (
) 0 ( ] ) [( ) (
1 1
x e
x A sI L t x
At
=
=

] ) [( ) (
1 1
A
= = u A sI L e t
At
State transition matrix
) ( ) ( ) ( ) ( ) (
) ( ) 0 (
) 0 ( ) (
0 0 0
) (
0
0
0
0 0
0
0
t x t t t x e t x e e t x
t x e x
x e t x
t t A At At
At
At
u = = =
=
=

linear system by Meiling CHEN 4

Properties
) ( ) ( . 5
) ( ) ( ) ( . 4
) ( ) ( ) 0 ( . 3
) ( ) ( . 2
) 0 ( . 1
0 2 0 1 1 2
1
kt t
t t t t t t
t x t x
t t
I
k
u = u
u = u u
u =
u = u
= u

] ) [( ) (
1 1
A
= = u A sI L e t
At
linear system by Meiling CHEN 5
Non-homogeneous solution
) ( ) ( ) (
) ( ) ( ) (
t Du t Cx t y
t Bu t Ax t x
dt
d
+ =
+ =
}
u + u =
+ =
+ =
+ =
+ =


t
d Bu t x t t x
s BU A sI L x A sI L t x
s BU A sI x A sI s X
s BU x s X A sI
s BU s AX x s sX
0
1 1 1 1
1 1
) ( ) ( ) 0 ( ) ( ) (
)] ( ) [( ) 0 ( ] ) [( ) (
) ( ) ( ) 0 ( ) ( ) (
) ( ) 0 ( ) ( ) (
) ( ) ( ) 0 ( ) (
t t t Convolution
Homogeneous
linear system by Meiling CHEN 6
) ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) ( ) ( ) (
) ( ) ( ) 0 ( ) ( ) (
0
0
0 0
0 0
0
t Du d Bu t C t x t t C t y
d Bu t t x t t t x
d Bu t x t t x
t
t
t
t
t
+ u + u =
u + u =
u + u =
}
}
}
t t t
t t t
t t t
Zero-input response Zero-state response
linear system by Meiling CHEN 7
Example 1
| |
T
x let
t u
x
x
x
x
0 0 ) 0 (
) (
1
0
3 2
1 0
2
1
2
1
=
(

+
(

=
(

+ +

= = = u



t t t t
t t t
At
e e e e
e e e e
e A sI L t
2 2
2 1 2
1 1
2 2 2
2
] ) [( ) (
}
u + u =
t
d Bu t x t t x
0
) ( ) ( ) 0 ( ) ( ) ( t t t
(
(

+
+
=
(

t t
t t
e e
e e
x
x
2
2
2
1
2 2
2
3
2
2
1
Ans:
)] ( ) [(
1 1
s BU A sI L

linear system by Meiling CHEN 8

| |
T
x let
t u
x
x
x
x
0 0 ) 0 (
) (
1
0
3 2
1 0
2
1
2
1
=
(

+
(

=
(

1
s
1
s 1
1
3
2
u
y
1
x
2
x
s
x ) 0 (
2
s
x ) 0 (
1
Using Maisons gain formula
) ( ) 0 ( ) 0 (
2
) (
) ( ) 0 ( ) 0 (
) 3 1 (
) (
2 3 1
1
2
1
1
2
2
2
2
2
1
1 1
1
2 1
s U
s
x
s
x
s
s x
s U
s
x
s
x
s s
s x
s s
A
+
A
+
A

=
A
+
A
+
A
+
=
+ + = A



linear system by Meiling CHEN 9
How to find
] ) [( ) (
1 1
A
= = u A sI L e t
At
State transition matrix
Methode 1:
] ) [( ) (
1 1
= u A sI L t
Methode 3: Cayley-Hamilton Theorem
Methode 2:
At
e t = u ) (
linear system by Meiling CHEN 10
Methode 1:
] ) [( ) (
1 1
= u A sI L t
(
(
(

=
(

(
(
(

+
(
(
(

(
(
(

=
(
(
(

3
2
1
2
1
2
1
3
2
1
3
2
1
1
0
0
0
0
1
) (
) (
1 0
0 1
0 0
2 1 1
3 4 0
0 1 0
x
x
x
t y
t y
u
u
x
x
x
x
x
x

(
(
(

+ +
+
+ + +
+ + + +
=

=

s s s s
s s
s s s
s s s s
A sI
A sI adj
A sI
4 1 4
3 2 3
3 2 11 6
3 3 ) 2 )( 4 (
1
) (
) (
2
2
2
1
linear system by Meiling CHEN 11
Methode 2:
At
e t = u ) (
| |
(
(
(

=
(

(
(
(

+
(
(
(

(
(
(

=
(
(
(

3
2
1
2
1
2
1
3
2
1
3
2
1
1 6 6
) (
) (
1
1
1
3 0 0
0 2 0
0 0 1
x
x
x
t y
t y
u
u
x
x
x
x
x
x

(
(
(

= = u

t
t
t
At
e
e
e
e t
3
2
0 0
0 0
0 0
) (
diagonal matrix
linear system by Meiling CHEN 12
Diagonization
linear system by Meiling CHEN 13
Diagonization
linear system by Meiling CHEN 14
Case 1:
distinct
i
e
) 1 )( 3 (
4 3
1
4 3
1 0
+ + =
+

A
1
3
2
1
=
=

=
(

=
(

+

=
3
1
0
4 3 3
1 3
) (
2
1
2
1
1 1
v
v
v
v
V A I
(

=
(

=
(

=
1
1
0
3 3
1 1
) (
2
1
2
1
2 2
v
v
v
v
V A I
depend
| |
(

=
(

= =

1 0
0 3
1 3
1 1
1
2 1
AP P V V P
linear system by Meiling CHEN 15
n
= = =
3 2 1
In the case of A matrix is phase-variable form and
| |
(
(
(
(

= =
1 1
2
1
1
2 1
2 1
1 1 1
n
n
n n
n
n
v v v P

Vandermonde matrix
for phase-variable form
(
(
(
(

= A =

4
3
2
1
1

AP P
1 A
= P Pe e
t At
linear system by Meiling CHEN 16
Case 1:
distinct
i
e
) 2 )( 1 )( 1 (
2 0 0
0 1 0
1 0 1
2 0 0
0 1 0
1 0 1
=

=
(
(
(

A I A
0
1 0 0
0 0 0
1 0 0
) (
3
2
1
1 1
=
(
(
(

(
(
(

=
v
v
v
V A I
2 1
=
depend
(
(
(

=
(
(
(

= +
(
(
(

=
(
(
(

= + +
0
1
0
0 0 0
0
0
1
0 0 0
3
2
1
3 2 1
3
2
1
3 2 1
v
v
v
v v v
v
v
v
v v v
2 1
V V =
linear system by Meiling CHEN 17
0
0 0 0
0 1 0
1 0 1
) (
3
2
1
3 3
=
(
(
(

(
(
(

=
v
v
v
V A I
2
3
=
(
(
(

=
(
(
(

= + +
1
0
1
0 0
3
2
1
3 2 1
v
v
v
v v v
| |
(
(
(

=
(
(
(

= =

2 0 0
0 1 0
0 0 1
1 0 0
0 1 0
1 0 1
1
3 2 1
AP P V V V P
linear system by Meiling CHEN 18
Case 3:
distinct
i
e
Jordan form
3 2 1
= =
| | form Jordan AP P v v v P = =
1
3 2 1
Generalized eigenvectors
2 3 1
1 2 1
1 1
) (
) (
0 ) (
v v A I
v v A I
v A I
=
=
=

(
(
(

= =

1
1
1
1
1
1

A AP P
(
(
(

=
t
t t
t
t
t t
t A
e
te e
e te e
e
1
1 1
1
2
1 1
2

linear system by Meiling CHEN 19
Example:
2
) 2 (
1 1
1 3
1 1
1 3
=

A
(

=
(

=
(

=
1
1
0
1 1
1 1
) (
12
11
12
11
1 1
v
v
v
v
V A I
(

=
(

=
(

=
0
1
1
1
1 1
1 1
) (
22
21
22
21
2 1
v
v
v
v
V A I
| |
(

= =
(

= =

2 0
1 2

0 1
1 1
1
2 1
A AP P V V P
1

2
2 2

=
(

= P Pe e
e
te e
e
t A At
t
t t
t A
linear system by Meiling CHEN 20
Method 3:
linear system by Meiling CHEN 21
A a A a I a A a A a a
A a A a A a A
I a A a A a A
I a A a A a A
n
n n
n
n
n
n
n
n
n
n
n
0
2
1 0 1
1
1 1
0
2
1 1
1
0 1
1
1
0 1
1
1
) (
0
=
=
=
= + + + +

+ + + + + =
n
n
A k A k A k I k A f
2
2 1 0
) (
any

=
+ + + + =
1
0
1
1
2
2 1 0
) (
n
k
k
k
n
n
A
A A A I A f
|
| | | |
linear system by Meiling CHEN 22
(

= =
1 0
2 1
?
100
A A
Example:
A I A A f let
1 0
100
) ( | | + = =
2 , 1 , 0 ) 2 )( 1 (
2 0
2 1
2 1
= = = =

100
2 1 0
100
2 2
100
1 1 0
100
1 1
2 ) (
1 ) (
= + = =
= + = =
| |
| |
f
f
1 2
2 2
100
1
100
0
=
=
|
|
(

=
(

+
(

= =
1 0
2 2 1
1 0
2 1
) 1 2 (
1 0
0 1
) 2 2 ( ) (
101
100 100 100
A A f
linear system by Meiling CHEN 23
(

= =
0 2
1 3
? A e
At
Example:
2 , 1 , 0
2
1 3
2 1
= = =

2 ) 2 (
) 1 (
1 0 2 1 0
2
1 0 1 1 0
| | | |
| | | |
= + = =
= + = =

t
t
e f
e f
t t
t t
e e
e e


+ =
=
2
1
2
0
2
|
|
(

+ +

=
(

+ +
(

=



t t t t
t t t t
t t t t At
e e e e
e e e e
e e e e e
2 2 2
2
0 2
1 3
) (
1 0
0 1
2
2 2
2 2
2 2
linear system by Meiling CHEN 24
linear system by Meiling CHEN 25
linear system by Meiling CHEN 26
linear system by Meiling CHEN 27
linear system by Meiling CHEN 28
linear system by Meiling CHEN 29