Problem Set #7:

1(3). Compute e At for the following matrices:

⎡1 3 2 ⎤
⎡ −1 0 ⎤ ⎡ 4 −2 ⎤
A1 = ⎢ ⎥; A2 = ⎢ ⎥; A3 = ⎢⎢0 1 0 ⎥⎥
⎣ 2 −1⎦ ⎣ 5 −2 ⎦ ⎢⎣0 −2 −1⎥⎦
Solution: A1 :
λ +1 0
Δ(λ ) = λ I − A1 = = (λ + 1) 2 = 0 ⇒ λ1 = λ2 = −1.
−2 λ +1
⎡ 0 0⎤ ⎡0⎤
(λ1 I − A1 )v1 = 0 ⇒ ⎢ ⎥ v1 = 0 ⇒ v1 = ⎢ ⎥
⎣ −2 0 ⎦ ⎣1 ⎦
Since λ1 = λ2 , consider ( A1 − λ1 I )v2 = v1 , i.e.,
⎡0 0⎤ ⎡0⎤ ⎡1/ 2 ⎤
⎢ 2 0 ⎥ v2 = ⎢1 ⎥ ⇒ v2 = ⎢ 0 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
⎡0 1/ 2 ⎤ ⎡0 1⎤
Let Q = [ v1 v2 ] = ⎢ ⎥ , thus, Q −1 = ⎢ ⎥ , the Jordan form of A1 is
⎣1 0 ⎦ ⎣ 2 0⎦
⎡ 0 1 ⎤ ⎡ −1 0 ⎤ ⎡ 0 1/ 2 ⎤ ⎡ 2 −1⎤ ⎡ 0 1/ 2⎤ ⎡ −1 1 ⎤
A1 = Q −1 A1Q = ⎢ ⎥⎢ ⎥⎢ ⎥=⎢ ⎥⎢ ⎥=⎢ ⎥,
⎣ 2 0 ⎦ ⎣ 2 −1⎦ ⎣1 0 ⎦ ⎣ −2 0 ⎦ ⎣1 0 ⎦ ⎣ 0 −1⎦
⎡0 1/ 2 ⎤ ⎡ e − t te −t ⎤ ⎡ 0 1 ⎤ ⎡ 0 e−t / 2 ⎤ ⎡ 0 1 ⎤ ⎡ e−t 0⎤
e A1t = Qe A1t Q −1 = ⎢ ⎥⎢ ⎥⎢ ⎥=⎢ ⎥⎢ ⎥=⎢ ⎥.
⎣1 0 ⎦ ⎣ 0 e−t ⎦ ⎣ 2 0⎦ ⎣e−t te −t ⎦ ⎣ 2 0 ⎦ ⎣ 2te− t e−t ⎦
A2 :
λ −4 2
Δ(λ ) = λ I − A2 = = (λ − 1) 2 + 1 = 0 ⇒ λ1 = 1 + j , λ2 = 1 − j.
−5 λ+2
Define f (λ ) = eλt , g (λ ) = β 0 + β1λ ,
f (λ1 ) = g (λ1 ) ⇒ e(1+ j )t = β 0 + β1 (1 + j )
f (λ2 ) = g (λ2 ) ⇒ e(1− j )t = β 0 + β1 (1 − j )
⇒ β 0 = et (cos t − sin t ), β1 = et sin t
Thus, g (λ ) = et (cos t − sin t ) + et sin t λ ,
⎡cos t + 3sin t −2sin t ⎤
e A2t = f ( A2 ) = g ( A2 ) = et (cos t − sin t ) + et sin tA2 = et ⎢
cos t − 3sin t ⎥⎦
.
⎣ 5sin t
A3 :
λ −1 −3 −2
Δ(λ ) = λ I − A3 = 0 λ − 1 0 = (λ − 1) 2 (λ + 1) = 0 ⇒ λ1 = −1, λ2 = λ3 = 1.
0 2 λ +1
Define f (λ ) = eλt , g (λ ) = β 0 + β1λ + β 2 λ 2 ,
f (λ1 ) = g (λ1 ) ⇒ e − t = β 0 − β1 + β 2
f (λ2 ) = g (λ2 ) ⇒ et = β 0 + β1 + β 2

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 f '(λ2 ) = g '(λ2 ) ⇒ tet = β1 + 2β 2
1 1 1 1 et − e − t
⇒ β 0 = et − tet − sinh t , β1 = sinh t , β 2 = tet − sinh t , where sinh t = .
2 2 2 2 2
1 1 1 1
Thus, g (λ ) = (et − tet − sinh t ) + sinh t λ + ( tet − sinh t )λ 2 ,
2 2 2 2
⎡1 3 2 ⎤ ⎡1 3 2 ⎤ ⎡1 2 0 ⎤
Also, A3 = ⎢⎢0 1 0 ⎥⎥ ⎢⎢ 0 1 0 ⎥⎥ = ⎢⎢0 1 0 ⎥⎥ ,
2

⎢⎣0 −2 −1⎥⎦ ⎢⎣ 0 −2 −1⎥⎦ ⎢⎣ 0 0 1 ⎥⎦

1 1 1 1
e A3t = f ( A3 ) = g ( A3 ) = (et − tet − sinh t ) + sinh tA3 + ( tet − sinh t ) A32
2 2 2 2
⎡1 0 0 ⎤ ⎡1 3 2 ⎤ ⎡1 2 0 ⎤
= (et − tet − sinh t ) ⎢0 1 0 ⎥ + sinh t ⎢0 1 0 ⎥ + ( tet − sinh t ) ⎢⎢0 1 0 ⎥⎥
⎢ ⎥ ⎢ ⎥
1 1 1 1
2 2 2 2
⎢⎣0 0 1 ⎥⎦ ⎢⎣0 −2 −1⎥⎦ ⎢⎣ 0 0 1 ⎥⎦
⎡et (1 + t )et − e − t et − e− t ⎤
⎢ ⎥
= ⎢0 et 0 ⎥.
⎢0 −e t + e − t e − t ⎥⎦
⎣

2(3). The system:

⎡1 1 1⎤ ⎡1⎤
x = ⎢ 0 0 1⎥ x, x(0) = ⎢⎢ −1⎥⎥
⎢ ⎥
⎢⎣ 0 0 1⎥⎦ ⎢⎣ 1 ⎥⎦
Compute x(t ) for t ≥ 0.
⎡1 1 1⎤
Solution: Given A = ⎢⎢ 0 0 1⎥⎥ , B = 0, Firstly, compute e At ,
⎢⎣ 0 0 1⎥⎦
λ − 1 −1 −1
Δ (λ ) = λ I − A = 0 λ −1 = λ (λ − 1) 2 = 0 ⇒ λ1 = 0, λ2 = λ3 = 1.
0 0 λ −1
Define f (λ ) = eλt , g (λ ) = β 0 + β1λ + β 2λ 2 ,
f (λ1 ) = g (λ1 ) ⇒ 1 = β0
f (λ2 ) = g (λ2 ) ⇒ et = β 0 + β1 + β 2
f '(λ2 ) = g '(λ2 ) ⇒ tet = β1 + 2β 2
⇒ β 0 = 1, β1 = 2et − tet − 2, β 2 = tet − et + 1,
Thus, g (λ ) = 1 + (2et − tet − 2)λ + (tet − et + 1)λ 2 ,
⎡1 1 1⎤ ⎡1 1 1⎤ ⎡1 1 3⎤
Also, A = ⎢⎢0 0 1⎥⎥ ⎢⎢0 0 1⎥⎥ = ⎢⎢0 0 1⎥⎥ ,
2

⎢⎣0 0 1⎥⎦ ⎢⎣0 0 1⎥⎦ ⎢⎣0 0 1⎥⎦

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 e At = f ( A) = g ( A) = 1 + (2et − tet − 2) A + (tet − et + 1) A2
⎡1 0 0 ⎤ ⎡1 1 1⎤ ⎡ 1 1 3⎤
= ⎢0 1 0 ⎥ + (2e − te − 2) ⎢0 0 1⎥ + (te − e + 1) ⎢⎢ 0 0 1⎥⎥
⎢ ⎥ t t ⎢ ⎥ t t

⎢⎣0 0 1 ⎥⎦ ⎢⎣0 0 1⎥⎦ ⎢⎣0 0 1⎥⎦

⎡et et − 1 2tet − et + 1⎤
⎢ ⎥
= ⎢0 1 et − 1 ⎥ ,
⎢0 0 et ⎥
⎣ ⎦
⎡ et et − 1 2tet − et + 1⎤ ⎡ 1 ⎤ ⎡ 2tet − et + 2 ⎤
⎢ ⎥ ⎢ ⎥
Therefore, x (t ) = e At x (0) = ⎢ 0 1 et − 1 ⎥ ⎢⎢ −1⎥⎥ = ⎢ et − 2 ⎥ (t ≥ 0).
⎢0 0 et ⎥ ⎢⎣ 1 ⎥⎦ ⎢ et ⎥
⎣ ⎦ ⎣ ⎦

3(4). For the LTI system:

⎡ 4 −3⎤ ⎡1⎤
x (t ) = ⎢ ⎥ x(t ) + ⎢ ⎥ u (t ); y = [−1 1]x
⎣ 6 −5 ⎦ ⎣ −1⎦
(a) Given x(0) = [1 1]', compute the zero-input response y (t );
(b) Given u (t ) = 1 for t ≥ 0, compute the zero-state response y (t );
(c) Let the sampling period be T = 0.1. Use matlab to compute the discretized system matrices Ad , Bd .
⎡ 4 −3⎤ ⎡1⎤
Solution: Given A = ⎢ ⎥ , B = ⎢ ⎥ , C = [−1 1], D = [ 0] , Firstly, compute e At ,
⎣ 6 −5 ⎦ ⎣ −1⎦
λ −4 3
Δ (λ ) = λ I − A = = λ 2 + λ − 2 = 0 ⇒ λ1 = −2, λ2 = 1.
−6 λ + 5
Define f (λ ) = eλt , g (λ ) = β 0 + β1λ ,
f (λ1 ) = g (λ1 ) ⇒ e −2t = β 0 − 2β1
f (λ2 ) = g (λ2 ) ⇒ et = β 0 + β1
2et + e −2t et − e −2t
⇒ β0 = , β1 = ,
3 3
2et + e −2t et − e −2t
Thus, g (λ ) = + λ,
3 3
2et + e −2t et − e−2t 2et + e−2t ⎡1 0 ⎤ et − e −2t ⎡ 4 −3⎤
e At = f ( A) = g ( A) = + A= ⎢0 1⎥ + ⎢ 6 −5 ⎥
3 3 3 ⎣ ⎦ 3 ⎣ ⎦
⎡ 2et − e −2t e −2t − et ⎤
=⎢ t −2 t ⎥,
⎣ 2e − 2 e 2e −2t − et ⎦
(a) Given x(0) = [1 1]', the zero-input response is,
⎡ 2et − e −2t e −2t − et ⎤ ⎡1⎤
y (t ) = Ce At x(0) = [−1 1] ⎢ t −2 t ⎥ ⎢ ⎥ = 0 (t ≥ 0).
⎣ 2e − 2 e 2e −2t − et ⎦ ⎣1⎦

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(b) Given u (t ) = 1 for t ≥ 0, the zero-state response is,
t
y (t ) = ∫ Ce A( t −τ ) Bu (τ )dτ + Du (t )
0

t ⎡ 2e(t −τ ) − e −2( t −τ ) e−2(t −τ ) − e(t −τ ) ⎤ ⎡ 1 ⎤

= ∫ [−1 1] ⎢ ( t −τ ) ⎥ ⎢ ⎥dτ
0
⎣ 2e − 2e −2(t −τ ) 2e −2(t −τ ) − e(t −τ ) ⎦ ⎣ −1⎦
t
= −2 ∫ e −2(t −τ ) dτ
0
−2 t
=e − 1 (t ≥ 0).
(c) Given T = 0.1, the discretized system matrices Ad , Bd are,
⎡1.3916 −0.2864 ⎤
Ad = e AT = ⎢ ⎥
⎣ 0.5729 0.5323 ⎦
⎡ 0.1342 ⎤
Bd = A−1 ( Ad − I ) B = ⎢ ⎥.
⎣ −0.0470 ⎦
(Matlab code)
A=[4 -3;6 -5];
B=[1 -1]';
T=0.1;
Ad=expm(A*T)
Bd=inv(A)*(Ad-eye(2))*B

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