SC42000/EE4C04

Exercise Session 1
Abhimanyu Gupta (a.gupta-3@tudelft.nl)

Ton van den Boom (a.j.j.vandenboom@tudelft.nl)

Delft Center for Systems and Control, TU Delft

1 - System properties

Given the following input-output systems:

−t
a. 6 ẏ(t) = 4 y(t) + 3 e u(t)
−t
b. 6 ẏ(t) = 4 u(t) + 3 e y(t)

c. 6 ẏ(t) = 4 u(t) + 3 e−u(t) y(t)

−t
d. 6 (1 + e ) y(t) = 4 u(t) + 3 arctan(u(t + 1))

Are systems a,b,c,d memoryless/dynamic, linear, time-invariant and/or causal?

Exercise Session 1 – SC42000/EE4C04

 2 - Lyapunov stability

Consider the Van der Pol equations:

2
ẍ − µ(1 − x )ẋ + x = 0

Show that if µ < 0 then the origin is asymptotically stable. Hint: use the following candidate
Lyapunov function:

x2 ẋ2
V (x, ẋ) = +
2 2

3 - Linearization

Rewrite in state-space form (i.e. Ẋ = f (X)) and linearize the following systems at the
origin:

1.

ẋ = x + x2 + x3 + x4 + ...

2.

ẋ + x2 cos(x2 ) − x = 0

3.

ẍ − µ(1 − x2 )ẋ + x = 0

4.

ẍ + δ ẋ + βx + αx3 = 0

Exercise Session 1 – SC42000/EE4C04 1

 4. Review of Eigenvalues and Eigenvectors Computation

Find eigenvalues and eigenvectors (by hand) of the following:

 
8 2 −2
A= 1 10 −1 
−3 0 9

Do similarly with the aid of MATLAB.

5. Matrix Exponential

Compute eAt , through its diagonalization, where:

 
−1 0 1
A=  0 −2 0 .
0 1 −3

The diagonalization should include the explicit use of the similarity matrix.

6. Solution to state space models

Find the output response to a step input and to an impulse, where the system is given by:

Ẋ = AX + BU

Y = CX + DU,

where
   
1 1  
X(0) = ,B = ,C = 1 0 , D = 0,
−1 0

and where A is
 
−1 2
.
0 −2

Exercise Session 1 – SC42000/EE4C04 2

 7. Asymptotic Stability Analysis

Consider the model with x ∈ R

ẍ + dẋ + k x = u,

y = x.

1. Write the system equations in state space form;

2. For what values of the parameters k and d is the system asymptotically stable?

8. State transformation

Consider the model with x ∈ Rn , u ∈ R, y ∈ R,

ẋ = A x + B u,

y =Cx .

and let the eigenvalue decomposition of the matrix A be given by

A = EΛE −1

where Λ is a diagonal matrix with the eigenvalues and E is a square matrix with the
corresponding eigenvectors.
Introduce new coordinates z by the transformation z = T x, leading to new system equations

ż = Ã z + B̃ z,

y = C̃ z .

with new system matrices

à = AT B̃ = C T

C̃ = B T

1. Show that the impulse responses of the two systems are similar.

Exercise Session 1 – SC42000/EE4C04 3

 9. Lyapunov Stability Check

Consider two continuous-time scalar systems and their respective candidate Lyapunov functions

4
ẋ = −6x; V (x) = x

ẏ = − arctan(y); V (y) = y − 1

Which one of the following statements is true for each system?

1. V (x) is a Lyapunov function for this system and therefore the system is asymptotically
stable;
2. V (x) is not a Lyapunov function for this system and therefore the system is not stable;
3. V (x) is not a Lyapunov function for this system. Furthermore, given this information,
we cannot conclude anything about the stability of the system.

10. Lipschitz condition

Are the following functions f (x), x ∈ R Lipschitz?

If f (x) is Lipschitz, compute Lipschitz constant c.
If f (x) is not Lipschitz, show that for any finite Lipschitz constant c, there is a counter-
example.
(p
1 − x2 for − 1 ≤ x ≤ 1
1. f (x) = ,.
0 for |x| > 1
(
x for x ≥ 0
2. Ramp function, f (x) = .
0 for x < 0

3. f (x) = sin(x) + log(1 + x2 ).

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