1. a. (i)-B, (ii)-D, (iii)-A, (iv)-C 1 x 2 0. This gives x2 0 and sin( x1 ) 0, b. The equilibria are given by x Ax hence x (k , 0), k 0, 1, . . . .

. . The linearized equation is given by x where 0 1 A (1)k 1 The eigenvalues are given by 2 + +(1)k 0. The system is hence locally asymptotically stable (a stable focus) for even k and unstable (a saddle) for odd k. 2. a. The equilibria are given by y 0. This gives the matrix equation y K y 0, hence yT K y 0, hence y 0 since K is positive denite. b. Try the function V 1 T 1 My + yT K y y 2 2 0 and 0. y

TM y 0 gives y as Lyapunov equation. Clearly V 0 and V T 0. Since M and K are positive denite this give y y Ky Furthermore V as x . This can be seen from My + yT K y min( M ) y T y + min( K ) yT y y Differentiation of V gives V + yT K y TM y y 0 TDy y

0 if y 0. But y 0 gives y 0 and hence Note that we have V 0. Therefore y 0. The only invariant set is hence y 0. y Ky By Lyapunovs theorem on invariant sets we can therefore conclude global asymptotic stability. 3. a. a1 0 (see problem b) and b1 2 T
2 0 2 0

sin t( A sin t)5 dt ei t ei t 2i 5 A5 8

6

2 A5 T

dt

2 A5 20 2 T 26

(Use

2 0

eikx dx

0 for k

0). Therefore N ( A) 5 A4 8

b. Put v(t) a1

f ( A sin( t)). It is clear that v(T /2 t) 2 T 4 T

3 T /4

v(t). We therefore have

T /4 T /4 T /4

v(t) cos( t) dt 0

v(t) cos( t) + v(T /2 t) cos( (T /2 t)) dt

where we have also used that cos( (T /2 t)) 4.

cos t.

y. A state-space description of the system a. Introduce the states x1 v, x2 is obtained from the block diagram: 1 x 2 x
1 T x1 + t 1 Tt sat( x1 )

x2 + sat( x1 )

b. The steady state solution is obtained by setting dx 0 in the state-space dt model. It can also be obtained directly from the block diagram. Note that in steady-state, the input to the integrator must equal zero. 0 y u

1 1 y + (u v) Ti Tt G (0)u u

sat v

Substituting y and u in the rst equation gives: v

(1

Tt ) sat v Ti

This has, for Ti, Tt > 0, the only solution v 0 y u 0

(A v

0 gives either v < sat v or v and sat v have opposite signs).

c. A round tour in the block diagram gives: V s+ 1 Tt V V 1 s 1 1 ( U V ) G p ( s) U Tt Ti 1 1 1 U Tt Ti s + 1 s + 1 Tt /Ti U (s + 1)(sTt + 1)

Considering the minus sign in the feedback loop gives: Gtot (s)

s + 1 Tt /Ti (s + 1)(sTt + 1)

d. We have k1 0 and k2 1 in the circle criterion. The conclusion is that the system is stable if the Nyquist curve satises Re G (i ) 1. 5. A linear system is passive if it is stable and its Nyquist plot is in the right half plane, Re G (i ) 0. G (i ) Re G (i ) The system is thus passive if bac + 2 (a + c b) 0, Since a, b, c > 0, the system is passive precisely when a+c b i + b (i + a)(i + c ) bac + 2 (a + c b) ( 2 + a2 )( 2 + b2 )

6.

The system is normal so can put n0 H Minimization wrt u gives u This gives u

1. The Hamiltonian is

u2 + tu

(t)t/2. The adjoint equation is

0,

Hx

(T )

2 x(T ).

tx(T ). If this is put into the system equation we get

x(T ) x(0)
0 T

t2 x(T ) dt

T 3 /3 x(T )

and hence x(T )

x(0)/(1 + T 3 /3). The optimal control signal is hence u

t x(T ). 1 + T 3 /3

7.

The small gain theorem (or the circle crieterion) can be used. The gain of the linear system is G max G (i )

The nonlinear system consists of multiplication with a function f (t) a sin t. According to the lecture the gain of such a system is max f (t)
t

The SGT says that one has BIBO stability if the loop gain is smaller than 1. This proves the statement.