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Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
APPENDIX
An Introduction
to Matrix Algebra
E
E.1 DEFINITIONS
a12
a22
o
am2
p
p
p
a1n
a2n
T
o
amn
(E.1)
is known as a matrix. The numbers aij are called elements of the matrix, with the subscript i denoting the row and the subscript j denoting the column.
A matrix with m rows and n columns is said to be a matrix of order (m, n) or alternatively called an m n (m-by-n) matrix.When the number of the columns equals
the number of rows (m n), the matrix is called a square matrix of order n. It is common to use boldfaced capital letters to denote an m n matrix.
A matrix comprising only one column, that is, an m 1 matrix, is known as a
column matrix or, more commonly, a column vector. We will represent a column vector with boldfaced lowercase letters as
y1
y
y = D 2T
o
ym
(E.2)
z2
zn 4,
(E.3)
with n elements.
A few matrices with distinctive characteristics are given special names. A square
matrix in which all the elements are zero except those on the principal diagonal, a11,
a22, . . . , ann, is called a diagonal matrix. Then, for example, a 3 3 diagonal matrix
would be
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in a
5
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Appendix E
0
0
b22
0 S.
0 b33
b11
B= C 0
0
(E.4)
If all the elements of a diagonal matrix have the value 1, then the matrix is known as
the identity matrix I, which is written as
1
0
I=D
o
0
0
1
o
0
p
p
p
p
0
0
T.
o
1
(E.5)
When all the elements of a matrix are equal to zero, the matrix is called the zero, or
null matrix. When the elements of a matrix have a special relationship so that aij
aji, it is called a symmetrical matrix. Thus, for example, the matrix
3
H = C -2
1
1
4S
8
-2
6
4
(E.6)
(E.7)
(E.8)
1
-1
6
0
8
3S + C1
2
4
2
3
2
1
10
0S = C 2
1
4
3
2
8
1
3 S.
3
(E.9)
From the operation used for performing the operation of addition, we note that the
process is commutative; that is,
A B B A.
(E.10)
(E.11)
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.3
Multiplication of Matrices
aa11
aa12
aA = D
o
aam1
aa12
aa22
o
aam2
p
p
p
aa1n
aa2n
T.
o
aamn
(E.12)
Then to carry out a subtraction operation, we use a 1, and A is obtained by multiplying each element of A by 1. For example,
2
4
C=B-A=B
1
6
R-B
2
3
1
-4
R=B
1
1
0
R.
1
(E.13)
(E.14)
are found by multiplying the ith row of A and the jth column of B and summing these
products to give the element cij. That is,
q
(E.15)
k=1
Thus we obtain c11, the first element of C, by multiplying the first row of A by the first
column of B and summing the products of the elements. We should note that, in general, matrix multiplication is not commutative; that is
AB BA.
(E.16)
a12
a22
y1
a13
1a y + a12y2 + a13y3 2
R C y2 S = B 11 1
R.
a23
1a21y1 + a22y2 + a23y3 2
y3
(E.17)
(E.18)
is the first element obtained by multiplying the first row of A by the first (and only)
column of y.
Another example, which the reader should verify, is
2
-1
C = AB = B
3
-1
RB
2 -1
2
7
R=B
-2
-5
6
R.
-6
(E.19)
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Appendix E
For example, the element c22 is obtained as c22 1(2) 2(2) 6.
Now we are able to use this definition of multiplication in representing a set of
simultaneous linear algebraic equations by a matrix equation. Consider the following set of algebraic equations:
3x1 2x2 x3 u1,
2x1 x2 6x3 u2,
4x1 x2 2x3 u3.
(E.20)
u1
u = C u2 S.
u3
and
(E.21)
(E.22)
where
3
A = C2
4
2
1
-1
1
6 S.
2
We immediately note the utility of the matrix equation as a compact form of a set of
simultaneous equations.
The multiplication of a row vector and a column vector can be written as
xy = 3x1 x2
y1
y2
xn 4 D T = x1 y1 + x2 y2 + p + xn yn.
o
yn
(E.23)
Thus we note that the multiplication of a row vector and a column vector results in
a number that is a sum of a product of specific elements of each vector.
As a final item in this section, we note that the multiplication of any matrix by
the identity matrix results in the original matrix, that is, AI A.
0
4
3
2
1 S,
-1
then
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.4
6
AT = C 0
2
1
4
1
-2
3 S.
-1
(E.24)
Therefore we are able to denote a row vector as the transpose of a column vector and
write
xT = 3x1
x2
xn 4.
(E.25)
x2
x1
x2
xn 4 D T = x21 + x22 + p + x2n.
o
xn
(E.26)
Thus the multiplication xTx results in the sum of the squares of each element of x.
The transpose of the product of two matrices is the product in reverse order of
their transposes, so that
(AB)T BTAT.
(E.27)
The sum of the main diagonal elements of a square matrix A is called the trace
of A, written as
tr A a11 a22 ann.
(E.28)
a11 a12
2 = a11a22 - a12a21.
a21 a21
(E.29)
a12
a22
a32
a13
a23 3
a33
(E.30)
is
a23 = 1-12 5M23 = - 2
a11
a31
a12
2.
a32
(E.31)
10
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Appendix E
a11
a21
a12
2 = 1a11a22 - a21a12 2.
a22
(E.32)
det A = a aijaij
(E.33)
(E.33)
j=1
or
n
det A = a aijaij
i=1
That is, the elements aij are chosen for a specific row (or column), and that entire row
(or column) is expanded according to Eq. (E.33). For example, the value of a specific
3 3 determinant is
2
det A = det C 1
2
=2 2
0
1
3
0
1
5
1S
0
1
3
2 -1 2
0
1
5
3
2 +2 2
0
0
5
2
1
(E.34)
a12
a22
o
an2
p
p
p
a1n T
a2n
T =
o
ann
a11
a
D 12
o
a1n
a21
a22
o
a2n
p
p
p
an1
an2
T.
o
ann
(E.35)
(E.36)
adjoint of A
det A
(E.37)
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.6
11
when the det A is not equal to zero. For a 2 2 matrix we have the adjoint matrix
a22
adjoint A = B
-a21
-a12
R,
a11
(E.38)
2
-1
-1
3
4 S.
1
(E.39)
-1
-1
4
2 = 3.
1
(E.40)
3
adjoint A
1
=
= a- b C -2
det A
7
-2
-5
1
1
11
2 S.
-5
(E.41)
(E.42)
(E.43)
(E.44)
where I identity matrix. Thus the solution for x exists if and only if
det (lI A) 0.
(E.45)
This determinant is called the characteristic determinant of A. Expansion of the determinant of Eq. (E.45) results in the characteristic equation. The characteristic equation is an nth-order polynomial in l. The n roots of this characteristic equation are
called the characteristic roots. For every possible value li (i 1, 2, . . . , n) of the nthorder characteristic equation, we can write
(liI A)xi 0.
(E.46)
The vector xi is the characteristic vector for the ith root. Let us consider the matrix
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
12
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Appendix E
2
A= C 2
-1
1
3
-1
1
4 S.
-2
(E.47)
-1
1l - 32
1
-1
-4 S = 1-l3 + 3l2 + l - 32 = 0.
1l + 22
(E.48)
Ax1 l1x1,
(E.49)
-14,
and
xT3 = 32
(E.50)
-14.
p
p
da1n 1t2>dt
o S.
dann 1t2>dt
(E.51)
That is, the derivative of a matrix is simply the derivative of each element aij(t) of the
matrix.
The matrix exponential function is defined as the power series
exp A = eA = I +
A A2 p Ak p
Ak
+
+
+
+
= a
,
1!
2!
k!
k=0 k!
(E.52)
where A2 AA, and, similarly, Ak implies A multiplied k times. This series can be
shown to be convergent for all square matrices. Also a matrix exponential that is a
function of time is defined as
eAt = a
k=0
Aktk
.
k!
(E.53)
(E.54)
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.7
13
(E.55)
we might postulate a solution x eAtc fc, where the matrix f is f eAt, and c is
an unknown column vector. Then we have
dx
= Ax,
dt
(E.56)
AeAt AeAt,
(E.57)
or
and we have in fact satisfied the relationship, Eq. (E.55). Then the value of c is simply x(0), the initial value of x, because when t 0, we have x(0) c. Therefore the
solution to Eq. (E.55) is
x(t) eAtx(0).
(E.58)
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.