ECE 602 Lumped Systems Theory

November 18, 2007

ECE 602 Solution to Homework Assignment 4

1. Use two different methods to compute the unit-step response of the system
"

0
1
x =
3 3
y = [1 2] x.

"

x+

1
1

(1)
(2)

Assume zero initial conditions.

Solution: First lets use the frequency domain calculation. We know that
y(t) = L1 {
g (s)
u(s)}
where u(s) = 1/s. We find that
g(s) = C (sI A)1 B + D
3s 2
= 2
.
s + 3s + 3

(3)
(4)

We obtain the partial fraction expansion of y(s) to be

= 2/3 +
y(s)
s
2/3
=
+
s

2s/3 + 5
+ 3s + 3

2/3(s + 3/2) (12 3/3)( 23 )

+
(s + 32 )2 + 43
(s + 32 )2 + 34
s2

(5)
(6)

which has inverse transform

y(t) = (2/3)u(t) + (2/3)e3t/2 cos 3t/2 + (12 3/3)e3t/2 sin 3t/2

(7)

Next, lets outline the procedure for the time domain calculation.
The characteristic

j 3
3
2
equation of A is s + 3s + 3 so the eigenvalues are 2 2 . Taking f () = et and
h() = 0 + 1 and equating them for = 3
+ j 2 3 yields
2
eAt = h(A) = 0 I + 1 A
(8)


 

3t
2 3
3t
3t
3t/2
3t/2
e
cos( ) + 3 sin( 2 )
e
sin( 2 )
 2
3


=
2 3 e3t/2 sin( 23t )
e3t/2 cos( 23t ) 3 sin( 23t )
We can now calculate
y(t) = C

Z t

eA(t ) Bu( )d

(9)

CeA(t ) Bu( )d.

(10)

Z t
0

ECE 602 Lumped Systems Theory

November 18, 2007

Taking the constant matrix C inside the integral means that we can simplify the integration by doing the matrix multiplications first and then integrating the resulting
scalar function of rather than integrating each of the elements of the exponential
matrix. Our integrand is thus

"


 

#
2 3
3t
3t/2
h
i e3t/2 cos( 3t ) + 3 sin( 3t )
e
sin(
)
1
3
 2
2
2 
1 2
1
e3t/2 cos( 23t ) 3 sin( 23t )
2 3 e3t/2 sin( 23t )

1 2

3t
3
3t
)
+
5
sin(
)


2
2
3
e3t/2 cos( 23t ) 3 3 sin( 23t )


e3t/2 cos(

(11)

3t/2

= e

!
3t
3
3t
3 cos(
)4
sin(
) .
2
3
2

(12)
(13)

We now need to evaluate

Z t

3(t )/2

which becomes
3t/2

3e

Z t
0

!
3(t )
3
3(t )
)4
sin(
) d
3 cos(
2
3
2

3 /2

4 3 3t/2 Z t 3 /2
3(t )
3(t )
cos(
)d
e
e
sin(
)d.
2
3
2
0

Next we use the appropriate trigonometric identities to decompose the sine and
cosine of a sum, then take all functions of t outside the integral. Due to time
constraints, Ill stop here.
2. Discretize the state equation of Problem 1 for sampling periods T = 1 and T = .
Solution: For T = 1 we have Ad = eA and for T = we have Ad = eA . Because
A is invertible (it had nonzero determinant) we can calculate Bd using
Bd = A1 (Ad I) B.
3. Find the companion and modal forms of

2 0 0
1

x = 1 0 1 x + 0
u
0 2 1
1
y = [1 1 0] x.

(14)
(15)

Solution: The companion form is the representation of the system with respect to
the basis (b, Ab, A2 b). With

Q=

b Ab A2 b

1 2 4

= 0 2 3

1 1 5

(16)

ECE 602 Lumped Systems Theory

November 18, 2007

our transformation matrix is

P = Q1 =

b, Ab, A2 b

1.4 1.2 0.4

0.2 0.6
= 0.6

0.4
0.2
0.4

(17)

= Pb, and C
= PAP1 , b
= CP1 , the equivalent system is
so with A

x
= 1
0
y
= [1 0

1
0 4

0 0 x
+ 0 u
0
1 3
1] x

(18)
(19)

where x
= Px.
4. Find a realization for the matrix
"

G(s)
=

1
s+1
s1
s+1

2s3
(s+1)(s+2)
s
s+2

(20)

Solution: We follow the procedure on page 103 of the textbook.

Step 1: In order for G(s)

to be realizable, it must be a proper rational matrix,
i.e. all of its entries must be proper rational transfer functions. Since this is

satisfied here, we conclude by Theorem 4.2 of the text that G(s)

is realizable.

Step 2: Decompose G(s)

into a sum of a constant matrix G()
and a strictly

proper rational matrix Gsp (s).

"

G(s)
=

0 0
1 1

1
+
(s + 1)(s + 2)

"

s+2
2s 3
2(s + 2) 2(s + 1)

(21)

sp (s) as a sum of matrices

Step 3 Rewrite G
1
sp (s) =
G
(s + 1)(s + 2)

"

1
2
2 2

"

s+

2 3
4 2

#!

(22)

Step 4 Our least common denominator d(s) = s2 + 1 s + 2 = (s + 1)(s + 2) =

s2 + 3s + 2 so A realization of G(s)
is

x =

"

y =

3
0 2
0

0 3
0 2

x +

1
0
0
0
0
1
0
0

1
2
2 3
2 2 4 2

"

x+

1
0
0
0

0
1
0
0

0 0
1 1

(23)

(24)

ECE 602 Lumped Systems Theory

November 18, 2007

Step 5 Checking our work, we find

G(s)
= C (sI A)1 B + D

(25)

"

1
0
2
0
2 2 4 2

s+3
0 2
0
0 s+3
0 2

1
0
s
0
0
1
0
s

1
0
0
0

0
1
0
0

"

0 0
1 1

which, after some algebra, is equal to the original G(s).

5. Find fundamental and state transition matrices for
"

A(t) =

1 et
0 1

(26)

Solution: The coupled differential equations are

x 1 = x1 + et x2
x 2 = x2 .

(27)
(28)

Step 1: Where possible, solve the associated initial value problem (IVP) to obtain
equations for the two variables in terms of arbitrary initial conditions. Trivially,
x2 (t) = x2 (0)et .

(29)

Substituting this into the first equation yields

x 1 = x1 + x2 (0).

(30)

Step 2: Solve the IVP for each of a pair of specific linearly independent initial
condition vectors. Choosing the columns of the identity matrix as our two
independent initial conditions we have
"

xI (0) =

1
0

"

leads to xI (t) =

et
0

(31)

and
"

xII (0) =

0
1

"

leads to xII (t) =

1 et
et

(32)

where (32) is derived as follows. (30), together with initial condition xII (0)
yields
x 1 = x1 + 1.
(33)

ECE 602 Lumped Systems Theory

November 18, 2007

Now, dividing both sides by x1 +1 and multiplying both sides by dt we obtain

Z x1 (t)
x1 (0)

Z t
dx1
=
dt.
1 x1
0

(34)

Then
(ln(1 x1 (t)) ln(1 x1 (0))) = t 0

(35)

and because ln 1 = 0, we have

ln(1 x1 (t)) = t

(36)

so 1 x1 (t) = et and thus x1 (t) = 1 et .

Step 3: Construct a fundamental matrix whose columns are the two solutions obtained in Step 2. Thus the fundamental matrix is
"

X(t) =

et 1 et
0
et

(37)

so
"

X1 (t) = e2t
"

et 1 + et
0
et

et e2t + et
0
et

(38)

(39)
(40)

and

"

X1 (t0 ) =

et0 e2t0 + et0

0
et0

(41)

Step 4: Find the state transition matrix, which is

"
1

(t, t0 ) = X(t)X (t0 ) =

et0 t et0 (1 et0 t )

0
et0 t

(42)

6. Find fundamental and state transition matrices for

"

A(t) =

5 2
4 1

(43)

Solution: The matrix A is constant so the fundamental matrix is eAt and the state
transition matrix is eA(t ) . Since
1

(sI A)

1
= 2
s 4s + 3

"

s+1
2
4 s5

(44)

ECE 602 Lumped Systems Theory

November 18, 2007

The denominator of the fraction is s2 4s + 3 = (s 1)(s 3) so finding the partial

fraction expansions and the inverse Laplace transform yields,
"
At

and

"

eA(t ) =

et + 2e3t et e3t
2et + 2e3t 2et e3t

e t + 2e3( t) e t e3( t)
2e t + 2e3( t) 2e t e3( t)

(45)

(46)

ECE 602 Lumped Systems Theory

November 18, 2007

7. Find fundamental and state transition matrices for

"

A(t) =

sin t
0
0 cos t

(47)

Solution: First, we need to find the solution to the state equation. We see that
the coupled differential equations are, in this case, uncoupled, namely
x 1 = sin t x1
x 2 = cos t x2

(48)
(49)

and have solutions obtained as follows

Z x1 (t)
x1 (0)
Z x2 (t)
x2 (0)

Z t
dx1
=
sin d = (cos t cos 0)
x1
0
Z t
dx2
=
cos d = (sin t sin 0)
x2
0

(50)
(51)

so
x1 (t) = x1 (0)e1cos t
x2 (t) = x2 (0)esin t .

(52)
(53)

The columns of the fundamental matrix are obtained by solving for x1 (t) and x2 (t)
for a pair of linearly independent initial conditions. We find that
"

x( 0) =
"

x( 0) =

1
0

0
1

"

leads to x(t) =
"

leads to x(t) =

e1cos t
0
0

and

(54)

esin t

(55)

Thus
"

X(t) =

e1cos t 0
0
esin t

and X (t) =

"

e1cos t+sin t

esin t
0
0 e1cos t

(56)

which leads us to
1

(t0 ) =

"

1
e1cos t0 +sin t0

esin t0
0
0
e1cos t0

(57)

The state transition matrix is then

"
1

(t, t0 ) = X(t)X (t0 ) =

"
1

= X(t)X (t0 ) =

e1cos t 0
0
esin t

#"

ecos t0 1
0
0
e sin t0

ecos t0 cos t
0
sin tsin t0
0
e

(58)

(59)