Linear Systems 2021 Homework Assignment #1

1. Consider that a binary signal is contaminated by white-noise, and the RC circuit in Figure 1
is applied to extract the binary signal out of the white-noise contamination. (Note: the
“white” regarding to white-noise means equal components across the whole frequency
spectrum)
(a) Derive the transfer function of the RC circuit with respect to the input voltage u and
output voltage y . Do define all the symbols that you use in the process of derivation.
(b) Do you agree to the following statement:
Along with decreasing values of Time Constant   RC , the output signal y bears
increasing levels of closeness to the input signal u ?
Perform an analysis to support your answer.
u (t ) R

1  
u C y
_ _
0 t
Figure 1

2. Consider the spring-mass dynamics in Figure 2, m stands for mass, k for stiffness, u
for input force, and y for output displacement of the mass.

m u
k
y

Figure 2
(a) Derive the differential equation governing the input-output relationship.
(b) Solve the impulse response g for m  1 , k  1 , and homogeneous initial conditions,
based on based on the differential equation derived in (a).
(c) Prove the convolution principle:
t t
y (t )   g (t   )u ( )d   g ( )u (t   )d , t  [0, ) .
0 0

Show the convolution process with time.

(d) Solve the step response by the differential equation derived from (a) and by the
convolution principle in (c). Both answers ought to be identical.
(e) Prove that convolution principle can be represented by
Y ( s )  G ( s )U ( s ) ,
 where Y , G , and U are the Laplace transforms of y , g and u , respectively.
What is the transfer function G of the dynamics in Figure 1? Explain why the Laplace
Transform of unit impulse  is defined as identity.
(f) Answer the above problems in an alternative order as follows. Take Laplace transform of
the differential equation derived in (a) to obtain the transfer function of G in (e). Find
the impulse response g in (b) by performing the inverse Laplace Transform. Apply the
transfer function algebra in (e) to solve the step response in (d). Can you obtain the same
consequences?
(g) After all of these, can you explain why the temporal derivative of the unit step is defined
by the unit impulse, i.e. d1(t ) / dt   (t ) for t  [0, ) ?

3. Given a dynamics G with the transfer function:

5s 3  4
G ( s)  .
s 3  5s 2  4 s  2
(a) Plot an analog computer to implement this dynamics.
(b) Scheme a digital algorithm to implement this dynamics.

4. Consider state field:

x  Ax  Bu ,
where x is a state, and u is the input.
(a) Prove that the state flow  is explicitly to be
t
 ( x, t , u )  e At x   e A(t  ) Bu ( ) d , t  (, ) ,
0

where  ( x,0, u )  x .
(b) Prove that the state flow satisfies the principle of causality.
(c) Deduce the principle of convolution that governs not only the forward processing, i.e.
the prediction of future from the present, but also the backward processing, i.e. the trace
of history back to the past.

5. Consider a dynamics of heat conduction G in a bounded domain [0, ] :

T  2T
  0 in (0, ) and T ( x, t )  0 at x  0,  for all t  [0, ) .
t x 2
With the Lyapunov functional

V (t )   T 2 ( x, t ) dx ,
0

prove that G is asymptotically stable. (You may apply the LaSalle’s principle.)

6. Show that asymptotical stability of linear time-invariant (LTI) systems is equivalent to

quadratic Lyapunov stability. The proof needs to comprise the following two parts:
(a) If a real matrix A has all eigenvalues in the left-hand plane, then the Lyapunov
equation:
 AT P  PA  Q  0 , Q  0 ,
has a unique, positive-definite solution of P .
(b) For any P  P T  0 , Q  Q T  0 , the Lyapunov equation:
AT P  PA  Q  0
implies that eigenvalues of the real matrix A are all in the left-hand plane.

7. In each of the following 10 questions, pick up the best from the underlined five options.
(1) A dynamical system with double poles at  j exhibits in (A) instability (B) marginal
stability; (C) asymptotic stability (D) sustained oscillation (E) not the above.
(2) Let D denote the derivative operator D  d / dt . Suppose a linear time-invariant (LTI)
system G described as
( D n  a1 D n 1  a 2 D n 2    a n 1 D  a n ) y  (b0 D m  b1 D m 1    bm 1 D  bm )u
has zero initial conditions, and outputs y (t )  e 0.1t sin t  2e 0.01t cos 2t when subject to a
unit-pulse u impulse. What is the value of n ? (A) 2 (B) 3 (C) 4 (D) 6 (E) the
information is not enough to determine the answer.
Y ( s)  n2
(3) As for a second-order system G ( s )   , its rising time and settling
R( s ) s 2  2 n s   n2
time, as we know, are mostly concerned with the natural frequency  n . Which of the
following does not properly make a sense to this phenomenon? (A) Higher-frequency
vibration causes a higher damping (B) Lower natural frequency means lower stiffness,
which in turns suggests the system be “soft”, and a “soft” system to an excitation takes
longer time to settle down (C) Higher natural-frequency means higher stiffness, implying
that the system is “hard”, and a hard system responses sharply to an impact (D)
Higher-frequency vibration takes shorter time to cross a preset value (E) quick vibration
quickly stops.
(4) A simple harmonic motion governed by y   2 y  0 with specified initial conditions
being y (0)  y 0 and y (0)  v 0 has the general solution: y (t )  c1 cos t  c2 sin t ,
where two constants c1 and c2 are dependent on y 0 and v 0 . The value of 
determines the frequency of the displacement y . As  is getting smaller, the
displacement y is getting closer to DC level, and at the limit it becomes a constant
y (t )  c1 . On the other hand, as   0 , the governing equation becomes y  0 , the
solution of which is y (t )  y 0  v 0 t (an unstable system). Therefore, a seemingly
contradiction happens. Such a contradiction happens because the above analysis did not (A)
define the origin of time axis (B) distinguish existence from stability (C) specify whether
the underlying application-range is an open set or a closed set (D) well tell DC signals
from AC signals (E) know the limitation of mathematical analysis on physical systems.
(5) Suppose a linear dynamics G has the impulse response g . Given G a series of
discretely impulsive inputs with intensities u0 , u2 , , u10  at the time {0,1,2,,10} , what
 is the value of the output y at t  11 , y (11) ?
(A) u 0 g (10)  u1 g (9)    u9 g (1)  u10 g (0)
(B) u 0 g (0)  u1 g (1)    u9 g (9)  u10 g (10)
(C) u0 g (11)  u1 g (10)    u9 g (2)  u10 g (1)
(D) u1 g (10)  u2 g (9)    u9 g (2)  u10 g (1)
(E) u0 g (1)  u1 g (2)    u9 g (10)  u10 g (11) .
(6) For a LTI mechanical vibration, (A) positive-definite damping matrix implies
asymptotically stability (B) asymptotical stability means that its mechanical energy is
always decreasing without external efforts (C) asymptotical stability implies that the heat
transferred to its surrounded environment is always non-negative (D) the total entropy in
the system including the environment and the dynamics itself is always increasing along
with temporal evolution (E) its mechanical energy is a candidate Lyapunov to show
asymptotical stability without the help of LaSalle’s principle.
(7) At least how many differentiators are needed in an OP circuit that implements the
differential equation: y  y  y  u  u  u ? (A) 0 (B) 1 (C) 2 (D) 3 (E) Uncertain.
(8) Which of the following about the set of state in a dynamical system is not generally
correct? It (A) always reveals full information of current status (B) is of one-to-one
mapping to the set of path-independent quantities appearing in constituent law (C) can be
real-time processed with resetting-Clock-to-zero (D) is uniquely determined in state-space
realization of transfer function (E) has cardinality equal to the order of the system.
(9) Which of the following about Lyapunov stability in dynamical systems is not correct? (A)
Candidate Lyapunov functions are positive or semi-positive functions of state (B) A system
is unstable if no candidate Lyapunov functions can be found (C) In many occasions,
stability assessment is with the help of LaSalle’s principle (D) In LTI systems, quadratic
Lyapunov function results in the Lyapunov equation that plays the most fundamental
lemma in linear optimal and robust control (E) A LTI system is unstable if no candidate
Lyapunov functions of quadratic forms can be found.
(10) For any LTI system ( A, B, C , D) , (A) the poles of its transfer function are identical to the
eigenvalues of the system matrix A even in cases of pole-zero cancellation (B) its
transfer function can be altered by state transformation (C) two state-flows in the state
space might intercepts at some points (D) the dimension of invariant subspaces associated
with a pair of conjugate eigenvalues of the matrix A is always two (E) sometimes an
unbounded eigenvalue of the matrix A can be resulted from ill-posed realization of state
space.