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Solving The Time-Invariant State Equation (Chapter 9, p660)

This document discusses solutions to the time-invariant state equation for linear systems and properties of the exponential matrix. It provides the general state solution as a function of the exponential matrix eAt. Methods for evaluating eAt include using the Laplace transform or power series expansion. Exercises provide examples of calculating eAt and unit step responses for different system matrices and checking the results in MATLAB. Properties of the exponential matrix are also outlined.

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Abdullah Abu Lehyah
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97 views2 pages

Solving The Time-Invariant State Equation (Chapter 9, p660)

This document discusses solutions to the time-invariant state equation for linear systems and properties of the exponential matrix. It provides the general state solution as a function of the exponential matrix eAt. Methods for evaluating eAt include using the Laplace transform or power series expansion. Exercises provide examples of calculating eAt and unit step responses for different system matrices and checking the results in MATLAB. Properties of the exponential matrix are also outlined.

Uploaded by

Abdullah Abu Lehyah
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Solving the Time-Invariant State Equation ( chapter 9 ,p660)

A linear time-invariant system is given by



x  Ax  Bu ; y  Cx  Du
It can be shown ( see book, p667) that the general
state solution of the linear time-invariant system is given by
∞
x ( t )=e A (t−t 0) x ( t 0 ) +∫ ea (t −τ ) Bu ( τ ) dτ
t0

If the initial condition is given at t0=0, then


∞
At At
x ( t )=e x ( 0 )+ e ∫ e A (−τ ) Bu ( τ ) dτ
0

Where e At is known as the exponential matrix , fundamental matrix , or the transition


matrix Φ (t).
There are about 19 methods to evaluate this matrix , two are mentioned below:
At −1

−1
A method based on the Laplace transform : e =L [ s I n −A ] ; which is convenient
analytically as it ends up with a closed form solution.
 A method based on the McLaurin’s expansion of the exponential matrix, i.e.
1 1 +1 1
e At=I n + At + ( At )2+ ( At )3 ( At )4 +¿ ( At )5 +…
2! 3! 4! 5!

Although numerical methods are nowadays used to compute the state solution, the analytical
solution is still important in analysis , developing, and proving many control theory notions.

A special case is the solution of x(t) for a particular case where the A matrix is invertible
and the excitation u is a unit step. It is given by ( see book p700 )

x ( t )=e At x ( 0 )+ A−1 [ e At −I n ] B

Or , due to commutativity of A , A−1 ,∧e At

x ( t )=e At x ( 0 )+ [ e At−I n ] A B−1

Exercise 1: With the conditions above, what is x(t) due to a unit impulse excitation.

0 1
Example 9.5 (p665) : A  Given
 2 3 
Note that the book’s answer contains typographical errors.

Show that  2e  t  e 2t e  t  e 2t 


e At   t 2t 
 2e  2e e  t  2e 2t 
Check your answer using MATLAB . It calculates the exponential matrix using
≫syms t
≫expm(A*t)

Exercise 2 : determine the exponential matrix using the Laplace transform


method and the power series method for the following matrices . Check your
answer using MATLAB .

0 1 0
0 1  0 1  3 6 
A  ; A  ; A  ; A   0 0 2 
0 0  0 2  1 2   0 0 0 

Exercise 3: Given the following system

  2 1  2
x  x   u
 0 1  4 
 Determine the unit step response of x(t) by hand calculation , then check the
result using symbolic MATLAB .
 Calculate the steady state value of x(t) . How can you relate it to A, and B.

Properties of the exponential matrix e At.

Many of these properties can be proved using the power series expansion of e At .
They can be demonstrated and verified using MATLAB built-in functions.

 e At │t =0=I n
T
T
 e A t =( e At )
 e A ( t 1+t 2 )=e At 1 e At 2=e At 2 e At 1
 e ( A +B ) t=e At e Bt =e Bt e At only if AB=BA
p
 [ e At ] =e A ( pt ) ,∈ particular (e ¿¿ At )−1=e A (−t ) , generally e f ( A )t =f (e At )¿

 e A ( t 2−t 1) e A (t 1−t 0)=e A ( t 1−t 0 ) e A ( t 2−t 1)=e A (t 2−t 0 ) hence named transition ¿

 │ e At │=etr ( At ) use this fact to prove e At is always invertible.

d At
 ( e )= A e At =e At A
dt

 Prove a relationship for ∫ e At dt when A is invertible.

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