State will have dimension 5. One possible choice is given by y and its derivatives up to y (4)

Size: px
Start display at page:

Download "State will have dimension 5. One possible choice is given by y and its derivatives up to y (4)"

Transcription

1 A Exercise State will have dimension 5. One possible choice is given by y and its derivatives up to y (4 x T (t [ y(t y ( (t y (2 (t y (3 (t y (4 (t ] T With this choice we obtain A B C [ ] D To find the transfer function we could use the formula involving (A, B, C, D but this would require the inversion of the 5 5 matrix (si A. More directly we can recognize in the structure of the obtained A, B and C the controller canonical form and therefore we can directly state that F (s s 5 + 4s 4 + 3s 3 2s 2 + s + Otherwise, since the transfer function relates the input to the output zero-state response (i.e. with x(, applying the derivative theorem to the differential equation leads to s 5 Y (s + 4s 4 Y (s + 3s 3 Y (s 2s 2 Y (s + sy (s + Y (s U(s and to the transfer function F (s Y (s/u(s previously found. System stability can be inferred from the eigenvalues, but since the denominator of the transfer function has degree equal to n 5, the poles coincide with the eigenvalues. The Routh necessary condition is not satisfied and therefore the system is not asymptotically stable. B Exercise 2 We can find the impulse response from the inverse Laplace transform of the transfer function which can be found as the ratio of the zero-state response transform with the input transform that is, being Y (s s s 2 + s 3 s + U(s 2 s + 3 we have F (s /(s3 (s + (s + 3 (s + /(s + 3 s 3 (s + 2 C Exercise 3 This exercise requires the correct use of the Laplace transform time shifting property and rewriting u(t as a linear combination of functions which have simple Laplace transform. The input u(t, as 4

2 u(t t Figure 3: Ex. 3, input u(t shown in Fig. 3, can also be written as u(t tδ (t 2(t δ (t + 2(t 2δ (t 2 2(t 3δ (t 3 + (t 4δ (t 4 4 a k (t kδ (t k k and therefore U(s ( 2e s + 2e 2s 2e 3s + e 4s s 2 and Y (s F (su(s. Recall that if, in general, Y (s Y (se st then and therefore defining we have, once the residues have been computed, y(t y (t T δ (t T Y (s F (s s 2 R s + R 2 s 2 + R 2 s R 3 s + y(t 4 a k y (t kδ (t k k with R 3/, R 2 F (, R 2 2/5 and R 3 /. The input and final output are plotted in Fig u y t Figure 4: Ex. 3, input u(t and corresponding response y(t D Exercise 4 When possible we try to exploit some particular matrix structure to simplify calculation as much as possible. 5

3 Note that matrix A is block diagonal ( A 3 Aα A 3 β and therefore We have aut A α } and ( Aα eig A β with A α ( A β } eig A α } eig A β } p Aβ (λ det (λi A β λ 2 eig A β } ( 3 3 +, } Since one eigenvalue is positive (and theefore has positive real part the system is unstable. As an alternative we could have applied the Routh criterion to the characteristic polynomial p A (λ λ 3 + λ 2 λ The necessary condition is not satisfied and therefore we can only assess that not all the eigenvalues have negative real part. Note that the Routh table has a row (with only one element equal to zero since the first two rows are linearly dependent. - - (N.B. There are rules to overcome this situation. Being the matrix A 2 upper triangular, the eigenvalues coincide with the elements on the diagonal λ, λ 2 3 and λ 3 3. The eigenvalue λ 3 3 makes the system unstable. Similarly, being A 3 lower triangular again the eigenvalues are the elements on the main diagonal and therefore, having λ 3 3, the system is unstable. Matrix A 4 is block triangular A 4 3 ( Aα A β (with matrix having the right dimensions and therefore we have ( } Aα eig eig A A α } eig A β } β Being p Aβ (λ λ 2 3λ + both roots (eigenvalues of p Aβ (λ have positive real part since the elements of the first column of the Routh table (which coincide for a second order equation with the polynomial coefficients change sign twice. The corresponding system is unstable. Note that A 5 is in the controller canonical form and therefore its characteristic polynomial is with Routh table p A5 (λ λ 3 + 2λ 2 + λ + 6

4 2 /6 The corresponding system is asymptotically stable. First note that A 6 is lower triangular and therefore the system has the double eigenvalue λ which prevents the system from being asymptotically stable and λ 2 3. Moreover A 6 is also block diagonal with ( A α In order to understand if this double eigenvalue in leads to instability or not, recall that the eigenvalues of a matrix coincide with those of its transpose eig A α } eig A T } α This can be shown with the similarity transformation T such that ( ( ( A T α T A α T T T with T T and therefore A α and A T α are similar and share the same eigenvalues. We can then note that A T α is a Jordan block of dimension 2 (index 2 for the eigenvalue λ which makes the system unstable. E Exercise 5 For the considered systems we have the following results. The system has a double pole is s and therefore it is not asymptotically stable. To see it is unstable we can either recall that an eigenvalue will appear as a pole with at most multiplicity equal to its index (dimension of the largest Jordan block. Therefore here we would have an index equal to 2 and this leads to instability. This is evident from the realization A (, B (, C (, D which shows the presence of the Jordan block. Alternatively, since the transfer function is the Laplace transform of the impulse response p (t, we have P (s s s 2 R s + R 2 s 2, with R, R 2 and the impulse response p (t L [P (s] (R + R 2 t δ (t shows the presence of the diverging natural mode tδ (t. Being the poles of P 2 (s equal to p and p 2, the system is marginally stable (or more properly Lyapunov stable. 7

5 The denominator of P 3 (s can be factored as s 3 + 2s 2 + 3s s(s 2 + 2s + 3 thus we have a pole in s and two poles with negative real part. marginally stable (or more properly Lyapunov stable. The system is therefore The Routh criterion for P 4 (s is satisfied therefore the system is asymptotically stable. The roots are (found numerically p.9862, p 2/3.69 ±.934j. 2 /6 The system is not asymptotically stable since the necessary condition is not satisfied. Building the Routh table shows that there is only one change of sign so one root with positive real part. numerically the roots are p.8297, p and p As a check, Routh criterion shows asymptotic stability. The roots are p.7549, p 2/3.226±.7449j. Being the Routh table 2 / the system with transfer function P 7 (s is unstable due to the presence of two poles with positive real part (2 sign variations in the first column. The poles are p, p 2/3.777 ±.365j and p 4/5.777 ±.8j. F Exercise 6 Being the matrix triangular p A (λ (λ kλ eigenvalues: λ, λ 2 k, if k ; λ λ 2, if k. 8

6 If k the natural modes are e λt e kt and e λ2t ; if k > the system is unstable while for k < we have marginal stability (or preferably Lyapunov stability. For the case k we have several equivalent options. With k matrix A ( A has an obvious Jordan block of dimension 2 (index 2 and therefore the zero eigenvalue leads to instability. The natural modes are e t and te t t. Equivalently, with k, the dynamics equations are ẋ Ax, x R 2, ẋ x 2 ẋ 2 The second equation has the constant solution x 2 (t x 2 ( and therefore x (t x 2 (t + x (. These are the components of the free (unforced, zero-input state evolution x zi (t e At x2 (t + x x( ( x 2 ( which clearly shows the diverging behavior for generic initial conditions. In the Laplace domain, note that L [ e At] (si A s s 2 s which can be expanded as (Heaviside (si A s ( + s 2 ( Being the matrices (residues independent from s, the inverse Laplace transform is ( ( e At δ (t + tδ (t Post-multiplication (right multiplication by the initial condition x( leads to the same unforced response previously found. G Exercise 7 The forced response transform is given by and therefore, being Y (s P (su(s U(s s 2 s 2 s2 2s + 2 s 2 (s we get Y (s s s 2 2s + 2 s + s 2 s2 2s + 2 (s s 2 R (s + s + R 2 s 2 + R 2 s + with R 4, R 2 2 and R 2 5. An interesting aspect of this example is that the diverging exponential component of the input e t is not present at the output (while the polynomial component is since the system has filtered this diverging forcing term through the presence of the zero in s in the transfer function P (s. 9

7 H Exercise 8 The forced response transform is given by Y (s P (su(s and therefore the only difficulty lies in finding U(s from known Laplace transform and properties. The input u(t is a truncated sinusoidal function with frequency Hz or 2π rad/s as shown in Fig. 5-A. As shown in Fig. 5-D, the input u(t can be seen as the result of a time shift of sec (Fig. 5-B to which an opposite and time shifted of 2 sec sinusoid (Fig. 5-C has been added and therefore u(t [sin(2π(t ] δ (t [sin(2π(t 2] δ (t 2 Defining y (t as the output corresponding to the input sin 2πt, the output y(t is given by y(t y (t δ (t y (t 2δ (t 2 We therefore just need to compute y (t as the inverse Laplace transform of 2π Y (s P (s s 2 + 4π 2 with P (s the transfer function of the given system (state space representation is in the controller canonical form P (s s + s 2 + 2s + s (s + 2 We have Y (s s (s + 2 2π s 2 + 4π 2 R s + 2πj + R s 2πj + R 2 s + + R 22 (s B C D A Figure 5: Ex. 8, input u(t with R [(s + 2πjY (s] s 2πj π(4π2 3 ( + 4π π2 2( + 4π 2 2 j [ d ( R 2 (s + 2 Y (s ] 2π((2π2 3 ds s ( + (2π 2 2 R 22 [ (s + 2 Y (s ] s 4π + (2π 2

8 and therefore, defining the residue R as R a + jb, we have R s + 2πj + which admits the inverse Laplace transform The overall y (t is then given by I Exercise 9 Ra st s 2πj 2a s s 2 + (2π 2 + 2b 2π s 2 + (2π 2 2a cos 2πt + 2b sin 2πt y (t 2a cos 2πt + 2b sin 2πt + R 2 e t + R 22 te t Being the matrix block diagonal, the eigenvalues are the union of the eigenvalues of ( A, A 2 2 ( that is λ, λ 2 i and λ 3 λ 2 i (the characteristic polynomial of A is p A(λ (λ (λ 2 +. The natural modes are therefore J Exercise e λ t e t, sin t (or equivalently cos t The characteristic polynomial is p A (λ λ 2 + 4λ + 3 (λ + (λ + 3 and therefore λ, λ 2 3. The eigenvector associated to λ is ( u or any parallel. the eigenvector associated to λ 2 3 is ( u 2 Choose U ( u u 2 so that U 2 ( ( v T v T 2 From the spectral form we obtain ( x zi (t e At x( e λt u v T + e λ2t u 2 v2 T x( ( e t ( /2 /2 + e 3t ( e t /2 /2 /2 /2 ( ( e t + e 3t ( + e 3t ( /2 /2 /2 /2 ( } ( 2 /2 /2 } ( 2

9 while y zi (t Ce At x( Cx zi (t e t + 3e 3t As an alternative, we can find the coefficients c v T x and c 2 v T 2 x which give the initial condition x in the (u, u 2 basis x( c u + c 2 u 2 u + u 2 and therefore, being vi T u j δ ij, c and c 2 scalars, ( e At x( e λt u v T + e λ2t u 2 v2 T x( ( e λt u v T + e λ2t u 2 v2 T (c u + c 2 u 2 c e λ t u + c 2 e λ 2t u 2 K Exercise The eigenvalues and associated eigenvectors are ( λ u 3, λ 2 u 2 The output zero-input response is therefore y zi (t Ce At x( C e λt u v T + e λt u 2 v2 T } e λt Cu v T + e λt Cu 2 v2 T x( } e λt Cu v T x( ( } x( being Cu 2 and therefore any initial condition solves the problem. This is understandable since Cu 2 implies that the diverging natural mode e λ 2t e t is unobservable. L Exercise 2 The eigenvalues and associated eigenvectors are ( λ u 2, λ 2 5 u 2 and therefore we have a constant natural mode (for λ and a diverging one (for λ 2 5. In order for the diverging natural mode not to compare in the output free response, the initial state needs to belong to the eigenspace relative to λ, that is ( α x( αu 2α Since λ the output response from x( not only will be non diverging but also constant. ( 3 2

Control Systems. System response. L. Lanari

Control Systems. System response. L. Lanari Control Systems m i l e r p r a in r e v y n is o System response L. Lanari Outline What we are going to see: how to compute in the s-domain the forced response (zero-state response) using the transfer

More information

Control Systems. Laplace domain analysis

Control Systems. Laplace domain analysis Control Systems Laplace domain analysis L. Lanari outline introduce the Laplace unilateral transform define its properties show its advantages in turning ODEs to algebraic equations define an Input/Output

More information

Control Systems. Internal Stability - LTI systems. L. Lanari

Control Systems. Internal Stability - LTI systems. L. Lanari Control Systems Internal Stability - LTI systems L. Lanari definitions (AS) - A system S is said to be asymptotically stable if its state zeroinput response converges to the origin for any initial condition

More information

Control Systems. Internal Stability - LTI systems. L. Lanari

Control Systems. Internal Stability - LTI systems. L. Lanari Control Systems Internal Stability - LTI systems L. Lanari outline LTI systems: definitions conditions South stability criterion equilibrium points Nonlinear systems: equilibrium points examples stable

More information

Some solutions of the written exam of January 27th, 2014

Some solutions of the written exam of January 27th, 2014 TEORIA DEI SISTEMI Systems Theory) Prof. C. Manes, Prof. A. Germani Some solutions of the written exam of January 7th, 0 Problem. Consider a feedback control system with unit feedback gain, with the following

More information

Linear Algebra: Matrix Eigenvalue Problems

Linear Algebra: Matrix Eigenvalue Problems CHAPTER8 Linear Algebra: Matrix Eigenvalue Problems Chapter 8 p1 A matrix eigenvalue problem considers the vector equation (1) Ax = λx. 8.0 Linear Algebra: Matrix Eigenvalue Problems Here A is a given

More information

Theory of Linear Systems Exercises. Luigi Palopoli and Daniele Fontanelli

Theory of Linear Systems Exercises. Luigi Palopoli and Daniele Fontanelli Theory of Linear Systems Exercises Luigi Palopoli and Daniele Fontanelli Dipartimento di Ingegneria e Scienza dell Informazione Università di Trento Contents Chapter. Exercises on the Laplace Transform

More information

From Lay, 5.4. If we always treat a matrix as defining a linear transformation, what role does diagonalisation play?

From Lay, 5.4. If we always treat a matrix as defining a linear transformation, what role does diagonalisation play? Overview Last week introduced the important Diagonalisation Theorem: An n n matrix A is diagonalisable if and only if there is a basis for R n consisting of eigenvectors of A. This week we ll continue

More information

Remark By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero.

Remark By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero. Sec 6 Eigenvalues and Eigenvectors Definition An eigenvector of an n n matrix A is a nonzero vector x such that A x λ x for some scalar λ A scalar λ is called an eigenvalue of A if there is a nontrivial

More information

Identification Methods for Structural Systems

Identification Methods for Structural Systems Prof. Dr. Eleni Chatzi System Stability Fundamentals Overview System Stability Assume given a dynamic system with input u(t) and output x(t). The stability property of a dynamic system can be defined from

More information

Definition (T -invariant subspace) Example. Example

Definition (T -invariant subspace) Example. Example Eigenvalues, Eigenvectors, Similarity, and Diagonalization We now turn our attention to linear transformations of the form T : V V. To better understand the effect of T on the vector space V, we begin

More information

Control Systems I. Lecture 7: Feedback and the Root Locus method. Readings: Jacopo Tani. Institute for Dynamic Systems and Control D-MAVT ETH Zürich

Control Systems I. Lecture 7: Feedback and the Root Locus method. Readings: Jacopo Tani. Institute for Dynamic Systems and Control D-MAVT ETH Zürich Control Systems I Lecture 7: Feedback and the Root Locus method Readings: Jacopo Tani Institute for Dynamic Systems and Control D-MAVT ETH Zürich November 2, 2018 J. Tani, E. Frazzoli (ETH) Lecture 7:

More information

Generalized Eigenvectors and Jordan Form

Generalized Eigenvectors and Jordan Form Generalized Eigenvectors and Jordan Form We have seen that an n n matrix A is diagonalizable precisely when the dimensions of its eigenspaces sum to n. So if A is not diagonalizable, there is at least

More information

Control Systems I. Lecture 5: Transfer Functions. Readings: Emilio Frazzoli. Institute for Dynamic Systems and Control D-MAVT ETH Zürich

Control Systems I. Lecture 5: Transfer Functions. Readings: Emilio Frazzoli. Institute for Dynamic Systems and Control D-MAVT ETH Zürich Control Systems I Lecture 5: Transfer Functions Readings: Emilio Frazzoli Institute for Dynamic Systems and Control D-MAVT ETH Zürich October 20, 2017 E. Frazzoli (ETH) Lecture 5: Control Systems I 20/10/2017

More information

Modeling and Simulation with ODE for MSE

Modeling and Simulation with ODE for MSE Zentrum Mathematik Technische Universität München Prof. Dr. Massimo Fornasier WS 6/7 Dr. Markus Hansen Sheet 7 Modeling and Simulation with ODE for MSE The exercises can be handed in until Wed, 4..6,.

More information

Remark 1 By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero.

Remark 1 By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero. Sec 5 Eigenvectors and Eigenvalues In this chapter, vector means column vector Definition An eigenvector of an n n matrix A is a nonzero vector x such that A x λ x for some scalar λ A scalar λ is called

More information

Solutions to Dynamical Systems 2010 exam. Each question is worth 25 marks.

Solutions to Dynamical Systems 2010 exam. Each question is worth 25 marks. Solutions to Dynamical Systems exam Each question is worth marks [Unseen] Consider the following st order differential equation: dy dt Xy yy 4 a Find and classify all the fixed points of Hence draw the

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors 5 Eigenvalues and Eigenvectors 5.2 THE CHARACTERISTIC EQUATION DETERMINANATS nn Let A be an matrix, let U be any echelon form obtained from A by row replacements and row interchanges (without scaling),

More information

Introduction to Modern Control MT 2016

Introduction to Modern Control MT 2016 CDT Autonomous and Intelligent Machines & Systems Introduction to Modern Control MT 2016 Alessandro Abate Lecture 2 First-order ordinary differential equations (ODE) Solution of a linear ODE Hints to nonlinear

More information

DIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix

DIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix DIAGONALIZATION Definition We say that a matrix A of size n n is diagonalizable if there is a basis of R n consisting of eigenvectors of A ie if there are n linearly independent vectors v v n such that

More information

ECEN 605 LINEAR SYSTEMS. Lecture 7 Solution of State Equations 1/77

ECEN 605 LINEAR SYSTEMS. Lecture 7 Solution of State Equations 1/77 1/77 ECEN 605 LINEAR SYSTEMS Lecture 7 Solution of State Equations Solution of State Space Equations Recall from the previous Lecture note, for a system: ẋ(t) = A x(t) + B u(t) y(t) = C x(t) + D u(t),

More information

Control Systems. Frequency domain analysis. L. Lanari

Control Systems. Frequency domain analysis. L. Lanari Control Systems m i l e r p r a in r e v y n is o Frequency domain analysis L. Lanari outline introduce the Laplace unilateral transform define its properties show its advantages in turning ODEs to algebraic

More information

Solution of Linear State-space Systems

Solution of Linear State-space Systems Solution of Linear State-space Systems Homogeneous (u=0) LTV systems first Theorem (Peano-Baker series) The unique solution to x(t) = (t, )x 0 where The matrix function is given by is called the state

More information

Module 09 From s-domain to time-domain From ODEs, TFs to State-Space Modern Control

Module 09 From s-domain to time-domain From ODEs, TFs to State-Space Modern Control Module 09 From s-domain to time-domain From ODEs, TFs to State-Space Modern Control Ahmad F. Taha EE 3413: Analysis and Desgin of Control Systems Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors Eigenvalues and Eigenvectors Philippe B. Laval KSU Fall 2015 Philippe B. Laval (KSU) Eigenvalues and Eigenvectors Fall 2015 1 / 14 Introduction We define eigenvalues and eigenvectors. We discuss how to

More information

AMS10 HW7 Solutions. All credit is given for effort. (-5 pts for any missing sections) Problem 1 (20 pts) Consider the following matrix 2 A =

AMS10 HW7 Solutions. All credit is given for effort. (-5 pts for any missing sections) Problem 1 (20 pts) Consider the following matrix 2 A = AMS1 HW Solutions All credit is given for effort. (- pts for any missing sections) Problem 1 ( pts) Consider the following matrix 1 1 9 a. Calculate the eigenvalues of A. Eigenvalues are 1 1.1, 9.81,.1

More information

Intro. Computer Control Systems: F8

Intro. Computer Control Systems: F8 Intro. Computer Control Systems: F8 Properties of state-space descriptions and feedback Dave Zachariah Dept. Information Technology, Div. Systems and Control 1 / 22 dave.zachariah@it.uu.se F7: Quiz! 2

More information

EEE582 Homework Problems

EEE582 Homework Problems EEE582 Homework Problems HW. Write a state-space realization of the linearized model for the cruise control system around speeds v = 4 (Section.3, http://tsakalis.faculty.asu.edu/notes/models.pdf). Use

More information

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Prof. Tesler Math 283 Fall 2016 Also see the separate version of this with Matlab and R commands. Prof. Tesler Diagonalizing

More information

Study Guide for Linear Algebra Exam 2

Study Guide for Linear Algebra Exam 2 Study Guide for Linear Algebra Exam 2 Term Vector Space Definition A Vector Space is a nonempty set V of objects, on which are defined two operations, called addition and multiplication by scalars (real

More information

JUST THE MATHS UNIT NUMBER 9.9. MATRICES 9 (Modal & spectral matrices) A.J.Hobson

JUST THE MATHS UNIT NUMBER 9.9. MATRICES 9 (Modal & spectral matrices) A.J.Hobson JUST THE MATHS UNIT NUMBER 9.9 MATRICES 9 (Modal & spectral matrices) by A.J.Hobson 9.9. Assumptions and definitions 9.9.2 Diagonalisation of a matrix 9.9.3 Exercises 9.9.4 Answers to exercises UNIT 9.9

More information

First of all, the notion of linearity does not depend on which coordinates are used. Recall that a map T : R n R m is linear if

First of all, the notion of linearity does not depend on which coordinates are used. Recall that a map T : R n R m is linear if 5 Matrices in Different Coordinates In this section we discuss finding matrices of linear maps in different coordinates Earlier in the class was the matrix that multiplied by x to give ( x) in standard

More information

4. Linear transformations as a vector space 17

4. Linear transformations as a vector space 17 4 Linear transformations as a vector space 17 d) 1 2 0 0 1 2 0 0 1 0 0 0 1 2 3 4 32 Let a linear transformation in R 2 be the reflection in the line = x 2 Find its matrix 33 For each linear transformation

More information

Topic # /31 Feedback Control Systems

Topic # /31 Feedback Control Systems Topic #7 16.30/31 Feedback Control Systems State-Space Systems What are the basic properties of a state-space model, and how do we analyze these? Time Domain Interpretations System Modes Fall 2010 16.30/31

More information

Chapter 7. Canonical Forms. 7.1 Eigenvalues and Eigenvectors

Chapter 7. Canonical Forms. 7.1 Eigenvalues and Eigenvectors Chapter 7 Canonical Forms 7.1 Eigenvalues and Eigenvectors Definition 7.1.1. Let V be a vector space over the field F and let T be a linear operator on V. An eigenvalue of T is a scalar λ F such that there

More information

EE Control Systems LECTURE 9

EE Control Systems LECTURE 9 Updated: Sunday, February, 999 EE - Control Systems LECTURE 9 Copyright FL Lewis 998 All rights reserved STABILITY OF LINEAR SYSTEMS We discuss the stability of input/output systems and of state-space

More information

1. Find the solution of the following uncontrolled linear system. 2 α 1 1

1. Find the solution of the following uncontrolled linear system. 2 α 1 1 Appendix B Revision Problems 1. Find the solution of the following uncontrolled linear system 0 1 1 ẋ = x, x(0) =. 2 3 1 Class test, August 1998 2. Given the linear system described by 2 α 1 1 ẋ = x +

More information

Jordan Canonical Form Homework Solutions

Jordan Canonical Form Homework Solutions Jordan Canonical Form Homework Solutions For each of the following, put the matrix in Jordan canonical form and find the matrix S such that S AS = J. [ ]. A = A λi = λ λ = ( λ) = λ λ = λ =, Since we have

More information

1 Continuous-time Systems

1 Continuous-time Systems Observability Completely controllable systems can be restructured by means of state feedback to have many desirable properties. But what if the state is not available for feedback? What if only the output

More information

Control Systems I. Lecture 6: Poles and Zeros. Readings: Emilio Frazzoli. Institute for Dynamic Systems and Control D-MAVT ETH Zürich

Control Systems I. Lecture 6: Poles and Zeros. Readings: Emilio Frazzoli. Institute for Dynamic Systems and Control D-MAVT ETH Zürich Control Systems I Lecture 6: Poles and Zeros Readings: Emilio Frazzoli Institute for Dynamic Systems and Control D-MAVT ETH Zürich October 27, 2017 E. Frazzoli (ETH) Lecture 6: Control Systems I 27/10/2017

More information

LU Factorization. A m x n matrix A admits an LU factorization if it can be written in the form of A = LU

LU Factorization. A m x n matrix A admits an LU factorization if it can be written in the form of A = LU LU Factorization A m n matri A admits an LU factorization if it can be written in the form of Where, A = LU L : is a m m lower triangular matri with s on the diagonal. The matri L is invertible and is

More information

Math Ordinary Differential Equations

Math Ordinary Differential Equations Math 411 - Ordinary Differential Equations Review Notes - 1 1 - Basic Theory A first order ordinary differential equation has the form x = f(t, x) (11) Here x = dx/dt Given an initial data x(t 0 ) = x

More information

LINEAR ALGEBRA REVIEW

LINEAR ALGEBRA REVIEW LINEAR ALGEBRA REVIEW SPENCER BECKER-KAHN Basic Definitions Domain and Codomain. Let f : X Y be any function. This notation means that X is the domain of f and Y is the codomain of f. This means that for

More information

Solution via Laplace transform and matrix exponential

Solution via Laplace transform and matrix exponential EE263 Autumn 2015 S. Boyd and S. Lall Solution via Laplace transform and matrix exponential Laplace transform solving ẋ = Ax via Laplace transform state transition matrix matrix exponential qualitative

More information

Perspective. ECE 3640 Lecture 11 State-Space Analysis. To learn about state-space analysis for continuous and discrete-time. Objective: systems

Perspective. ECE 3640 Lecture 11 State-Space Analysis. To learn about state-space analysis for continuous and discrete-time. Objective: systems ECE 3640 Lecture State-Space Analysis Objective: systems To learn about state-space analysis for continuous and discrete-time Perspective Transfer functions provide only an input/output perspective of

More information

Differential equations

Differential equations Differential equations Math 7 Spring Practice problems for April Exam Problem Use the method of elimination to find the x-component of the general solution of x y = 6x 9x + y = x 6y 9y Soln: The system

More information

Module 03 Linear Systems Theory: Necessary Background

Module 03 Linear Systems Theory: Necessary Background Module 03 Linear Systems Theory: Necessary Background Ahmad F. Taha EE 5243: Introduction to Cyber-Physical Systems Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/ taha/index.html September

More information

Diagonalization of Matrix

Diagonalization of Matrix of Matrix King Saud University August 29, 2018 of Matrix Table of contents 1 2 of Matrix Definition If A M n (R) and λ R. We say that λ is an eigenvalue of the matrix A if there is X R n \ {0} such that

More information

22m:033 Notes: 7.1 Diagonalization of Symmetric Matrices

22m:033 Notes: 7.1 Diagonalization of Symmetric Matrices m:33 Notes: 7. Diagonalization of Symmetric Matrices Dennis Roseman University of Iowa Iowa City, IA http://www.math.uiowa.edu/ roseman May 3, Symmetric matrices Definition. A symmetric matrix is a matrix

More information

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Prof. Tesler Math 283 Fall 2018 Also see the separate version of this with Matlab and R commands. Prof. Tesler Diagonalizing

More information

ECEN 420 LINEAR CONTROL SYSTEMS. Lecture 2 Laplace Transform I 1/52

ECEN 420 LINEAR CONTROL SYSTEMS. Lecture 2 Laplace Transform I 1/52 1/52 ECEN 420 LINEAR CONTROL SYSTEMS Lecture 2 Laplace Transform I Linear Time Invariant Systems A general LTI system may be described by the linear constant coefficient differential equation: a n d n

More information

1 2 2 Circulant Matrices

1 2 2 Circulant Matrices Circulant Matrices General matrix a c d Ax x ax + cx x x + dx General circulant matrix a x ax + x a x x + ax. Evaluating the Eigenvalues Find eigenvalues and eigenvectors of general circulant matrix: a

More information

Control Systems. Dynamic response in the time domain. L. Lanari

Control Systems. Dynamic response in the time domain. L. Lanari Control Systems Dynamic response in the time domain L. Lanari outline A diagonalizable - real eigenvalues (aperiodic natural modes) - complex conjugate eigenvalues (pseudoperiodic natural modes) - phase

More information

vibrations, light transmission, tuning guitar, design buildings and bridges, washing machine, Partial differential problems, water flow,...

vibrations, light transmission, tuning guitar, design buildings and bridges, washing machine, Partial differential problems, water flow,... 6 Eigenvalues Eigenvalues are a common part of our life: vibrations, light transmission, tuning guitar, design buildings and bridges, washing machine, Partial differential problems, water flow, The simplest

More information

CHAPTER 8: Matrices and Determinants

CHAPTER 8: Matrices and Determinants (Exercises for Chapter 8: Matrices and Determinants) E.8.1 CHAPTER 8: Matrices and Determinants (A) means refer to Part A, (B) means refer to Part B, etc. Most of these exercises can be done without a

More information

EE 380. Linear Control Systems. Lecture 10

EE 380. Linear Control Systems. Lecture 10 EE 380 Linear Control Systems Lecture 10 Professor Jeffrey Schiano Department of Electrical Engineering Lecture 10. 1 Lecture 10 Topics Stability Definitions Methods for Determining Stability Lecture 10.

More information

Homework For each of the following matrices, find the minimal polynomial and determine whether the matrix is diagonalizable.

Homework For each of the following matrices, find the minimal polynomial and determine whether the matrix is diagonalizable. Math 5327 Fall 2018 Homework 7 1. For each of the following matrices, find the minimal polynomial and determine whether the matrix is diagonalizable. 3 1 0 (a) A = 1 2 0 1 1 0 x 3 1 0 Solution: 1 x 2 0

More information

MTH50 Spring 07 HW Assignment 7 {From [FIS0]}: Sec 44 #4a h 6; Sec 5 #ad ac 4ae 4 7 The due date for this assignment is 04/05/7 Sec 44 #4a h Evaluate the erminant of the following matrices by any legitimate

More information

SYSTEMTEORI - ÖVNING Stability of linear systems Exercise 3.1 (LTI system). Consider the following matrix:

SYSTEMTEORI - ÖVNING Stability of linear systems Exercise 3.1 (LTI system). Consider the following matrix: SYSTEMTEORI - ÖVNING 3 1. Stability of linear systems Exercise 3.1 (LTI system. Consider the following matrix: ( A = 2 1 Use the Lyapunov method to determine if A is a stability matrix: a: in continuous

More information

MA 527 first midterm review problems Hopefully final version as of October 2nd

MA 527 first midterm review problems Hopefully final version as of October 2nd MA 57 first midterm review problems Hopefully final version as of October nd The first midterm will be on Wednesday, October 4th, from 8 to 9 pm, in MTHW 0. It will cover all the material from the classes

More information

Math 3301 Homework Set Points ( ) ( ) I ll leave it to you to verify that the eigenvalues and eigenvectors for this matrix are, ( ) ( ) ( ) ( )

Math 3301 Homework Set Points ( ) ( ) I ll leave it to you to verify that the eigenvalues and eigenvectors for this matrix are, ( ) ( ) ( ) ( ) #7. ( pts) I ll leave it to you to verify that the eigenvalues and eigenvectors for this matrix are, λ 5 λ 7 t t ce The general solution is then : 5 7 c c c x( 0) c c 9 9 c+ c c t 5t 7 e + e A sketch of

More information

ECE317 : Feedback and Control

ECE317 : Feedback and Control ECE317 : Feedback and Control Lecture : Stability Routh-Hurwitz stability criterion Dr. Richard Tymerski Dept. of Electrical and Computer Engineering Portland State University 1 Course roadmap Modeling

More information

Control Systems Design

Control Systems Design ELEC4410 Control Systems Design Lecture 13: Stability Julio H. Braslavsky julio@ee.newcastle.edu.au School of Electrical Engineering and Computer Science Lecture 13: Stability p.1/20 Outline Input-Output

More information

Math 217: Eigenspaces and Characteristic Polynomials Professor Karen Smith

Math 217: Eigenspaces and Characteristic Polynomials Professor Karen Smith Math 217: Eigenspaces and Characteristic Polynomials Professor Karen Smith (c)2015 UM Math Dept licensed under a Creative Commons By-NC-SA 4.0 International License. Definition: Let V T V be a linear transformation.

More information

HANDOUT E.22 - EXAMPLES ON STABILITY ANALYSIS

HANDOUT E.22 - EXAMPLES ON STABILITY ANALYSIS Example 1 HANDOUT E. - EXAMPLES ON STABILITY ANALYSIS Determine the stability of the system whose characteristics equation given by 6 3 = s + s + 3s + s + s + s +. The above polynomial satisfies the necessary

More information

(a) II and III (b) I (c) I and III (d) I and II and III (e) None are true.

(a) II and III (b) I (c) I and III (d) I and II and III (e) None are true. 1 Which of the following statements is always true? I The null space of an m n matrix is a subspace of R m II If the set B = {v 1,, v n } spans a vector space V and dimv = n, then B is a basis for V III

More information

ECE317 : Feedback and Control

ECE317 : Feedback and Control ECE317 : Feedback and Control Lecture : Routh-Hurwitz stability criterion Examples Dr. Richard Tymerski Dept. of Electrical and Computer Engineering Portland State University 1 Course roadmap Modeling

More information

c Igor Zelenko, Fall

c Igor Zelenko, Fall c Igor Zelenko, Fall 2017 1 18: Repeated Eigenvalues: algebraic and geometric multiplicities of eigenvalues, generalized eigenvectors, and solution for systems of differential equation with repeated eigenvalues

More information

Control Systems Engineering ( Chapter 6. Stability ) Prof. Kwang-Chun Ho Tel: Fax:

Control Systems Engineering ( Chapter 6. Stability ) Prof. Kwang-Chun Ho Tel: Fax: Control Systems Engineering ( Chapter 6. Stability ) Prof. Kwang-Chun Ho kwangho@hansung.ac.kr Tel: 02-760-4253 Fax:02-760-4435 Introduction In this lesson, you will learn the following : How to determine

More information

6 Linear Equation. 6.1 Equation with constant coefficients

6 Linear Equation. 6.1 Equation with constant coefficients 6 Linear Equation 6.1 Equation with constant coefficients Consider the equation ẋ = Ax, x R n. This equating has n independent solutions. If the eigenvalues are distinct then the solutions are c k e λ

More information

Recall : Eigenvalues and Eigenvectors

Recall : Eigenvalues and Eigenvectors Recall : Eigenvalues and Eigenvectors Let A be an n n matrix. If a nonzero vector x in R n satisfies Ax λx for a scalar λ, then : The scalar λ is called an eigenvalue of A. The vector x is called an eigenvector

More information

1. Diagonalize the matrix A if possible, that is, find an invertible matrix P and a diagonal

1. Diagonalize the matrix A if possible, that is, find an invertible matrix P and a diagonal . Diagonalize the matrix A if possible, that is, find an invertible matrix P and a diagonal 3 9 matrix D such that A = P DP, for A =. 3 4 3 (a) P = 4, D =. 3 (b) P = 4, D =. (c) P = 4 8 4, D =. 3 (d) P

More information

Linear Algebra Exercises

Linear Algebra Exercises 9. 8.03 Linear Algebra Exercises 9A. Matrix Multiplication, Rank, Echelon Form 9A-. Which of the following matrices is in row-echelon form? 2 0 0 5 0 (i) (ii) (iii) (iv) 0 0 0 (v) [ 0 ] 0 0 0 0 0 0 0 9A-2.

More information

1. The Transition Matrix (Hint: Recall that the solution to the linear equation ẋ = Ax + Bu is

1. The Transition Matrix (Hint: Recall that the solution to the linear equation ẋ = Ax + Bu is ECE 55, Fall 2007 Problem Set #4 Solution The Transition Matrix (Hint: Recall that the solution to the linear equation ẋ Ax + Bu is x(t) e A(t ) x( ) + e A(t τ) Bu(τ)dτ () This formula is extremely important

More information

22.2. Applications of Eigenvalues and Eigenvectors. Introduction. Prerequisites. Learning Outcomes

22.2. Applications of Eigenvalues and Eigenvectors. Introduction. Prerequisites. Learning Outcomes Applications of Eigenvalues and Eigenvectors 22.2 Introduction Many applications of matrices in both engineering and science utilize eigenvalues and, sometimes, eigenvectors. Control theory, vibration

More information

Periodic Linear Systems

Periodic Linear Systems Periodic Linear Systems Lecture 17 Math 634 10/8/99 We now consider ẋ = A(t)x (1) when A is a continuous periodic n n matrix function of t; i.e., when there is a constant T>0 such that A(t + T )=A(t) for

More information

Linear Algebra. Matrices Operations. Consider, for example, a system of equations such as x + 2y z + 4w = 0, 3x 4y + 2z 6w = 0, x 3y 2z + w = 0.

Linear Algebra. Matrices Operations. Consider, for example, a system of equations such as x + 2y z + 4w = 0, 3x 4y + 2z 6w = 0, x 3y 2z + w = 0. Matrices Operations Linear Algebra Consider, for example, a system of equations such as x + 2y z + 4w = 0, 3x 4y + 2z 6w = 0, x 3y 2z + w = 0 The rectangular array 1 2 1 4 3 4 2 6 1 3 2 1 in which the

More information

Section 9.8 Higher Order Linear Equations

Section 9.8 Higher Order Linear Equations Section 9.8 Higher Order Linear Equations Key Terms: Higher order linear equations Equivalent linear systems for higher order equations Companion matrix Characteristic polynomial and equation A linear

More information

Time Response of Systems

Time Response of Systems Chapter 0 Time Response of Systems 0. Some Standard Time Responses Let us try to get some impulse time responses just by inspection: Poles F (s) f(t) s-plane Time response p =0 s p =0,p 2 =0 s 2 t p =

More information

Jordan Canonical Form

Jordan Canonical Form Jordan Canonical Form Massoud Malek Jordan normal form or Jordan canonical form (named in honor of Camille Jordan) shows that by changing the basis, a given square matrix M can be transformed into a certain

More information

Therefore, A and B have the same characteristic polynomial and hence, the same eigenvalues.

Therefore, A and B have the same characteristic polynomial and hence, the same eigenvalues. Similar Matrices and Diagonalization Page 1 Theorem If A and B are n n matrices, which are similar, then they have the same characteristic equation and hence the same eigenvalues. Proof Let A and B be

More information

Matrix Solutions to Linear Systems of ODEs

Matrix Solutions to Linear Systems of ODEs Matrix Solutions to Linear Systems of ODEs James K. Peterson Department of Biological Sciences and Department of Mathematical Sciences Clemson University November 3, 216 Outline 1 Symmetric Systems of

More information

Robust Control 2 Controllability, Observability & Transfer Functions

Robust Control 2 Controllability, Observability & Transfer Functions Robust Control 2 Controllability, Observability & Transfer Functions Harry G. Kwatny Department of Mechanical Engineering & Mechanics Drexel University /26/24 Outline Reachable Controllability Distinguishable

More information

Elementary Linear Algebra

Elementary Linear Algebra Matrices J MUSCAT Elementary Linear Algebra Matrices Definition Dr J Muscat 2002 A matrix is a rectangular array of numbers, arranged in rows and columns a a 2 a 3 a n a 2 a 22 a 23 a 2n A = a m a mn We

More information

Chapter 6 Higher Dimensional Linear Systems

Chapter 6 Higher Dimensional Linear Systems hapter 6 Higher Dimensional Linear Systems Linear systems in R n : Observations: X x. x n X X a a n..... a n a nn ; Let T the the coordinate change matrix such that T T is in canonical form ;then Y T X

More information

Solving Linear Systems of Equations

Solving Linear Systems of Equations November 6, 2013 Introduction The type of problems that we have to solve are: Solve the system: A x = B, where a 11 a 1N a 12 a 2N A =.. a 1N a NN x = x 1 x 2. x N B = b 1 b 2. b N To find A 1 (inverse

More information

Properties of Linear Transformations from R n to R m

Properties of Linear Transformations from R n to R m Properties of Linear Transformations from R n to R m MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Topic Overview Relationship between the properties of a matrix transformation

More information

Copyright (c) 2006 Warren Weckesser

Copyright (c) 2006 Warren Weckesser 2.2. PLANAR LINEAR SYSTEMS 3 2.2. Planar Linear Systems We consider the linear system of two first order differential equations or equivalently, = ax + by (2.7) dy = cx + dy [ d x x = A x, where x =, and

More information

1 Last time: least-squares problems

1 Last time: least-squares problems MATH Linear algebra (Fall 07) Lecture Last time: least-squares problems Definition. If A is an m n matrix and b R m, then a least-squares solution to the linear system Ax = b is a vector x R n such that

More information

= A(λ, t)x. In this chapter we will focus on the case that the matrix A does not depend on time (so that the ODE is autonomous):

= A(λ, t)x. In this chapter we will focus on the case that the matrix A does not depend on time (so that the ODE is autonomous): Chapter 2 Linear autonomous ODEs 2 Linearity Linear ODEs form an important class of ODEs They are characterized by the fact that the vector field f : R m R p R R m is linear at constant value of the parameters

More information

Dimension. Eigenvalue and eigenvector

Dimension. Eigenvalue and eigenvector Dimension. Eigenvalue and eigenvector Math 112, week 9 Goals: Bases, dimension, rank-nullity theorem. Eigenvalue and eigenvector. Suggested Textbook Readings: Sections 4.5, 4.6, 5.1, 5.2 Week 9: Dimension,

More information

2 Eigenvectors and Eigenvalues in abstract spaces.

2 Eigenvectors and Eigenvalues in abstract spaces. MA322 Sathaye Notes on Eigenvalues Spring 27 Introduction In these notes, we start with the definition of eigenvectors in abstract vector spaces and follow with the more common definition of eigenvectors

More information

EXERCISES ON DETERMINANTS, EIGENVALUES AND EIGENVECTORS. 1. Determinants

EXERCISES ON DETERMINANTS, EIGENVALUES AND EIGENVECTORS. 1. Determinants EXERCISES ON DETERMINANTS, EIGENVALUES AND EIGENVECTORS. Determinants Ex... Let A = 0 4 4 2 0 and B = 0 3 0. (a) Compute 0 0 0 0 A. (b) Compute det(2a 2 B), det(4a + B), det(2(a 3 B 2 )). 0 t Ex..2. For

More information

Math 314H Solutions to Homework # 3

Math 314H Solutions to Homework # 3 Math 34H Solutions to Homework # 3 Complete the exercises from the second maple assignment which can be downloaded from my linear algebra course web page Attach printouts of your work on this problem to

More information

Chapter 3. Determinants and Eigenvalues

Chapter 3. Determinants and Eigenvalues Chapter 3. Determinants and Eigenvalues 3.1. Determinants With each square matrix we can associate a real number called the determinant of the matrix. Determinants have important applications to the theory

More information

A matrix is a rectangular array of. objects arranged in rows and columns. The objects are called the entries. is called the size of the matrix, and

A matrix is a rectangular array of. objects arranged in rows and columns. The objects are called the entries. is called the size of the matrix, and Section 5.5. Matrices and Vectors A matrix is a rectangular array of objects arranged in rows and columns. The objects are called the entries. A matrix with m rows and n columns is called an m n matrix.

More information

21 Linear State-Space Representations

21 Linear State-Space Representations ME 132, Spring 25, UC Berkeley, A Packard 187 21 Linear State-Space Representations First, let s describe the most general type of dynamic system that we will consider/encounter in this class Systems may

More information

Eigenvalues and Eigenvectors 7.1 Eigenvalues and Eigenvecto

Eigenvalues and Eigenvectors 7.1 Eigenvalues and Eigenvecto 7.1 November 6 7.1 Eigenvalues and Eigenvecto Goals Suppose A is square matrix of order n. Eigenvalues of A will be defined. Eigenvectors of A, corresponding to each eigenvalue, will be defined. Eigenspaces

More information

Advanced Control Theory

Advanced Control Theory State Space Solution and Realization chibum@seoultech.ac.kr Outline State space solution 2 Solution of state-space equations x t = Ax t + Bu t First, recall results for scalar equation: x t = a x t + b

More information

A matrix is a rectangular array of. objects arranged in rows and columns. The objects are called the entries. is called the size of the matrix, and

A matrix is a rectangular array of. objects arranged in rows and columns. The objects are called the entries. is called the size of the matrix, and Section 5.5. Matrices and Vectors A matrix is a rectangular array of objects arranged in rows and columns. The objects are called the entries. A matrix with m rows and n columns is called an m n matrix.

More information