EE221A Linear System Theory Midterm Test

Professor C. Tomlin Department of Electrical Engineering and Computer Sciences, UC Berkeley Fall 2010 10/19/10, 9.30-11.00am

Your answers MUST BE supported by analysis, proof, or counterexample. There are 5 questions: approximate points for each question are indicated. The total points for the test are 30. Problem 1: Matrix representation of a linear map (4 points). Consider a linear map A : R2 R2 , and consider two bases for R2 : E= Suppose that: A 1 0 = 2 1 , A 0 1 = 3 2 1 0 , 0 1 , B= 3 1 , 1 1

Calculate the matrix representation of A with respect to the basis B.

Problem 2: Range and nullspace of composed linear maps (8 points). Consider linear maps A : Rn Rm , B : Rm Rq , C : Rp Rn . Suppose that B is injective, and C is surjective. Show that: (a) N (BA) = N (A) (b) R(AC) = R(A)

Problem 3: Inner products, adjoint maps (6 points). Let a(), b() C([t0 , t1 ], Cn ) and dene a linear map: A : C([t0 , t1 ], Cn ) C by A : a() < a(), b() > where < , > is the standard inner product on the function space (C([t0 , t1 ], Cn ). Find the adjoint map of A.

Problem 4: Discrete-time time-invariant linear system (8 points). You are given a linear, time-invariant system x = Ax + Bu, x(0) = x0 (1)

which is sampled every T seconds starting from t = 0. Denote x(kT ) by x(k). Further, the input u is held constant between kT and (k + 1)T , that is, u(t) = u(k) for t [kT, (k + 1)T ). (a) Suppose the system starts at time kT with initial condition x(kT ). Using your knowledge of solutions to LTI systems, Write down the solution to (1) at time (k + 1)T , using the constant input u(k) over the time interval t [kT, (k + 1)T ]. That is, solve for A and B in the state update equation for this discrete-time linear system x(k + 1) = Ax(k) + Bu(k) (b) Suppose that, in addition, the readout map of this discrete-time linear system is given by y(k) = Cx(k) + Du(k). What is the response function of the discrete-time linear system, in terms of k, 0, x(0) and the input sequence {u(0), . . . , u(k)}?

Problem 5: State transition matrix is invertible (4 points). Consider the matrix dierential equation X(t) = A(t)X(t). Show that if there exists a t0 such that detX(t0 ) = 0 then detX(t) = 0, t t0 . HINT: One way to do this is by contradiction. Assume that there exists some t for which detX(t ) = 0, nd a non-zero vector k in N (X(t )), and consider the solution x(t) := X(t)k to the vector dierential equation x(t) = A(t)x(t).