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𝑡 2 −𝑡02
1
−2(𝑡 2 −𝑡0 ) 𝑡 −−12
𝑒 2 2𝑒 𝑒 2 𝑑
• 𝑡, 𝑡0 = 𝑡0
0 𝑒 −(𝑡−𝑡0)
3
Another method is to solve for 𝑡, 𝑡0
From definition as the unique solution
to the differential equation: 𝑋(𝑡) = 𝐴 𝑡 𝑋 𝑡 , 𝑋 𝑡0 = 𝐼
11 𝑡, 𝑡0 12 𝑡, 𝑡0
𝑡, 𝑡0 =
21 𝑡, 𝑡0 22 𝑡, 𝑡0
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This can be expressed as 4 differential equations, one each for
11 𝑡, 𝑡0 , 12 𝑡, 𝑡0 , 21 𝑡, 𝑡0 , 22 𝑡, 𝑡0
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Substituting into the differential equations for 11 and 22
12 = 𝑡12
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Determination of Eigen Vectors
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Similarity transformation
𝐴 − λi 𝐼 xi = 0
𝑀 = x1 x2 … xn
= 𝑀−1 𝐴𝑀
= 𝑑𝑖𝑎𝑔 λ1 λ2 … λn
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Problem
1 −1 𝑚11 0
𝐴 − λi 𝐼 mi = 0, =
−2 2 𝑚21 0
Both of these equations give the same result; m11 = m21. The
eigenvector cannot be further defined, and although one
particular solution is 1
𝑚11 = 9
1
general solution must be defined in terms of an unknown
scalar multiplier α1
𝛼1
provided 𝛼1 ≠ 0 𝑚1 = 𝛼
1
𝑥𝑖 𝑡 = mij 𝑒 𝑗 𝑡
𝑥1 𝑡 m11 m12 … m1𝑛 𝑒 1 𝑡 𝑗=1
𝑥2 𝑡 m21
= ⋮
m22 … m2n 𝑒 2 𝑡 𝑒 1𝑡
⋮ ⋮ ⋱ ⋮ ⋮ 𝑡
𝑥ℎ 𝑡 = 𝑀 𝑒 2
𝑒 𝑛 𝑡
𝑥𝑛 𝑡 m31 m32 … m3n
⋮
𝑒 1 𝑡 𝑒 𝑛 𝑡
= 𝛼1 m1 𝛼2 m2 … 𝛼𝑛 mn 𝑒 2 𝑡
⋮
𝑒 𝑛 𝑡
11
𝛼1 𝑒 1𝑡
𝑥ℎ 𝑡 = m1 m2 … mn 𝛼 𝑒 2𝑡
2
⋮
𝛼𝑛 𝑒 𝑛 𝑡
𝑒 1𝑡 0 … 0 𝛼1
= m1 m2 … mn 0 𝑒 2𝑡 … 0 𝛼2
⋮ ⋮ ⋱ ⋮ ⋮
… 𝑒 𝑛 𝑡
0 0 𝛼𝑛
= 𝑀𝑒 𝑡 𝛼
𝑒 1 𝑡 0 … 0
𝑥ℎ 𝑡 = 𝑀𝑒 𝑡 𝑀−1 𝑥(0)
𝑒 𝑡 = 0 𝑒 2 𝑡 … 0
⋮ ⋮ ⋱ ⋮ 𝑡 = 𝑀𝑒 𝑡 𝑀−1
0 0 … 𝑒 𝑛 𝑡 12
Given a linear system of order n,x = Ax,
A has n distinct eigenvalues, the homogeneous response
of any state variable in the system from an arbitrary set of
initial conditions x(0) is a linear combination of n modal
components A = ei t , where the i are the eigenvalues of
A.
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Problem
−2 1
• 𝐴= λ1 = −1, λ2 = −4,
2 −3
1 1 1 1 1 2 1
• 𝑚1 = , 𝑚2 = ,M = , 𝑀−1 =
1 −2 1 −2 3 1 −1
−𝑡
𝑡
• 𝑒 = 𝑒 0
0 𝑒 −4𝑡
1 1 1 𝑒 −𝑡 0 2 1
• 𝑡 = [𝑀𝑒 𝑀 ] =
𝑡 −1
3 1 −2 0 𝑒 −4𝑡 1 −1
1 2𝑒 −𝑡 + 𝑒 −4𝑡 𝑒 −𝑡 − 𝑒 −4𝑡
=
3 2𝑒 −𝑡 − 2𝑒 −4𝑡 𝑒 −𝑡 + 2𝑒 −4𝑡
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Problem
𝑋ℎ 𝑡 = 𝑡 𝑋(0)
𝑥1 𝑡 1 2𝑒 −𝑡 + 𝑒 −4𝑡 𝑒 −𝑡 − 𝑒 −4𝑡 1
=
𝑥2 𝑡 3 2𝑒 −𝑡 − 2𝑒 −4𝑡 𝑒 −𝑡 + 2𝑒 −4𝑡 2
4 −𝑡 1 −4𝑡
𝑥1 𝑡 = 𝑒 − 𝑒
3 3
4 −𝑡 2 −4𝑡
𝑥2 𝑡 = 𝑒 + 𝑒
3 3
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0 100
𝐴= 𝑑𝑒𝑡 𝐴 − 𝐼 = 0
−1 0
2 + 100 = 0
λ1 = 𝑗10, λ2 = −𝑗10,
1 1
𝐴 − λi 𝐼 mi = 0 Choose arbitrary constants m1 = , m2 =
0.1𝑗 −0.1𝑗
1 1 1 −0.1𝑗 −1
M= , 𝑀−1 = −0.2𝑗
0.1𝑗 −0.1𝑗 −0.1𝑗 1
𝑡 = 𝑀−1 𝐴𝑀
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Systems with Complex Eigenvalues
Modal components of the response are defined by the eigenvalues of
the matrix A, as found from the roots of the characteristic equation
𝑑𝑒𝑡 𝐴 − 𝐼 = 0
Any polynomial equation with real coefficients must have roots that are
real, or which appear in complex conjugate pairs. The eigenvalues of A
are therefore either real, or occur as pairs of the form
λ𝑖,𝑖+1 = 𝜎 ± 𝑗
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Problem
Transform the system 𝑥1 −2 1 𝑥1 0
= 𝑥 + 𝑢(𝑡)
𝑥2 2 −3 2 1
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2 1
𝑥1 t = 𝑥1 𝑡 + 𝑥2 𝑡
3 3
1 1
𝑥2 t = 𝑥1 𝑡 − 𝑥2 𝑡
3 3
𝑋 𝑡 = 𝑀 𝐴𝑀 𝑋 + 𝑀−1 B u
−1
𝑥1 t 1 2 1 −2 1 1 1 𝑥1 1 2 1 0
= + 𝑢(𝑡)
𝑥2 t 3 1 −1 2 −3 1 −2 𝑥2 3 1 −1 1
1
−1 0 𝑥1
= + 3 𝑢(𝑡)
0 −4 𝑥2 1
−
3
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−𝑡
𝑡 =𝑒 = 𝑡 𝑒 0
0 𝑒 −4𝑡
𝑥ℎ t = 𝑡 𝑋 0 : 𝑥1 t = 𝑥1 0 𝑒 −𝑡
𝑥2 t = 𝑥2 0 𝑒 −𝑡
2 1
𝑥1 0 = 𝑥1 0 + 𝑥2 0
3 3
1 1
𝑥2 0 = 𝑥1 0 − 𝑥2 0
3 3
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Eigenvectors for Complex Eigenvalues
Find the eigenvectors/values for
−2 −2 −9
𝐴 = −1 1 −3
1 1 4
−2 − −2 −9
𝐴 − 𝐼 = −1 1− −3 = 1 − 2 − 2 + 2
1 1 4−
= 1,1 + 𝑖, 1 − 𝑖
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Eigenvector for =1+𝑖
−2 − (1 + 𝑖) −2 −9 −3 − 𝑖 −2 −9
−1 1 − (1 + 𝑖) −3 = −1 −𝑖 −3 𝑅2 + 𝑅3
1 1 4 − (1 + 𝑖) 1 1 3−𝑖
−3 − 𝑖 −2 −9
−1 −𝑖 −3
0 1−𝑖 −𝑖
−3 − 𝑖 −2 −9
𝑅2 − 𝑅1/(3 + 𝑖) = 0 (6 − 12𝑖)/10 (−3 − 9𝑖)/10
0 1−𝑖 −𝑖
−3 − 𝑖 −2 −9 −3 − 𝑖 −2 −9
𝑅2 R3
0 6 − 12𝑖 −3 − 9𝑖 6−12𝑖 − 1−i = 0 6 − 12𝑖 −3 − 9𝑖
0 1−𝑖 −𝑖 0 0 0
6 − 12𝑖 𝑥2 + −3 − 9𝑖 𝑥3 = 0
6 1 − 2𝑖 𝑥2 = 3(1 + 3𝑖)𝑥3
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3(1+3𝑖) 1+2𝑖 −1+𝑖
𝑥2 = 𝑥3 = 𝑥3
6 1−2𝑖 1+2𝑖 2
−3 − 𝑖 𝑥1 − 2𝑥2 − 9𝑥3 = 0
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Solution of LTV State Equation
Example: 1 0
𝑥= 𝑥
0 2𝑡
𝑥1 = 𝑥1 (𝑡)
𝑥2 = 2𝑡𝑥2 (𝑡)
𝑥(𝑡) = 𝜑(𝑡, 𝑡0 , 𝑥 0 )
𝑒 (𝑡−𝑡0) 0 𝑥1 (0)
𝜑(𝑡, 𝑡0 ) = 2 −𝑡 2 )
0 𝑒 (𝑡 0 𝑥2 (0)
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Solution of LTV State Equation
Example: 1 0
𝑥= 𝑥
0 2𝑡
𝑥1 = 𝑥1 (𝑡)
𝑥2 = 2𝑡𝑥2 (𝑡)
𝑥(𝑡) = 𝜑(𝑡, 𝑡0 , 𝑥 0 )
𝑒 (𝑡−𝑡0) 0 𝑥1 (0)
𝜑(𝑡, 𝑡0 ) = 2 −𝑡 2 )
0 𝑒 (𝑡 0 𝑥2 (0)
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Example
𝑥 = 𝐴 𝑡 + 𝑏𝑢(𝑡) 𝑥= 1 𝑒 −𝑡 𝑥 𝑡 + 0 𝑢(𝑡) 𝑥(0) = 𝑥 0 =0
0 −1 1
Homogeneous part: (𝑡−𝑡 )
1 (𝑡−2𝑡 ) 1 (−2𝑡+𝑡 )
𝑥1 (𝑡) 𝑒 0 𝑒 0 − 𝑒 0 𝑥1 (0)
= 3 3
𝑥2 (𝑡) 𝑥2 (0)
0 𝑒 −(𝑡−𝑡 0 )
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𝑡
𝑥(𝑡) = 𝜑(𝑡, 0)[𝑥(0)+ 𝑡0
𝜑 𝑡0 , 0 𝐵 𝜏 𝑢 𝜏 ]
1 𝑡 1 −2𝑡
𝑒𝑡 𝑒 − 𝑒
𝜑(𝑡, 0) = 3 3
0 𝑒 −𝑡
1 𝑡 1 1 𝑡 1
𝑥1 (𝑡) 𝑒𝑡 𝑒 − 3 𝑒 −2𝑡 𝑡 𝑒𝑡 𝑒 − 3 𝑒 −2𝑡 0
== 3 3 𝑢(𝜏)d𝜏
𝑥2 (𝑡) 0 1
0 𝑒 −𝑡 0 𝑒 −𝑡
1 𝑡 1 −𝑡 1 −2𝑡
𝑥1 (𝑡) 𝑒 − 𝑒 + 𝑒
= 6 2 3
𝑥2 (𝑡)
𝑒𝑡 − 1
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Evaluation using Similarity Transformation
𝑀−1 𝐴𝑀 = 𝐽
𝐴 = 𝑀𝐽𝑀−1
𝑀−1 𝐴𝐾 𝑀 = 𝑀−1 𝐴 𝐴 …𝐴 𝑀
𝐽1 𝑘 0 0 𝑖 1 0 … 0
𝐴𝑘 = 𝑀 0 𝑀 −1 0 𝑖 1 … 0
0 𝐽𝑚 𝑘 𝐽𝑖(𝑛𝑖×𝑛𝑖) =
⋮ ⋮ ⋮ … ⋮
0 0 0 … 𝑖
1 𝑘−2
𝑘! 𝑖 𝑘−𝑛𝑖+1
𝑖 𝑘 𝑘𝑖 𝑘−1 𝑘(𝑘 − 1) 𝑖 …
2 (𝑘 − 𝑛𝑖 + 1)! (𝑛𝑖 − 1)
𝐽𝑖(𝑛𝑖×𝑛𝑖) = 𝑖 𝑘 𝑘𝑖 𝑘
𝑖 𝑘 29
Example
𝐴=
0 1 1 = 2 =-1 𝑀=
1 0 1 0
−1 −2 1 1 𝑀=
−1 1
−1 1
𝑀−1 𝐴𝑀 = 𝐽 =
0 −1
𝑘 (−1)𝑘 𝑘(−1)𝑘−1 −1
𝐴 =𝑀 𝑘 𝑀
0 (−1)
(1 − 𝑘) −𝑘
𝐴𝑘 = (−1)𝑘
𝑘 (1 + 𝑘)
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Example
0 1 0 1
𝑥 𝑘+1 = 𝑥 𝑘 + (−1)𝑘 ; 𝑥 0 =
−0.21 −1 1 0
𝑦 𝑘 = 𝑥2 𝑘
0 1
𝐴= , λ1 = −0.3, λ2 = −0.7
−0.21 −1
(−0.3)𝑘 0
𝐴𝑘 = 𝑃𝑘 𝑃−1 , 𝑘 = ,
0 (−0.7)𝑘
1 1
𝐴𝑣𝑖 = 𝑖 𝑣𝑖 , and
−0.3 −0.7
1 1 1.75 2.5
𝑃= , 𝑃−1 =
−0.3 −0.7 −0.75 −2.5
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𝐴𝑘 = 𝑃𝑘 𝑃−1
32
(−0.3)𝑘 = 𝛽0 − 0.3𝛽1 , 𝛽0 = 1.75(−0.3)𝑘 − 0.75(−0.7)𝑘
(−0.7)𝑘 = 𝛽0 − 0.7𝛽1 , 𝛽1 = 2.5(−0.3)𝑘 − 2.5(−0.7)𝑘
𝑘 = 𝐴𝑘 = 𝛽0 + 𝛽1 𝐼
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𝑘−1
𝑥 𝑘 = 𝐴𝑘 𝑥 0 + 𝐴𝑘−1−𝑖 𝐵𝑢(𝑖)
𝑖=0
𝑘−1
1.75(−0.3)𝑘 − 0.75(−0.7)𝑘 2.5(−0.3)𝑘−1−𝑖 − 2.5(−0.7)𝑘−1−𝑖
= + (−1)𝑘
−0.525(−0.3)𝑘 + 0.525(−0.7)𝑘 −0.75(−0.3)𝑘−1−𝑖
+ 1.75(−0.7)𝑘−1−𝑖
𝑖=0
𝑘−1
𝑘−1 𝑘−1
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