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Solution of Linear System Theory and Design 3ed For Chi Tsong Chen PDF
Solution of Linear System Theory and Design 3ed For Chi Tsong Chen PDF
2.1 Consider the memoryless system with characteristics shown in Fig 2.19, in which u denotes
the input and y the output. Which of them is a linear system? Is it possible to introduce a new
output so that the system in Fig 2.19(b) is linear?
Figure 2.19
Translation: 2.19 u y
2.19(b)
Answer: The input-output relation in Fig 2.1(a) can be described as:
y = a *u
y = a *u + b
Here a and b are all constants. Testify whether it has the property of additivity. Let:
y1 = a * u1 + b
y2 = a * u2 + b
then:
( y1 + y 2 ) = a * (u1 + u 2 ) + 2 * b
So it does not has the property of additivity, therefore, is not a linear system.
But we can introduce a new output so that it is linear. Let:
z = y b
z = a *u
z is the new output introduced. Easy to testify that it is a linear system.
The input-output relation in Fig 2.1(c) can be described as:
y = a (u ) * u
a(u) is a function of input u. Choose two different input, get the outputs:
y1 = a1 * u1
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Linear System Theory and Design SA01010048 LING QING
y2 = a2 * u 2
Assure:
a1 a 2
then:
( y1 + y 2 ) = a1 * u1 + a 2 * u 2
So it does not has the property of additivity, therefore, is not a linear system.
sin 2 (t t 0 )
g (t ) = 2
2 (t t 0 )
for all t, where w and to are constants. Is the ideal lowpass filter causal? Is is possible to built
the filter in the real world?
Translation: tw to
Answer: Consider two different time: ts and tr, ts < tr, the value of g(ts-tr) denotes the output at
time ts, excited by the impulse input at time tr. It indicates that the system output at time
ts is dependent on future input at time tr. In other words, the system is not causal. We
know that all physical system should be causal, so it is impossible to built the filter in
the real world.
u (t ) for t a
y (t ) = ( Pa u )(t ) :=
0 for t > a
where a is a fixed constant. The system is called a truncation operator, which chops off the
input after time a. Is the system linear? Is it time-invariant? Is it causal?
Translation: a
a
Answer: Consider the input-output relation at any time t, t<=a:
y=u
Easy to testify that it is linear.
Consider the input-output relation at any time t, t>a:
y=0
Easy to testify that it is linear. So for any time, the system is linear.
Consider whether it is time-invariable. Define the initial time of input to, system input is
u(t), t>=to. Let to<a, so It decides the system output y(t), t>=to:
2
Linear System Theory and Design SA01010048 LING QING
u (t ) for t 0 t a
y (t ) =
0 for other t
Shift the initial time to to+T. Let to+T>a , then input is u(t-T), t>=to+T. System output:
y ' (t ) = 0
Suppose that u(t) is not equal to 0, y(t) is not equal to y(t-T). According to the definition,
this system is not time-invariant.
For any time t, system output y(t) is decided by current input u(t) exclusively. So it is a
causal system.
2.4 The input and output of an initially relaxed system can be denoted by y=Hu, where H is some
mathematical operator. Show that if the system is causal, then
Pa y = Pa Hu = Pa HPa u
Pa y = Pa Hu
Define the initial time 0, since the system is causal, output y begins in time 0.
If a<=0,then u=Hu. Add operation PaH in both left and right of the equation:
Pa Hu = Pa HPa u
u (t ) for 0 t a
p (t ) =
0 for other t
u (t ) for t > a
q (t ) =
0 for other t
u(t)=p(t)+q(t). Pay attention that the system is casual, so the output excited by q(t) cant
affect that of p(t). It is to say, system output from 0 to a is decided only by p(t). Since
PaHu chops off Hu after time a, easy to conclude PaHu=PaHp(t). Notice that p(t)=Pau,
also we have:
Pa Hu = Pa HPa u
Pa y = Pa Hu = Pa HPa u
PaHu=HPau is false. Consider a delay operator H, Hu(t)=u(t-2), and a=1, u(t) is a step
input begins at time 0, then PaHu covers from 1 to 2, but HPau covers from 1 to 3.
3
Linear System Theory and Design SA01010048 LING QING
2.5 Consider a system with input u and output y. Three experiments are performed on the system
using the inputs u1(t), u2(t) and u3(t) for t>=0. In each case, the initial state x(0) at time t=0 is
the same. The corresponding outputs are denoted by y1,y2 and y3. Which of the following
statements are correct if x(0)<>0?
1. If u3=u1+u2, then y3=y1+y2.
2. If u3=0.5(u1+u2), then y3=0.5(y1+y2).
3. If u3=u1-u2, then y3=y1-y2.
Translation: u y u1(t),
u2(t) u3(t)t>=0 x(0)
y1,y2 y3 x(0)
Answer: A linear system has the superposition property:
1 x1 (t 0 ) + 2 x 2 (t 0 )
1 y1 (t ) + 2 y 2 (t ), t t 0
1u1 (t ) + 2 u 2 (t ), t t 0
In case 1:
1 = 1 2 = 1
1 x1 (t 0 ) + 2 x 2 (t 0 ) = 2 x(0) x(0)
So y3<>y1+y2.
In case 2:
1 = 0.5 2 = 0.5
1 x1 (t 0 ) + 2 x 2 (t 0 ) = x(0)
So y3=0.5(y1+y2).
In case 3:
1 = 1 2 = 1
1 x1 (t 0 ) + 2 x 2 (t 0 ) = 0 x(0)
So y3<>y1-y2.
u 2 (t ) / u (t 1) if u (t 1) 0
y (t ) =
0 if u (t 1) = 0
for all t.
Show that the system satisfies the homogeneity property but not the additivity property.
Translation: ,,.
Answer: Suppose the system is initially relaxed, system input:
p (t ) = u (t )
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Linear System Theory and Design SA01010048 LING QING
p 2 (t ) / p(t 1) if p(t 1) 0
q(t ) =
0 if p (t 1) = 0
u 2 (t ) / u (t 1) if u (t 1) 0
=
0 if u (t 1) = 0
So it satisfies the homogeneity property.
If the system satisfies the additivity property, consider system input m(t) and n(t),
m(0)=1, m(1)=2; n(0)=-1, n(1)=3. Then system outputs at time 1 are:
r (1) + s (1
2.7 Show that if the additivity property holds, then the homogeneity property holds for all rational
numbers a . Thus if a system has continuity property, then additivity implies homogeneity.
Translation: a
Answer: Any rational number a can be denoted by:
a = m/n
Here m and n are both integer. Firstly, prove that if system input-output can be described
as following:
x y
then:
mx my
Easy to conclude it from additivity.
Secondly, prove that if a system input-output can be described as following:
x y
then:
x/n y/n
Suppose:
x/n u
Using additivity:
n * ( x / n) = x nu
So:
y = nu
u = y/n
5
Linear System Theory and Design SA01010048 LING QING
It is to say that:
x/n y/n
Then:
x*m/n y*m/n
ax ay
It is the property of homogeneity.
2.8 Let g(t,T)=g(t+a,T+a) for all t,T and a. Show that g(t,T) depends only on t-T.
Translation: t,T ag(t,T)=g(t+a,T+a) g(t,T) t-T
Answer: Define:
x = t +T y = t T
So:
x+ y x y
t= T=
2 2
Then:
x+ y x y
g (t , T ) = g ( , )
2 2
x+ y x y
= g( + a, + a)
2 2
x+ y x+ y x y x+ y
= g( + , + )
2 2 2 2
= g ( y,0)
So:
g (t , T ) g ( y,0)
= =0
x x
It proves that g(t,T) depends only on t-T.
2.9 Consider a system with impulse response as shown in Fig2.20(a). What is the zero-state
response excited by the input u(t) shown in Fig2.20(b)?
Fig2.20
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Linear System Theory and Design SA01010048 LING QING
t 0 t 1
g (t ) =
2 t 1 t 2
1 0 t 1
u (t ) =
1 1 t 2
then y(t) equals to the convolution integral:
t
y (t ) = g (r )u (t r )dr
0
= y1 (t ) + y 2 (t ) + y 3 (t )
Calculate integral separately:
t 1
y1 (t ) = g (r )u (t r )dr
0
0 r 1 1 t r 2
t 1
(t 1) 2
= rdr =
0
2
1
y 2 (t ) =
t 1
g (r )u (t r )dr 0 r 1 0 t r 1
1
1 (t 1) 2
= rdr =
t 1
2
2
t
y 3 (t ) = g (r )u (t r )dr 1 r 2 0 t r 1
1
t
t 2 1
= (2 r )dr = 2(t 1)
1
2
3
y (t ) = y1 (t ) + y 2 (t ) + y 3 (t ) = t 2 + 4t 2
2
7
Linear System Theory and Design SA01010048 LING QING
s 2Y ( s ) + 2sY ( s ) 3Y ( s ) = sY ( s ) Y ( s )
System transfer function:
U (s) s 1 1
G (s) = = 2 =
Y ( s) s + 2s 3 s + 3
Impulse response:
1
g (t ) = L1 [G ( s )] = L1 [ ] = e 3t
s+3
2.11 Let y(t) be the unit-step response of a linear time-invariant system. Show that the impulse
response of the system equals dy(t)/dt.
Translation: y(t) dy(t)/dt.
Answer: Let m(t) be the impulse response, and system transfer function is G(s):
1
Y ( s) = G ( s) *
s
M (s) = G (s)
M ( s) = Y ( s) * s
So:
m(t ) = dy (t ) / dt
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Linear System Theory and Design SA01010048 LING QING
D11 ( s ) D12 ( s ) Y1 ( s ) N 11 ( s ) N 12 ( s ) U 1 ( s )
D ( s ) D ( s ) Y ( s ) = N ( s ) N ( s ) U ( s )
21 22 2 21 22 2
1
Y1 ( s ) D11 ( s ) D12 ( s ) N 11 ( s ) N 12 ( s ) U 1 ( s )
Y ( s ) = D ( s ) D ( s ) N ( s ) N ( s ) U ( s )
2 21 22 21 22 2
So the transfer function matrix is:
1
D11 ( s ) D12 ( s ) N 11 ( s ) N 12 ( s )
G (s ) = N ( s) N ( s)
D21 ( s ) D22 ( s ) 21 22
By the premising that the matrix inverse:
1
D11 ( s ) D12 ( s )
D ( s) D ( s)
21 22
exists.
2.11 Consider the feedback systems shows in Fig2.5. Show that the unit-step responses of the
positive-feedback system are as shown in Fig2.21(a) for a=1 and in Fig2.21(b) for a=0.5.
Show also that the unit-step responses of the negative-feedback system are as shown in Fig
2.21(c) and 2.21(d), respectively, for a=1 and a=0.5.
Fig 2.21
Translation: 2.5 a=1
2.21(a) a=0.5 2.21(b)
2.21(c) 2.21(b) a=1 a=0.5
9
Linear System Theory and Design SA01010048 LING QING
Answer: Firstly, consider the positive-feedback system. Its impulse response is:
g (t ) = a i (t i )
i =1
y (t ) = y (n) n t n +1
Easy to draw the response curve, for a=1 and a=0.5, respectively, as Fig 2.21(a) and Fig
2.21(b) shown.
Secondly, consider the negative-feedback system. Its impulse response is:
g (t ) = (a ) i (t i )
i =1
y (t ) = y (n) n t n +1
Easy to draw the response curve, for a=1 and a=0.5, respectively, as Fig 2.21(c) and Fig
2.21(d) shown.
y = [3 10]x 2u
2.15 Find state equations to describe the pendulum system in Fig 2.22. The systems are useful to
model one- or two-link robotic manipulators. If , 1 and 2 are very small, can you
10
Linear System Theory and Design SA01010048 LING QING
Translation: 2.22
Answer: For Fig2.22(a), the application of Newtons law to the linear movements yields:
d2 2
f cos mg = m (l cos ) = ml ( sin cos )
dt 2
d2 2
u f sin = m (l sin ) = ml ( cos sin )
dt 2
Assuming and to be small, we can use the approximation sin = , cos =1.
By retaining only the linear terms in and , we obtain f = mg and:
g 1
= + u
l ml
Select state variables as x1 = , x 2 = and output y =
0 1 1
x= x+ u
g / l 0 1 / ml
y = [1 0]x
For Fig2.22(b), the application of Newtons law to the linear movements yields:
d2
f1 cos 1 f 2 cos 2 m1 g = m1 (l1 cos 1 )
dt 2
2
= m1l1 ( 1 sin 1 1 cos 1 )
d2
f 2 sin 2 f1 sin 1 = m1 2 (l1 sin 1 )
dt
2
= m1l1 ( 1 cos 1 1 sin 1 )
d2
f 2 cos 2 m2 g = m2 (l1 cos 1 + l 2 cos 2 )
dt 2
2 2
= m2 l1 ( 1 sin 1 1 cos 1 ) + m2 l 2 ( 2 sin 2 2 cos 2 )
d2
u f 2 sin 2 = m2 2 (l1 sin 1 + l 2 sin 2 )
dt
2 2
= m2 l1 ( 1 cos 1 1 sin 1 ) + m2 l 2 ( 2 cos 2 2 sin 2 )
11
Linear System Theory and Design SA01010048 LING QING
Assuming 1 , 2 and 1 , 2 to be small, we can use the approximation sin 1 = 1 ,
sin 2 = 2 , cos 1 =1, cos 2 =1. By retaining only the linear terms in 1 , 2 and
1 , 2 , we obtain f 2 = m2 g , f1 = (m1 + m2 ) g and:
(m1 + m2 ) g m g
1 = 1 + 2 2
m1l1 m1l1
(m1 + m2 ) g (m + m2 ) g 1
2 = 1 1 2 + u
m1l 2 m1l 2 m2 l 2
Select state variables as x1 = 1 , x 2 = 1 , x3 = 2 , x 4 = 2 and output
y1 1
y = :
2 2
0 1 0 0 x1 0
x 1 0
x 2 (m1 + m2 ) g / m1l1 0 m2 g / m1l1 0 x 2 u
= +
0 0 0
1 x3 0
x3
x (m1 + m2 ) g / m1l 2 0 (m1 + m2 ) g / m2 l 2 0 x 4 1 / m2 l 2
4
x1
x
y1 1 0 0 0 2
y = 0 0 1 0 x3
2
x4
2.17 The soft landing phase of a lunar module descending on the moon can be modeled as shown
in Fig2.24. The thrust generated is assumed to be proportional to the derivation of m, where
m is the mass of the module. Then the system can be described by
m y = k m mg
Where g is the gravity constant on the lunar surface. Define state variables of the system as:
x1 = y , x 2 = y , x3 = m , y = m
Find a state-space equation to describe the system.
Translation: 2.24 m
g
Answer: The system is not linear, so we can linearize it.
Suppose:
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Linear System Theory and Design SA01010048 LING QING
2
y = gt / 2 + y y = gt + y y = g + y
m = m0 + m m=m
So:
( m0 + m) ( g + y ) = k m ( m0 + m) g
m0 g m g + m0 y = k m m0 g m g
m0 y = k m
2.19 Find a state equation to describe the network shown in Fig2.26.Find also its transfer function.
Translation: 2.26
Answer: Select state variables as:
x3 : Current of inductor
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Linear System Theory and Design SA01010048 LING QING
x3 = ( x 2 L x3 ) / R
u = C x1 + x1 R
u = C x 2 + x3
y = x2
From the upper equations, we get:
x1 = x1 / CR + u / C = x1 + u
x 2 = x3 / C + u / C = x3 + u
x3 = x 2 / L Rx3 / L = x 2 x3
y = x2
They can be combined in matrix form as:
x1 1 0 0 x1 1
x = 0 0 1 x + 1u
2 2
x3 0 1 1 x3 0
x1
y = [0 1 0] x 2
x3
Use MATLAB to compute transfer function. We type:
A=[-1,0,0;0,0,-1;0,1,-1];
B=[1;1;0];
C=[0,1,0];
D=[0];
[N1,D1]=ss2tf(A,B,C,D,1)
Which yields:
N1 =
0 1.0000 2.0000 1.0000
D1 =
1.0000 2.0000 2.0000 1.0000
So the transfer function is:
^ s 2 + 2s + 1 s +1
G (s) = 3 2
= 2
s + 2s + 2s + 1 s + s + 1
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Linear System Theory and Design SA01010048 LING QING
2.20 Find a state equation to describe the network shown in Fig2.2. Compute also its transfer
matrix.
Translation: 2.2
Answer: Select state variables as Fig 2.2 shown. Applying Kirchhoffs current law:
u1 = R1C1 x1 + x1 + x 2 + L1 x 3 + R2 x 3
C1 x 1 + u 2 = C 2 x 2
x3 = C 2 x 2
u1 = R1 ( x3 u 2 ) + x1 + x 2 + L1 x 3 + R2 x3
y = L1 x 3 + R2 x3
From the upper equations, we get:
x1 = x3 / C1 u 2 / C1
x 2 = x3 / C 2
x3 = x1 / L1 x 2 / L1 ( R1 + R1 ) x3 / L1 + u1 / L1 + R1u 2 / L1
y = x1 x 2 R1 x3 + u1 + R1u 2
x1 0 0 1 / C1 x1 0 1 / C1
x + 0 u
x = 0 0 1/ C2 2 0 1
2 u
x3 L1 L1 ( R1 + R2 ) / L1 x3 1 / L1 R1 / L1 2
x1
u
y = [ 1 1 R1 ] x 2 + [1 R2 ] 1
x3 u 2
( L1 s + R2 )( R1 + 1 / C 2 s ) ^
+ u 2 (s)
L1 s + R1 + R1 + 1 / C1 s + 1 / C 2 s
^ L1 s + R2 ( L1 s + R2 )( R1 + 1 / C 2 s )
G ( s) =
L1 s + R1 + R1 + 1 / C1 s + 1 / C 2 s L1 s + R1 + R1 + 1 / C1 s + 1 / C 2 s
15
Linear System Theory and Design SA01010048 LING QING
2.18 Find the transfer functions from u to y1 and from y1 to y of the hydraulic tank system
shown in Fig2.25. Does the transfer function from u to y equal the product of the two
transfer functions? Is this also true for the system shown in Fig2.14?
Translation: 2.25 u y1 y1 y
u y 2.14
Answer: Write out the equation about u , y1 and y :
y1 = x1 / R1
y 2 = x 2 / R2
A1 dx1 = (u y1 ) / dt
A2 dx 2 = ( y1 y ) / dt
Applying Laplace transform:
^ ^
y 1 / u = 1 /(1 + A1 R1 s )
^ ^
y/ y 1 = 1 /(1 + A2 R2 s )
^ ^
y/ u = 1 /(1 + A1 R1 s )(1 + A2 R2 s )
So:
^ ^ ^ ^ ^ ^
y/ u = ( y 1 / u ) ( y/ y 1 )
But it is not true for Fig2.14, because of the loading problem in the two tanks.
16
3.1consider Fig3.1 ,what is the representation of the vector x with respect to the basis (q1 i2 ) ?
? q1 (i2 q 2 ) ?
1 8
If we draw from x two lines in parallel with i2 and q1 , they tutersect at q1 and i2 as
3 3
1 8
shown , thus the representation of x with respect to the basis (q1 i2 ) is , this can
3 3
1
3 0 13
1
be verified from x = = q 2 [ ]
i2 3 =
8 1 1 8
3 3
3
To find the representation of q1 with respect to (i2 q 2 ) ,we draw from q1 two lines in
3
parallel with q 2 and i2 , they intersect at -2 i2 and q 2 , thus the representation of q1
2
3
with respect to (i2 q 2 ) , is 2 , this can be verified from
2
2 0 2 2
3
q1 = = i2 [ ]
q2 3 = 3
1 2 1 2 2
3.2 what are the 1-morm ,2-norm , and infinite-norm of the vectors x1 = [2 3 1] , x 2 = [1 1 1] ,
x1 = [2 3 1] , x 2 = [1 1 1] 1-,2- ?
3
x1 = x1i = 2 + 3 + 1 = 6 x2 = 1+1+1 = 3
1 1
i =1
1 1
x1 = x1' x1 = (2 2 + (3) 2 + 12 ) 2
= 14 x2 = (12 + 12 + 12 ) 2
= 3
2 2
3.3 find two orthonormal vectors that span the same space as the two vectors in problem 3.2 , 3.2
.
Schmidt orthonormalization praedure ,
u1 1
u1 = x1 = [2 3 1] q1 = = [2 3 1]
u1 14
u2 1
u 2 = x 2 ( q1' x 2 ) q1 = x 2 q2 = = [1 1 1]
u2 3
2 1
1 1
The two orthomormal vectors are q1 = 3 q2 = 1
14 3
1 1
2 1
x1 1 x2 1
normalize the two vectors q1 = = 3 q2 = = 1
x1 14 x2 3
1 1
, AA = I m AA ?
Let [ ] [ ]
A = a1 a 2 a m = aij n m
, if all colums of A are orthomormal , that is
n
0 if i j
ai' ai = ali ali =
i =1 1 if i= j
a1'
' a1' a1 a1' a 2 a1' a m 1 0 0
a 2 ' '
[
AA = ai a 2 a m' = ]
= 0 1 0 = I m
a m' a1 a m' a 2 a m' a m 0 0 1
a '
m
a1'
'
a 2 m
[ ]
m
then AA = ai' a 2' a m' = ai ai' = ( ail a jl ) nn
i =1 i =1
a '
m
m
0 if i j
in general a il a jl =
i =1 1 if i= j
if A is a symmetric square matrix , that is to say , n=m ail a jl for every i, l = 1,2 n
then AA = I m
3.5 find the ranks and mullities of the following matrices
0 1 0 4 1 1 1 2 3 4
A1 = 0 0 0 A2 = 3 2 0 A3 = 0 1 2 2
0 0 1 1 1 0 0 0 0 1
3.6 Find bases of the range spaces of the matrices in problem 3.5 3.5
1 0
the last two columns of A1 are linearly independent , so the set 0 ,
0 can be used as a
0
1
basis of the range space of A1 , all columns of A2 are linearly independent ,so the set
4 2 1
2 0 can be used as a basis of the range spare of A
3 2
1 1
0
let A3 = a1 [ a2 a3 ]
a 4 ,where ai denotes of A3 a1 and a 2 and a3 and a 4 are
{a1 a2 }
a3 can be used as a basis of the range space of A3
2 1 1
3.7 consider the linear algebraic equation 3 3 x = 0 x it has three equations and two
1 2 1
unknowns does a solution x exist in the equation ? is the solution unique ? does a solution exist if
y = [1 1 1] ?
2 1 1
3 3 x = 0 x , ?
1 2 1
? y = [1 1 1] ?
2 1
Let A = 3 3 = a1
[ ]
a 2 , clearly a1 and a 2 are linearly independent , so rank(A)=2 ,
1 2
exists in A x = y
Nullity(A)=2- rank(A)=0
The solution is unique x = [1 1] if y = [1 1 1] , then rank([A y ])=3 rank(A), that is
1 2 3 4 3
3.8 find the general solution of 0 1 2 2 x = 2 how many parameters do you have ?
0 0 0 1 1
1 2 3 4 3
0 1 2 2 x = 2 ,?
0 0 0 1 1
1 2 3 4 3
Let A = 0 1 2 2
y = 2 we can readily obtain rank(A)= rank([A y ])=3 so
0 0 0 1 1
this y lies in the range space of A and x p = [ 1 0 o 1] is a solution Nullity(A)=4-3=1 that
means the dimension of the null space of A is 1 , the number of parameters in the general solution
will be 1 , A basis of the null space of A is n = [1 2 1 o] thus the general solution of
1 1
0 2
A x = y can be expressed an x = x p + n = + for any real
0 1
1 0
is the only parameter
3.9 find the solution in example 3.3 that has the smallest Euclidean norm 3
,
0 1 0 1
4 1 2 + 2 4
the general solution in example 3.3 is x = + 1 + 2 =
1 2 for
0 1 0 1
0 0 1 2
x = 12 + ( 1 + 2 2 4) 2 + ( 1 ) 2 + ( 2 ) 2
= 3 12 + 5 22 + 4 1 2 8 1 16 2 + 16
4
11
x 4 8
= 0 3 1 + 2 2 4 = 0 1 =
2 1
11 x = 11 has the smallest Euclidean
x 16 4
= 0 5 2 + 2 1 8 = 0 2 = 11
2 2 11
16
11
norm ,
3.10 find the solution in problem 3.8 that has the smallest Euclidean norm 3.8
,
1 1
0 2
x= + for any real
0 1
1 0
x = ( 1) 2 + (2 ) 2 + 2 + 1 = 6 2 2 + 2
5
6
3
the Euclidean norm of x is x 1 has the
= 0 12 2 = 0 = x = 6
6
1
6
1
smallest Euclidean norm
n n 1
3.11 consider the equation x{n} = A x[0] + A bu[0] + A n 2 bu[1] + + Abu[n 2] + bu[n 1]
where A is an n n matrix and b is an n 1 column vector ,under what conditions on A and b will there
exist u[o], u[1], u[ n 1] to meet the equation for any x[n], and x[0] ?
A n n , b n 1 , A b , u[o], u[1], u[ n 1] ,
u[n 1]
u[n 2]
write the equation in this form x{n} = A x[0] = [b, Ab A b]
n n 1
u[0]
where [b, Ab A n1 b] is an n n matrix and x{n} A n x[0] is an n 1 column vector , from the equation we
can see , u[o], u[1], u[ n 1] exist to meet the equation for any x[n], and x[0] ,if and only if
[b, Ab A n 1 b] = n under this condition , there will exist u[o], u[1], u[n 1] to meet the equation for any
2 1 0 0 0 1
0 2 1
0
0 2
3.12 given A = b= b = what are the representations of A with respect to
0 0 2 0 1 3
0 0 0 1 1
{
the basis b Ab A2 b } {
A 3 b and the basis b Ab A2 b }
A 3 b , respectively?
2 1 0 0 0 1
0
2 1 0 0 2
A=
0 0 2 0
b = b = A b
1 3
{ Ab A2 b } {
A 3 b b Ab A2 b }
A 3 b
0 0 0 1 1
0 1 24
1 4 32
? Ab = 2
, A b = A Ab = , A b = A A b =
3 2
2 4 16
1 1 1
A 4 b = 8b + 20 Ab 18 A 2 b + 7 A 3 b
0 0 0 8
we have 1 0 0 20 thus the representation of A
Ab [ Ab A2 b ] [
A3 b = b Ab A2 b 3
]
A b =
0 1 0 18
0 0 1 7
0 0 0 8
1 0 0 20
with respect to the basis b { Ab A2 b }
A 3 b is A =
0 1 0 18
0 0 1 7
4 15 50 152
7 20 52 128
Ab = 2
,A b = 3
,A b = ,A b =
4
6 12 24 48
1 1 1 1
A 4 b = 8b + 20 Ab 18 A 2 b + 7 A 3 b
0 0 0 8
1 0 0 20
Ab [ Ab A2 b ] [
A3 b = b Ab A2 b 3
]
A b =
0 1 0 18
thus the representation of A with
0 0 1 7
0 0 0 8
1 0 0 20
respect to the basis b { Ab A2 b }
A 3 b is A =
0 1 0 18
0 0 1 7
the characteristic polynomial of A1 is 1 = det(I A1 ) = ( 1)( 2)( 3) thus the eigenvelues of A1 are
A1 q1 = q1 q1 = [1 0 0]
A1 q 2 = 2q 2 q 2 = [4 1 0] thus the jordan-form representation of A1 with respect to
A1 q3 = 3q3 q3 = [5 0 1]
1 0 0
{q1 q2 }
q3 is A1 = 0 2 0
0 0 3
[1 1 1] , [1 j 1 2 j ] and [1 1 j 2 j ] the we have
1 1 1 1 0 0
Q = 1 1 + j 1 j and A = 0 1 + j 0 = Q 1 A Q
2 2
0 2j 2j 0 0 1 j
( A3 I )q = 0 q1 = [1 0 0] q 2 = [0 1 0]
associated with 1 , thus we have
( A3 I )q3 = 0 q3 = [1 0 1]
1 0 1 1 0 0
Q = 1 1 0 and A 3 = 0 1 0 = Q 1 A3 Q
0 0 1 0 0 2
distinct eigenvalue 0 with multiplicity 3 , Nullity( A4 -0I)=3-2=1 , thus A4 has only one
0 1 0 1 0 0
A = 0 0 1 = Q 1 A Q where Q = 0 4 3
4 4
0 0 0 0 5 4
1 2 3 4
1 0 0 0
3.14 consider the companion-form matrix A = show that its
0 1 0 0
0 0 1 0
[ 3
i 3i i 1] is an eigenvector of A associated with i
A ( ) = + 1 + 2 + 3 + 4 , i i
4 3 3
, ( ) = 0 , i [ 3
3i i 1] A i
proof:
+ 1 2 3 4
1 0 0
( ) = det(I A2 ) = det
0 1 0
0 0 1
0 0 2 3 4
= ( + 1 ) det 1 0 + det 1
0
0 1 0 1
0 4
= 4 + 13 + 2 det + det 3
1 1
= 4 + 1 3 + 2 2 + 3 + 4
1 2 3 4 3i 13i 2 2i 3 i 4 4i 3i
1 3 2
0 0 0 2i 2i i
= = 2 = I i
0 1 0 0 i i i i
0 0 1 0 1 1 i 1
that is to say i[ 3
3i i 1] is an eigenvetor oa A associated with i
13 32 33 34
2
22 23 24
3.15 show that the vandermonde determinant 1 equals
1 2 3 4
1 1 1 1
13 32 33 34
2
1 22 23 24
1 2 3 4 1i< j 4 ( j i ) ,
1
1 1 1
, , ,
proof:
13 32 33 34 0 22 ( 2 1 ) 23 (3 1 ) 24 ( 4 1 )
2
22 23 24 0 2 ( 2 1 ) 3 (3 1 ) 4 ( 4 1 )
det 1 = det
1 2 3 4 0 2 1 3 1 4 1
1 1 1 1 1 1 1 1
22 ( 2 1 ) 23 (3 1 ) 24 ( 4 1 )
= det 2 ( 2 1 ) 3 (3 1 ) 4 ( 4 1 )
2 1
3 1 4 1
0 3 (3 1 )(3 2 ) 4 ( 4 1 )( 4 2 )
= det 0 (3 1 )(3 2 ) ( 4 1 )( 4 2 )
2 1 3 1 4 1
( 1 )(3 2 ) 4 ( 4 1 )( 4 2 )
= det 3 3 ( 2 1 )
(3 1 )(3 2 ) ( 4 1 )( 4 2 )
= (3 1 )[3 (3 1 )(3 2 )( 4 1 )( 4 2 ) 4 ( 4 1 )( 4 2 )(3 1 )(3 2 )]
= ( 2 1 )( 4 2 )(3 1 )(3 2 )( 4 1 )( 4 2 )
= 1i < j 4
let a, b, c and d be the eigenvalues of a matrix A , and they are distinct Assuming the matrix is
singular , that is abcd=0 , let a=0 , then we have
0 b 3 c3 d3
2
b 3 c3 d3 b 2 c2 d2
0 b2 c2 d
det = det b 2 c2 d 2 = bcd det b c d = bcd (d c)(d b)(c b)
0 b c d
b
c d 1
1 1
1 1 1 1
and from vandermonde determinant
a 3 b3 c3 d3 0 b 3 c3 d3
2
a b2 c2 d2 0 b2 c2 d2
det = det = (d c)(d b)(c a )(b a ) = bcd (d c)(d b)
a b c d 0 b c d
1 1 1 1 1 1 1 1
0 b 3 c3 d3 0 b 3 c3 d3
2
so we can see det 0 b c2 d2 0 b2 c2 d2 ,
= det
0 b c d 0 b c d
1 1 1 1 1 1 1 1
this implies the assumption is not true , that is , the matrix is nonsingular let q be the
i
eigenvectors of A , Aq = a q Aq 2 = a q 2 Aq 3 = a q 3 Aq 4 = a q 4
1 1
a 1 q 1 + a 2 q 2 + a 3 q 3 + a 4 q 4 = 0
1 a a2 a3
aa 1 q 1 + ba 2 q 2 + ca 3 q 3 + da 4 q 4 = 0
2
a a q + b 2
a q + c 2
a q + d 2
a q = 0
(
a1 q1 a 2 q 2 a 3 q 3 a 4 q 4 )
1
1
b
c
b2
d2
b3
d3
= 0 44
1 1 2 2 3 3 4 4
3 1 d d2 d 3
a a 1 q 1 + b a 2 q 2 + c a 3 q 3 + d a 4 q 4 = 0
3 3 3
a i q i = 0 n1
so a = 0 q i linenrly independent
and q i 0 n1 i
3.16 show that the companion-form matrix in problem 3.14 is nonsingular if and only if
0 1 0 0
0 0 1 0
1
A = 3.14
0 0 0 1
1 1 2 3
4 4 4 4
0 1 0 0
0 0 1 0
4 0 , A = 0
1
0 0 1
1 1 2 3
4 4 4 4
proof: as we know , the chacteristic polynomial is
4 0
0 1 0 0 1 2 3 4 1 0 0 0
0
0 1 0 1 0 0 0 0 1 0 0
0 0 0 1 0 = I4
1 0 0 0 0 1 0
1 1 2 3
4 4 4 4 0 0 1 0 0 0 0 1
1 2 3 4 0 1 0 0 1 0 0 0
1 0 0
0 0 0 1 0 0 1 0 0
= I4
0 1 0
0 0 0 0 1 0 0 1 0
1 1 2 3
0 0 1 0 4
4 4 4 0 0 0 1
0 1 0 0
0
0 1 0
A 1 = 0 0 0 1
1 1 2 3
4 4 4 4
T tT 2 / 2
3.17 consider A = 0 tT with 0 and T>0 show that [0 0 1] is an
0 0
2 T 2 T 2 / 2 0
generalized eigenvector of grade 3 and the three columns of Q = 0 tT 0
0
0 0
1 0
constitute a chain of generalized eigenvectors of length 3 , venty Q AQ = 0 t 1
1
0 0
A 0 ,T>0 , [0 0 1] 3 , Q 3
1 0
3 , Q AQ = 0 t 1
1
0 0
Proof : clearly A has only one distinct eigenvalue with multiplicity 3
0 0 0 2 T 2 0 2 T 2
( A I ) = 0 = 0
2
0 0 0 = 0 0
1 0 0 0 1 0
0 0 0 2T 2 0 T T 2 / 2 0 0 0 0 0
( A I ) = 0 = 0
3
0 0 0 0 T 0 = 0 0 0 0 = 0
1 0 0 0 0 0 0 1 0 0 0 1
these two equation imply that [0 0 1] is a generalized eigenvctor of grade 3 ,
0 0 T T / 2 0 T
2 2 2
( A I ) = 0 = 0 0 T 0 = T
1 0 0 0 1 0
and
2T 2 0 T T 2 / 2 2T 2 2T 2
( A I ) = T = 0 0 T T = 0
0 0 0
0 0 0
that is the three columns of Q consititute a chain of generalized eigenvectors of length 3
T T 2 / 2 2T 2 T 2 / 2 0 3T 2 32T 2 / 2 T 2 / 2
AQ = 0 T 0 T 0 = 0 T T
0 0
0 0 1 0 0
1 0 T T 2 / 2 0 1 0 3T 2 32T 2 / 2 T 2 / 2
2 2
Q 0 1 = 0 T 0 0 1 = 0 2T T
0 0 0 0 1 0 0 0 0
1 0
Q AQ = 0 1
1
0 0
3.18 Find the characteristic polynomials and the minimal polynomials of the following matrices
,
1 1 0 0 1 1 0 0 1 1 0 0 1 0 0 0
0
1 1 0 0
1 1 0 0
1 0 0 0
1 0 0
(a) (b) (c ) (d )
0 0 1 0 0 0 1 0 0 0 1 0 0 0 1 0
0 0 0 1 0 0 0 1 0 0 0 1 0 0 0 1
(a ) 1 ( ) = ( 1 ) 3 ( 2 ) 1 ( ) = ( 1 ) 3 ( 2 )
(b) 2 ( ) = ( 1 ) 4 2 ( ) = ( 1 ) 3
(c) 3 ( ) = ( 1 ) 4 3 ( ) = ( 1 ) 2
(d ) 4 ( ) = ( 1 ) 4 4 ( ) = ( 1 )
A , f ( ) f ( A) , x f ( A)
f ( ) ,
proof let A be an n n matrix , use theorem 3.5 for any function f (x) we can define
f ( ) A x x A 2 x = A x = 2 x, A 3 x = 3 x , 3 A k x = k x
f ( A) x = h( A) x = ( 0 I + 1 A + 3 + n 1 A n 1 ) x
f ( A) = h( A)
= 0 x + 1x + 3 + n 1n 1 x
= h ( ) x = f ( ) x
3.20 show that an n n matrix has the property A k = 0 for k m if and only if A has
eigenvalues 0 with multiplicity n and index m of less , such a matrix is called a nilpotent matrix
n n A k = 0 A n 0 m ,
,
proof : if A has eigenvalues 0 with multiplicity n and index M or less then the Jordan-form
J1 0 1 l
representation of A is A =
J2 where J = 0 1 ni = n
i i =1
J 3 0 n n ma
i
ni m
i i
k
from the nilpotent property , we have J i = 0 for k ni so if
J k1
k m ma ni , J ik = 0 all i = 1,2, , l and A = J k2 =0
i
k
J 3
J1 l i 1 l
A = J2 li 1 n =n
, Ji =
i
i =1
J 3 li n n
i i
So we have
k k 1 k!
l i kli li k ni +1
(k ni + 1)(ni 1)!
k
k
J i = li = 0 i = 1,2, l
li k
li = 0, and ni m for i = 1,2, l
which implies that A has only one distinct eigenvalue o with multiplicity n and index m or less ,
1 1 0
3.21 given A = 0 0 1 , find A10 , A103 and e At A A10 , A103 and e At ,
0 0 1
let h( ) = 0 + 1 + 2
2
on the spectrum of A , we have
the we have 0 = 0, 2 = 8 2 = 9
A10 = 8 A + 9 A 2
1 1 0 1 0 1 1 1 9
= 80 0 1 + 9 0 0 1 = 0 0 1
0 0 1 0 0 1 0 0 1
the compute
A103 0103 = 0 0 = 0
1 = 0 + 1 + 2 1 = 101
103
e0 = 0 0 = 1
to compute e :
At
e = 0 + 1 + 2 1 = 2e t te t 2
t
te t = 1 + 2 2 2 = te t e t + 1
Ae At = 0 I + 1 A + 2 A 2
1 0 0 1 1 0 1 1 1
= 0 1 0 + (2e e 2) 0 0 1 + (2e e + 1) 0 0 1
t t t t
0 0 1 0 0 1 0 0 1
e t e t 1 te t e t + 1
= 0 1 et 1
0 0 et
At
3.22 use two different methods to compute e for A 1 and A 4 in problem 3.13
3.13 A 1 A 4 e
At ,
e A2t
method 1 : the Jordan-form representation of A 1 with respect to the basis
{[1 0 0]
[4 1 0]
[5
}
0 1] is A1 = diag {1, 2, 3}
1 4 5
Ca e A1t
= Qe Q , where Q = 0 1 0
A1t 1
0 0 1
1
1 4 5 e
t
0 0 1 4 5
Cb = 0 1 0 0 e 2t 0 0 1 0
0 0 1 0 0 e 3t 0 0 1
Cc
e t 4e 2 t 5e 3t 1 4 5 e t 4(e 3t e t ) 5(e 3t e t )
Cd = 0 e 2t 0 0 1 0 = 0 e 2t 0
0 0 e 3t 0 0 1 0 0 e 3t
0 1 0 1 0 0
A = 0 0 1 = Qe A4t Q where Q = 0 4 3
4
0 0 0 0 5 4
e A4t = Qe A4t Q 1
1 0 0 1 t t / 2
2
= 0 4 3 0 1 t
0 5 4 0 0 1
1 4t + 5t 2 / 2 3t + 2t 2
= 0 20t + 1 16t
0
25t 20t + 1
f (1) = h(1) e t = 0 + 1 + 0 = 3e t 3e 3t + e 3t
5 3
f (2) = h(2) e 2t = 0 + 2 1 + 3 2 2 = e t + 4e 2t + e 3t
2 2
f (3) = h(3) e 3t = 0 + 3 1 + 9 2 2 1 t
3 = ( e 2e 2 t + e 3 t )
2
e A1t = 0 I + 1 A2 + 2 A12
3e t 3e 2t + e 3t 0 0 1 4 10
5 t 3 3t
= 0 3e 3e 2t + e 3t
t
0 2t
+ ( 2 e + 4e 2 e ) 0 2 0
0 0 3e t 3e 2t + e 3t 0 0 3
1 12 40
1 t
+ (e 2e 2t + e 3t ) 0 4 0
2
0 0 9
e t 4(e 2t e t ) 5(e 3t e t )
= 0 e 2t 0
0 0 e 3t
f (0) = h(0) : 1 = 0
f (0) = h (0) : t = 1
f (0) = h (0) : t 2 = 2 2
e A4t = 0 I + 1 A4 + 1 A42
0 4 3t + 2t 2 0 5 4
2
thus = I + t 0 20 16 + t / 2 0 0 0
0 25
20 0 0 0
1 4t + 5t 2 / 2 3t + 2t 2
= 0 20t + 1 16t
0
25t 20t + 1
3.23 Show that functions of the same matrix ; that is f ( A) g ( A) = g ( A) f ( A) consequently
At
we have Ae = e At A f ( A) g ( A) = g ( A) f ( A)
At
Ae = e At A
g ( A) = 0 I + 1 A + + n 1 An 1
proof: let ( n is the order of A)
f ( A) = 0 I + 1 A + + n 1 An 1
n 1 n
f ( A) g ( A) = 0 0 I + ( 0 1 + 1 0 ) A + + i n 1 i A n 1
+ i n i An + + n 1 n 1 A2 n 2
i =0 i =1
n 1 k 2n 2 k
= ( i k i ) Ak + ( i k i ) Ak
k =0 i =0 k = n i = k n +1
n 1 k 2n 2 k
f ( A) g ( A) = ( i k i ) Ak + ( i k i ) Ak = f ( A) g ( A)
k =0 i =0 k = n i = k n +1
1 0 0
3.24 let C = 0 2
0 , find a B such that e B = C show that of i = 0 for some
0 0 3
I ,then B does not exist
1 0 0
let C = 0 2
0 , find a B such that e B = C Is it true that ,for any nonsingular c ,there
0 0 3
B
exists a matrix B such that e = C ?
1 0 0
C = 0 2
0 1 1 1 = 0 , B e B = C
0 0 3
1 0 0
C = 0 2
0 , C B , e B = C ?
0 0 3
Let f ( ) = n e = so f ( B ) = ln e B = B
ln l1 0 0
B = ln C = 0 ln l2 0 where 1 > 0, i = 1,2,3 , if = 0 for some i ,
0 0 ln l3
1 0 n n 0 n 1 0
= 0 n
for C = 0 0 we have B = n C = 0 n 0 0 ,
0 0 0 0 n 0 0 n
where > 0, if 0 then n does mot exist , so B does mot exist , we can conclude
that , it is mot true that , for any nonsingular C THERE EXISTS a B such that ek = c
1
3.25 let ( sI A) = Adj ( sI A) and let m(s) be the monic greatest common divisor of
( s)
all entries of Adj(Si-A) , Verify for the matrix A2 in problem 3.13 that the minimal polynomial
of A equals ( s ) m( s )
1
, ( sI A) = Adj ( sI A) , m(s) Adj(Si-A),
( s)
3.13 A2 A ( s ) m( s )
verification :
1 0 1 1 0 0
A3 = 0 1 0 A3 = 0 1 0
0 0 2 0 0 2
( s ) = ( s 1) 2 ( s 2) j ( s ) = ( s 1) \ ( s 2)
S 1 0 1 ( s 1)( s 2) 0 ( s 1)
sI A = 0 S 1 0 ,
Adj ( sI A) = 0 ( s 1)( s 2) 0
0 0 s 2 0 0 ( s 1) 2
so m( s ) = s 1
3.26 Define ( sI A) 1 =
1
( s )
[R0 s n 1 + R1 s n 2 + + Rn 2 s + Rn 1 ] where
1
( SI A) 1 := [ R0 S n 1 + R1 S n 2 + + Rn 2 S + Rn 1 ] (s ) A
( s)
( s ) = det( sI A) := s + a 1 s + a 2 s n2 + + a n
n n 1
and Ri ,
, SI-A S N-1
tr ( AR0 )
1 = R0 = I
1
tr ( AR1 )
2 = R1 = AR0 + 1 I = A + 1 I
2
tr ( AR1 )
3 = R2 = AR1 + 2 I = A 2 + 1 A + 2 I
2
tr ( AR1 )
n 1 = Rn 1 = ARn 2 + n 1 I = A n 1 + 1 A n 2 + 3 + n 2 A + n 1 I
n 1
tr ( AR1 )
n = 0 = ARn 1 + n I
n
tr , i Ri leverrier .
verification:
( SI A)[ R0 S n 1 + R1 S n 2 + + Rn 2 S + Rn 1 ]
= R0 S n + ( R1 AR0 ) S n 1 + ( R2 AR1 ) S n 2 + ( Rn 1 ARn 2 ) S + ARn 1
= I ( S n + 1 S n 1 + 2 S n 2 + + n 1 S + n )
= I( S )
which implies
1
( SI A) 1 := [ R0 S n 1 + R1 S n 2 + + Rn 2 S + Rn 1 ]
( s)
where ( s ) = s + 1 s + 2 s n2 + + n
n n 1
A n R0 = A n
A n 1 R1 A n R0 = 1 A n 1
A n 2 R2 A n 1 R1 = 2 A n 2
ARn 1 A 2 Rn 2 = n 1 A
ARn 1 = n I
A n + 1 A n 1 + 2 A n 2 + + n 1 A + n I
then we can see that is
= A n R0 + + A n 1 R1 A n R0 + + ARn 1 A 2 Rn 2 ARn 1 = 0
( A) = 0
( sI A) 1
=
1
( s)
[
A n 1 + ( s + 1 ) A n 2 + ( s 2 + 1 s + 2 ) A n 3 + 3 + ( s n 1 + 1 s n 2 + 3 + n 1 ) I ]
3.26 ,
Proof:
1
( SI A) 1 := [ R0 S n 1 + R1 S n 2 + 3 + Rn 2 S + Rn 1 ]
( s)
1
= [ S n 1 + ( A + 1 I ) S n 2 + ( A 2 + 1 A + 2 I ) S n 3 + 3
( s)
( A n 2 + 1 A n 3 + 3 + n 3 A + n 4 ) S + A n 1 + 1 A n 2 + 3 + n 2 A + n 1 I ]
=
1
( s)
[
A n 1 + ( s + 1 ) A n 2 + ( s 2 + 1 s + 2 ) A n 3 + 3 + ( s n 1 + 1 s n 2 + 3 + n 1 ) I ]
another : let 0 = 1
1
( SI A) 1 := [ R0 S n 1 + R1 S n 2 + 3 + Rn 2 S + Rn 1 ]
( s )
1 n 1 1 n 1 n 1i n 1
=
( s ) i =i
Ri S n 1i = S
( s ) i =0 i =0
i l A L
1 N 1 n 1
= i
( s ) i =0
S n 1 I
A 0
+
i =0
i S n 1 I A + 3 +
S n 1 + ( A + 1 I ) S n 2 + ( A 2 + 1 A + 2 I ) S n 3 + 3
( A n 2 + 1 A n 3 + 3 + n 3 A + n 4 ) S + A n 1 + 1 A n 2 + 3 + n 2 A + n 1 I ]
=
1
( s)
[
A n 1 + ( s + 1 ) A n 2 + ( s 2 + 1 s + 2 ) A n 3 + 3 + ( s n 1 + 1 s n 2 + 3 + n 1 ) I ]
3.29 let all eigenvalues of A be distinct and let qi be a right eigenvector of A associated with
p1
p
=: ,
2
P; = Q 1
p n
where pi is the ith row of P , show that pi is a left eigenvector of A associated with i , that
is pi A = i pi A , qi i ,
p1
p
Aqi = I qi , Q = q1 [ ]
q 2 q n P; = Q 1 =:
2
p n
pi P I , pi A i , pi A = i pi
Proof: all eigenvalues of A are distinct , and qi is a right eigenvector of A associated with i ,
1
and Q = q1 [ q2 qn ] =
so we know that A
2 = Q 1 AQ = PAP 1
3
PA = A P That is
p1 p1 p1 A 1 p1
p 1 p A p
p2
A = 2 = 2 2
2
: 2 so pi A = i pi , that is , pi is a
n
p n p n p n A n p n
left eigenvector of A associated with i
3.30 show that if all eigenvalues of A are distinct , then ( SI A) 1 can be expressed as
1
( SI A) 1 = qi pi where qi and pi are right and left eigenvectors of A associated
s i
with i
1
A , ( SI A)
1
( SI A) 1 = qi pi qi pi A i ,
s i
Proof: if all eigenvalues of A are distinct , let qi be a right eigenvector of A associated with i ,
p1
p
then Q = q1 [ ]
q 2 q n is nonsingular , and : Q 1 = where is a left eigenvector of
2
p n
1
s qi pi ( SI A)
i
1 1
A associated with i , = ( s qi pi qi pi A) = ( s qi pi qi i pi )
s i s i
1
= ( s i )(qi pi ) = qi pi
s i
1
That is ( SI A)
1
= qi pi
s i
3.31 find the M to meet the lyapunov equation in (3.59) with
0 1 3
A= B = 3 C = what are the eigenvalues of the lyapunov equation ? is the
2 2 3
lyapunov equation singular ? is the solution unique ?
A,B,C, M (3.59) lyapunov , >?
AM + MB = C
3 1 0
M =CM =
2 1 3
A ( ) = det(I A) = ( + 1 j )( + 1 + j ) B ( ) = det(I B) = + 3
The eigenvalues of the Lyapunov equation are
1 = 1 + j + 3 = 2 + j ) 2 = 1 j + 3 = 2 j
The lyapunov equation is nonsingular M satisfying the equation
0 1 3 3
3.32 repeat problem 3.31 for A = B = 1 C1 = C 2 = with two
1 2 3 3
different C , A, B, C, 3.31 ,
AM + MB = C
1 1
M = C1 No solution
1 1
1 1
1 1 M = C 2 M = 3 for ny
A ( ) = ( + 1) 2 B ( ) = 1
3.33 check to see if the following matrices are positive definite or senidefinite
2 3 2 0 0 1 a1 a1 a1 a 2 a1 a3
, 3 1 0
0 0 0 a a
2 1 a2 a2 a 2 a3
2 0 2 1 0 2 a3 a1 a3 a 2 a3 a3
2 3 2
2 3
1. 7 det = 2 9 = 7 < 0 3 1 0 is not positive definite , nor is pesitive
3 1 2 0 2
semidefinite
0 1
2. det 0
0 = ( 1 + 2 )( 1 2 ) it has a negative eigenvalue 1 2 ,
1 0 2
so the second matrix is not positive definite , neither is positive demidefinte ,,
a1 a1 a1 a 2 a1 a3
a a a1 a 2 a a a1 a3 a a a 2 a3
det 1 1 = 0 det 1 1 = 0 det 2 2 = 0 det a 2 a1 a2 a2 a 2 a3 = 0
a 2 a1 a2 a2 a3 a1 a3 a3 a3 a 2 a3 a3
a3 a1 a3 a 2 a3 a3
that is all the principal minors of the thire matrix are zero or positive , so the matrix is positive
semidefinite ,
3.34 compute the singular values of the following matrices ,
1 0 1 1 2
2 1 0 2 4
1 2
1 0 1 2 2
2 1 0 0 1 = 2 5
1 0
( ) = ( 2)( 5) 4 = 2 7 + 6 = ( 1)( 6)
1 2
1 0 1
the eigenvalues of 0 1 are 6 and 1 , thus the singular values of
2 1 0 1 0
1 0 1
2 1 0 are 6 and 1 ,
1 2 1 2 5 6
2 4 2 4 = 6 20
25 3 25 3
( ) = ( 5)( 20) 36 = ( + 41)( 41) the eigenvalues of
2 2 2 2
1 2 1 2 25 3 25 3
2 4 2 4 are 2 + 2 41 and
2 2
41 , thus the singular values of
1 2 25 3 1 25 3 1
2 4 are ( 2 + 2 41) = 4.70 and ( 41) 2 = 1.70
2
2 2
3.35 if A is symmetric , what is the ralatimship between its eigenvalues and singular values ?
A ?
2
A 2 qi = Ai qi = i Aqi = i qi (i = 1,3, 3 n)
a1
a
n
3.36 show det I n + [b1 bn ] = 1 + a m bm
2
b2
m =1
a n
a1
a
let A =
2
B = [b1 b2 bn ] A is n 1 and B is 1 n
a n
use (3.64) we can readily obtain
a1 a1
a a
det I n + 2 [b1 b2 bn ] = det I 1 + [b1 b2 bn ] 2
a n a n
n
= 1 + a m bm
m 1
sI AB 0 sI m sA
NP = m QP =
sB sI n 0 sI n BA
because
A m , ( AA) A y A x = y ? ,
1
mn
, ? A( AA)
1
y ?
So if m n ,then rank( AA )<n , ( AA) 1 does mot exist m and ( AA) A y isnt a
1
solution if A x = y
RankA=M
Rank( AA )=m AA is monsingular and ( AA) 1 exists , so we have
0 1
X = X
1 0
cos t sin t
Show that its solution is X (t ) = X (0)
sin t cos t
0 1
t
At 1 0
Proof: X (t ) = e X (0) = e X (0) ,the eigenvalues of A are j,-j;
1 0 0 1 cos t sin t
so h( A) = 0 I + 1 A = cos t + sin t =
0 1 1 0 sin t cos t
0 1
At
t
1 0
cos t sin t
X (t ) = e X (0) = e X (0) = X (0)
sin t cos t
4.2 Use two different methods to find the unit-step response of
0 1 1
X = X + U
2 2 1
Y = [2 3]X
Answer: assuming the initial state is zero state.
method1:we use (3.20) to compute
1
1 s 1 1 s + 2 1
( sI A) = =
2 s + 2 s + 2s + 2 2 s
2
5s 5
Y ( s ) = C ( sI A) 1 BU ( s ) = 2
= 2
( s + 2 s + 2) s ( s + 2 s + 2)
method2:
t
y (t ) = C e A(t t ) Bu (t )dt
0
t
= C e A(t t ) dtB =CA 1 (e At e 0 ) B
0
X [k + 1] = e AT X [k ] + e A d BU [k ]
T
0
Y [k ] = CX [k ] + DU [k ]
For T=1,use matlab:
[ab,bd]=c2d(a,b,1)
ab =0.5083 0.3096
-0.6191 -0.1108
bd =1.0471
-0.1821
0.0432 0 1.5648
X [k + 1] = X [k ] + U [k ]
0 0.0432 1.0432
Y [k ] = [2 3]X [k ]
4.4 Find the companion-form and modal-form equivalent equations of
2 0 0 1
X = 1 0 1 X + 0U
0 2 2 1
Y = [1 1 0]X
Answer: use [ab ,bb,cb,db,p]=canon(a,b,c,d,companion)
We get the companion form
ab = 0 0 -4
1 0 -6
0 1 -4
bb = 1
0
0
cb = 1 -4 8
db =0
p =1.0000 1.0000 0
0.5000 0.5000 -0.5000
0.2500 0 -0.2500
0 0 4 1
X = 1 0 6 X + 0U
0 1 4 0
Y = [1 4 8]X
use use [ab ,bb,cb,db,p]=canon(a,b,c,d) we get the modal form
ab = -1 1 0
-1 -1 0
0 0 -2
bb = -3.4641
0
1.4142
cb = 0 -0.5774 0.7071
db = 0
p = -1.7321 -1.7321 -1.7321
0 1.7321 0
1.4142 0 0
1 1 0 3.4641
X = 1 1 0 X + 0 U
0 0 2 1.4142
Y = [0 0.5774 0.7071]X
4.5 Find an equivalent state equation of the equation in Problem 4.4 so that all state variables have
their larest magnitudes roughly equal to the largest magnitude of the output.If all signals are
required to lie inside 10 volts and if the input is a step function with magnitude a,what is the
permissible largest a? 4.4
10 a
a
Answer: first we use matlab to find its unit-step response .we type
a=[-2 0 0;1 0 1;0 -2 -2]; b=[1 0 1]';c=[1 -1 0]; d=0;
[y,x,t]=step(a,b,c,d)
plot(t,y,'.',t,x(:,1),'*',t,x(:,2),'-.',t,x(:,3),'--')
1.2
1.1 x2
1
0.9
0.8
0.7
0.6
x1
0.5
0.4
0.3
0.2
0.1
0
-0.1 x3
-0.2
-0.3
y
-0.4
-0.5
-0.6
0 1 2 3 4 5 6
2 0 0 1
X = 0.5 0 0.5 X + 0U
0 4 2 1
Y = [1 2 0]X
the largest permissible a is 10/0.55=18.2
0 b
4.6 Consider X = X + 1 U Y = [c1 c1 ]X
0 b2
where the overbar denotes complex conjugate.Verify that the equation can be transformed into
X = A X + B u y = C1 X
0 1 0
with A=
+
[ ]
B = C1 = 2 Re( b1c1 ) 2 Re(b1c1 ) ,by using the
1
b1 b1
transformation X = QX with Q =
b1 b1
b1 b1
Answer: let X = QX with Q = ,we get
b1 b1
0 b 1 b1 b1
QX = QX + 1 U Y = [c1 c1 ]QX Q 1 =
0 b2 ( )b1b1 b1 b1
so
0 b
X = Q 1 QX + Q 1 1 U
0 b2
1 b1 b1 0 b1 b1 1 b1 b1 b1
= X + U
( )b1b1 b1 b1 0 b1 b1 ( )b1b1 b1 b1 b2
1 b1 b1 b1 b1 1 0
= X + ( )b b U
( )b1b1 2 b1 2 b1 b1 b1 ( )b1b1 1 1
0 1 0
= X + U = A X + B U
+ 1
b1 b1
Y = [c1 c1 ]QX = [c1 c1 ] [
X = b1c1 b1c1 ]
c1b1 + c1b1 X = C1 X
b1 b1
4.7 Verify that the Jordan-form equation
1 b1
1 b
2
0 b3
X = X + U
1 b 1
1 b2
b3
y = [c1 c2 c3 c1 c2 c3 ]X
can be transformed into
A I2 0 B
X = 0 A
I 2 X + B u [
y = C1 C2 ]
C3 X
0 0 A B
where A , B , and C i are defined in Problem 4.6 and I 2 is the unit matrix of order 2.
A , B , and C i 4.6 I 2
PROOF: Change the order of the state variables from [x1 x2 x3 x4 x5 x6] to [x1 x4 x2 x5 x3 x6]
And then we get
x1 1 x1 b1
x 1 x b
4 4 1 A I2 0 B1
x 1 x 2 b2
X = 2 = + = 0 A I 2 X + B2 u
x 5 1 x5 b2
0 0 A B3
x 3 x3 b3
x 6 x6 b3
y = [c1 c1 c2 c2 c3 [
c3 ]X = C1 C2 ]
C3 X
4.8 Are the two sets of state equations
2 1 2 1
X = 0 2 2 X + 1U
y = [1 1 0]X
0 0 1 0
and
2 1 1 1
X = 0 2 1 X + 1U
y = [1 1 0]X
0 0 1 0
equivalent?Are they zero-state equivalent?
Answer:
1
s 2 1 2 1
G 1 ( s ) = C ( sI A) B = [1 1 0] 0
1
s 2 2 1
0 0 s 1 0
( s 2)( s 1) ( s 1) 2( s 1) 1
=
[1 1 0]
0 ( s 2)( s 1) 2( s 2) 1
2
( s 2) ( s 1)
0 0 ( s 2) 2 0
1
=
( s 2) 2
1
s 2 1 1 1
G 2 ( s ) = C ( sI A) B = [1 1 0] 0
1 s 2 1 1
0 0 s + 1 0
( s 2)( s + 1) ( s + 1) ( s 1) 1
=
[1 1 0]
0 ( s 2)( s + 1) ( s 2) 1
2
( s 2) ( s + 1)
0 0 ( s 2) 2 0
1
=
( s 2) 2
4.9 Verify that the transfer matrix in (4.33)has the following realization:
1 I q Iq 0 0 N1
I 0 Iq 0 N
2 q
2
X =
X + U
r 1 I q 0 0 Iq N r 1
r Iq
0 0 0 N r
Y = Iq [ 0 0 0X ]
This is called the observable canonical form realization and has dimension rq.It is dual to (4.34).
(4.33) rq(4.34)
Answer:
define
C ( sI A) 1 = [ Z 1 Z2 Zr ]
then
C = [ Z1 Z 2 Z r ]( sI A)
we get
Z i 1
sZ i = AZ i , i = 2 r Z i = , i = 2 r
s
r r
Z
sZ 1 = I q Z i i =I q 1i 1i then
i =1 i =1 s
s r 1 s r 2 1
Z1 = Iq , Z2 = I q ,, Z r = Iq
d ( s) d ( s) d ( s)
then
1
C ( sI A) 1 B = ( s r 1 N 1 + + N r )
d (s)
this satisfies (4.33).
4.10 Consider the 1 2 proper rational matrix
1
G ( s ) = [d1 d2 ]+
s + 1s + 2 s 2 + 3 s + 4
4 3
[
11 s 3 + 21 s 2 + 31 s + 41 12 s 3 + 22 s 2 + 32 s + 42 ]
Show that its observable canonical form realization can be reduced from Problem 4.9 as
4.9
1 1 0 0 11 12
0 1
0 22
X = 2 X + 21
3 0 0 1 31 32
4 0 0 0 41 42
y = [1 0 0 0]X + [d1 d 2 ]U
Answer: In this case,r=4,q=1,so
I q = 1, N 1 = [ 11 12 ], N 2 = [ 21 22 ], N 3 = [ 31 32 ], N 4 = [ 41 42 ]
its observable canonical form realization can be reduced from 4.9 to 4.10
4.11 Find a realization for the proper rational matrix
2 2s 3 2 2s 3
G ( s ) = s + 1 ( s + 1)( s + 2) = s + 1 ( s + 1)( s + 2) + 0 0
s 2 s 3 2 1 1
s + 1 s+2 s + 1 s+2
1 2 2 4 3 0 0
= s + +
s + 3s + 2 3 2 6 2 1 1
2
so the realization is
3 0 2 0 1 0
0 3 0 2 0 1
X =
X + U 4.12 Find a
1 0 0 0 0 0 realization for
0 1 0 0 0 0 each column of
2 2 4 3 0 0 G ( s ) in Problem
Y = X + 1 1U
3 2 6 2 4.11,and then
connect them.as shown in fig4.4(a).to obtain a realization of G ( s ) .What is the dimension of this
realization ?Compare this dimension with the one in Problem 4.11. 4.11 G ( s )
4.4(a) G ( s ) 4.11
Answer:
1 2 1 2 0
G 1 ( s ) = = +
s + 1 s 2 s + 1 3 1
X = X + U
1 1 1
2 0
YC1 = X 1 + U 1
3 1
1 2 s 3 0 1 2 3 0
G 2 ( s ) = + = s + +
( s + 1)( s + 2) 2s 2 1 ( s + 1)( s + 2) 2 2 1
3 2 1
X 2 = X 2 + U 2
1 0 0
2 3 0
YC 2 = X 2 + U 2
2 2 1
These two realizations can be combined as
1 0 0 1 0
X = 0 3 2 X + 0 1U
0 1 0 0 0
2 2 3 0 0
Y = X + U
3 2 2 1 1
the dimension of the realization of 4.12 is 3,and of 4.11 is 4.
4.13 Find a realization for each row of G ( s ) in Problem 4.11 and then connect them,as shown in
realization?Compare this dimension with the ones in Problems 4.11 and 4.12. 4.11
G ( s ) 4.4(b) G ( s )
4.114.12
Answer:
1
G 1 ( s ) = [2s + 4 2s 3] = 2 1 [s[2 2] + [4 3]]
( s + 1)( s + 2) s + 3s + 2
3 1 2 2
X 1 = X1 + U 1
2 0 4 3
YC1 = [1 0]X 1 + [0 0]U 1
1 1
G 2 ( s ) = [ 3( s + 2) 2( s + 1)] + [1 1] = [s[ 3 2] + [ 6 2]] + [1 1]
( s + 1)( s + 2) ( s + 1)( s + 2)
3 1 3 2
X 2 = X2 + U 2
2 0 6 2
YC 2 = [1 0]X 2 + [1 1]U 2
3 1 0
0 2 2
2 0 0
0 4 3
X =
X+ U
0 1
0 3 3 2
0 0 2
0 6 2
1 0 0 0 0 0
Y = X + U
0 0 1 0 1 1
the dimension of this realization is 4,equal to that of Problem 4.11.so the smallest dimension is
of Problem 4.12.
(12 s + 6) 22 s + 23
4.14 Find a realization for G ( s ) =
3s + 34 3s + 34
(12 s + 6) 22 s + 23
G ( s ) =
3s + 34 3s + 34
Answer:
(12 s + 6) 22 s + 23 1
G ( s) = = [ 4 22 / 3] + [130 / 3 679 / 9]
3s + 34 3s + 34 s + 34 / 3
34
X = X + [130 / 3 679 / 9]U
3
Y = X + [ 4 22 / 3]U
4.16 Find fundamental matrices and state transition matrices for
0 1 1 e 2t
X = X and X = X
0 t 0 1
Answer:
t
x1 = x 2 x1 (t ) = x 2 (t )dt + x1 (0)
for the first case: 0
2
x 2 = tx 2 d ln x 2 (t ) = tdt x 2 (t ) = x 2 (0)e 0.5t
t e 0.5t 2 dt
X (0) = X (t ) = 0
1 1 0
we have X (0) = X (t ) = and
0 0 1 e 0.5t
2
x1 = x1 + e 2t x 2 (t ) = x1 + e t x 2 (0)
t
x 2 = x 2 x 2 (t ) = x 2 (0)e t
we have
1 e t 0 0.5(e t e t )
X (0) = X (t ) = and X (0) = X (t ) =
0 0 1 e t
the two initial states are linearly independent;thus
e t 0.5(e t e t )
X (t ) = and
0 e t
1
e t 0.5(e t e t ) e t0 0.5(e t0 e t0 )
(t , t 0 ) =
0 e t 0 e t0
e t 0 t 0.5e t (e t0 e 3t0 ) + 0.5(e t e t )e t0
=
0 e t0 t
(t 0 , t ) / t = (t 0 , t ) A(t ).
Proof: first we know
(t , t 0 )
= A(t )(t , t 0 )
t
then
(t , t ) ((t , t 0 )(t 0 , t )) (t , t 0 ) (t 0 , t )
= = ( t 0 , t ) + (t , t 0 )
t t t t
(t 0 , t ) (t 0 , t )
= A(t )(t , t 0 )(t 0 , t ) + 1 (t 0 , t ) = A(t ) + 1 (t 0 , t )
t t
=0
(t 0 , t ) / t = (t 0 , t ) A(t )
a11 (t ) a12 (t )
,show de ( , 0 ) = exp ( a11 ( ) + a 22 ( ))d
4.18 Given A(t ) =
a 21 (t ) a 22 (t )
0
0
Proof:
11 12 a11 a12 11 12
=
a 22 21 22
21 22 a 21
so
(de ) = (11 22 2112 ) = 11 22 2112 + 1122 2112
= (a1111 + a12 21 ) 22 (a1112 + a12 22 ) 21 + 11 (a 2112 + a 22 22 ) 12 (a 2111 + a 22 21 )
= (a11 + a 22 )(11 22 2112 ) = (a11 + a 22 ) de
so
0 ( a11 ( ) + a22 ( ))d
de ( , 0 ) = ce wih ( 0 , 0 ) = I
we ge
c =1
0 ( a11 ( ) + a22 ( ))d
hen de ( , 0 ) = e
4.20 Find the state transition matrix of
. sin t 0
x= x
0 cos t
Answer:
1 e 1+ cos t 0 0
X (0) = X (t ) = and X (0) = X (t ) = sin t
0 0 1 e
the two initial states are linearly independent;thus
e 1+ cos t 0
X (t ) = and
sin t
0 e
1
e 1+ cos t 0 e 1+ cos t0 0 e cos t cos t0 0
(t , t 0 ) = sin t 0
= sin t + sin t 0
0 e sin t 0 e 0 e
X = AX + XB x(0) = C
At
Verify:first we know e = Ae At = e At A ,then
t
X = (e At Ce Bt ) = ( Ae At )Ce Bt + e At C (e Bt B) = AX + XB
t
X (0) = e 0 Ce 0 = C
Q.E.D
4.23 Find an equivalent time-invariant state equation of the equation in Problem 4.20.
4.20
1 e1cos t 0
Answer: let P (t ) = X (t ) = and
sin t
x (t ) = P(t ) x(t )
0 e
Then A (t ) = 0 x (t ) = 0
transformation.(A,B,C) (0, B (t ), C (t ))
X (t ) = e At
P(t ) = X 1 (t )
B (t ) = X 1 (t ) B = e At B
C (t ) = CX (t ) = Ce At
(t , t 0 ) = X (t ) X 1 (t 0 ) = e A(t t0 )
4.25 Find a time-varying realization and a time-invariant realization of the inpulse response
g (t ) = t 2 e t .
Answer:
g ( , ) = g ( ) = ( ) 2 e ( ) = ( 2 2 + 2 )e
e
[
= 2 e 2e e ]
e
2 e
the time-varying realization is
0 0 0 e t
x (t ) = 0 0 0 x(t ) + te t u (t )
0 0 0 t 2 e t
[
y (t ) = t 2 e t 2te t ]
e t x(t )
2
g ( s ) = L[t 2 e lt ] =
s 3ls + 3ls l3
3 2
( )
4.26 Find a realization of g ( , ) = sin (e ) cos . Is it possible to find a time-invariant
x (t ) = N (t )u (t ) = e t cos tu (t )
y (t ) = sin te t x(t )
but we cant get g(t) from it,because g ( , ) g ( ) ,so its impossible to find a
=1+ (1)
k =0
k +1
[sin(2 + 32 ) sin( k + 12 )
=1+ (1)
k =0
k +1
(1) k [sin 32 sin 12 ]
=1+ (1)
k =0
2 k +1
(1) 2 k +1
2
=1+2 1 =
k =0
Which is not bounded .thus the network shown in Fin5.2 is not BIBO stable ,If u(t)=sint ,then we have
1 1
y(t)= cos( ) sin d = cos sin( ) d = 2 sin d = 2 sin
0 0 0
we can see u(t)is bounded ,and the output excited by this input is not bounded
5.2
consider a system with an irrational function y ( s ) .show that a necessary condition for the system to be BIBO stable is
that |g(s)| is finite for all Res 0
S BIBO Res 0. |g(s)|
Proof let s= + j, then
g ( s ) = g ( + j ) = g (t )e t e jt dt = g (t )e t cos tdt j g (t )e t sin tdt
0 0 0
If the system is BIBO stable ,we have
0
| g (t ) | dt M < + . for some constant M
which implies shat
0
g (t )dt is convergent .
For all Res= 0, We have
|g(t) e t cos t | | g (t ) |
|g(t0 e t sin t || g (t ) |
so 0
g (t )e t cos tdt and
0
g (t )e t sin tdt are also convergent , that is .
0
g (t )e t cos t = N < +
0
g (t )e t sin tdt = L < +
where N and L are finite constant. Then
1 1
| g ( s ) |= ( N + ( L) ) 2 = ( N + L ) 2
2 2 2 2
is finite ,for all Res 0 .
Another Proof, If the system is BIBO stable ,we have 0
| g (t ) | dt M < +. for some constant M .And
.
For all Res 0 . We obtain | g ( s ) |= 0
| g (t )e (Re s )t dt | g (t 0 | dt M < + .
0
That is . | g ( s ) | is finite for all Res 0
5.3
1 t
Is a system with impulse g(t)= BIBO stable ? how about g(t)=t e for t 0 ?
t +1
1 t
g(t)= BIBO ? g (t ) = te , t 0 ?
t +1
1 1
Because 0 | t + 1 | dt = 0 t + 1d t = ln(t + 1) =
0
| te t | dt = te t dt = (te t e t ) | 0 = 1 < +
0
1 t
the system with impulse response g(t)= is not BIBO stable ,while the system with impulse response g(t)= te
t +1
for t 0 is BIBO stable.
e 2 s
54 Is a system with transfer function g ( s ) = BIBO stable
( s + 1)
e 2 s
g ( s ) = BIBO
( s + 1)
Laplace transform has the property .
If g (t ) = f (t a ). then g ( s ) = e s f ( s )
1 1
We know L1 [ ] = e t , t 0 . Thus L1 [e s ] = e (t 2 ) , t 2
s +1 s +1
So the impulse response of the system is g (t ) = e ( t 2 ) . for t 2
0
| g (t ) | dt = = e (t 2 ) dt = 1 < +
2
the system is BIBO stable
5.5 Show that negative-feedback shown in Fig . 2.5(b) is BIBO stable if and only if and the gain a has a
magnitude less than 1.For a=1 ,find a bounded input r (t ) that will excite an unbounded output.
2.5(b) BIBO a 1 a=1 r(t),
Poof ,If r(t)= (t ) .then the output is the impulse response of the system and equal
g (t ) = a(t 1) a 3 (r 3) a 4 (t 4) + = (1) i +1 a i (t i )
t =1
the impulse is definded as the limit of the pulse in Fig.3.2 and can be considered to be positive .thus we have
| g (t ) |= | a |i (t i )
t =1
if | a | 0
and | g (t ) | t = | a |i (t i )t = | a |i = |a|
0
t =1
0
t =1 (1|a|) < + if | a |< 1
which implies that the negative-feedback system shown in Fig.2.5(b) is BIBO stable if and only if the gain a has
magitude less than 1.
For a = 1 .if we choose r (t ) = sin(t). clearly it is bounded the output excited by r (t ) = sin(t) is
y ( ) = g ( )r ()d = (1) i +1 sin( i) = (1) i +1 sin( i) = (1) i +1 sin( i) = (1) i +1 (1) i sin()
0
i +1 i =1 i =1 i =1
= sin()1
i =1
( s 2)
5.6 consider a system with transfer function g ( s ) = what are the steady-state responses by
( s + 1)
t 0 .and by u ( t )=sin2t. for t 0 ?
u ( t )=3.for
( s 2)
g ( s ) = u (t ) = 3. t 0 u (t ) = sin 2t. t 0
( s + 1)
s2 3
The impulse response of the system is g (t ) = L1 [ ] = L1 [` ] = (t ) 3e t . t 0
s +1 s +1
And we have
0
| g (t ) | t = | (t ) 3e t | t (| (t ) | + | 3e t )t = (t )t + 3e t t = 1 + 3 = 4 < +
0 0 0 0
so the system is BIBO stable
using Theorem 5.2 ,we can readily obtain the steady-state responses
if u ( t )=3for t 0 .,then as t , y (t ) approaches g (0) 3 = 2 3 = 6
if u ( t )=sin2t for t 0, then ,as t . y (t ) approaches
2 10
| g ( jt) | sin( tt + g ( jt)= sin( tt + arctan 3) = 1.26 sin( tt + 1.25)
5
1 10 2
5.7 consider x = x + u
0 1 0
y=[ -2 3] x 2u is it BIBO stable ?
BIBO
The transfer function of the system is
1
1 10
g ( s ) = [ 2 3]
s + 1 10 2
2 = [ 2 3]
s +1 ( s + 1)( s 1) 2 2
0 1 0 0 1 0
s 1
4 2s + 2
= 2=
s +1 s +1
The pole of is 1.which lies inside the left-half s-plane, so the system is BIBO stable
| g[k ] |= k (0.8) k =
k =0 k =0 0.2
(1 0.8) k (0.8) k
k =0
=
1
1
1 0.8
[ k (0.8) k k (0.8) k +1 ] = 0.8 k = = 20 < +
0.2 k =0 k =0 0.2 k =0 0.2 1 0.8
G[k]is absolutely sumable in [0, ]. The discrete-time system is BIBO stable .
5.9 Is the state equation in problem 5.7 marginally stable? Asymptotically stable ? 5.7
1 0 1
5.10
Is the homogeneous stable equation x = 0 0 0 x .marginally stable ? Asymptotically stable?
0 0 0
1 0 1
x = 0 0 0 x
0 0 0
+ 1 0 1
The characteristic polynomial is () = det(I A) = det 0 0 = 2 ( + 1)
0 0
And the minimal polynomial is ( ) = ( + 1) .
The matrix has eigenvalues 0 , 0 . and 1 . the eigenvalue 0 is a simple root of the minimal .thus the equation is marginally
stable
The system is not asymptotically stable because the matrix has zero eigenvalues
1 0 1
5 11
Is the homogeneous stable equation x = 0 0 0 x marginally stable ? asymptotically stable ?
0 0 0
1 0 1
x = 0 0 0 x
0 0 0
+ 1 0 1
The characteristic polynomial () = det 0 1 = 2
+ 1.
0 0
And the minimal polynomial is ( ) = 2 ( + 1) ..the matrix has eigenvalues 0. 0. and 1 . the eigenvalue 0 is a
repeated root of the minimal polymial ( ). so the equation is not marginally stable ,neither is asymptotically
stable .
0 1
5.14 Use theorem 5.5 to show that all eigenvalues of A = have negative real parts .
0.5 1
5.5 A .
a b
Poof :For any given definite symmetric matrix N where N = with a>0 .and ac b 2 > 0
b c
The lyapunov equation AM + MA = N can be written as
0 0.5 m11 m12 m11 m12 0 1 a b
1 1 m + =
21 m22 m21 m22 0.5 1 b c
0.5(m12 + m21 ) m11 m12 0.5m22 a b
that we have =
m11 m21 0.5m22 m12 + m21 2m22 b c
m11 = 1.5a + 0.25c b
m m12
thus m12 = m21 = a M = 11 is the unique solution of the
m21 m22
m22 = a + 0.5c
a>0 a>0
lyapunor equation and M is symmetric and
ac b 2 > 0 c>0
1 1 1
(1.5a + 0.25c) ac = [(6a + c) 2 16ac] = (36a 2 + c 2 4ac) = [(2a c) 2 + 32a 2 ] 0
16 16 16
(1.5a + 0.25c) ac > b
2 2
5.15 Use theorem 5.D5show that all eigencalues of the A in Problem 5.14 magnitudes less than 1.
Poof : For any given positive definite symmetric matrix N , we try to find the solution of discrete Lyapunov
equation M
a b
M AMA = N Let N = . where a>0 and ac b 2 > 0
b c
m m12
and M is assumed as M = 11 ,then
m21 m22
m m12 0 0.5 m11 m12 0 1
M AMA = 11
m21 m22 1 1 m21 m22 0.5 1
m11 0.25m22 m12 + 0.5(m21 m22 )
=
m21 + 0
5 m12 m22 )
m11 + m12 + m21
a b
=
b c
8 3 4 4 4 2 12 12 16
this m11 = a + c b, m12 = m21 = a + c b, m22 = a + c b
5 5 5 5 5 5 5 5 5
m m12
M = 11 is the unique symmetric solution of the discrete Lyapunov equation
m21 m22
(8a + 3c) 2 16ac = 64a 2 + 9c 2 + 32ac
a>0 a>0
M AMA = N , And we have 2
ac b ca > 0
8 3 4
(8a + 3c) 2 > 16ac > 16b 8a + 3c 4b > 0 m11 = a+ c b>0
5 5 5
m m12 1
det 11 = m11 m22 m12 m21 = [(8a + 3(4b)(12a + 12c 16b) (4a + 4c 2b) 2 ]
m21 m22 25
4
= (4a 2 + c 2 + 3b 2 + 5ac 8ab 4bc)
5
4
= [(2a 2b) 2 + (c 2b) 2 + 5(ac b 2 )] > 0
5
we see M is positive definite .use theorem 5.D5,we can conclude that all eigenvalues of A have magnitudes less
than 1.
5.16 For any distinct negative real i and any nonzero real ai ,show that the matrix
a1 a3
2
a1 a1 a 2
2 1 1 + 2 1 + 3
a 2 a1 a2 a 2 a3
M = 2
2 + 1 2 2 2 + 3 is positive definite .
a3 a1 a3 a 2 a2
3
+
3 1 3 + 2 2 3
M i ai
Poof : i , i = 1,2,3. are distinct negatire real numbers and ai are nonzero real numbers , so we have
2
a
(1), >0
1
21
aa
2
a1
1 2 2 2
2 1 1 + 2 a1 a 2 a12 a 22 1 1
(2) . det 2
= = a12 a 22 (
a 2 a1 a 2 4 1 2 ( 1 + 2 ) 2
4 1 2 ( 1 + 2 ) 2
+
2 2
2 1
1 + 22 4 1 2 = 21 + 22 + 2 1 2 4 1 2 = 1 22
1 1
1 + 22 > 4 1 2 and >
4 1 2 ( 1 + 2 ) 2
a1 a 2
2
a1
2 1 1 + 2 1 1
det 2
= a1 a 2 (
2
) >0
a 2 a1 a2 4 1 2 ( 1 + 2 ) 2
+ 2
2 2
2 1
(3)
1 1 1
2 1 1 + 2 1 + 3
1 1 1
det M = a12 a 22 a32
2 + 1 2 2 2 + 3
1 1 1
3 + 1 3 + 2 2 3
1 1 1
2 1 1 + 2 1 + 3
1 2 3 1 2 1
= a12 a 22 a32 det 0
2 2 2 + 1 2
1 + 3
2 + 3 ( 1 + 2 ))
0 1 2 1 1 2 1
2 + 3 ( 1 + 2 ))
1 + 3 2 3 1 + 22
1 2 2 2 1 2 1 1 2 1 1 2 1 2
= a1 a 2 a3 det
2
2 1 2 2 2 + 1 2 3 3 + 12 2 + 3 ( 1 + 2 ))
1 + 3
1 2 2 2 1 1 1 1 4 1
= a1 a 2 a3 det +
2 1 4 2 3
3 1 + 2 2 ( 1 + 3 ) ( 2 + 3 ) 2 ( 1 + 2 ))
1 + 3
1= 2 + 3
1 2 2 2 1 1 1 1
a1 a 2 a3 > 0, > 0. > 0, > 0,
2 1 4 2 3
3 1 + 2 3 1 + 2
2 ( 1 + 3 )
4 1
> 0.
( 1 + 2 ))
1 + 3
1= 2 + 3
det M < 0
From (1), (2) and (3) , We can conclude that M is positive definite
5.17 A real matrix M (not necessarily symmetric ) is defined to be positive definite if X M X > 0
for any non zero X .Is it true that the matrix M is positive definite if all eigenvalues of Mare real
and positive or you check its positive definiteness ?
M X X M X > 0 M
M / M M
If all eigenvalues of M are real and positive or if all its leading pricipal minors are positive ,the matrix
M may not be positive definite .the exampal following can show it .
1 8
Let M = , Its eigenvalues 1,1 are real and positive and all its leading pricipal minors are
0 1
positive , but for non zero X = [1 2] we can see X MX = 11 < 0 . So M is not positive
definite .
Because X MX is a real number . we have ( X M X ) = X M X = X M X , and
1 1 1
X M X = X M X + X M X = X [ M + M )] X
2 2 2
1
This X M X > 0, if and only if X [ M + M )] X >0, that is , M is positive and the matrix
2
1
M + M ) is symmetric , so we can use theorem 3.7 to cheek its positive definiteness .
2
5.18 show that all eigenvalues of A have real parts less than < 0 if and only if ,for any given
positive definite symmetric matrix N , the equation AM + MA + 2M = N has a unique
symmetric solution M and M is positive definite .
A < 0 N
AM + MA + 2M = N M M
Proof : the equation can be written as ( A + I ) + M ( A + I ) = N
Let B = A + I , then the equation becomes B M + MB = N . So all eigenvalues of B have
megative parts if and only if ,for any given positive definite symmetric matrix N, the equation
B M + MB = N has a unique symmetric solution m and is positive definitive .
And we know B = A + I , so det(I B ) = det(I A I ) = det (( ) I A) , that is , all
eigenvalues of A are the eigenvalues of B subtracted . So all eigenvalues of A are real parts less
than < 0 .if and only all eigenvalues of B have negative real parts , eguivalontly if and only if ,
for any given positive symmetric matrix N the equation AM + MA + 2M = N has a unique
symmetric solution M and M is positive definite .
5.19 show that all eigenvalues of A have magnitudes less than if and only if , for any given
positive definite symmetric matrix N ,the equation M AMA = N . Has a unique symmetric
2 2
det(I B ) = det(I 1 A) = 1 det(I A). that is ,all eigenvalues of A are the eigenvalues
B multiplied by ,so all eigenvalue of B have msgritudes less than 1 . equivalently if and only if ,
for any given positive definite symmetric matrix N the equation 2 M AMA = 2 N has a unique
symmetric solution M and M is positive definite .
2 | | | |
520 Is a system with impulse response g ( , ) = e , for , BIBO stable ? how about
(t t)
g (t , t) = sin(e ) cos t ?
2 | | | | (t t)
g ( , ) = e BIBO g (t , t) = sin(e ) cos t ?
BIBO
|e | d = e 2 | | | | d = e | | d
2 | | | |
0 0 0
e 2t (e t0 e t ) t0 0 if
= e 2 t ( 2 e t0 e t ) if t 0 < 0 and t > 0 2 <+
e 2t (2 e t0 e t ) if t0 < 0 and t<0
| sin(e ( t t ) ) cos t |=| sin t e ( t t ) | cos t || sin t | (1 e t0 t )
| sin | (e )d =| sin | e e d =| sin | (1 e ( 0 ) )
( )
0 0
t 0 t
t0 t, e ( 0 ,1]
| sin | (e
( )
)d 0 < + so
0
| sin (e ) cos | | sin | e | sin | e ( 0 ) 1 < +
( )
0 0
2
5.21 Consider the time-varying equation x = 2tt + u y = e t x
is the equation stable ?
marginally stable ? asymptotically stable ?
2
x = 2tt + u y = e t x
BIBO
x (t 0 = 2tx(t ) x(t ) = x( 0 ) e t2 x( t ) = e t2 is a fundamental matrix
2
its stable transition matrix is ( t , t 0 ) = e t t0
2 2
2 2
Its impulse response is g ( , ) = e e = e
+ +
g ( , )d = e d e d = 2e d = e d = 2
2 2 2 2
= < +
0 0 0 2
so the equation is BIBO stable .
2 2
| ( t , t 0 ) |=| e t t0
|= e t t0 , t t 0 is not bounded ,that is . there does not exist a finite
constant M such that ( t , t 0 ) M < +. so the equation is not marginally stable and is not
asymptotically stable .
5.22 show that the equation in problem 5.21 can be transformed by using
t 2 t 2
x = p (t ) x, with p (t ) = e , into x = 0.x + e u y = x is the equation BIBO
stable ?marginally stable ? asymptotically ? is the transformation a lyapunov transformation ?
2
5 21 x = p (t ) x, with p (t ) = e t
2
x = 0.x + e t u y = x BIBO
lyapunov ?
t2
proof : we have found a fundamental matrix of the equation in problem 5.21 .is x(t ) = e . so
1 t 2
from theorem 4.3 we know , let pt ) = x (t ) = e . and x = p (t ) x, , then we have
A(t ) = 0
1 2 2 2
B t ) = e t .
t ) = x (t ) B C t ) = e t e t = 1
t ) = C (t ) B . D
t ) = D(t ) = 0
2
t
and the equation can be transformed into x = 0.x + e u y=x
the impulse response is invariant under equivalence transformation , so is the BIBO stability .
that is marginally stable . x = 0.x x(t ) = x(0) x(t ) = 1 is a fundamental matrix
the state transition matrix is ( t , t 0 ) = 1 | ( t , t 0 ) |= 1 1 < + so the equation is
marginally stable . t , | ( t , t 0 ) | 0 ()so the equation is not asymptotically
stable . from theorem 5.7 we know the transformation is mot a lyapunov transformation
1 0
5.23 is the homogeneous equation x = x for t 0 0
e
3t
0
marginally stable ? asymptotically stable?
1 0
x = x , t 0 0
e
3t
0
1 0 x1 = x1 x1 (t ) = x1 (0)e t
x = 3t x 1 1
e 0 x 2 = e 3t x1 x 2 (t ) = x1 (0)e 4t + x 2 (0) x1 (0)
4 4
e t 0
x = 1 4t
4 e 1
1
e t +t0 0
is a fundamental matrix of the equation . (t ) = X (t ) X (t 0 ) = 1 4t +t0 is the state
e 1
4
t + t 1 4 t + t 0 1 3t 0
transition of the equation. || ( t , t 0 ) || = max e 0 ,1 + e e for all t 0 0
4 4
1 1 1 1
and t t 0 0 e t +t0 1; 0 e 4t +t0 0 e t +t0 1; e 3t0 0, so
4 4 4 4
3 1 4 t + t 0 1 3t 0 5 5
1+ e e . || ( t , t 0 ) || < + the equation is marginally
4 4 4 4 4
stable .if t t 0 is fixed to some constant , then || ( t , t 0 ) || 0 () as t ,
so the equation is not asymptotically stable .
t + t 0 1 4t +t0 1
for all t and t 0 with t t 0 . we have 0 e 1; 0 e . every entry of
4 4
( t , t 0 ) is bounded , so the equation is marginally stable .
because the (2,2)th entry of ( t , t 0 ) does not approach zero as t , the equation is not
asymptotically .
0 1 0 1
x = 0 0 1 x + 0
6.1 is the stable equation controllable ? observable ?
1 3 3 0
y = [1 2 1]x
0 1 0
2
([ B AB A B]) = ( 0 0 1 = 3
1 3 3
thus the state equation is controllable ,
1 1 2 0
0= ( 1 2 1= 1
0 1 2 1
0 1 0 0 1
x = 0 0 1 x + 1 0u
6.2 is the state equation controllable ? observable?
1 2 1 0 0
y = [1 0 1]x
0 1 1 0
([ B AB]) = ( 1 0 0 0 ) = 3 ,Thus the state equation is controllable
0 0 2 0
C 1 0 1
( CA ) = ( 0 3 1 ) = 3 . Thus the state equation is observable
CA 2 0 2 4
( [B A [ AB A 2 B A n B] B A n1 B] ]= ()
If A is nonsingular {( ( [ AB A 2 B A n B] )= (A [B AB A n1 B] ]= ( [B
AB A n1 B ] (see equation (3.62) ) then it will be true
A11 A12 B1
6.4 show that the state equation x = x + 0 u is controllable if and only if the pair
A21 A22
6.5 find a state equation to describe the network shown in fig.6.1 and then check its controllability
and observability
6.1 ,??
x1 + x1 = u
The state variables x1 and x 2 are choosen as shown ,then we have x 2 + x 2 = 0 thus
y = x 2 + 2u
a state equation describing the network can be es pressed as
x1 1 0 x1 1
x = 0 1 x + 0U
2 2
checking the controllability and observability :
x1
y [0 1] + 2u
x2
1 0
([ B AB] = ( ) = 1
0 1
The equation is neither controllable nor obserbable
C 1 0
( ) = ( ) = 1
CA 0 1
6.6 find the controllability index and obserbability index of the state equation in problems 6,1 and 6.2
6.1 6.2 .
x1 1 0 x1 1
x = 0 1 x + 0U
2 2
The state equation in problem 6.1 is the equation is controllable ,so
x1
y [0 1] + 2u
x2
n p n p + 1. ie 3 3 =3
C
C
([c ]) = C A = 1, V = 1
C A C A 2
The controllability index and cbservability index of the state eqyation in problem 6.1 are 3 and 1 ,
0 1 0 0 1
x = 0 0 1 x + 1 0u
respectively .the state equation in problem 6.2 is
0 2 1 0 0
y [1 0 1]x
The state equation in is both controllable and observable ,so we have
p p + 1. ad p p +1
3 2 2 .3 3 = 2, = 3
The controllability index and cbservabolity index of the state equation in problem 6.2 are 2 and
3 ,respectively rank(c)=n .the state equation is controllable so
n p n p + 1. where p = rank ( B) = n = 1
6.7 what is the controllability index of the state equation x = A X + IU WHERE I is the unit matrix ?
x = A X + IU
Solution . C = [ B AB A 2 B A n 1 B ] = [ I A A 2 A n 1 ]
2
C is an n n matrix. So rank(C) n . And it is clearly that the first n columns of C are
1 4 1
6.8 reduce the state equation x = x + u y = [1 1]x . To a controllable one . is the
3 1 1
reduced equation observable ?
1 3
Solution :because (C ) = ([B AB ]) = ( ) = 1 < 2
3 3
1 1 1
The state equation is not controllable . choosing Q = P = and let x = p x then we
1 0
1 0 1 1 4 1 1 3 4
have A = PAP = =
1 1 4 1 1 0 0 5
0 1 1 1 1 1
B = PB = = . C = CP 1 = [1 1] = [2 1]
1 1 1 0 1 0
thus the state equation can be reduced to a controllable subequation
6.9 reduce the state equation in problem 6.5 to a controllable and observable equation . 6.5
.
Solution : the state equation in problem 6.5 is
1 0 1
x = x + U
0 1 0 it is neither controllable nor observable
y [0 1]x + 2u
x1 1 0 x1 1
x = 0 1 x + 0U
2 2
from the form of the state equation ,we can reaelily obtain
x
y [0 1] 1 + 2u
x2
thus the reduced controllable state equation can be independent of x c . so the equation can be further
reduced to y=2u .
1 1 0 0 0 0
0 1 1 0 0 1
x = 0 0 1 0 0 x + 0 u
6.10 reduce the state equation to a controllable and
0 0 0 2 1 0
0 0 0 0 2 1
y = [0 1 1 0 1]x
observable equation
Solution the state equation is in Jordan-form , and the state variables associated with 1 are
independent of the state variables associated with 2 thus we can decompose the state equation into
two independent state equations .and reduce the two state equation controllable and observable equation ,
respectively and then combine the two controllable and observable equations associated with 1 and
2 . Into one equation ,that is we wanted .
1 1 0 0
x1 = 0 1 1 x1 + 1 u y = [0 1 1]x1
Decompose the equation . 0 0 1 0
1 0
x 2 = 2 x 2 + u y = [0 1]x 2
0 2 1
x1
Where x = , y = y1 + y 2
x 2
Deal with the first sub equation .c
0 1 0
Choosing Q = P := 1 l 1
1
0 and let x1 = p x1 then we have
0 0 1
C 1 0 1 1 0 0 1 0 0 21 1
A1 = PA1 P 1
= 1 0 0 0 1 1 1 1 0 = 1 2 1 0
0 0 1 0 0 1 0 0 1 0 0 1
11 1 0 0 1 0 1 0
B1 = PB1 = 0 0 0 1 = 0 C1 = C1 P 1 = [0 1 1]1 C 0 = [1 1 1]
0 0 1 0 0 0 0 1
Thus the sub equation can be reduced to a controllable one
0 21 1
x 1c = x 1c + u
1 1 0
y1 = [1 2 1 ]x 1c
1 1
(O) = =1< 2
1 21
1 1
the reduced controllable equation is not observable choosing P = .and let ,
0 1
1 1 0 21 1 1 1 0
A1 = =
0 1 1 2 1 0 1 1 1
1 1 1 1
x 1c = p x 1c then we have B 1 = =
0 1 0 0
1 1
C1 = [1 1 ] = [1 0]
0 1
thus we obtain that reduced controllable and observable equation of the sub equation associated
with
1 : x1co = 1 x1c 0 + u
y1 = x1c 0
0 1
(C 2 ) = ( ) = 2 it is controllable
1 2
0 1 0 1
(O2 ) = ( ) = 1 < 2 It is not observable choosing p= and let
0 2 1 0
x 2 = p x 2 then we have
0 1 2 1 0 1 2 0
A2 = =
1 0 0 2 1 0 1 2
0 1 0 1
B2 = =
1 0 1 0
0 1
C 2 = [0 1] = [1 0]
1 0
thus the sub equation can be reduced to a controllable and observable
x ico = 2 xico + u
y 2 = xico
combining the two controllable and observable state equations . we obtain the reduced controllable and
observable state equation of the original equation and it is
0 1
x co = 1 x co + u
0 2 1
y = [1 1]x co
x = A x + Bu
6.11 consider the n-dimensional state equation the rank of its controllability matrix is
y = c x + ou
assumed to be n1 < n . Let Q1 be an n n1 matrix whose columns are any n1 linearly independent
columns of the controllability matrix let p1 be an n1 n matrix such that p1Q1 = In1 ,where In1
is the unit matrix of order n1 .show that the following n1 -dimensional state equation
x 1 = P1 AQ1 x 1 + P1 Bu
y = CQ1 x 1 + Du
is controllable and has the same transfer matrix as the original state equation
x = A x + Bu
n n1 < n Q1 n1
y = c x + ou
x 1 = P1 AQ1 x 1 + P1 Bu
y = CQ1 x 1 + Du
1 P
Let P = Q := 1 , where P1 is an n1 n matrix and P2 is an (n n1 ) n one ,and we
P2
have
PQ P1Q2 I n1 0 P1Q1 = I n1
QP = Q1 P1 + Q2 P2 = I n PQ = 1 1 = = In that is
P2 Q1 P2 Q2 0 I n n1 P2 Q2 = I n n1
Then the equivalence trans formation x = p x will transform the original state equation into
x c p1 x c p1 x
= A[Q1 Q2 ] + Bu y = C [Q1Q2 ] c + Du
x c p2 x c p2 x c
P AQ P1 AQ2 x c p1 B x
= 1 1 + u = [CQ1 CQ2 ] c + Du
P2 AQ1 P2 AQ2 x c p 2 B x c
A
= C
A12 x c Bc
+ u [ x
]
= C c C c c + Du
0 AC x c 0 x c
x 1 = P1 AQ1 x 1 + P1 Bu
state equation is controllable and has the sane transfer matrix as the original
y = CQ1 x 1 + Du
state equation
6.12 In problem 6.11 the reduction procedure reduces to solving for P1 in P1Q1 = I . how do you
solve P1 ?
6.11 P1Q1 = I . P1 , P1 ?
Solution : from the proof of problem 6.11 we can solve P1 in this way
(C)= [ AB A 2 B A n B] = n1 < n
we fprm the n < n matrix Q = ([q1 q n1 q n ] , where the first n1 columns are any n1 linearly
independent columns of C , and the remaining columns can aribitrarily be chosen as Q is nonsingular .
1 P
Let P = Q := 1 , where P1 is an n1 n matrix and p1Q1 = In1
P2
6.13 Develop a similar statement as in problem 6.11 for an unobservable state equation .
6.11 .
x = A x + Bu
Solution : consider the n-dimensional state equation the rank of its observability matrix
y = C x + Du
is assumed to be n1 < n .let P1 be an n1 n matrix whose rows are any n1 linearly independent
rows of the observability matrix . let Q1 be an n n1 matrix such that p1Q1 = In1 .where In1 is
the unit matrix of order n1 , then the following n1 -dimensional state equation
x 1 = P1 AQ1 x 1 + P1 Bu
y = CQ1 x 1 + Du
is observable and has the same transfer matrix as the original state equation
2 1 0 0 0 0 0 2 1 0
0 2 0 0 0 0 0 2 1 1
0 0 2 0 0 0 0 1 1 1 2 2 1 3 1 1 1
x = 0 0 0 2 0 0 0 x + 3 2 1u y = 1 1 1 2 0 0 0 x
0 0 0 0 1 1 0 1 0 1 0 1 1 0 1 1 0
0 0 0 0 0 1 0 1 0 1
0
0 0 0 0 0 1
1 0 0
2 1 1
1 0 1
solution : ( 1 1 1 ) = 3
and ( ) = 2
3 2 1 1 0 0
6.15 is it possible to find a set of bij and a set of cij such that the state equation is
1 1 0 0 0 b11 b12
0 b
1 0 0 0 21 b22 c11 c12 c13 c14 c15
x = 0 0 1 1 0 x + b31 b32 u y = c 21 c 22 c 23 c 24 c 25 u
0 0 0 1 0 b41 b42 c31 c32 c33 c34 c35
0 0 0 0 1 b51 b52
solution : it is impossible to find a set of bij such that the state equation is observable ,because
b21 b22
( b41 b42 2 < 3
b51 b52
it is possible to find a set of cij such that the state equation is observable .because
1 0 0 0 0 b1
0 1 b1 0 0 b
11
x = 0 b1 1 0 0 x + b12 u
0 0 0 2 b2 b21
0 0 0 b2 1 b22
y = [C1 C11 C12 C 21 C 22 ]x
it is the modal form discussed in (4.28) . it has one real eigenvalue and two pairs of complex
conjugate eigenvalues . it is assumed that they are distinct , show that the state equation is
4.82
b1 0; bi1 0 or bi 2 0 for i = 1 , 2
c1 0; ci1 0 or ci 2 0 for i = 1 , 2
b1 0; bi1 0; or bi 2 0; for i = 1, 2
c1 0; ci1 0 or ci 2 0 for i = 1 , 2
6.17 find two- and three-dimensional state equations to describe the network shown in fig 6.12 .
discuss their controllability and observability
6.12
solution: the network can be described by the following equation :
u + x1
= x 2 2 x1 ; x 2 = 3 x 3 ; x3 = x1 x 2 ; y = x3
2
they can be arranged as
2 2
x1 = x1 u
11 11
3 3
x 2 = x1 + u
22 22
1 1
x 3 = x1 + u
22 22
y = x3 = x1 x 2
so we can find a two-dimensional state equation to describe the network as
2 2
x1 11 0 x1 11
following : = + 3 u y = x3 = x1 x 2
x 2 3 0 x 2
22 22
2 2
2
and it is not controllable because (c) = ( 11 11 ) = 1 < 2
3 2 3
22 11 22
1 1
however it is observable because (o) = ( 1 ) = 2
22 0
we can also find a three-dimensional state equation to describe
2 2
0 0 x 11
x1 11 1 3
3
it : x 2 = 0 0 x2 + u y = [0 0 1]x and it is neither controllable nor
22 22
x 3 1 x3 1
0 0
22 22
C
observable because ( B [ AB ]
A2 B ) = 1 < 3 ( CA ) = 2 < 3
CA 2
618 check controllability and observability of the state equation obtained in problem 2.19 . can uou
give a physical interpretation directly from the network
2.19
Solution : the state equation obtained in problem 2.19 is
x1 1 0 0 x1 1
x = 0 0 1 x + 1u y = [0 1 0]x
2 2
x 3 0 1 1 x3 0
It is controllable but not observable because
1 1 1 C 0 1 0
[
( B AB ]
A B ) = 1 0 1 = 3
2
( CA ) = 0 0 1 2
0 1 1 CA 2 0 1 1
A physical interpretation I can give is that from the network , we can that if u = 0 x1 (0) = a 0
x 2 (0) = 0 then y 0 that is any x(0) = [a 0 *] and u (t ) 0 yield the same output
T
and
Y (t ) 0 thus there is no way to determine the initial state uniquely and the state equation describing
the network is not observable and the input is has effect on all of the three variables . so the state
equation describing the network is controllable
6.19 continuous-time state equation in problem 4.2 and its discretized equations in problem 4.3 with
sampling period T=1 and . Discuss controllability and observability of the discretized equations .
4.2 4.3 T=1 and .
0 1 1
solution : the continuous-time state equation in problem 4.2 is x = x + u y = [2 3]x
2 2 1
the discretized
equation :
y[k ] = [2 3]x[k ]
0.0432 0 1.5648
T= : Ad = Bd =
0 0.0432
1.0432
The xontinuous-time state equation is controllable and observable , and the sustem it describes is
single-input so the drscretized equation is controllable and observable if and only if
0 1 0
6.20 check controllability and observabrlity of x = x + u y = [0 1]x
0 t 1
1 0 1
Solution : M 1 = A(t ) M 0 the determinant of the matrix [M 0 M1] = is 1. which
t 1 t
is nonzero for all t . thus the state equation is controllable at every t
1 e 0.5 2 e 0.5 2 d
Its state transition matrix is ( , 0 ) = 0 and
0 e 0.5 ( 2 02 )
1 e 0.5 t2 t e 0.5 t2 d
C (t) (t , t 0 ) = [0 1]
0
t0
2 2)
[ 2 2)
= 0 e 0.5( t t0
]
e 0.5( t t0
1 0
[ ]
W0 ( 0 , 1 ) = 0.5( 2 02 ) 0 e 0.5( 0 ) d
0 e
2 2
1 0 0
= 2 02
d
0 0
e
We see . W0 (t 0 , t1 ) is singular for all t 0 and t , thus the state equation is not observable at any t 0 .
0 0 1
6.21 check controllability and observability of x = x + t u [ ]
y = 0 e t x solution :
0 1 e
1 1 0 1 0 1 0
(t , t 0 ) = XtX (t 0 ) = t t0
= t + t 0
and
0 e 0 e 0 e
1 0 1 1
(t , t) B (t) = t + t t
= t
0 e e e
1 0
[
C (t) (t, t 0 ) = 0 e t ] t+ t0
[
= 0 e 2 t+t0 ]
0 e
1 1 e 0 e ( 0 )
WE compute
0 e
[ ]
Wc ( 0 , ) = 1 e d = d = 2
0 e
e 2 e ( 0 ) e ( 0 )
Its determinant is identically zero for all to and t 0 , so the state equation is not controllable at any t 0
1 0 0
0 e
[ ]
Wc ( 0 , ) = 2 + 0 1 e 2 +0 d = 4 + 20
d its determinant is identically zero for all
e
0 0
( A(t ), B (t )) t 0 ( A(t ), B (t )) t 0
(t , t 0 ) (t 0 , t )
(t , t 0 ) (t 0 , t ) = (t 0 , t ) + (t , t 0 )
t t t
= A(t ) (t , t 0 ) (t 0 , t ) + (t , t 0 ) (t 0 , t ) = A(t ) + (t , t 0 ) (t 0 , t ) = 0
t t
(t 0 , t ) (t 0 , t )
There we have = (t 0 , t ) + A(t ) and. = A(t ) + (t 0 , t )
t t
1
if there exists a finite t1 > t 0 such that Wc ( 0 , ) = 0
(1 , )B() B () (1 , )d is nonsingular
( A(t ), B (t )) is observable at t 0 if and only if there exists a finite t1 > t 0 such that
1
Wc ( 0 , ) = ( 0 , )B() B () ( 0 , )d is nonsingular.
0
For time-invariant systems , show that A,Bis controllable if and only if (-A,B) is controllable , Is true
foe time-varying systems ?
A,B-A,B
Proof: for time-invariant system (A,B) is controllable if and only if
(C1 ) = B [ ]
AB A n 1 B = n (assuming a is n n
matrix . so (C1 ) = (C 2 ) the conditions are identically the same , thus we conclude that (A,B)is
controllable if and only if (-A,B)is controllable .for time-systems, this is not true .
s 1
7.1 Given g ( s ) = 2
. Find a three-dimensional controllable realization check its
s 1)( s + 2
observalility
s 1
g (s) = 2
s 1)( s + 2
s 1 s 1
Solution : g ( s) = 2 using (7.9) we can find a
s + 2 s 2 s 2
s 1)( s + 2 2
2 1 2 1
x = 1 0 0 x + 0u y = [0 1 1]x this realization is not observable because
0 1 0 0
7.2 find a three-dimensional observable realization for the transfer function in problem 7.1
check its controllability
s 1
7.1 g ( s ) = 2
s 1)( s + 2
Solution : using (7.14) we can find a 3-dimensional observable realization for the transfer
2 1 0 0
function : x = 1 0 1 x + 1 u y = [1 0 0]x and this tealization is not
2 0 0 1
7.3 Find an uncontrollable and unobservable realization for the transfer function in
problem 7.1 find also a minimal realization
7.1
s 1 1 1
Solution : g ( s ) = = = 2 a minimal realization is ,
s 1)( s + 2 ( s + 1)( s + 2) s + 3s + 2
2
3 2 1
x = x + u y = [0 1]x an uncontrollable and unobservable realization
1 0 0
3 2 0 1
is x = 1
0 0 x + 0u
y = [0 1 0]x
0 0 1 0
74 use the Sylvester resultant to find the degree of the transfer function in problem 7.1
Sylvester resultant 7.1
solution :
2 1 0 0 0 0
1 1 2 1 0
0
0 1 1 2 1
s=
1 0 2 0 1 1
0 0 1 0 2 0
0 0 0 0 1 0
rank(s)=5. because all three D-columns of s are linearly independent . we conclude that s has only
2s 1
7.5 use the Sylvester resultant to reduce to a coprime fraction Sylvester resultant
4s 2 1
2s 1
4s 2 1
1 1 0 0
0 2 1 1
Solution : s = rank ( s ) = 3, u =1 s1 = s
4 0 0 2
0 0 4 0
T
1 1 1 1
null ( s1 ) = 0 1 thus we have N ( s) = + 0s D( s) = +s and
2 2 2 2
1
2s 1 2 1
= =
4s 2 1 1 2s + 1
s+
2
s+2
7.6 form the Sylvester resultant of g ( s ) = 2
by arranging the coefficients of
s + 2 s
N (s ) and D(s ) in descending powers of s and then search linearly independent columns in
order from left to right . is it true that all D-columns are linearly independent of their LHS
columns ?is it true that the degree of g ( s ) equals the number of linearly independent N-columns?
s+2
g (s) = 2 N (s ) D(s ) s Sylvester resultant
s + 2 s
D- LHS g ( s )
N-
s+2 D( s)
Solution g ( s ) = 2 := deg g ( s ) = 1
s + 2 s N ( s )
D( s ) = D2 S 2 + D1 S + D0
N (s) = N 2 S 2 + N1 S + N 0
1 0 0 0
2 1 1 0
s= rank ( s ) = 3 u = 2 (the number of linearly independent
0 2 2 1
0 0 0 2
N-columns
1 s + 2 D( s)
7.7 consider g ( s ) = = and its realization
s + 1 s + 2 N ( s )
2
2 1
x = 1 x + u y = [1 2 ]x
1 0 0
show that the state equation is observable if and only if the Sylvester resultant of
s + 2 D( s)
D( s ) and N ( s ) is nonsingular . g ( s ) = 2 1 =
s + 1 s + 2 N ( s )
2 1
x = 1 x + u y = [1 2 ]x
1 0 0
1 2 1
proof: x = x + u y = [1 2 ]x is a controllable canonical form realization of
1 0 0
g ( s ) from theorem 7.1 , we know the state equation is observable if and only id D( s ) and N (s)
are coprime
from the formation of Sylvester resultant we can conclude that D ( s ) and N ( s ) are coprime if
and only if the Sylvester resultant is nonsingular thus the state equation is observable if and only if the
7.8 repeat problem 7.7 for a transfer function of degree 3 and its controllable-form realization ,
3 7.7
1 s 3 + 1 s 2 + 2 s + 3 N ( s )
solution : a transfer function of degree 3 can be expressed as g ( s ) = =
s 3 + 1 s 2 + 2 s + 3 D( s )
0 1 0 ) s 2 + ( 2 2 0 ) s + 2 + 3 0
writing g ( s ) as g ( s ) = , we can obtain a controllable
s 3 + 1 s 2 + 2 s + 3
1 2 3 1
x = 1 0 0 x + 0u
canonical form realization of g ( s )
0 1 0 0
y = [1 1 0 2 2 0 3 3 0 ]x + 0 u
1 1
7.9 verify theorem 7.7 fir g ( s ) = 2
. g ( s ) = 7.7
( s + 1) ( s + 1) 2
1
verification : g ( s ) = is a strictly proper rational function with degree 2, and it can be
( s + 1) 2
expanded into an infinite power series as
g ( s ) = 0 s 1 + s 2 2 s + s 4 4 s 5 + 5s 6 + s 1
1
7.10 use the Markov parameters of g ( s ) = to find on irreducible companion-form realization
( s + 1) 2
1
g ( s ) =
( s + 1) 2
g ( s ) = 0 s 1 + s 2 + (2) s 3 + 3s 4 + (4) s 5 + 5s 6 + 3
solution 0 1
T (2,2) = =2
1 2
deg g ( s ) =2
1
~ 1 2 0 1 1 2 2 1 0 1
A = T (2,2)T 1 (2,2) = = =
2 3 1 2 2 3 1 0 1 2
0
b= c = [1 0]
1
1
7.11 use the Markov parameters of g ( s ) = to find an irreducible balanced-form realization
( s + 1) 2
g ( s ) .
0 1
Solution : T (2,2) =
1 2
t = [0 1;1 2]tt = [1 2; 2 3]
[k , s, l ] = svd (t ), sl = sqrt ( s);
Using Matlab I type o = k * sl ; c = sl * l ;
A = inv(o) * * inv(c)
b = c(; ,1), c = O(1,1)
This yields the following balanced realization
7.12
2 1 1
Show that the two state equation x = x + u y = [2 2]x and
0 1 0
2 0 1
x = x + u y = [2 0]x are realizations of (2 s + 2) ) , are they
1 1 2 (s 2 s 2
(2 s + 2) ) ,??
(s 2 s 2
(2 s + 2) 2( s + 1) 2
Proof : = =
( s s 2) ( s + 1)( s 2) s 2
2
1
1 1
[2 2]
s 2 1 1
= [2 2 ]
s 2 ( s 1)( s 2) 1 = 2
0 s 1 0 0 1 0 s 2
s 1
1
s2 0 1
1
0 1
[2 0] 2 = [2 0]
s2
1
2
1 2 = s 2
1 s + 1
( s + 1)( s 2) s + 1
2 1 1 2 0
P P = 1 1
0 1
1 1
P =
0 0
[2 2]P 1 = [2 0]
7.13 find the characteristic polynomials and degrees of the following proper rational matrices
1 s + 3 1 1 1 s+3 1
s +1
( s + 1) 2 ( s + 1)( s + 2) 2
s + 2 s + 5
G 1 = s G 1 = G 3 = ( s + 1)
1 s 1 1 s +1 1
1
s + 3 s +1 s + 2 ( s + 1)( s + 2) s + 2 s + 4 s
note that each entry of G s ( s ) has different poles from other entries
G 1 ( s ) , G 2 ( s ) G 3 ( s ) .
1 s+3 1 s
Solution : the matrix G 1 ( s ) has , , , and det G 1 ( s ) =0 as its minors
s s +1 s+3 s +1
thus the characteristic polynomial of G 1 ( s ) is s(s+1)(s+3) and G 1 ( s ) =3 the matrix G 2 ( s ) has
1 1 1 1 s2 s +1
, , , . det G 2 ( s ) = as
( s + 1) 2 ( s + 1)( s + 2) s + 2 ( s + 1)( s + 2) ( s + 1) 3 ( s + 2) 2
Every entry of G 3 ( s ) has poles that differ from those of all other entries , so the characteristic
independent N-columns ?what is the degree of G ( s ) ? Find a right coprime fraction lf G ( s ) ,is the
. N-> G ( s ) ? G ( s ) .
?
1
s 1 1
Solution : G ( s ) = =: D 1 ( s ) N ( s )
s s 1
s 1 0 1 1 0
D (s) = = + s
s s 0 0 1 1
Thus we have
1
N (s) =
1
And the generalized resultant
0 1 1 0 0 0
0 0 -1 0 0 0
1 0 0 0 1 1
S= rank s=5 ,
-1 1 0 0 0 -1
0 0 0 1 0 0
0 0 0 -1 1 0
the number of linearly independent N-colums is l. that is u=1,
null ( s ) = [ 1 0 0 0 0 1]
N 0 D0 N 1 D1
So we have
D( S ) = 0 + 1 S = S
+ 1 0 + 1
N (S ) = + s =
0 0 0
1
G ( s ) = s 1
0
deg = G ( s ) = u = 1
the given left fraction is not coprime .
7.15 are all D-columns in the generalized resultant in problem 7.14 linearly independent .pf their LHS
columns ?Now in forming the generalized resultant ,the coefficient matrices of D (S ) and N (S ) are
arranged in descending powers of s , instead of ascending powers of s as in problem 7.14 .is it true that
all D-columns are linearly independent of their LHS columns? Does he degree of G ( s ) equal the
D- LHS ? D (S ) N (S ) S .
. D- LHS ? G ( s )
N-? 7.M4 ?
Solution : because D1 0, ALL THE D-columns in the generalized resultant in problem7.14 are
Now forming the generalized resultant by arranging the coefficient matrices of D (S ) and N (S ) in
descending powers of s :
1 0 0 0 0 0
1 1 0 0 0
0
D1 N1 0 0
0 1 1 1 0
0
S = D0 N0 D1 N1 = rank S =5
0 0 1 1 1 0
0
0 D0 N 0
0 0 0 0 1 1
0 0 0 0 0 1
we see the D0 -column in the second colums block is linearly dependent of its LHS columns .so it is
not true that all D-columns are linearly independent of their LHS columns .
the number of linearly independent N -columns is 2 and the degree of G ( s ) is I as known in problem
7.14 , so the degree of G ( s ) does not equal the number of linearly independent N -columns , and the
7.16, use the right coprime fraction of G ( s ) obtained in problem 7.14 to form a generalized tesultant as
in (7.89). search its linearly independent rows in order from top to bottom , and then find a left coprime
, G ( s ) .
1 1
Solution : G ( s ) = s 1 D( s) = s N ( s) =
0 0
The generalized resultant
0 1 0
1
0 0
0 0 0
T = rank T = 3 1 = 1, 2 = 0
0 0 1
0 1 0
0 0 0
0 1 0
mull ( 1 0 0 ) = [0 0 1]
0 0 0
0 1 0
1 0 0
mull ( ) = [ 1 0 0 1]
0 0 1
0 1 0
1 0 0 0 1 0
[ N 0 D0 D0 ] =
N0
0 0 1 0 0 0
0 0 1 0 s 0
D (s) = + s=
0 1 0 0 0 1
+ 1
N (s) =
0
1
s 2 + 0.5s 0.5s s 0 1
thus a left coprime fraction of is G ( s ) =
0.5 s 0.5 0 1 0
s2 +1 2 s + 1
3
7.17 find a right coprime fraction of G ( s ) = s s 2 snd then a minimal realization
s+2 2
s 2 s
G ( s ) ]
s2 +1 2 s + 1
3
solution : G ( s ) = s s 2 =: D 1 ( S ) N ( S )
s+2 2
s 2 s
s 3 0 0 0 0 0 0 0 2 1 0 3
D (s) = = + s + s + 0 0 s
0 s 2 0 0 0 0 0 1
where
s 2 + 1 s (2 s + 1) 1 0 0 1 1 2 2
N (s) = = + s + s
s+2 2 s 2 0 1 2 0 0
the generalized resultant is
0 0 1 0 0 0 0 0 0 0 0 0
0
0 2 0 0 0 0 0 0 0 0 0
0 0 0 1 0 0 1 0 0 0 0
0 0 1 2 0 0 2 0 0 0 0 0
0 0 1 2 0 0 0 1 0 0 1 0
0 1 0 0 0 0 1 2 0 0 2 0
S =
1 0 0 0 0 0 1 2 0 0 0 1
0 0 0 0 0 1 0 0 0 0 1 2
0 0 0 0 1 0 0 0 0 0 1 2
0 0 0 0 0 0 0 0 0 1 0 0
0 0 0 0 0 0 0 0 1 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
rank s = 9, 1 = 2, 2 = 1
the monic null vectors of the submatrices that consist of the primary dependent N 2 -columns and
Z 2 = [ 2.5 2.5 0 0.5 0 0 0.5 1]
Z1 = [ 0.5 2.5 0 0.5 1 1 0.5 0 0 1]
N 0
D
0
N 1 0.5 2.5 0 0.5 1 1 0.5 0 0 0 1 0
=
D1 2.5 2.5 0 0.5 0 0 0.5 1 0 0 0 0
N2
D2
s 0
s 2 0
we define H ( s ) = L( s ) = 1 0
0 s
0 1
then we have
1 0.5 0.5 0 0
=D( s) H (s) + L( s )
0 1 0 0.5 0.5
1 0.5 2.5
N (s) = L( s )
1 2.5 2.5
1
1 0.5 1 0.5
1
=D =
0 1 0 1
hc
1 0.5 0.5 0 0 0.5 0.25 0.25
= Dhc1 Dic =
0 1 0 0.5 0.5 0 0.5 0.5
find the state feedback gain k so that the feedback system has 1 and 2 as its eigenvalues .
k -1,-2.
2 1 1 1
x = x [k1 k 2 ]x + r
1 1 2 2
the new A-matrix has characteristic polynomial
f ( s ) = ( s 2 + k1 )( s 1 + 2k 2 ) (1 2k1 )(1 k 2 )
= s 2 + (k1 + 2k 2 3) s + (k1 5k 2 + 3)
k1 + 2k 2 3 = 3 and k1 5k 2 + 3 = 2 , yields
D ( s ) = ( s 2)( s 1) + 1 = s 2 3s + 1
D f ( s ) = ( s + 1)( s + 2) = s 2 + 3s + 2
k = [3 (3) 2 3] = [6 1]
1 1 3 1 3
C = C=
0 1 0 1
1 4 1 4
D = [b Ab] = C 1
= 7 7 C is non sin gular , so ( A, b) is can trollable
2 1 2 7 1
7
using (8.13)
1 3 1 7 4 7
k = k CC 1 = [6 1] = [4 1]
0 1 2 7 1 7
1 0
selecting F = and k = [1 1] then
0 2
1
0 13 9 1
AT TF = b k T = T 1 =
9 13 0
1
13
9 1
k = k T 1 = [1 1] = [4 1]
13 0
1 1 2 1
8.4 find the state foodback gain for the state equation x = 0 1 1 x + 0 u
0 0 1 1
so that the resulting system has eigenvalues 2 and 1+j1 . use the method you think is the
simplest by hand to carry out the design .
-2 -1+j1 /
solution : ( A, b) is controllable
( s ) = ( s 1) 3 = s 3 3s 2 + 3s 1
f ( s ) = ( s + 2)( s + 1 + j1)( s + 1 j1) = s 3 + 4s 2 + 6s + 4
k = [4 (3) 6 3 4 (1)] = [7 3 5]
1 3 3 1 3 6
C = 0 1 3
1
C = 0 1 3
0 0 1 0 0 1
1 1 2 1 1 0
C = 0 1 2 C 1 = 2 3 2
1 1 1 1 2 1
1 3 6 1 1 0
Using(8.13) k = k C C [7 3 5]0 1 3 2 3 2 = [15 47 8]
1
0 0 1 1 2 1
( s 1)( s + 2)
8.4 Consider a system with transfer function g ( s ) = is it possible to
( s + 1)( s 2)( s + 3)
( s 1)
change the transfer function to g f ( s ) = by state feedback? Is the resulting
( s + 2)( s + 3)
system BIBO stable ?asymptotically stable?
g ( s ) g f ( s ) ? BIBO ??
( s 1) ( s 1)( s + 2)
Solution : g f ( s ) = =
( s + 2)( s + 3) s + 2) 2 ( s + 3)
We can easily see that it is possible to change g ( s ) to g f ( s ) by state feedback and the resulting
( s 1)( s + 2)
8.6 consider a system with transfer function g ( s ) = is it possible to
( s + 1)( s 2)( s + 3)
1
change the transfer function to g f ( s ) = by state feedback ? is the resulting system BIBO
s+3
stable? Asymptotically stable ?
g ( s ) g f ( s ) ? BIBO ??
1 ( s 1)( s + 2)
Solution ; g f ( s ) = =
s + 3 ( s 1)( s + 2)( s + 3)
1 1 2 1
x = 0 1 1 x + 0u
y = [2 0 0]x
0 0 1 1
let u = pr k x , find the feedforward gain p and state feedback gain k so that the resulting
system has eigenvalues 2 and 1 j1 and will track asymptotically any step reference input
, u = pr k x p k
-2 1 j1 , .
Solution :
1 1 1 1
s 1 ( s 1) 2 ( s 1) 3
( s 1) 2 1
2
g ( s ) = c( sI A)b = [2 0 0] 0
1 1 0 = 2 s 8 s + 8
s 1 ( s 1) 2 s 3 3s 2 + 3s 1
1 1
0 0
s 1
3 2
f ( s ) = s + 4 s + 6 s +4
3 4
P= = = 0.5
b3 8
k = [15 47 8]
solution ; ( A, b) is controllable
( z ) = z 3 3s + 3 z 1
f ( z) = z 3
k = [3 3 1]
1 3 6 1 1 0
k = C C k = [3 3 1]0 1 3 2 3 2 = [1 5 2]
1
0 0 1 1 2 1
The state feedback equation becomes
1 1 2 1 1 0 4 4 1
x[k + 1] = 0 1 1 0[1 5 2]x[k ] + 0 r[k ] = 0 1 1 x[k ] + 0 r[k ]
0 0 1 1 1 1 5 1 1
y[k ] = [2 0 0]x[k ]
denoting the mew-A matrix as A , we can present the zero-mput response of the feedback system
k
as following y zi [ k ] = C A x[0]
k
compute A
0 1 0
A = Q 0 0 1Q 1
0 0 0
K
0 1 0
A = Q 0 0 1 Q 1
k
0 0 0
consider the discret-time state equation in problem 8.8 let for u[k ] = pr[k ] k x[k ] where p
is a feedforward gain for the k in problem 8.8 find a gain p so that the output will track any step
reference input , show also that y[k]=r[k] for k 3 ,thus exact tracking is achieved in a finite
number of sampling periods instead of asymptotically . this is possible if all poles of the resulting
system are placed at z=0 ,this is called the dead-beat design
k , p , k 3 y[k]=r[k].
,. Z=0 ,
,[.
Solution ;
2 z 2 8s + 8
g ( z ) = ( z ) = z 3 u[k ] = pr[k ] k x[k ]
z 3 3s 2 + 3z 1
z 2 8z + 8
g f ( z ) = p
z3
( A, b) is controllable all poles of g f ( z ) can be assigned to lie inside the section in fig 8.3(b)
under this condition , if the reference input is a step function with magnitude a , then the output
thus in order for y[k] to track any step reference input we need g f (1) = 1
g f (1) = 2 p = 1 p = 0.5
K
as we know, A =0 for k 3, so
2
y[k ] = cb r[k 1] + c Ab r[k 2] + c A b r[k 3]
= r[k 1] 4r[k 2] + 4r[k 3] for k 3
for any step reference input r[k]=a the response is
y[k]=(1-4+4) a =a =r[k] for k 3
2 1 0 0 0
0 2 0 0 1
8.10 consider the uncontrollable state equation x = x + u is it possible
0 0 1 0 1
0 0 0 1 1
to find a gain k so that the equation with state feedback u = r k x has eigenvalues 2, -2 ,
-1 ,-1 ? is it possible to have eigenvalues 2, -2 ,2 ,-1 ? how about 2 ,-2, 2 ,-2 ? is the equation
stabilizable?, k u = r k x
0 0 4 0 1
x c 1 0 0 0 xc 0
= + u
xc 0 1 3 0 x c 0
0 0 0 1 0
A 0 xc bc
= c + u
0 Ac xc 0
0 1 4 0
1 2 4 0
Where the transformation matrix is P
1
=
1 1 1 0
1 1 1 1
( AC ) ,say 1 , is not affected by the state feedback ,while the eigenvalues of the controllable
sub-state equation can be arbitrarily assigned in pairs .
so by using state feedback ,it is possible for the resulting system to have eigenvalues 2 ,-2 , -1, -1,
also eigenvalues 2, -2, -2, -1.
It is impossible to have 2, -2, -2, -2, as it eigenvalues because state feedback can not affect the
eigenvalue 1.
8.11 design a full-dimensional and a reduced-dimensional state estimator for the state equation in
{ 3 2 j 2}.
2 1 1
A= b= c = [1 1]
1 1 2
l1
let l = then the characteristic polynomial of x = ( A l c) is
l 2
( s ) = ( s 2 + l1 )( s 1 + l 2 ) + (1 + l 2 )(1 l1 )
= s 2 + (l1 + l 2 3) s + 3 2l1 l 2
= ( s + 2) 2 + 4 = s 2 + 4s + 8
l1 = 12 l 2 = 19
thus a full-dimensional state estimor with eigenvalues 2 j 2 has been designed as following
14 13 1 12
x = x + u + y
20 18 2 19
designing a reduced-dimensional state estimator with eigenvalue 3 :
(1) select |x| stable matrix F=-3
(2) select |x| vector L=1, (F,L) IS controllable
T = [t1 t2 ]
2 1
let T : [t1
t 2 ] + 3[t1 t 2 ] = [1 1]
1 1
3 4
T =
21 21
(4) THE l-dimensional state estimutor with eigenvalue 3 is
13
z = 3 x + u+ y
21
1
1 1 y 4 21 y
x = 5 4 =
21 z 5 21 z
21
8.12 consider the state equation in problem 8.1 .compute the transfer function from r to y of the
state feedback system compute the transfer function from r to y if the feedback gain is applied to
the estimated state of the full-dimensional estimator designed in problem 8.11 compute the
transfer function from r to y if the feedback gain is applied to the estimated state of the
reduced-dimensional state estimator also designed in problem 8.11 are the three overall transfer
functions the same ?
8.1 , r y . 8.11
, r y ,
8.11 , r y ,
?
Solution
x = A x + bu y = cx u = r k x
(1) y x y = c( sI A + b k ) b
1
1
0 1
s+2 3s 4
= [1 1] 9 1 2 = ( s + 1)( s + 2)
( s + 1)( s + 2) s + 1
2 1 1 2 1 1 1
x = x + u = x + r [4 1]x
1 1 2 1 1 2 2
2 1 4 1 1
= x x + r
1 1 8 2 2
14 13 1 12
x = x + u + y
(2) 20 18 2 19
14 13 1 1 12
= x + r [4 1]x + [1 1]x
20 18 2 2 19
10 12 12 12 1
= x + x+
19 2
r
28 20 19
y = [1 2]x
2 1 4 1 1
x 1 1 8 2 x
+ 2 r
=
x 12 12 10 12 x 1
19 19 28 20 2
x
y = [1 1 0 0]
x
1
s 2 1 4 1 1
1 s 1 8 2 2
g r y = [1 1 0 0]
12 12 10 12 1
19 19 28 s + 20 2
3s 3 + 8s 2 + 8s 32 (3s 4)( s 2 + 4 s + 8) 3s 4
= 4 = =
s + 7 s 3 + 22s 2 + 32s + 16 ( s + 1)( s + 2)( s + 4 s + 8) ( s + 1)( s + 2)
2
2 1 1 2 1 4 1 1 1
x = x + u = x x + r r
1 1 2 1 1 8 2 2 2
2 1 4 1 4 21 y 1
= x x + r
1 1 8 2 5 21 z 2
2 1 11 63 1
= x [1 1]x z + 2 r
1 1 22
126
13 12 63 1
(3) = x + z + r
21 23 126 2
13 4 21 y
z = 3 z + (r [4 1] ) + [1 1]x
21 5 21 z
164 164 13
= x 42 z + r
21 21 21
y = [1 1]x
1
13 12 63
x
x
= 21 23
126 + 2 r
z 164 164 z 13
42 21
21 21
x
y = [1 1 0]
z
1
1
s 13 1 2 63
g r y ( s ) = [1 1 0] 21 s 23 126 + 2
164 164 13
s + 42 21
21 21
2
3s + 5s 12 (3s 4)( s + 3) 3s 4
= 3 = =
s + 6 s 2 + 11s + 6 ( s + 1)( s + 2)( s + 3) ( s + 1)( s + 2)
these three overall transfer functions are the same , which verifies the result discussed in section
8.5.
0 1 0 0 0 0
0 0 1
0 0 0
8.13 let A = B= find two different constant matrices k such that
3 1 2 3 1 2
2 1 0 0 0 2
43j 5 4 j
4 3 0 0
3 4 0 0
solution : (1) select a 4 4 matrix F =
0 0 5 4
0 0 4 5
1 0 0 0
(2)if k1 = , ( F , k1 ) is observable
0 0 1 0
1 1 1 1
(3)IF K 2 = ( F , k 2 ) is observable
0 0 1 0