ee 02 /2ae0483 Dynamic SysIeMs Theory, Models, and Applications Stanford Univers‘oprah © 17, by Joba Wey Sm, Allg reeved Pied statin Cot, {bt 18 othe 1998 Unt Ser Cope ‘nat prio fe nt quuntae om B66 ‘Tomy parents“This book an outgrowth of couse developed at Sanford Uaiversy over the past five years. Its suitable as a self-contained textbook for saond-evel tundergradetes of for fist-level graduate stodens in almost every eld that ‘employs quantitative methods. As prerequisites, ci assumed that the student fay have had fet couse in dferentl equations and ast cure ia neat algstre or mate aoayes, Thete two sabjecin, however, we reviewed ia (Chapters 2 and 3, insofar as they are required for ner development "The objective ofthe book, imply stated, io help one develop the aiity to anaiye real dynamic phenomena and dynamic syrtems. Tis objective i Purmed through the prevetation of three important aspects of eynamic ‘stems: (1) the sheory, which explores properties of mathematical represent ‘ons of dynamic systems, (2) example modes, which demonsuate how concrete situtons an be translated ito appropriate mathematical representations, 2nd (3) applications, which illatrat the kinds of questions that might be posed ina tren situation, and how theory can help resolve these questions. Alhough the Bighest peony ib appropriately, given to the oedely preseatation of the theory, Sigaiiant samples of all‘tvee of these essetal ingredients are ‘ontaied in the book. “The organization ofthe book follows theoretical lines—ar the chapter ties incite. The partialar theoretical approach, orale, howere, ta blend ofthe adtiona! approsch, a repretented by many standard textbooks 0a ‘erential equation, and the modern sat-spacespprosch, sow commoaly ‘sed asa setting for cool theory. Ta ar, tis blend was Selected So a5 10wit reac ‘broaden the scope—to get the advantages of both approsches and in pati sna dictated by the requirements of the applications presented. Iti rong: ‘hued however, that (en every branch of mathematis) the root ideas of Gynamie systems Uanscend any patnlar mathematical tamework wed 10 ‘esrb those dens Thus, although the theory inthis book preset wit ‘eran framework, itis he atnt that what i aught about dynamic systems ‘cher and es rettive than the femework hae "The content ofthe book i, of course, prt retstion of person tse, bot in arge portion it was selected to deal slate to the primary objective of developing the ability Yo analy eal sjtems, as stated earl. The theoretical Imaterial in Chapter 2 trough 5 i gete andar, although in adton to theory these copies emphasize the reaton between theory and analysis Dominant eigenvecor analysis used at an extended ilraion of thie relationship, Chapter 6 exends th clasical material of near systems tothe ‘pedal and ch topic of postive syteme. This chapter pethape move thae any ter, demonstrates the intimate relation between theory and lnuison. The ‘opi of Markov chia, in Chapter 7, ha tadionaly bee tented most often 18 distinet subject. Neverthe, alough t does have some wigue fester, 1 peat dal of woity ie akieved by regarding this topic asa beanen of dynamic System theory. Chapter 8 outines the concepts of system control trom both the traditional tansform approach and the Ratespace approach, Chapters 9 fn IO treat aoninar systems, withthe Lispuno Faction concept sering C0 tly both the theory anda wide asoriment of applistion. Fay, Chapet TT surveys the exctng tops of optimal control—which represents a impor: tant framework for problem formulation in many sear, Throughout sll hap tes there isan asorunent of examples that not ony vtate the theory bat have intrinsic value of thelr own. Although these models are abtaction of realty, many ofthese ae “clase” modes that have stood the test of tie tnd have had great influence on scientie development. For developing CMlecivencs in anal, the study of thee examples i valuable at he dy of theory. "The book contains enough material foes fl academic year court, There 's room, however, fo substantial exblty in developing pan of stay. By ‘mtg various sets the book hasbeen ued at Stanford a the basi for ¢ Siemon course. The chapter dependency chart shown below sta be weed fo Plan suitable individual programs As + Tether ad to this panning, dficalt Sections ofthe book tht are somewhat tangential othe main development are Aesigate by an asterisk "An important composeat of the book is the st of probleme a he end of the chapers. Some of these problems are exerces, which are mote or less !raihtorwardapplatons ofthe techniques dscuued inthe cheptt, some te extensions ofthe theory; and some invoduce new application ares. A fem Chapter Dependency Ghar 1A chapter a bande on ai chapters feading’ tin he anh ‘of each type should be atempted from each chapter. Especially tial problems are marked wih an asters “The preparation of ths book hat been a long tatk that could not have been completed witout the help of many fadiviuas: Many of the problems and examples inthe ook were developed jointly wih teaching astats and fMuents I with to acknowledge the Departnent of Engineering Economic Systems at Stanford which provided the stmowphere and resource to make tis project posible. T wish to thank my family for their help, encour agement, ad eodurance. 1 wish to thank Lot Goslatte who efiinty ped {he several drafts and helped organize many aspects of the prot. nal, wish to thank the scores of students, vstor, and clleague wo read primitive versions ofthe manuscript and made many ralvable Individual suggestions, Dano G. Lusasnoce ‘Stenord,Caforaa anuary 19791 INTRODUCTION 1L1_ Dynamic Phenomena 12 Maltvarabe Sytems 13 A Catalog of Exper 4 The Stage of Dysamie System Anais 2. DIFFERENCE AND DIFFERENTIAL EQUATIONS 21. Diference Equations 22 Existence and Uniqueness of Solutions 23 A'PistOrder Equation 24 Chain Lees and Amortization 25 The Cobmed Model 26 Linear Dierence Equations 27 28 29 Linear Equations with Contant Coefcents Difleretl Equations Linear Dierentisl Equations 2:10 Harmonic Motion and Bens 241 Problems Note and References 3 LINEAR ALGEBRA ALGEBRAIC PROPERTIES 34 Fundamentals a 26 2 38 " ss 56a coments 32 Determinaets oo 33. Inverses and the Fundamental Lemma 6 (GEOMETRIC PROPERTIES M4 Vector Space ° 35 Tranlormatons 2 36 Elgenveciors n 37 Distinct Eigenvaloee 0 38 Right aed Left Eigeavectors & 39. Maliple Eigenair a 340 Problems 36 [Notes and References * 4 LINEAR STATE EQUATIONS. 441. Systems of iat Order Equtions 442 Conversion o State Form’ 43: Dynamic Diagrams ‘44 Homogencoes Discrete-Time Systems 443 General Soluton to Linear Dczete Time Systeme ‘46 Homogeneous Contauoas-Tine Syseme 447 General Solution to Linear Contnuows-Time Sytem +48 Embedded States a 49 Problems| 124 Notes and Retereees Go 5 LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS ‘51. Geometric Sequences snd Exponent £2 Sytem Eigeovecors 53 Dagozaliznon of 4 Sytem [54 Dyeamis of Right and Left Eigeaectns ‘55. Example: A Simple Migration Model ‘56 Malle Eigenvalues 57 Equiltvum Ponts ‘58 Example: Survial in Culture 59. Stabilty ‘$10 Oscilations 5.1 Dominant Modes 5.2 Te Cohort Population Model "513 The Surprising Solution to the Natcer Problem 5:4 Probleme [Note and References 6 POSITIVE LINEAR SYSTEMS ageee 66 6 6 °° Inxroduetion Poste Mates Poste Discrete-Time Sytem (Quality in a Hierarhy—The Peter Principle Coatinuous-Tne Positive Sytem Richardson's Theory of Arms Races Comparntive States for Poste Spams omans-Simon Model of Group Interaction Problems Noes sad References 7 MARKOV CHAINS 7 3 74 ws 16 Fite Markov Chins Regular Markor Chains and Limiting Distributions (Claseation of States ‘Franson State Anas Infite Markov Chaos Problems Notes and References 8 CONCEPTS OF CONTROL or a2 83 a4 as 86 8 a 89 Tapats, Oupus, and Interconnections ‘TRANSFORM METHODS ‘PTressforms ‘Transform Solution of Diferene Eguations Slate Equations and Transorae Laplace Transform STATE SPACE METHODS. ‘Control (Obeerabilty CCanorieal Forms Feedback B10 Observers 811 Problems Notes and References 9 ANALYSIS OF NONLINEAR SYSTEMS oa 93 93 Introduction Equiv Points sabi 190 95 206 a 2 ns 20 2s Be as 248 333 285 ast 266 26 28s 249) 296 300 309 316 320 32© " Linearization and Stbitty 955 Example: The Proiple of Compete Exceson 8.6 Lispanoy Fonction 32 Examples 193 Invartn Sete 99 A Linear Liapusov Function for Posive Systems 3.40 An Integral Liapuaor Function *811 8 Quadratic Linpanov Function for Lieae Systems 9:12 Combined Lispunov Functions 9:3 General Summarizing Functions 9114 Problems [Notes and References ‘SOME IMPORTANT DYNAMIC SYSTEMS 101. Energy in Mechanics 102 Entropy ia Thermodynamics 43033 Ineracting Populations 104 Epidemics 18S. Stabilty of Competitive Economic Equilibria 10 Genet 1027 Problems Note and Reorences OPTIMAL CONTROL, HLA The Basie Opinal Control Protest 412 Exampies AL3 Problems wth Terminal Constraints M14 Free Termial Time Probes HLS Linear Stems with Ovadrtc Coat ALB Dacre Time Prosiems 117 Dynan Programming “8 Subity and Optinal Contr 119 Problems Notes and References REFERENCES. INDEX a4 ms 32 39 das 3a 39 350 asa 356 363 365 ae a0 316 38 301 aon 405 09 a3 46 a9 27 35 496 Infroduction fo Dynamic Syslemschapter 1. Introduction 1.1. DYNAMIC PHENOMENA, The term dynamic eters to phenomena that produce ime-changing falters, the characterises ofthe pater at one te being sntereated with ‘hose a oter times. The term is Realy synonymous sth Hne-roluon OF paren of change I rete othe unfolding ot event a2 continuing evaton- "Nearly observed phenomena inoue daily lives on siete investiga tion have important dyeamic aspects Specie examples may arse in (0) physical system, suchas a raven space voice, a home heating sytem, a the mining of » mineral deposit () 8 socal sytem, such atthe mover within an organzatioal hierarchy, the evolution o bal cles ytem, othe Uchavoe ofan economic sractre: oF (2) ae system, sch a that of genetic astrence, ecological decay, or population growth But wl thee examples ltasrate the pervsivenes of dynamic stutions snd inde the potential ‘alue of developing the faclity for representing and analyzing dynamic be avor, it mat be emphasized thatthe General concept of dypamics anscehds ‘he patclr origin oe sting of the prove. ‘Many dynamic sjstems can be understood and analyzed itive, with- ‘out resort to mathematics and without development of 2 general theory of ‘dynamics. Indeed, we often del quite efectvely with many simple dynamic Staats in our daly ve. Homever inorder to approach enfamiar complex Stunts efcently, tw necexary to prosed systematic, Mathematics can rove the required economy of language aod conceptual rmeworeWith this view, the tem dynamics soon takes on somewhat of 2 dust meaning. His, fist as sated ever, a term for the tie 0. ‘The set of equions (13) (L4), and (1-5) sefnes the operation of the ‘economy. Of the three equations only the lasts dynamic, The fst two, (13) fn (0), are state expressing relationships among the variables that Rol at tery k These to stati equatons ean be used to eiminate two variables om the model Stasing wih Y(ky= C14) +108)+608) snbutution of (1-4) produces Ye) mvt ++ 6)Substitution of (1-5) then proces YH, cu) Yety=m¥eay LEV) Rearrangement leas tothe fl result: Ye 1)= [1+ eft mI} V) G14) 08 ‘The quantity Gk) appears as an inp to the system. I G(R) were held equ {0 zo, the madel would be ideatcal to the fstordr (geomet) growth ode discussed easier, Example 4 (Exponential Growth). The continsows-ime vertion ofthe spe fnseorder growth mol (the analog of geometic growth) defined by the serena equation acc £O io ‘The growth parameter r canbe any real value, but for (increasing) growth i Ist be greater tha 20. The solution to the eatin found by wing in the form 1 at, HO a oth ies ean hen be iterated with respect to ¢ 10 produce log 2() = Hog ¢~ loge" Hog e where © is an arbiteary constant, Taking the antlog yids xt)=ce" inal, by sting £0, ts sen that x(0) = 30 te solution canbe writen = 20" ‘Thins the equation of exponenal growth. The solaton i sketched for vious ves of in ig 12 The pattern of solutions is similar to that of geometne growth shown in Fig, 1 in Sect 1.6. Indeed, a series of values from the conte ne solution at equally spaced tine points ake wp a seometc growth pate Example 5 (Newion's Lam). A wealth of dynamic sytem examples is found ia Imeshanical systems governed by Newtons law. Infact many" af the gered techniques for dynamic system analysis were orginally motieata Oy rock plications. As a simple example, consider motion ina ingle dncnson of, 189, see cat or cable car of mass M moving slong salah rack, Suppo 13 Acute of Eramsler 8 gure 12. Exvonentl row the postion of the car along the track a ime # i denoted by y() and the force applied to the street cat, parallel to the track, is denoted by wl [Newion's second law says that force Is equal #9 mas times secleration, of ‘mathematically, ey wt eS Therefore, the motion x defined bya second-order diferent equation, ‘A move detled model would, of couse, hve many other variables and uations 1 account for spring aetion, rocking. and owning motion, ad fo ccount forthe fact that ores are apted ony inde tothe main blk through torque on the whels or from acon grip on cable. The desce of eta constructed into the mode! mould depend onthe veto which he sel sere toe pu Faure 13. cab car,Example 6 (Goats and Wolv)- Imagine an bland popsted primarily by oats and wolves. The gras survive by eating the island vegetation, Te moles Serine by eating the ont "The modeling of this kindof population sytem, referred 088 predatoe= rey system, goes back to Volterra in revpons 10 the observation that Populations of specs often osilated, In ovr example, goats would st be Peni but wots are, and then woles would be plentiful but goats rate Noitera described the situation in he flloing way i Mdo-tumer of pts ie Midsmanert onesie oer mo. 0. sxeo-muonsn ou en + ANAND here the constants & and dare al postin, ‘This ode, which the archetype of predtorprey model, ha a simple ‘voigkl interpretation In the sheen of moire [NE(0)-O} the gost popu "on s governed by simple exponential growth, with grow factor The posta ive onthe land vegetation. Tn the absence of geate[N(0) =O} onthe oer ‘ad, the wi population i governed ty exponent Seine, declining arte ~c.This interpretation acount for theft ters on the right-hand a of the Aiferenua equations ‘When oth gous and wolves are present onthe sand there are encounters between the Iwo groups. Under an assumption of random movement the ltequeney of encounter vs proportional to the product ofthe numbers the ‘wo populations. Each eecoumer decreases the oat population and increases the wolf population. The effect of these encounters accounted for by the second terms inthe diferent equations, 14 THE STAGES OF DYNAMIC SYSTEM ANALYSIS ‘Te pia objectives ofan analysis of dynamic ptem ae as varied a the ange of possible aplication areas. Nevertheless iti helpfl to Watogueh four (otter ovelaping) stages of dymmic analy’ represeaation a Pheoomens, generation of Solutio, exploration of siractral elation, ad ‘sont or moieation. Most analyses emphasie one r two of these sagen, 1.4 Tho Stagoo of Dynamic Sytem Anais 49 it the others having ben completed peesouly or ying beyond the reach of ‘A secogniton of these four stages helps motivate the assortment of theoretical principles asiocated wath the materi of dynamic systema oF ‘here naturally great interplay Between general theory snd the analge of prem stations. On the one hand the objectives for ananassae sons) Inluenced by avaiable theory, and on the other hind, Sevelopment of theory soften motivated bythe deste to conduct deeper analy, Representation (One of the primary objectives of the we of mathemati in complex dynamic ‘ystems so obtala mathemati! representation ofthe sytem, and th the frat stage of analysis. The process of btxning the representation often felered to as modeling, and the fal product 3 model. Ths stage iy closely ‘elated tothe sciences, forthe development of a suable model snout othe {employment or development of sentinetheory. The theory enplye in ny tren model may be wel“ounded and general accepted ot nay be based ‘only on one analyst's hypothesized relshonchip. A sompiex mode! wil fen have both strong and weak components. But in any case fhe mode description ian enepslation of scent theory. Development of a meaningfl representation of a comple stem requires ‘more thin Jost slentfe knowledge "The end produc likely toe most ‘meaningful if one understand the theory of yeti systems ss well as fhe ‘elevant sient theory. Only then i posible to asses at astm quale tive terns, the dynamic nignieance of vos ssemptons en ere ld 2 ‘model that behaves laa manner consent with intitne expectations Goneration of Solutions ‘Te mos dee se ofa dynamic model ithe generation of a specif solution to's describing equations, The resuling tine pattern of the vambles then ean be studied for vaio purposes ‘A speci solution can sometimes be found in analyte form, but more often it necessary fo generne specie solutions numerically Wy wef 8 falelator or dgitl computer proces commonly refered toa fmalaton ‘Azan example ot aig cohort model of ations Popsaton growth canbe solved nuterieally to generate predictions of ure Population fves, catalogued by age group. sex, ad ace. The rere of uch ‘Simulation might be useful for vaneuspanaing problems: Likewise, 4 model of the national economy can forecast future ecnome tends thereby possibly ‘stagatng the appropriateness of various corrective polices Orin the context ‘of any station, simulation might be sed to text the reasonableness of newmodel by vervng that a particular solution his the properties usualy as sociated with the undetying phenomens, is of course rave that a single solution of 4 model is adequate for a meaningful analysis. Every model really represents ealction of soluons, ‘ach determine by diferent conoled inp, diferent parameter vals and ferent stating comttons, nthe population system or example, te specie future popuaton level i dependent on atonal immigration poly, om the tort fates “in foture years, and "on the sumed level of “curent Popsaton. One may therefore find that i necessary to generate solutions ‘oreiponding to vaous combioations of sumptions inorder conc 2 Imeannal analy of probable Tutte population. ‘AS genera ue the numberof eqsted sletons grows quickly withthe umber of dierent parameters and input that mst be vared independent ‘Ts, athough direct simulation is a exible concept applicable to ute Ise and complex systems where analy dificalt iis somewhat led fa ts padi to explore al ranges of input and pavameter vac, Exploration of Structural Relations. Much af the theory of dynamic systems is motivated by a deste to g0 beyond ‘he stage of simply computing particular solutions of 2 model to the pot of sstatshng various scr felons at sry, Between ceriin parameter ‘nds inflcnce onthe solution. Such relations ate aflen obtained indety through the use of auaiary concepts of saya “The payot of this type of strectural exploration manifest isl in two important and complementary ways. Fit, develope ‘ntve sigh into system behavior. With ths aight, one is ofen ae fo determine the tough tins ofthe solution toa complex sytem alinost by inspection, anc more important, t foresee the nature ofthe fects of pose sem maf tons. Bu ict importat to sree thatthe valve of th ight goes well 'eyond the mere aprosimation of solution Isght nto system behavior reflected bck, a an essential pat ofthe erent proce to refnemet of the formation ofthe original moe. A model wil be tally sccepted only whee ‘one i sured of ts easonablenes—both n temo ts stucture sin erm (ofthe Behavior patterns genertes “The second payo of stroctral exploration that it ften enables one to ‘plc ealculate relations that otherwise could be deduced ony afer Sam ‘tion of numerous putts slations. For example, a s show in Chapt ‘he mata rate of growth of a cobor population model can be determined ‘iret from its various bith rate and survival rate contin, wilt eeratingcven a single specif growth pater, This leas, for vamp, to Specie relationship between changer in bth rates and change in compete 14 Tho Stages of Dynamic Syst Anais 18 population growth. In similar fashion, the stably of complex economic broces of price adjustment can often be lnered rom is sac! form, ‘thou generating sltons, Most ofthe theoretical development inthis book i aimed at reveling ‘elatonships of this kind between stare and Behavior By Iaring ths theory me Become more than jut equation writes and equation sors Our anal tlie init application roa prtiaar problem with prt merical constants, but istead i appiable to whole clases of models and ‘ests from one situation canbe readily tancterred fo anaes, Control or Modification Although stdy fa particular dynamic situton i sometimes motivate bythe simple philesophic deste to endestand the world snd is phenomena, any anaes have the explicit motivation of devising elie meas for changing 8 stem so tat its Behavior pattern fim ome way Improved, The meats for aifecing behavior can be sexeribed being citer system modifeation ‘enttol: Modification teers to. change in the system, en ence im describing equation. This might bea change in varios parameter talus othe ‘introduction of new interconactve mechanisms. Examptes of moifeation ae: change in the bith rates of 3 population system, 2 change of marrage fules in eas society. a change of freestng procedure Im an ccnmc ‘stem, 4 change of promation rate sn an organatioalhicarhy. and 30 forth. Control on the other hand. generally implies 2 cominung setvity executed throughout the operation of the system. The Fecal Reserve Board onto the generation of mew money inthe economy on continuing bss a farmer controls the development of i heel of cate by controling he amount ‘of gain they are fed, a plot conte the Behavior of his srt contour, Sod wo font Determination of a suitable modification or control strate fra system represents the fourth sage of anaes, and general marks the eoncenon of complete analysis eye. However, a the completion ofthe best analacy the tain ontnes of the solution shold be tity intitive--dring the couse of anal the intuition shoud be eightened 0 3 level sent fo accept the onchsons. Mathematics serves as a Tanpiage for organized thought, and ‘ought development, got as a machine for generating complenty. The mathematics of dyeamie systems is developed t eapete our requests eta when required, and 10 enhance our might int the behavior of dynam Phenomena we encounter i the mor{os are quite adequate for the study of inn prossns, tod he nancy {Rear provides god background for more pncal muvee tenia ‘ther words, both wih respect to probiem formulation tad theoweey eopment,diference and diferent equations o single varie seal Important Bint step in developing techalgues forthe mathemati solo ‘dynamic phenomena 21 DIFFERENCE EQUATIONS Ser eg fe cue of pin, pgs perigee ‘uly spaced time pont, indered by Suppose alo that thew & eee ¥l4) (area amber) auctted with each of thee poms-A difeces eye, "an qoation relating the valve y(h), a point ko valves a cher (eeeaty ‘seghboring) points. A simple example isthe equation whe De ay) k= 0,1,2, en Dierence equations may, however, be mich more complicated than th For 22 Diteronoe Equations 15 example, fyke29(k+ DNF k=0,1,2, 22 ol. In general this set of integers mat be seauonce of sucesive vales, of ether fine or infinite uate 123.1 N oF k=O, 1,2 3,..-- Often, i the sequence & set ly stated ti to be understcod tha citer it's atioare ee ae a a Ion fequeniy wed squence K=0,1,2.3,"-- Im many coe the eee {intext of the equation makes the appropiate range clean ay eae {he ssueace i defined, the corresponding values of k con exch Reseiioney »(0)=ay(0) 7Q)=ay(0) ¥8)~ a2) nd Diference equations, jut as any set of equations, can be viewed in two aye the values tk) ate known, or defned though soe ate {csenption, the dif[ercace equation represeats area smose te wen [Bins Ion the other hand the values ae ot known, he fees cane, 's wed as an equation that canbe soled for the akoows tae ier terprtation, itis oten useful 0 regard y(k) aa funcion on the nay {Me ilerence equation then defines & relationship sated oy ee [The tts diference equation is used in onder to rete the fact thatthe {row te points in the equation sie along wih the ides, Teta {cems involve the nknowas vik) p(k +, 9182), yk—1), (koh es {eh ater than a mature of fced and ang tales, sues, nde YD 0, and V8), Indeed, since all ines ahde sone wines oe Bosible by stable (but general tedious) manipulation ocapeses cia Maton tems of dienes bof varous dey, dete oy BURN, f@)a°(k+1)- a4) a(R) AYE )~ a(R), and loth The aes formulaton arses nately when a diterener egestas’ Jets oes {PRmation to a diferenal equation, but in most ces the mee sce form is both more natural and ease to rk wale ‘The order ofa diferens equation i he dilereace between the highest18 ference and Oiterentil Eaustions and lowest indices that appear inthe equation, Thus (2-1) & fst-order and (2:2) & tit ode. erence eqatin ssid tobe Hear Hat Nas the for sqdhyttsayen, byte n= ota (R(t) afb 8) " a 4) for some given fusctons g(A) and a(l), 1=0,1,2,,...m, The unknown (eacton Sppeas inary in the equation. The a's in these equations ae (eect 1 eer eficen of the linear equation. Uf these coeticints 9 ot reer oe kth equation ead 10 Bave constant coeficents oF 10 be ‘erent on Toe fanion g(k) variously called the forcing tem, the ‘dein term, or sinly the rghi-hand side Solutions ‘Asotin o diflerence equation i function y(k) that duces the easton A eeithag. or example corespening tothe ist-odereqaation pik+t)=ay(t) the fonction yl) =a reduces the equation to an Weaty, since y(k+ = aa = ex, [A Sthvon to a diference equstion can alternatively be, viewed a5 ¢ sequen onus: Ths forthe equation above with a~ 72 olin Tere bythe sequence 1. 1/2 U4, 18... The slaion asi sere i sexe a (1/2 In gence, however, thee may not be asim Sere om amd i therefore often preferable, in order to simply ono iew a solution a 4 sequence—steping along with tHe Sa ETc two viewpoints of sluton as sme (perhaps complicate) re etc and ay e sequence of suber are, oF cue, equal Example 1. Consider the Hinarsllerence equation Gee Dyke D-H for k=. A station ike 1k (ea, y+ 1) = BED, and ths, “To check thi we note that 9k Teetyte st) y= E-(e-D=1 ese omer soltons at well Tadeed, i easly stem that y)= LA in solution for any constant A, 22. Existnen and Uniquansss of Solwbons 17 [Example 2. 4 nonlinear diferenceeaaton that arses in genetics (se Chapter 19) per ME, k= 0.1.3 wit) 900)" 1 at the station we where Ate an arbivary constant That ample 3. Consider the nonlinear diference equation sks aPe yet Since (4) defied as reakvalaed unetin, the lefc-hand side can never be Tes thin zor; Renee novation can ex 22 EXISTENCE AND UNIQUENESS OF SOLUTIONS [As wth any st of equations, a diference equation need not neces possess ‘Sototon, ae if does have sation, the sotion may not be uniue. These {de tre iuneated by the examples in Sect 21. We now turn 1a general ‘raminaton ofthe existence and vagueness questions, Initial Conditions. ‘One carters and eset etre of diferene equation i tha ove 8 wie inter tes ar indeed yh there ve more unkoownr tan tessa Yor tapi, te Rsvoderdieence equaon yik+1)=298) when enumerated for two time periods k=0, 1 becomes: ee x41)=2y(0) yO)=2y) sehich i a system of two equations and thre wakoowas. Therefore, from the “lementary theory of equation, we expect hat may be necessary fo aig a “eto one ofthe uskown vrabler in ordet to specify @ unique solution, It Ihe diference equations mere applied to s longer Sequence of index vases, tach new equation mould nd both one new equation and one new unkown. Therefore, no mater bo long the sequence, there would always De one more Cations the mote genealsvaton wher the difereae equation for each xed wolves the vain 9(k) at 1 sucess pointy ETE are m more18 Dilerence and Dera Eustons ‘unknowns than equtions in any finite ft. This can besten from the fact that the ft equation volves nT unknowe variables, and apsn ech ational equation adds both one mare unknown and one more equation—Keeping the Srplos constant atm Tae spi allows the values of m varables 19 be ‘pecied arbitrary, eed ncordngy there ate m degrees of freedom inthe ‘Bian of difetence equation. These degrees of feedom show up inthe fom of sbitary constants sn the expesion fr the general solution ofthe austin, in principle, thew arbitrary component ofthe solution canbe specie in various ways: However, iis most common, prteuly in the contest of “pram stems evolving forward ime to spect the fst m values of y(A) that ig the valves 70), 9(D,_--» yore The corresponding secied values Se refered to a nal condoms. For many difereace equations specication ‘fa set of values for inital condition leads deal toa corespondng unique Solan othe Example 1. The fstorder diference equation wk +1)= y(t) corresponding to geometsc growth has the gener! solution y(4)= Ca". Sub- ing k=O, wee that 0) Can the soaton canbe writen in terms of thelial condition ae (8) ya Example 2. Consider the second-order difereace equation ik +2)= yh) “This equation canbe regarded as applying separately othe even and the odd Indes ke Once y(0) i pecied, the equation implies the sume valu of 91K) forall een b's bt the single valu of) for all od H's remalns sitar ‘Once vil ato speced, the ene sequence & determined. Thus, specie tom of y(0) and y(1) determin a unique Slution. The soltion ean be writen Existence and Uniqueness Theorem Although, in general, diference equations may not poses solution, most ‘iterence equations eacounterd in appieation do. Moreover, usualy not tecessary fo exhibit soltnn in order tobe assured of ts exstene, fr the ‘erp race ofthe most common diference equations implies that solution ‘As indicated above, even if enstence is guaranteed, we do aot expect th the solution o a difeence equation will be wigue. The solution must be rested frther by speiying a et of nial condiion. The theorem proved row i formal statement of this fact. Tae assumption of suitable stactre, together wth appropriately specied inal conditions, guarantes existence of 1Venigue soto. "The eset ea of the theorem is quite simple. It imposes «rather modest sumption thet allows the soon of a diflerence equation 10 be Computed forearérecarsvely, string withthe glven set of mia conditions Sod successively determining te valves ofthe other unknowns tated another “tn, the theorem imposes sumption gatantein thatthe dierence equa Tow represents 2 uly dyeamicsstem, which evolves forward i tne [xistence and Uniqueness Theorem. Leta diference equation ofthe form ead flys n=, yk += Boo yB es where f 8 an arbinary rea-oaled function, be defied over afte oF Infinite sequence of contcaie integer value of (K= ky ky Fok 2y = ‘The equation fas ne and only on soliton coesponding each arirary Specification of them inl wales yl) OR Drees (Ry #1) Prof, Seppote the ales y(t) ye + I)s---sy(kyt RI) ae specified. Then the diterence equation (2-5), th k= kc be solved uniquely for ky) Simply by valeting the function Then, once y(kara) Keown, he fiterence equation (2-5) with k= fy 1 can be solved fr (ky a1), and 50 fort forall consecutive values of 1 should be noted that no sessions ae placed on the real-valued function The funtion an be highly nonlinear. The essen ingredient ofthe rent that the 9 of leading index value an be determined rom previows ‘ales, and hs leading index increases stepwise. A special Cas of silerence “uations which satisfies the theorems requirement i the mth-onder nar “iterence uation lk + y+ a fbyfk em Io alky = atk) ‘This equation conforms to (2), with he function Being just sum of terms, 23. A FIRST-ORDER EQUATION ‘The fstonder diereace equation yk 1)=aylhyeo eo srs in many inpvat pcton b t anismttes mh l he eneral theory of iflerence eqetions. The equation linear, has constant feeficent a, a 3 constant forcing term b20° irene and DilerentistEavations “the generat olution to ths equation i easly deduced. The most siragtonvand solution procedure isto determine sucesve vales recur ‘Sra outined in the previow setion, Thus, we arbicarly spect the vale Sty aan inal point Igy iy Ryn 0, and spesity (O=C. Ths leads limeditly to the following sueesve vale: 0) y1)= ay(0)+b= aC yO)~ ay) b= aPC ab +b yO)=#C+ arb +ab+b “The general term is php atestat t+ Beeb at Db en For a= the expresion reduces simply ik)= CR For 1 the expression canbe somewhat snpliied by collapsing the geomet se sens, using inet teatatetat tee “Therefore, the deste solution in closedfonm is Crk ant WO) rode get ew = “This sation can be checked by restating it into the original diference equation (28 "Wen at another way of dsplayng the genera scson 2-6) i ome val yik)= De +t nbereD isan arbizacy constant. Cleat tht sew constant Ds related to the rice constant € by D=C-(W(I~ eo} In this form, i apparent thatthe ‘Stat neti is the sum of wo elementary futons: the constant fenton iitna) and the geometric sequence Da Te addon te aeguring fama with the analyte solutions to simple diterence equations, it desirable that ope beable fo infer these soltions {ntounely. To been developing this abit, cones the special cape cores: “Bde Por hs case the equation ster that The new value 24 Chin eters and Amortization 24 cy equal the old value pls the coasant A Therefore, scene y's merely SCaoetine scene additions of the constant b The gesealsoaton Tem yl) C1 kb where Cs the sil vase, ¥) "W221 we ference equation lige the old value by the factor cach peo nda the constant & Ts Uke tring up va and iter Seacrest (a1) or deducing a tax (if O< a1, Clay, a ital caeey C wil aerk pends ol sich & process, be transformed f9a¥C: The SER'V in the equation cts lke ational deposits made each perio. This {£5batmmeditety to (2-7), and then by manipelaon to (2-8). Ths interpret eae ste equation caplored formally sa Sect, 24 where the casical Shorization formula deed. 24 CHAIN LETTERS AND AMORTIZATION “The examples peesented here and in Set 25 illutate how Setorder diler~ Tre Seealons rae in varowssitvations and how the general solution formula Stents swans for anahus. Although the three example al ead to the same xem siterence equaton, they have three diferent analysis objectives, The ater pablenn a amply ome of computing the slain for a pareular cee TE The amorieaton problem is oae of Stetminng a appropriate TaSastet lve: requires fullase ofthe solution formal, Te cobweb model ‘SPezZocomie interaction leads to an analysis of stability, clang slution Setaroe tothe model parameters ‘Example 1 (The Chain Letter. Suppoe you restive a chin eter that ists ‘net tnd adressen, The ler ake you fo send 10 to the fest person onthe TePYou'se then rate ap a new leer withthe fst ame deleted and yout MESSE te thc bottom ofthe bet, You are astrcted to send copy of his Maa‘ ter to can of ie fiends. You ee promsed that within 8 fo" weeks Sou wil cesive upto $1562.50. ‘Rthough cata eters ae legs, you might find amusing to vert the leuer's pomize under the hypotheses tha you and everyone eb were 10 follow the inetucton, thus ot “Breaking the chan." The spreading ofthese fetes an be formulated in terms of a diflerence equation Teas tolow ony those lees that derive trom he eter you receive Let ‘(e)denote the number of eters inthe th generation, wth the eter you ‘sive corresponding to 9(0)=Iy the letters writen by ou corresponding to ae eters writen by thowe you contact a 2), ands fort, Each eter Zien induces five leters in the next-generation, Thus, the approprise {elanon between sacssive generations Is e+ 1)=5y(8)22 erence ed Dilerenti! Equations With the inal condition (0) solution i vies Acsoring to the fete’ instruction, al eipent of sath generation eters sould send you TO. Th would be $*~ 1525 letters and $1362.50, Example 2 (Interest and Amortization). As mentioned enlir, the accumula thon of bank deposits can be decribed by 4 frstordersiflerene equation Seppote depont are made atthe end of each pear and let y(k) denote the mount in the account a the beginning of year Bf the bank pays no intrest, ‘hen the acount simply a Rorage mechanism governed by the equation wiket)= yk) 600) where B(L) tthe amount of depost at the begining of year k I equal ‘epost of amount bare made each yea, the balance inthe account wil grow inca. ithe bank pay interests, compounded snnsaly, the secoust Balance i governed by yeen)= (soph +b site in aditon tothe simple holding action the bank pays iy) at he end of ‘he year a interest Ieqel deporte sre made, the account wl row according {o te alton ofthe fitonder equation "A simlar stature arises when one borrows money tan intrest rate ‘The total debt increases jst as would the balance in an account paying that Interest Amorizeson ie 2 method for repaying an initial deb, ielding the Interest and original principal by series ‘of payments (aualy at equal intrats spd of eqaal mapnited) Ia payment B itmade atthe end ofcach year aera) ,the initia debe. If tis desired to amorte the debt 1 tha it th eed of m year, is ecehy 1 select B 40 that d(x) =D. ‘The general solution developed in Sect 23, implies ass 4(m)= Darn Seting in) =0 yield pasar 28 The Cobweb Model 23 “hich simpifes to the standard amortization formula fa ron 25 THE COBWEB MODEL [A clic dynamic model of supply and demand interaction is described by 2 frcardec dynamis equation Toe mode's behavior cane conveniently dis played sing the graph of upply and demand corve. The diagram resulting fom this soaps esrbles «cobweb, and this responsible forthe model's “Tne cobweb mode is concerned wih sage commodity, sy corn, The demand d forthe commodity depends on is pice p through & function dp Since the amount that consumes buy decease a the price merase, d(p) Secreaes ar pierenses. For purposes ofthis example, me assume thatthe (end function fs near dtp)= dap where dy and a are positive constant Tikewe, the amount sof the commodity that wil be suptied by produces aso depends um the pice p through 2 fanctons(p) Usaly. (0) [sretaes up ineeaes(Fornstance, high price wl induce farmers t plant ‘more corn) We assume the specif tne form 0) =56* Op where bis postive (a may have any value, but i wally nepstve) “The two curves are shown together in Fig. 21a. fn equiibam the demand must equal supply, which corresponds 10 the pint where the (40 are itech The equim pie i ataned however, onl ler a setes ‘of adjustments by comumers and produces. Each adjustment coresponds to ‘movement along the appropiate desiand or supply curve. Te the dynamics of the adjstment proces that we wish to describe. ‘Weassme that at period there i prevaing price p(t). The producer tases his peoduction ie period Fon thie price. However dae 1 the tine lan the production process (rowing com in oer example) ihe resulting spl i sot avalable wnt the next period, +1. When that soppy availabe, is fice wile determined bythe demand fection the poe will jst 0 th Sito he ava supply wil be old, Tht ew price at 1 i observed by the producers who then, accordingly, inate progocton forthe next peiod, sods new eee begie.Figure 24 25. The Cobweb Model 25 The equation 4 155+ Bp) expresses the fact that he supply at period K+ determined by the rice at peviod kthroagh the supply function, Also, Uk 1) dy apt) formally stats the fact hat demand at period K+ 1 i determined by the pice at period Ke though the demand fenton. Finally poring the condition that atequsiam soppy must equsl demand lend othe dyamte equation 64 B(R)= dy opt +1) Which can be restate in the standard form fo dileence equations ‘This price, if once established, would pri indefinitely. The gestion aes, however, 10 whether thi pice ml ever be erased ot even whet succesive pegs the pie wil end toward ths egiiiom pric a 5 6 roo. Let 2(K) be am arbitrary sation to (2-1). Corresponding to it inti genie) be t2 om Now conser the special sluion y(t) defined by ik) eb +e 608) Teas the same m intl conditions as the orginal solution 2(4), and therefore "ws byte exec ab wien tere f Sc, 2 tat (R= 20 At this point it perhaps wsefl to point ut thatthe approach presented in this section represents the casseal theory of difeence equation [a this spproach it recogied that the soston toa linear ilerence equation i a {general aot unigue: An whcordr equation harm degrees o freedom expe Sed caer by the fact that m abiary ‘nit conditions can be species ‘Theorems 1 and 2of thi section provide an alternative characterization of hi ‘onunigqveness in terme of solutions to the homogeneous equation, which themes can be combined in arbitrary combinations. Ths casa approach, {ocsig onthe solution fonction ws ni is ater algebras Iai viewpoint, ‘and somewhat suppress the inherently dyeamic character of diferenee equa tions: Eset the clic approach exploits fneaity more than dynamic tothe ny odontal aet ft, a he et amen a ena a ‘Stine moran Chart nse ny tlt aay apd stn‘Tcorem 3 bridges the gap between purely algebraic and dynamic view points. Each ofthe m fee intial condos defines single depres of (cedars tthe dynamic vewpoin and corresponds dre tos fuiametal solution of "he homogeneous eqeation. Threlore, an arbrty solution canbe specified ery Ring mia condos equa by supe weighs Example 2. Consider the lacar homogeneous difereace equation 20k+2)-23(k +1)+2(8)=0 Since itis second ode, we know tht there wil be two degrees of feedom in 4 general olton, This treedom wl be manifested by the at that two inal onions can be specied, or by the fact that two fundasnental olons ca be found By inspection i ear thatthe two functions n=1 2k) te both soltions. The two fundamental solitons can be easily found to be a()=1-k a=k An arity solution, therefore, I the form Hh) = 62) HER) = E(B tek mettem ek or, snce both esate arbitrary, Hb)wcede for ariary © and near Independence Given fite set of fonctions 208), £8). talk) defined for a set of integers ay K=O, 1, 2,000, we say thatthe fonction ae neat de Penden i ti inpossie to find elton ofthe frm exn(k)+eatk) +004 eal) =O said for all k=0, 1,2... except by setting = = 642-640, tit ' posible to find such 8 'reation, the set of fantons i sid to be Una dependent ‘Aa example ofa tnearly dependent st of funtions for k= 0, 1,2, is set 2(0)= 1, 2(h)=2, ef)" 3 because 92k) 2eAE)> i) = 25 Linear Diterence Eaistons 31 ple of aleeatly independent set of functions ithe set x(k)= 1 Ts(e)=3 besnae it nt al cofcents are x0 theres 00 Hina cmbiaton of these tat sentially equl to 20, “The fundamental set of yoluions 2)... 24) coesponding to the Homogeneous difleence equation (211) inci independent set Ths ir enyto tee Sine (4) the only One nthe et that = conser for k-th the only way 10 get GiDre2Q)t-ot E(k) =0 for keimt & for 0. This argument i vali forall = 1.2,.-., Therefore, the oly linear ‘Sombinaion that ental tro ithe one having all ero coeente ‘An extension of Theorem 3 is that any seal m linearly independent solution of the homogeneous equation cab play the ole ofthe fanéamenta Solution. This theorem ir the final characterization ofthe soluon set, The otis of the proof are not given here, since & more genral version ‘tablished in Chapter Theorem 4. Suppose 28, 2b)... 2k) a Unearly independent se of Soltions tthe homogenout equation (2-11). Then any sation =) (2.1 "can be expressed ar & linear combination Hk) exelk) east) toot zlk) or some constants E6005 Solution of Nonhomogeneous Equation ‘The theory ofthis section leads to 2 general method for Shading 2 soluon to oatiomageseous eqetion of the form rken +a, Abytktn—1+:- 4 ake) =atk) 12) hich sates a given set of intl conditions, The procedure ist find a) set ‘tm inary independent solutions tothe ontesponding homopencoss eqs: ‘on, and (a parteslr salon tothe noohomogencous equation that docs not neces tty the pren conditions The sluton tothe noahomogene ‘us equation then modifed bythe addition of suitable near combinations of folutions to the Homogeneous equation 20 that the inal sondtons are ‘aust TE Hk) & a parla solution and z(t), 2(8),-.-y sak) ae neariy Independent slutons to the corresponding homogeneous euaton, then the general solution of (212) ie HE) FB ezlb reat tee) Ia dierent particular solution 9) were sed it would simply change the ‘ales of the 6 in the gener solution.‘22 illaence and Diferental Equations Forward recursion methods can slay be we tof partial sltion to he nonbomogeacoas equation and the linary independent salston tothe Nomogencow equations Ansiyeal methods of finding thse slatons are svallabeoaly fr ape case. 2.7 LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS. Inthe important es of near diference equations with constant oeficients it ' posibe wo find llslations wo the homogeneous equation. As shown in Set. 26, these provide the meas for calelting general sation: to 3m equation ‘ih comtantcoficiets, once a patclar situ kao. "The key rest that corresponding to every linear homogeneous equation with constant coficien, there 4 geome sequence that a solton tat 5 there 8 oltion of the form s(t) =A* for some suitable constant A. [Because ofthis fic, geometric sequences pay 2 major sole i the theory of lncarhomopencour eqatons with constant cet ‘The Characteriatic Equation Conse the linear dilerence equation with constant ceficients Ohm) a y2Ck rm Dp toh ags(8)=0 con) We hypotesize a solation of the form 2=a" ety suhere A a content (ot yet specif), Substituting this rl soon into G19 vies Aaah tall a0 ey and muliptyng this by A°* yn AM aaa tak 216 ‘which depends on but wot on. Thi last equation iclle the characte fquaton ofthe dilerenee equation (2-13). Is ea rom the above argument, "hath must satify th character eqation i =(K)= A fo be slution 4 the dierence equation 2-13). Convery, since the above ste ae reverse any satktying the characteristic equation provides 2 alton of the form 2-14) wo the diflerence equation. Accordingly. the role ofthe characteristic ‘equation i summarized by the folowing statement ‘Theorem. A necessary and nuffin condition forthe geometric eguence =k) ‘tobe solution to (2-13) thal the constant sty the characteristic ‘equation (216. “The left-hand sd ofthe characteristic ation polyoma fdeee> agency eet to ts the characte polyoma A root of th feiyeonial scaled 8 charcterte alu. By the fonsmental theorem of tlgce its kaowa thet such polyoma an be factored into mt epee ferme so that the polyoma ar m root (hough the Tots may pot be ‘isnt, and some may be complex numben). Therefore, there f aways At ‘est oe solution to the characterise equation, and, scoring, there tivays geometric sequen tht soto othe homogeneoe ference “of tere aren din solations to the characteristic equation cach of them provides 1 dita geomet sequence tht i a solton to the difereace “uation, Moreover it canbe easy shown that these station ate Healy Ilependent; hence by Hincar combination they canbe ted to generate all ‘olwion tthe Homoencoes etn. Thor ths as, the m dite FO ‘of ihe character pobmomial wen tralaad to geomet sequent, ‘rode a complete resolution tothe problen of determining sotons Yo the Ronogeacous equation some cane the carcterisic equation wil have complex ros, How ver, bene tho coticuns of ie charscurate polyoma ae il el Comple oot st occur in complex conju pain That ff Aye +i foot then ss y= ath The expression At +c im the general soltion trl be reavafued i, andy ae selected ss compen cojupte. Ths, even Though we ae Ineesedcxcuiy in real sautos 10 dferene equtos, omen rot offen ae tse inthe construction sch slutor, ‘Example 1 (Fint-Order Equation). Conier the familar fist-onder equation west) ey(b) ‘The characteristic equation coresponding to this (homopeneus deren Ane hich has the single soliton A=, Therefore, me expect slain of the form (k= Cat hich we know to be comet trom our ealer dain of thi equation, ‘Now conser the noabomogenenus equation Okt) ay 48 witha 1, Asa tril station et act yk) forsome constant I hiss 0 Bea solatian, the equation{4 isrence and eens Equations corsesponds toa particular solution, The general solitons ae the sim ofthis Dartctlar solution and solaons tthe homogeneous equation, Therefore, the fever soon Wik) = Ca + which agrees with what was deduced by forward recursion im Sect. 2.3, Example 2 (Second-Order Equation). Consider the diferene equation yk +2)—390k 1) 429k) = 3 solution fetus try (k)= C3". Substation of thi into the cata atta aaa 0, maipying by 3%, ©-942)C~ 1. Thus, this form of solution i sitable provided ct ‘The corresponding characteristic equation ie womt2=0 [ich canbe factored to yk O-2A-=0 The to too, which ae distin, ate A= 1 and solution othe orginal nonhomogencous equation is WO=EN+C+C Example 3 (Fibonacci Sequence). The series of numbers 11.2,3,5,8,13,21, 1 called the Fbonaci sequence. Is terms are genersted by the dference equation ‘Therefore, the genera e#2)= yk yk) ‘ogether with the inital conditions y(1)= y2)= 1. The det way to calculate the members ofthe sequence i recursively, suming the lst tro to Bet the 7 27 Linwar Equatlons with Constant Coatcants 28 next. Alternatively an analytical expresion forthe general term can be found ‘nee the characteristic equation i solved “The characters equation corerponding to the Fnac sequence i aa 1s olons are “Tas, the to values ae “The number Ai known as the golden scton ratio and was considered by ‘ity Greeks 0 Be the most aesthetic value for he eao of two aacetsdet ots rectangle Tn terms of thee values, the solution tothe Fibonaa! ditecence equation (hye ante Bad for some constant A and B. Substation of the intial conditions for kf and ‘yield, respectively the equations ‘Aterafair amount of algebra the solutions canbe found to be Anns Beans ‘Therefore, the expesin forthe general tem it vol) appearances of 15, penerats a sequence composed ene) of integers. Nevertheless, tis ste soation,36 iene and iron Eauations ‘Example 4 (An imaginary Root ample). Concer he ssond-ender equation Wee2}+y(8)=0 with nia condiions y(0)~ 1, y(t) 0. The characterise equation is ee1e0 Which has the roots A= (where «= VT). The general olton i therfore W8)= ef Hea colons yes the equations Substitution of the given in eloteen=o The desired olton is i) = Kor Ha Although this solution involves imaginary number; the solution is actualy ‘ea or al ales of K—the wmaginay values al ane. Indeed the olson the sequence 10, 1,0, 1,0, Ths, Example 5 (Gambler's Rai). Consider @ ambling stustion involving two nye A and BL An example roulette where sty, payer A layer Bs the "house" Duieg any one ply ofthe fame there iva probably B. On dimensional Matrices te generally dented by blac capital letes, such A. Elements of the matin ave denoted, ‘responding, by lowercase eters wih subscripts to inate the postion a {he clement. Ths, the cement the ith row and thsolumm ofthe tat A eon To hihi hs crept, the mats sometime Aspe clas of mates ar tote having toa mat having eit Poh 2am 0 1 or n=1,conesponding ingle row ora single column, Insite ce, the corresponding emt sid wo be a eectr. Vectors are wsully denoted by lower case boldface lettes, and thei elements have Dut a singe saben. A eco ofthe form (wih m= 1) Ceres) 1 4 ow vector while a vector othe fem (with n= 1) by bs » Dn 1 column vector, Colma vestors are wid fr most purposes, partial in ‘ystems of equtions, bt row vector also are naturally Special Matrices For any dimension, one special matrix the matrix whose elements ae all zero, Sich 2 mart denoted by O, and called the zero maine "A mati that hs the same umber of os a columns (m=) ssa 0 be square Coresponding toa aque nn matt A, the semen dy Poin. n are tetera 1 athe diagonal elements of AI all elements xcept possibly the diagonal elements are zero the square Mate A i sad 10 be dagonal. Avery speci cae ofa clagaal matic the nn square mati. whose elements are zero, exept onthe diagonal where they are equal to one “This mare (lor any dimension n) denoted I nd ced the idensy mains. Ths, oo 10-0 | ° ° 0 on Elementary Operations Adon of Matrices, 1 40 mates A.and Bare ofthe same dimension, the their sum can be dened and is 8 matrix C, azo of the same diners. I ‘A=[ajl B=(hy] and C=Loq) where CAH, then the elaments of Catedened by 64942, In ater words, the addon i cated out element by mole. Sae A and ae defn he 2 mi abt al el 2 4] Amite min G34] 1 cay verified that mate addition stsis the following tw laws: (0 AtB=B+A (commutative lav) @ A+BSO=(ArB +E (asatve few) ‘Therefore, addition of matrices act much ike aditon of aumber, Scalar Mukipion. For any matix A. and eny sala (eal or complex umber) a the product aA is the matsx obtained by lipyng wee lament of the matin A by the facior In other mond if ALee], thee #A=(00) Example 2.1 Ais the matic “Et The sum 14 Then (using a = 2) 2 oj wb 5 al Matix Malipion, Mainicaton of ovo matizes 19 obtain a this periph mos important of he elementary operations. This she open that neatly packager the uly nid opettons socated wil Scag ‘ud maniputing systems of ner asa cqunone A'S an mam matt and B30 n> p mtn the mars CAR defined a the mp mrt with elements on ‘This desinton of matrix mutipicaion has several portant interpret ions Fit shouldbe noted that i consistent with the mat nota foo System of lincar equations, a described by (1) and (3, Ths, for an moc IAlnx A sad an'm>1 mae x (a cota vecon the product Ax the ol ‘mat (another column vector) y with th element qual wo n= Dos 3) Second, the product Cw AB when B has p columns can be viewed a5 A ‘mulpying ech ofthese pealamne separately, Tat the fst column of C= ‘A times the fst eoluma 6¢B. the second column of € mA tines the second elu ofB and so forth, Ths, €= AB canbe regarded ep separate clu ‘elton “Matrix mukpication sts AO =(ABIC (asociatve law) However, iis not commtatve, Thus, in general ABABA even if both products are defined Finally i shouldbe noted that i Ais an asbsary mn mates nd Tis ‘he mcm ideniy mats, then TA" A. Example 3. Suppose A and B are deine as uso toa | xampe4 Qe rd A pl of mat mien 2h dot or ep oe Wa fe pa a Swe yt ar nomen ag Shnyo ican ee roa 66 which is cts dha i ipl a st, One common way thatthe inner produc ark is when one vector represents quantities and another represents corespondng unit pics, Ths. ‘rocery purthases of sup, Rout, and potatoes mipte tepresented by the “[] Pin ml60 Linse Algebra where 3, purchased, and 45 ae, respectively, the amounts of the three commodities Ps Ps are ther respecuve uot pies, Then the product, ven Saw fs he wal purchase pe ofthe proce. Conponting tan mn matt A=fay} the enpre of A, Tranpose. denoted AT dened asthe nm matrix A =[af] mith ay This seas that AT iy defined by iterckanging rows and slums in Ac AS‘an example, paar ‘An impoctant property of transpose isthe way they ave transformed in imate mulation. The reader can very the rule (AB)" = BAT This the > transpose of products equa othe product of he wanpenes in heer oden Difereniation. Ihe elements of matrix depend on avaible t making the clement functions rater than constants, if posible fo conser difercue tion of the matrix. Diflerentation is simply defined ty sifeentting cach ‘clement ofthe mates nvialy Th 4400 an) ay) 4a) en) oo an) Awe on Ail) al) ancl, thea finland > a Jan) dnt) > arto an, Aa icy] * os) La al oat Integration. In a manner analogous to difereatation, iteration of matrix whose elements depend on avaible is defined in tems of the Inept ot he inten. hs fr A) 8 in (3-7, es Joutoa foxtoar = faxioe Iaoae| ite fare foal mit fastna foie ‘An Example: The Leontit Economie Model ‘To ilusate the value of mati notation in the description of smplex systems, consider an economy coasting of m industries, each of whih reduce sie product, In order #0 produces product, etch industry must have Om ad rious amounts ofthe products of other industries (and perhaps sme of (oun). For example, the automotive iedusey purcanes sex fom the set Tndusay an ter from the rubber indurty, while the agricatur iss porches tractors from the ausomotive iniitry abd feliz om the "sume thatthe base production cee is one year im duration, and that foreach unit of ouput rom istry j, units ofthe produto instr are required. The comiant ay are called echnical coxficent. Denote by Sutin sos%y the amount Of the products produced inthe mindustes. Then ‘HE Amouie Of product | equted for this pattern of production ie ayer agtst Fag ‘The total amount of product produced goes in part help produce other oducts as described above, and In part 19 consumes to meet thet demand ‘Tero, Rau tant dy dy ET cc where di the demand for product 4, Thus, Wot pradction of 2 prodst eceed the actual consumer demand beetse of the ae ofthe proc in ‘lous producion proces Tavoducing the matix A=[aj} and the column vectors x and 4 wih components x, 1=1,2,.--,9,rapetvely, thee equations can be writen2 Unr Alps ot equivalemly, (1A}x= & This isa compact representation of the complex intereations among indies. The cote mati the suo he Heatly and (-1)8 Ifa given set of consumer demands i species (a for example by 8 yealy forecast of demand) the requed total level of production each of the induste canbe found by saving for 32 DETERMINANTS ‘The determinant ofa square mati is ela value that arses natu inthe ‘olution of sets of linear equations. The determinant of the matte oe ' denoted A det A, or by simpy enclosing the corresponding xray with wo vertical ine, 38 Be ae dag ‘The determinant of a simple 1% 1 mate A =[a] defined to be [Al =a. ‘The determinant of the general 2%? mattis ven bythe formula lan 10) Laplace's Expansion ‘The vale ofthe determiaantcoresponding 0 general nxn matte can be found items of lowct-order determinants trough tse of Laplace's expe ‘son. This expansion is defined interme of minors or cofactor of clement of the matt “The minor M, ofthe clement ay in a matrix the determinant ofthe aray formed by deleting the ith row and the jh column frm the orignal matt ‘Ths, iA isan nxn matin, each minor san I) x(n) determinant 7 12 eterminnts 62 ‘The cofactarC, coesponding tothe element ay of Af (-1)"'M The, ‘he cofactors are ier the minors, except for & Pose change men Tn terms of Laplace's expuasion, the determinant of = mutt As wan $ac on for ay & Or, equivalent, Sac on for any. The fst of theses called an expesion along the sth rom, while the second 5 an expansion slong the jth slum All sich exparions ytd dental value, 'A Laplace expansion expresses an nh-order determinant as 3 combi tion of (n= Ihde deteminant. Each of the required (n—llt-ordee ‘eterminans can iselt be expesed. by a Laplace expansion, i tems of (n=2htorder determinant, and r0 on, all the way down to fine ont i necessary. Thovlor, ths expansion together with the defnton othe deter ‘inant for TX1 maunees i suleat to determine the alve of 809 ‘Stemi, ample 1. Lt ws evaluate the fourth-order determinant 3 saat Since the seco row tas two 205, it convenient fo expend along tha om: The io js2a aaa=cno 2 1/421 0 2 b sol lavas “The fist thin-order determinant inthis expression can be expanded stg the Usd cotema, andthe second determinant can be expanded long the ssid row, yelding pa rex-aB 3 py py aaacncnf frank 5All these second-order determinants can be evaluated by we of (11, resuln i Determinants of Triangular Matrices ‘A matrix Ais sit be ether upper of lower tnangular i i asthe fren 0 as on 0 0 a 000m ay 00-0 fy ae OF + 0 Aslan an oy -0 A he a respectively. The determinant of tanga max i egal to the prot of ts chgonal elements. We can prove ths easily using induction onthe dane ‘on ntogetber with Laplace's expansion. Is rain tre for n= 1, Suppose thea that i true for n=L. Then, forthe upper angular cc, cxpaeion own the ft colunn yes det A= ay Mi. (For the lower trang ae, we ‘would expand along the first row) Using the induction hypothesis Mar the Product fits diagonal element and therefore, 421A 0,035) de 619 ‘Tis simple result i wea in numerous applisations. Products and Transposes ‘wo mportant properties of determinants ae the product formule Aet(AB)=(det ANdetB) 6) Where A and B are both nm square mate, and he transpose ele det(A)=det(A} eas) Linear Combinations: Determinants can sometimes be evaluated easly by transforming them 10 ‘equivalent but simpler forms. Ths acaomplished by use of rales powering the change inthe vale of determinant when rows or columns of tray are nearly combined. There are thre basi om operatios, and ssc es, ftom which the eect of any ear combination of owe on the tue of ‘eterminant can be deed (@) Ital element in one row are mulled by constant, the val of he onesponding new determinant times the orignal vale (0) Ie two rows see interchanged, the value of the corresponding new deter. rial the negative of the original value (© any multiple of one row i ed to spother row, element by element, the value ofthe determinant unchanged Each ofthese les can be easly deduce from Laplace's expansion, Moreover, since the determinant ofthe taspose ofa mata is eeal to the determina Dt the mate ise as given by G-), three dental rules hold fr alum operations ‘Example 2. Using the above rules, the determinant of the matric below is ‘manipulated step by step to Wangulr form, from which the valve w ex ‘eterna: “Maliply the ist row by 2 veking 2-1 9) deaan2lo $1 ha al Interchange the second and thin ro: 2-1 of dasa). 1 lo 4 Soberact the fst ow tom the second 2-1 9 aaasealo 2 4 oo(8% net Agee ‘Sobtract twice the second row fom the thie P= oy er=c2ifo 2 4 lo 0 Terelre, det A=(-2)-2-2 4-7) 56. 3.3 INVERSES AND THE FUNDAMENTAL LEMMA. ovwider square nm matix A. An mn matic A“ said tobe the inere OCAIASAML That, the product of A" and A i the ldcan Not every square matrix his an inven, Inleed at dheseed Taney, 9 ‘square marx has an inverse if and ony ifs determina tence a ‘teint is zero the matrix Sid to be singular, thse see Cofactor Formula for Inverses Pethaps the simplest way fo prove that an inverse exits ifthe determinant ot zt0 1 dsl an explicit formals forthe lnere: Thee cee forma deriving trom Cramer’ ule for solving sco inca taunts ee 's expressed inte of the cofetrs ofthe mate, Denoting fe nent AW by aj! that. A™'=[ay' the forma wetortehtea 10 hee is the determinant of A. This formula can be vetfed sing Laplace's ‘expansion follows The deh clement of B= A"'A's £6 wri Sa i value of ths determinant i unchanged i the mat A. However, wa-SagaS ac Tito athe A Example. Lotus compute the inverse ofthe 3% matrix 102 a-|3 19) oie iu 7 cx te coca & enon! fel Properties of Inverses TA isa square nonsigular maui and A" i ts aver, then by definition MAS 1 ab ean be verifed that A ats athe inverse of A“! Tht Awad Holy, suppose A and ate song nn mats. Let ws compute (an- "incon fhe ines ote ida mats We see (aByt=e ae tanec ateBc Bate(8 Unca Alasbea on ‘The genera le is: The mere of «product of gure mances equal the od ofthe ices hts oder ae Homogeneous Linear Equations One of the mos fundamental tests of liner algebra is conceed with the fexience of nonzero solutions to's set of linear homogeneous equations, Because of ts importance, we display thi result 3 forma lemma, at ge 8 complete prot Fundamental Lemma. Let A be an wn main. Then the homoseneaus ‘ctaton As os) ‘has a nonzero solution (a vector x whose components arena zr) Wand onl if he mas A singular, Prof. The “only i” portion is quite simple. To sce ths suppose there & a onze solwion. It A were nonsingular, the equation coud be multiplied through by A yeing AAR or, equivalent, x=0, which isa contadston, Theseore, there can be 2 ‘onze Sluon ony if A singuse “The “i” portion is proved by indtion onthe dimension m Certainly the ‘statement f tue for n=. Suppose that it tue far ml. When writen ut im deal he set of equations has the form aut tagee tt a0 Gani tennt tan ayes tanate tt aay ‘Suppose the coresponing mati A singular. We mus ost ths set of equation, if all the coeficnts inthe fst column (he soettents ofthe form ay) are allo, then the soliton y= n=O, =, ‘atsfes the condition and the concen woul follow, Oticwise st est one ‘och catcent mist be sono, am witha so Beaty may Be 4 Vector Sosco «8 By subtracting appropriate multiples ofthe ist uation from he resin Ing equations, one obtais the equivalent set of equations: ant +a tag tara 0 (omnes 2) a ths fom the sptem canbe sogarded a consisting ofa fest equation and a (=T-dmeasonal system in the Yanabes ¥y8)-- ‘The determinant ofthe entre transformed h-dincosons sti ect ‘equal 10 the determinant ofthe original set, since the transformed set ws ‘Sbtained by subtacing multiples ofthe fst row. Laplace's expansion dow the fst column, however, show thatthe value ofthe determina of he transformed set jst ates the determinant of the m1 dimensional ‘tem, Sine the nn onal Jterminant is sumed to be 2x0 Sd #0, ‘stows that the detrinat ofthe (n-dimensional system eo. By the {ndcton hypothesis th smaller sytem has x nonzero solo yy ne this sohton is subetuted ino the very fet equation, a corsesponding ‘ale for x, can be found. The cesuliag st of n values my xp. thet ‘Somprioes a aontero slut othe complete wimensiona sytem Hy GEOMETRIC PROPERTIES 34 VECTOR SPACE For purpose of manipulation, the femal of mati algebra, x cutined sa the ist hee sectors ofthis chapter, exzemely valuable. Te simultaneously provides both a compost notational framework and a set of sjstematc proce ‘Ses fr what might otberwise be complicated opertions For purposes of conceptalization, however 10 most eflectiely explore now ideas related vo multivariable systoms swell to ake yet another tp {vay fom deta. The appropriate step to lntroduce the concept of eer Space where vectors are regated spy a5 elements in space, rather han 3s ee ee ee eee70 Liner Algatea Define dhe space E* a the soto all vectors ofthe form where each i saa (real or complex number) Vectors of hs form ca be sued a» point in m-imensonal space or as directed lines emaoating oe "he origin apd inded this vector space equa o what i genealy refered 0 25 (comple) mimerstonal space, the ezodinate on ast celors v 0 ° ° 1 ° of} fo ° obo 1 se df piven vector xan be how of being conte from hese ‘econ: The omponens os he uns fie ans Sate ‘ects that comprse XT ils In Figs tar For proses of \icmmon and eonceptatizaton, however, ts ot aly meer oma Sly think aout the oorditer and he Somponens, for hey cater Wp out ‘istlizton. Instead, one imagines the sor simply ws an element the ‘once, trated i i. 31h Farherme, crcan beac open mulled by »comtat‘wihou expt tress the eomponcet = ‘ure 3, 0 Coast rorzoatn (Year pace 4 Vector Sesce 71 Figure 32. (a Vestor aio, Sale mutation. iastrated in Figs 32a and 3.2. this view, vector has a meaning and can te conceptually manpelated, quite apart fom is epresentauon in terms of the coordinate system. Linear Independence [Ase vets a, ry tlt be Hnaly dependew if there. se of umber st, ays Sor aot all 0, such that aunt hat ‘Visually this mans that two vectors are nearly dependest if they point in the time diccion {or in decly opposite destin), tee vectors are tiny ‘Spent i they lie in common plane passing trough te origin. Ast of ‘estors b Uncarty independent if et Haesly dependent. Tm general, 10 te lneaiy independent m vectors stl out” m cimensins. In E" there i smple test based on evaluating 2 determunant co check wheter m given vectors are linearly independent. The vali of he tes rests ‘n the Fundamental Lemme for linear bomogencous equations, Soppore ‘are wen vector. Stacking them sde By sie, one can form an nn mats 1A To tet the near independence of the vedors A, T= Ty2.e-1% Oe rants the determinant of A, a spelled out Blow, ‘Theorems The vec Ayo Ae comprsing the calumns ofthe nn matric "Kav inca ndepennt if and ony if the mac As nonsingular.Prof. linear combination of the vets aye with respective WONG Zyotpe0% cam be represented a6" AR, By the. Fundamental emit, $53, re a notaero slain o ABO Hand ony HAS Suppose now tat A isan abivary m hat atleast one (gesibly complex) 1004, an can be ‘Ecomposed into fistdegree factor. The chances polynomial can Se ‘writen a factored orn 36 IAD (ARIA) = =A)7% Linear Alpers “The A, are the not necessarily distin) roots of the polynomial. Ke flows that there is always at least one solution tothe charactersts equation, nd hence, aba at lest one eigenvalue, To summari Theorem. Every nn maine A poseses a lactone eigenialue anda comes ‘onding (ronson) cigenoecer Psa a Ga] ate PD yl feane-a2 ase The characterise polynomial can be factored AP—SA+4=(A~ 1A). Therefore, the poljaomal has the two roots: A=, Aw These are the cipemalues ofthe mat “To find the cortespoading eigenvector, we fist sst Aw 1 in the bomogencous equation [AAR 0. Tis leads 10 G aJEIto) a1, Tos, «Lal Li] {or a0. These vest ae te eigenvectors comesponting 1 the egaloe a For At we ae Jed ta (3 Alef) ‘om ospncingcpe Hl nd the general soation i 36 floanvecors 78 andthe general solution lel las. "isa eel rope it igen et ony win aca ute fae cosmo hss so roy tomer ar = ‘Example 2 (Complex Figenaes). Let Li Te oneponig artreqitnn FR hee i (3=a)L= ay +: eae, “There are two comple roo: thick, asf always the ese for real matrices, ae complex conjugate pas ‘Coresponding to A=2+i, one can fd the eigenvector oh] Likewise, corresponding to the eigenvalue A=2ithete i the eigenvector =] Linear Independence of Eigenvectors Each dine root ofthe characterise polynomial efns an eigenvalue ofthe Imai A. Asoclsted with each of these dstinetcigeoalucs tere Bat est tne eigenvector As stated below, ast of sch eigenvectors, each comespond- {to's diferent egeavalu, fe always & Uneatylndependeat Proposition. Let, As... Be dsine egeoales of the matns A. Then any sees. of comespondingeigeneectos i Hinealyndeendet.near Agora Prof, Suppose that the eigenvectors were lineal) dependent, Then there ‘rou ben nonzero loear combination ofthese Vectors hat was equ to zr From the posible sich linear combinations, select one which hs the ‘muna mumbet of onze coeficients, Without los of generality it ean Be ‘Turd that these cotiients correspond to the fist k eigenvectors, and tht the fist coctiient wnt. That, the relation is of the form et Zane 629 for sone st ofa, 12, 3,-- ooh, 40. ‘Malpiation ofthis egstion By the atx A. ges aat Sango 629) angi a et ia option eno Matupine (28) by A and subrasting fom O30) ys Saurm-0 “This, however, i iear combination of oly K—1 terms, contracting the Sefintion of a he minimum possible value. 11s portant 1 ate that ths result on nar independence is true even tthe cigaraucs of A are not al distinc. Any set of egermetos, O06 fot och of the distinct eigenvalues, wil bean independent set 37 DISTINCT EIGENVALUES ‘An important special situation is where the m eigevaloes determined from the ‘aracenstic polo of an nm mat A are all distinct, In iat ese, 8 5 Showa inthis seton the correrponding eigenvectors serve a #cOmVERION ow set of bass ecto, and with respect t this bass the onal tansfor- Imaton is represented by diagonal mai. ‘Shppose the nxn mart A hs the (istic) eigenvacs Ay Ans oor and corresponding egeavectors een. x According othe Proposition of the lot section, the set of eigenvectors i in this ease linearly sodependent “Therefore be m eigenvector can seve ara ass forthe vector space E”. In yarculr any ves x sin be expressed a linear combination ofthese bash 37 isinet Egenvaues 81 sector inthe form ey tnert tty oan for some constant iy 1,2, -.m Expres in this form it is ge ay (ero responding repreetaton for Ax. Indeed, i follows imedtey Axsneythanest st hits ox “Thus, the now coins of she basis vets are just multiples of the old ‘Ta toe ec no maxing among, coetints 36 there WOUL! DE 1 an ry Staple but valuable idea can be trantated into the mecha of nat nanuation, where it takes ona form diet stable for compu ‘Tom Define the modal mete ofA wo be the mR mats Melee) oa “That is, Mas the eigenvector a its m columis. The vector = an ie atm ithe mew as with components 61 2,000 af thes ‘ele bY eM: ou Inthe new set of coordinates, wing the new bs, the mats Ayes drives in Sec. 33, il be represented = ASMTAM 635) However, trom (3-32) ti kao that jn the new bass the mats 8 60- Howes tom Sonal maten, for acon by A simply mutipies the &h ‘[Seponen valve by ATs. the mati Ai the digooal mat A Os 0 ou 29 ° Me “Thus, we may sae the flowing very wef exalt ‘Theorem. Any square main with dict eigenvalues canbe pu in diagonal "oon by a change of bast Specialy, conesponing 0 an nxn mas A th dsintegeneales, there holds ASwrAM were A i defined by (936) and Mis the modal mats of A2 Lincs Aigbra Equation (9-4) Gequently ured inthe reverse direction 36 ASMA! on which gives a representation forthe mati A in terms of eigenvectors and Sager. ‘Another way to wete this elation i AM=MA, 638) whch a form that i¢ sree equivalent to the original defaition of the “pemvetos of A Tis seen by ving the marx equation one colunn at 3 tne. For example, theft comin on the left-hand side ofthe equation iA times te ft coma in M that i, A times the is eigenvector. Corespond ines the ft column on he right-hand sie ofthe equation jst ties the Fin eigenvector, Ths, he correspondence of the fst columns equivalent © the equation Ae," Ayo Ideal inlerretaions apply 10 the other columns ‘Bxample. Coaider again the mat wal was ound, in Example 1, Sect, 36, that the eigenvalues and coresponding ‘lgeenestors of A are y= iy a wl} BE “The modal mati of A therefore wel a) and it realy computed that ‘Then and, Sally, 3 Right and Lat Kigrwectors 82 28 RIGHT AND LEFT EIGENVECTORS [As defined to this point, eigenvectors ar righ igeneectrs in the sense that they appear as solemn on the igt-band side of the mm matic Ain the equation Ag=he, 659) Tes ao possible to conse ef egenectars that are mulled 8 ro¥s onthe tefand ide of Aim the form Ae 640) “The vector, an n-dimensional columa, and hus, ff an ninensional om ‘Euaion (3-40) cam be rewriten in clamn form by taking he tansose ofboth ses, yielding ATM, oan “Therefore, et eigenvector of A i realy the sme thing #8 a ordinary rh ‘Spemecte of A" For most purposes, however, it more convenient 19 work Sit et and ight eigentectos than wid transpose, The chnctersuc polynomial of AY ie doWAT AQ), whih, sce the escrminans of 2 math and hs transpone sre equal, is wena 1 the ‘Guuctenivepolyoomia of A-Therefoe, the ght ad le eigntaes (0 ‘genvecons) be dential a “Ed Sn ale Ll etl tn nfl !J-0 0 1, ving the eft eigeavecor = =i eh eipemecors A solution is "2: y For A=, we solve ova J]0 0near eo010 ‘A solution is 7,1. y=, giving the left oanect et 9 Orthogonality ‘There is an important relation between right and left eigenvector, Suppose A and’ are any two (Astuac)eigenvalvs of the matin A. Let, bea nigh ‘igemector corresponding 1 A, and let f, be 3 lef eigenvector coceaponding The ae uA Mutipying the frst ofthese equations by fF on the let, andthe second bye, ‘on the Tht, ies the two equations Waa =A he =A, Susrcing ne obtain O-0-ai Sloce 43 fotos hat feo ‘Ths cclaton & cefered to a8 an onhogonality relation. It say6 that the inner product (or the ot produc) of the vectors andes 20 (The reader may with to check the elation on the example above) Ae? formal statement ‘hs esl expressed bythe following theorem ‘Theorem. For any mo dic eiganealues of mati the ef egenectorof one ‘ete orhognal to he righ eientecr ofthe other 3.9 MULTIPLE EIGENVALUES fan mm mais has nondistnet eigenvalues (that is, epeaed or malinle ‘oot tos charatestc equation) 3 more involved analyse maybe eure For some matnces with multiple rot ay stl be posile fo had nlneay independent eigenvector and use these as 8 Aew basis, leading to 3 diagonal representation. The simplest example isthe Wenity mat I tha has Tan ‘gente repented m tunes, Tha mater of course, sendy diagonal In 29 Matin Egonvelues 98 eveal owever, matrices with multiple root may oF may nt be dagonaliea- tHe by a change of tas. “Two important concept for matrizes with mutple root, which belp characterize the complenty of given mats, are the notions of algebake Sand geometric multiplet. The algebraic mulipeuy ofan eigenvalue A the inuliicty determined bythe chiracertic polynomial, 1 isthe integer, ‘Seow with (LA) a appears when the polyoma factored nto ‘tint factor, tthe algebraic multiply i one, the eigenvalue sud 1 be simple "The giomearic mulipliciy of A, isthe sumbor of tncarly independent sigenvecom that eat be asoiated With 4 For any eienvae, the geomet “ruipicty k always atleast unity. Alo, the geometsc maltiplsty never sce the algebre mel. “Ae an example conider the 2 matric fg! 5. 1 has characteristic poyomial (5A and eae the only egemalue i 5, tt algebra multpcy of to. A coresponding eigevectoc man stl he fea 6 alee) “The only nonzero solutions ths stare ofthe form x)= 50 fr some ‘20, Thu, there f only one neal independent eigenvector which canbe cei “tl “Ths, the geometric mali of i ove. Jordan Canonieal Form In the general case, when theres ot fll eto eigenvectors, a matrix cannot be transformed to diagonal form by a change of bass. Tt by however, says poste find a bai in whish the mati i neal agonal, as debe bet "The “nlting mrs efered to as the Jordan Canonical Form ofthe ats Sins» denvation ofthe general results quite complex and because te Jordan for s ony of modest importance forthe development in ther chapters, We so he rest without prot9 near Agebra ‘Theorem (Jordan Canonical Form). Denote by Lyi) the Kk matic ALO 0 oan na] tt oo a ‘Then forany nxn mat A thee eta nonsingular matnsT such that 10) aay) 1.0) whee kytkte-th=m and whore the Ay 6212, c.57 are the (not necessary dine) egenelucs of A 2.10 PROBLEMS 1. Prove eat marc mutton acca, and oan an exe swing 2 Doren Fras (4) Sapone Alt) an BU) are mn ad np mae, Suomen sn ems dries env mas, (@) Wai nm and verte d's omnis oe dtwor 8, Show tat or any th mn ident at determinant eq oun. BS 10 Probleme ©? 5. Powe tht tA =e) 46, Ung Laplace's exgmioa, prove the er combination properties of dete 7. Bla the dtm ow wing the oe ow ad colin peat: riaal|sass 9 Powe Theorem 4 et 26 vite in gy mich fe px, Ae mm a Bs wp Show ede 12, Consider the ass for coming of he cols of she max ee Find Sepone hat nthe stad basa ete gen by ‘i 1, rove by tdton th dimension mht eA AH] polyoma eee sewn fla bere Ay Aces AF the (90 secesaiy ditt) eigenvalues of A. (Hin eet att kata cal ge ota (eae‘Stow tat teacean Ea, thee Ack sosAe a the (not necaey ditng) genus of A (Hi Coase cent a ihe character pcm of A) 16, Stat oa peor ower raga mai he gee ne aa he 17. (a) i te eigeavaes and ege meson of S33 $35 (0) Fin matin H ach hat D-AT“ABT go id Sg nd (a) the characte poynomil: (2) the determinast and ect @) te ‘Spel an the ip ad et yen 19, Areal squire mts A is mere it AT =A. Show ta fora sym mati (Geena ae rear () fe nd are egervecor aoc wt A aed Ay wtere hae ten fg 0. find) the carseat polyoma (al geval (ll eigensectas and (he Jorn frm © 0 mince AaB ae ltd by change of a a HB PAB oe ‘ome Phen te mates ae su 9 be mar Prove ta snr ate have Notes ond References 09 {lene fo curing in chase ermnlogy aking om he fone Inrpetiton the pete map of amegeeaoe Xm men me nary Itcepedent geet ae pu of theta Enh hse ees ses {hile and exch eased wth fetches foe a separ chan ‘Srctsd with he cpemalue Te next meet of he chan aocated wih ‘Nestor otc ht (AoA Dfee Te cae contin ahs pots (AA {Usa 0 fort utd the tte sede orga genesis Eveae m Spur nce may have dee es “Sven's mao Tota om with mcs sated with tbe geal tte msigsvecton Ano ft theses in the ha sate wth "2%, Mam Pron Siow ten yn Mn Asean ban. ‘enue dgonalsal. seb meal a may heres developmen Thor fen et to workout hor or agonal macs and hen ‘had he teary to the gta cs by 2 ting spent) NOTES AND REFERENCES ‘rar tr amr oll ner a man ey le ‘plan (6) oan snd Kase (HS, Swan (98) an Gants (62) [03,& thet teatnest toate nt plana contained im Kemeny, MA, Sc ond ‘Tonge (KIO Seeion 3, The Leoni adel & ed _exteenely for ios epicchapter 4. Linear State Equations [A this point the concept of dynamics, as represented by oninrydiference andere equations, combined withthe machinery of linear alec 9 bein a study of the moders approach to dynamic stems, The foundation for {RG pont hemo ta em srr sete i 4.1. SYSTEMS OF FIRST-ORDER EQUATIONS J discrete tine, an nthorder system is detoed in terms of m variables (628), (that are each fansons ofthe nds These variables ate related by 2 gem of m fstorder ference equations ofthe flowing ‘evel form! 541) fi), 408, ) +1) f(b, 280) ey FD) = fe) Ro) ‘The funtion fe 1=1,2,-...m define the system They may be simple i form or quite complex depending om the situation the system dexrbes, The varies (8), (= 2n+ymare reqatded asthe uakoowns whose ves are 41 Systams of Fitonder Eguations 91 determined (atleast in part) bythe sytem of equations. These varias ae ‘elered to estate vob, TH the system i defined for K=0,1,2)..., then them alues 15(0) x40). (0) ae relered 1a inal contin. I he initial cod ‘ion are specied, ten they may be substituted lo the right-hand sie of (2) to sie the values of (0. 2(Dy-eeeay(0). These in turn can be Satsttuted in the right-hand sie oye x2) 212), (2). This ecusive Drocee can be sontinied to yield the unique solution corresponding tthe [Eben Ina conditions. At each stage kof he recursion, the corresponding set (Of late variables (Lyn y(R) S016 a8 initial conditions forthe remaining stages "The analog of (1) in continuo ime ina system of Seton dierent ‘equations, Sucks sytem i deine in tera ofm vases xh 0 00 thar are cach fonctions ofthe coaiquous variable These n variables re related by asstem of m equations ofthe following peeral fem: HD aan 00) lO) AO. (0.0) an WAC. 2510.-.-. (0.0 Agi the m variables (0, 2(0,-.2. 20) are refered 10 as state vanes. ‘Some examples of systems in drte or continuous time were preseate {in Chapter 1. The fist-oder models of geometric and exponential growth ae Simple examples, conesponing 10 the elementary cae n=. The cohort ‘opulaion modelsanexoellen crete tine cxampltor general n The posta ‘woes model isan example of continous time stem, corresponding 0 m= Dozens of others are presented Uoughout the remainder of the lek "A characteristic of systems of uations, a compared wil the ory erence and diferental equations discised ig Chapter 2, 16 hat they ‘Simultaneously este veveral vaables rather than just one, Ths mutable spect i often charcterstic of even the simplest station, expec i 9 Durtelar phenomenon brewed ts contsting Of tevert!compooents, The “arial in 2 system might, for example, representa desomposion of gen ‘quanti, suchas population ino age groups. or economic production ito ‘Sommodien In phys problems, the arable might represent component of position and velocity in various spac dimensions. ‘The stem lramewotk retin the distinction among the variables. a0) Meco ested ean82 net State Equtions Linear Systems “This chapter adress near systems. A. dacete-tme system is nce i thas the folowing fom se Day (b) + 0p (bed ay) (8) AEH =a (0a (Oe ante (k+l) EH = 0,85) +4, 0800 8) Again, the variables (6), 1(8),. 0. %4(k) a the sate eariables of the ‘stem, and they may take on afbiriy real values. The values a(t), = 1.2,--..m fT, 2s..ssm are ted parameter, ocorficents ofthe stem. AS inated by their argument kit is allowable for these parameters to depcod ‘on tne, but this dependency is predetermined and independent ofthe valet sumed by the sate variables. If these parameters do not depend on the ‘stem i sai to hive constant coefciet oto Bete iacanane Te ves wu(b),(=1,2,...,m ae alo parameters devoting the driving ov fog tenes in the syscn, The ese defining feature of linea sem, of coe ‘hat all terms ac linear wih expect to the state variables, ‘The general description above is somewhat tedious to write out deta, and mati notation an be used to grat advntage, With this wotation, the ‘system canbe expesed inthe equvalent form H+ 1)= A(bx( +t) ere A) them state veto and wk) she n> 1 forcing vector, Tat, Fan) m0) ‘thy wk 20) 0) x04] sit) mit) ‘The matic ACA) isthe square mm matrix consti of the coeicicats ay). Wis ttered toa the sytem manic For continuous-time tems the situation, a¢ walt entiely analogous. ‘A contnuourtme linear dyoamic system of order x described by the Set of modioaryeierental equations 41 Stem of Fistorder uations 59 HO = ayn ranted = aylon(orrantornlere- +a, (9+¥O Fantom HO = AWOL + D504 MA As before, the (0, 11,2... ae state sanale, the ay) re porate ‘or coficens, andthe y(t, 2.-ssom ate forcing ters. tn ote (0 ‘usrantee existence and uniqueness O solution, the a re wal une “hat as for disrete-tme system, cootauou-tine liner dyamic tems are conveniently expresed in matrix notation. [a this notation an nore System tes the form A= Aton +m were x0) ithe mc state vector, wt) i the n> 1 forcing vet, ad Ai ‘enn mati of coetiients refed to a the seem mame. Inputs mast application the forcing or driving tems in este are derived from 2 singe, of ethups afew, specie fgpts tothe system. In some sass these inputs actualy maybe ovals conto in an efot o guide the behavior ‘ofthe system Tn othe css, hey may be fed bythe exvironment, but sill retain an interpretation ar ipst. When, for example the splat snd ‘model S viewed a4 descpion of bank blanc, the forcing tet cose ponds to deposits into the acouat. Likewise, in more complex stem the Forcing term's type deed trom Some Wetiable pat sour ‘There is offen asimpestrctral conection Between the source of input nd the resting forcing terms. For instance, single npatsource may et All ofthe equation inthe stem, or an isp may enter ony afew equations ‘is asefl to exlicdy display the particular structural relation in het tion of the system equations The definition ofa loca system i expanded slghly to account for ths a6aionalstructare "A dectete-tine linet stem with puts has the following fxm: (le) a(R) + (RDB) 4+) Soytkatk) t+ Boek RD (ket 1)= a(R) + anal e(R)4-—Fa CRI) Blk uth) to Bena) sfke+D =a.) + tag(b nt) Phu) +++ the agtk)94 Liner State Equations ‘The variables (8), (Rossy (A) ee the conta vanabler or the input nabls ofthe system "a atx ataion the system takes the form ae +1)= Alka) +B) where BCR) is an nm mati and lk) is an m1 inp vector, The mates [B(L) refered to the dbuton mans, snc i act tose the inputs Ino the sjstem. A common case where. m-=1, coespoading {0 8 single ‘contol variable. Ta ths case the Bk) mat redaces #0 5 n-sitesioal falumn vestor, and according, io th case B(R) i wal replaced by the notation ik) to expily inceae a column vector eather than a more general Ta ters of the eater definition, itis clear that we hve spy mide the replacement mk) = BAD From a mathematical viewpoint tis somewhat relevant how te diving term ‘8 determined. However, for practical purposes this expanded notation ‘ell sce i & more only related to the stractre ofthe sation. Final et ws polar out he obvious extension o continuous ine. A inst system wih input has the form | = Ato) +140) ‘Example (Obsolescence) Lets consider the life history fa cas of goods ina county perhaps some appliance, such at washing machines. We aseume that household purchase ne washagachioes od keep them nthe sera ‘breakdown orbecome obsolete Atany one ne therefor, there adstribaion ol variour aged washing machines throvphoat the country. We shall esrb the ‘System of equations that gover: ths dstbtion. ‘Let ws employ a dectete-tine formulation bsed on periods of one yess “The bare srumprion we make in orer to develop the smal that thece ‘certain probability that any washing machine | years old will emai ia Service a least one more yeat. This probability may be eatvely high for Young machines and low for old machines. We assume tha no machine “ares tan age of year, "With these asrptone, we divide the washing machines into cohorts of ‘one-year abe groups. Let x(k) be the aumbe of surviving Washing machines of ‘ge eur during period (ear) Thon we have the equstons eM BNR) 10,1,2,.0-.0-1 ‘The numberof washing machines les than one year old equal tothe number ot purchases wk) during the year that i lk += ub) This stom of equations can be putin matrix form as x(k] FO 0 Afester] fe sary} |, 0 off Jo 9% ofl. |. fofaco, seen Lo ea olka, hich is 2 special case ofthe genera frm (e+ 1)= Axi) +bult) ‘The variable w(), representing purchases, i the input tthe system. In ‘onde fo a solution ofthe sem to be determined tof couse neces © Specity an input sequence. This might be done in various ways, depending on the analy objectives, The simplest woald bet speci purchases Gee. 5 pera a increasing function otk A more realistic pproach might recognize thar purchases partly const of replacements for those machines that are ‘etc, s0 that fk) mst imately be ed back to (0). "This mple models discasedapun ater in ths chapter and in Problem 2 tis refered toa the saight-vough cohort model sac cobs pus dell tHeough without ialaencing eachother. ‘The State Vector and State Space “The vector xk) in dacretetme systems [or a) in continuous-time systems is refered to sth sae eeior because tis vector a complete descipoon of the stem atthe time A atleast in sofa as determining future behavior. As ‘observed eat, the state vector serves asa Kind of runing collection af intial ‘onditions. Knowledge ofthese conditions at ven tame together wih Speifaton of fare inputs al that neceetcy to spect fue bebavior. Indeed, i dacrete ime, the fre behavior canbe calelntd ecusively om the system of diference equation one the cient state x known, In sontine ‘us time theft i ikewse determined by the curent stat, although stay ‘ot be quite 0 easy determined as inthe discrete-time ese. ‘One often refers wo ste space asthe n-imensonal space ia which the state vector defined. Arcotingy, one can visualize the evolution of 2 ‘yam ssem in terme ofthe sate vector moving witha the sae space. 42 CONVERSION TO STATE FORM (Ordinary diference snd dilerential equations, a weated in Chapter 2, can be andy comerted to equivalent systems of is-ordet equations. The theory of ‘ystems i therefore, 2 proper Eeneratation of that ear theory.8 UnesrStteEzuations Consider the linear diflerence equation win) +a ikke m=I)+--asky(k)= Wik), k=0.1.2, ‘To constrcta suitable system repretentaion, define n state variables ss siccesine vals of y(k). In parti, et n= 91) = ylk+) AWeyktn-b) With these deiions, it follows immediately that aik+D=2() Be D= elk De m(k) The value of (K+) can be found from the onginal diference equation (kt Nima) (0)~a,(llh) =a, (E(k) uk) Defining the state vector x(k) having components), h)%(A a above, produce the linet ysteun o 1 0 °° oo 4 oo ° whe ac) | Je ° ooo 1 o Lath) ath) —as)~" 0308) ~ayCk 4 with 1, k= 0,1,2, Mates withthe special structure above, with one slong an of-isgonsl and zerocs everywhere be except the botom row, occur frequently i dynamic System theory, and ae refered to a companon maces, Diferential equations can be converted w tise frm ina sina way Ta this case the state variables ate taken tobe the onal dependeat variable 0) and fst n= derivatives. The resulting structure Is hentia to that fr ‘erence equations 43 Dynamic Olaprams 97 ample 1. Conster the second onder diference equation 0k +2) + 29k +) + 3y(k)= lh Following the procedures outined above, we define MO =k) xk = yk) In terms ofthese variables the sytem can be writen as (b+) =(b) (k= 29h) 3e40) + uh) EokLS alk te same 2 (News Lp). The someon ross iret pats Js lust most samply by the second-order sytem derived from Newton's Tams, disused ia Sect 13. The equation ake the form (asuming seit mas] or Fue ‘ean be converted to tate variable form by defining the state vanbles = =). fllows that {a mats fom secant wen eb okelho 43. DYNAMIC DIAGRAMS “The mathematical deve of representing dynamic situation ass sytem of fistorderaierece or deren equations bas the structural iterpretation that a high-order system s jst 4 collection of inereonneced ist-order ‘stems, Thi interpretation often cam be eflectvely exploited ws by ‘dopaying the interconnection pattern dlagremmatialy. There simple and ‘etl convention for consrcting sch diagrams.(90 near State Equatone = > a. En > a. Figure 41, Bementry components for Smamic sigrame. a) Summer.) raramsion.c Spitng (Unit delay.) Integrator Ie the inca case, dynam diagrams are built up fom the Bie leweatary omponcat irate in Fig 4,104. Le The diagrams are tobe interpreted tif the sale value rn alone the lnc, somewhat Hee vallage on 4 wie The "mer es whatever comes into i istantancouly producing the sus. The ‘ronson mali the incoming scalar by the constant indicated in the box Solin reer simpy to dividing a Tine into two lines, each of which cates the vigil value. The delay isthe basic dynamic component for Figure 42. Fratxcer syst, 44 Homogeneous Oieetatime Systeme 99 Figure 42. Staigne-tvough cohor model icrte-time system, Whatever comes in is delayed for one period and tecomes the output forthe ext period (instead of wing x(k) 5 iput in Fi 41d the reader may fod it htpel ase s(k) a input, in which ese the ‘output would be s(k1}] The igre the basic dyamie component or Continoburtime stems, Whatever fine fnction comes in tgrted a the elting new fonction appear as output. Ths, he input isthe dervaive of the output Thee bse components can be combine to sepreseat any list stem sample 1 (Fet-orde Systems). The fist-onde system ert} a(k)xh) BRU) comesponds ta the diagram shown in Fig. 42a. Eateing the summer ae the fo terms B(Du(E) and alk). They ave summed, apd one ped ater ts ‘Sim appear atthe outpt ofthe diagram a5 (=. “The coninvous-tine system a1) aldxl0* 60000) comesponds to the diagram ia Fig. 4.26 Example 2 (The Straight-Tioogh Cohort Mode), The cohort model associated ‘wihwashing machines sownin diagram formin ip. 43.A charactersicolthe ‘ohormodel which sbvious rom atthe verbal dexcripdonotthesjtm, that ‘withoutinpatthestemevertully wiavezeropoplaionineachotitscohors ‘No tormal analysis required to dee this This prominent characteristic the model i however somewhat masked by the marx representation, unl the Structure ofthe mri examind. By contrat this characteris splayedin fulleit by the dynamic dingamf Pip 43, wher ts clear that the ery tate varales saon betome rer theze 9 kaput forever them 44 HOMOGENEOUS DISCRETE-TIME SYSTEMS ‘A linear dynamic sytem it stl to be homogeneous ofr if thre orig {erm in ts defining equation, In dcretetme the ste vector seprescatation forauch a system atk) abate) “ “The term homogeneous drives of course from its wage in oir erence {nd diferent equations. In the Vernacular of dyoamie system theory shspss ae reer 1 8 fe se ty nb themtee wiht eter Solution to Free System ‘The tee sytem xk) = Albi) an be solved recunively once am intl valve ofthe state specified. One imply wate, by sepeted subetidon, x()=AOx0) and, in peer, ak) = Ale—DAKK=2)-+- A100) In view ofthe expres for the soliton to the fee system, etn the pec matic O4E,0)~ Alk—DAUR=2)-++ AO) “ which called the ste-ransion mam. Mulipistion of any inital state ‘eco by ths maui isthe state a ie “The definition ofthe tatetransiion matrix canbe generalized to account {or the possi of inating the system ata tne other tan zr, The genera denon i given below, Deliiton. The sste-ransion mati ofthe homogencous seem (4-1 ie WE D=AE-DAG=2)--°A0), BOT KET ba Alternatively but equivalent), ithe matrix satisying MEH D= AION, ROE eun=r as “This general defn & consent with a saterpetation of ying the vale of x) if a()'& Known (kD. Indeed, sppicton ofthe rcaron process rectly yes isoatural to 1h) = (4, Ox 44 Homogeneous Oscrettie Systems 101 hich referred to asthe tate-teaston property af The eauivalence Of the two alternative form sated inthe denition shold be cea. ‘he stte-tansition mai defined asa prc Of system mates, Ii, seal a shorthand way of indicating the prod, and therefore of gest ‘notational vale. Unfortaately, however, tere isto shortcut proceduc for ‘lculting the siate-tansison matrix product frm, although somewhat lplct, ithe simplest general representation. However, as wil be secn inthe ‘ramps prseoted late la is section, the special stactre of cern sts ‘often enables one to calculate an expt expression forthe stem tanston Fundamental Sets of Solutions ‘The sate-transiton mati was defied above a 4 product of sytem matrices ‘ecase it an be ealy demonstrated that that form produces the saluions © the original diference equation. The concept of the stae-transion matrix can be developed by anober ine of reasoning tat leads to 3 valable alternative interpretation. This viewpoint highlights the role of linearity, and suppresses the constructive approach to solution determination. Thi more sade asi tment, ahough serving oly as an aeraaive procedure in the dacreterne {ase essential in continous ime, where direct constrictive spproch 08 vaiable. Tis alleratve approach based om a set of fundamental oltions, 8nd i patered afer the casil approach to ordinary difeence equations. I Sao closely related tothe structure represented by the alermawve statment (45) in the orginal dainiion ofthe state-tanstion matrix For sipisy, aimed ete thatthe sytem matic A(K) is nonsigs Jar for alk. Tass aot an essen restriction, but i makes the arguments nd reas lanes, Consider a colection of solutions to the homogeneous equation (43). ‘Let us denote these solution by (4), 228). 18), Each solution x18) ‘an n-dimensional veciot function of Etat ach soltion 4 saguaace of ‘vectors satisfying the eecusive relation (43). Each ofthese slutions might ‘be found by starting with an intial vector and generating scseteive ters By ‘ecursion, or they might be found by some alternative procedure. We requ Towever, hat tse » soluloas be Hnearly independent, conssiat wth the following gonerl defaton. etalon. A set of m vector sequences x(k), 220)... K=O, 1,2, "ssid (0 be lineal independent if there no sonal linear cabin tion of them that is identaly zero. That ifthe relation a") ‘earths aa"(R)=0, for al, inpis that al the a are Zt0 Not that this defiion ig stated wih respect to all k=0, 1,2... a solution were defined on a Sequence of faite leat, the dain woul be‘M2 Linear State Equations ‘modited accordingly. Also note, however, tat the definition doesnot require hat, for each fied the vectors 3h) 2%)... a™(E) be Healy inden dent inthe wus sense for n-dimensional vestos, ti suicent, for eagle, ‘hat for one value of & Gay k=O) they be nearly independent, Soppose that x(k), 270), ase om linaey independent sla song 0 te ogi ens eget 9), Th enh #2 (EHD =Albe() en Such o sti called fundamental set of slutons. As we wil show, every solution of (43) cam be exprested a ines combination ofthese soon, inorder to facilitate the required manipulations it convent stack these m solution vectors side-by-side the m colunes of 5 nXn mae, noted XU); that, XG) fe) PT «s ‘This mate of solutions is referred to a8 a fundamental mati of solutions. ‘Aundamontal mate of salons satisfisthe uring sytem euaion se nis that Xtk+)= AUX) «9 ‘This ste cnt each column of K(k) i sluion, and tector satis {he system equation. The mati equation really jst separate eqstons fone foreach ofthe colamne, Lemma. A fundamental mas of solutions X(E) i nonsingular for every value ork Prof, This result follows trom the linear independence ofthe solation and the omsngulariy of ACE). Suppose tothe contary tht X(k) were sng for Some index Ke. Then, according tothe fundarsetl lemma ef incr ale, ‘would flow that Xikja-0 for some nonzero n-vetor a. Multiplication by A(t) would then lad to Xlbg a= ACEIKIa hile mliptication by A(ky— 1) would produce XlkeDar= Alka 1K 0 By continuing these forward and backward proceace, it woul! follow that X(kba~0 for all "This however is equivalent to eather tas) hich contradicts the assumption that the fundamental set of sluins & Tineary independent ‘macs, Sappse an arbitrary solaton a(t (43) given Til condition (0) Now consider the vector sequence (k) defiedin eras of he nal coniion x0) by HH) X(EIKIO)"X0) Ws cea that (0)=210) A, if the vector ai defined by C010) H)=Xia From this expression it is clear that #2) just Unear combistion of solution, and by the linearity ofthe system this linear combination i sel « Solution. However, sine it has the inal valve x0), the two solutions x4) and 0) mnt de ental (bythe wiquenesofsoistions thats 3(2)=H() olons ‘eteore that ay solution x) cam be expresed 248) =X0BX10)%(0) “The above procedure canbe generalized to expres a(k in terms of a0) rather tan 10), Indeed the tte tegument shows tat 4) XX" 4a view of his relation we may stat the flowing propeston. Propston, Let X() bea fdamenta mas of soins, coresponding the bse +1) Abate) ‘Then the state-rancton matrix ten bythe exprestion 6, = XOXO 0 fork, "The above algebraic result as simple interpretation ia tems of matches ‘nia Sondiions. For simply fetus consider te relation ®(K,0)=X(E)X(0)* Since X(t) a fundamental mati of solutions itis als trae that X(B)X(0)* isa fandameatal matrix of solutions; the columns ofthe later being varus Noear combination of the clumts of XIk). Therelore, 0) is fendamen- tal matt of solutions. The st & normalized, however, so that 0, 0)=1304 Liner State Equations Expressed in terms of its » columes, this fundamental mats of solutions ‘ons of mse solutions aH), "-,4°(8), characterized by the ‘special inital condtons o e@-fi] sens, ° 0. withthe 1 in the sth coordinate postion. This speci fundamental set of folutons can be uted to const the sluion coresponding to 8 gen aubitary set of itl conditions, x0). The solution & expresed 8 nest Combination ofthe fundamental soations, andthe appropri near combina toni simpy w(k)= I, x)= (4, 0) Tn terms of a0), which produced this a), the response x)= O(E Ba!) hich is precely te tem lathe expression forthe general sation corres- Ponding 10 w( For an input a another time, say atte | the analysis is vewally ‘en. In the absence of ntl conditions or other input the fet ofthe input (i) sto tranaer the state from zero at time 0 BéDal) atte [1 From this pont the response at KI 1 is determined by the fre yam, reading to 0) O(E, + BADD) 2 the response dae toa. “The total response of the system isthe superposition of the separate 445, Genera Solution wo Linaae Discretotina Systems 414 responses conidered above; the response to etch individual input being calculated sta fee response to the instatancous changeit prt, We see therfore, in terms of this interpretation, tat the total solution (12) Yo the ‘stem cn be regarded a sum of ee response infated mt difeeat nes. ‘Time-invariant Systems (Impulse Response) the system (4-11) i time-invariant, the general soltion ad ts interpetation ‘an be slighlysimplifed. Thi lends to the formal concept of te impute ‘response ofa inattine-nvarint system that coaidered in greater etal a Cheer 8 ‘Corresponding to the linea ine-invariant sytem +1) = Ax) +B) (er the statetransition mast takes the simple form OED =Ae 19 ‘Therefore, the general solaton corresponding to (4-18) s x sa" m ws [Everything said about she more general te-varying soon certainly pple 1 this specal case. To obtai further insight nth cate, ever, et 1 ook more closely at the response due toa single input. For simply ‘Ssume tat the input saved (Le, one-dimensional). t that ee we ‘ite te distribution mate B sb wo indint that in fat an vector "The respons due 10 an iaputw() at time k=O a(8)= Aho) If w(0)=1, comesponding wo 8 unit input a ae form the response takes the saa “This response is termed the impulse response ofthe sytem. defined a the response du to a uni input time k=O. “The importance ofthe imple response i hat for near time-invariant ‘ystems it cn be ned 1 determine the response to late input wel. For ‘ramp, let us culate the response t an input u(). Beco the ste time-invariant, the response du oa input at tne ! ental o tat doe © ‘ose of equal maine a time 22:0, cep that shied by I tne unis ‘Thus the response AU)=AN bull) for ket (OF course, the respon for KI is ze.112 Linear Stata Equations ‘The response of near ie invariant system an arbitrary sequence of Inputs made up trom he basi response pater ofthe inpulve sponse Th ‘basic response pattem is inated at various tines with various masts inpets at those times; the maputade of an Input dicey determining the broportonatesngnitide of the corresponding response patern. The total fesgoms, which may appear highly comple jut the sum ofthe individual (ita) sespone patterns, ‘Example (Fist-Order System). Consider the sytem (b+ 1) =ax(e) ull) Where 00. This is refered to a a deny sytem, sine inthe absence of inputs the slain xe) 630 hich decays wo 2x0 exponential. ‘Suppose the sate i nally at ret, at tine r=0, and an input u of wait rmngntee applied staring at tne t= 0. Let ws ealclate the resting tine 48 Embedded States 121 Figure 46, Response of decay sytem. response, The stateteanston matrix (Which is 1% 1 in this ae) ame “The solution with zero inl condition and unity put, therefore, pe) “This response i illustrated in ig 46 ‘4 EMBEDDED STATICS In formulating equations to describe a dynamic situation, the equations one ‘tes may no inital be nthe standard stat variable orm It, however often ‘mostconvenient to trasformtheequtionstothestadardform. Tasprocedes ‘ually ot diel indced, in many instances i 50 straightforward tat one ‘erforms the nosesar operations without hesitation. Nevertheless worth Wheto recognize that this rarsormation si fac «necessary sep. ‘A general form th kel) to arse (arial expressed in rete-time jit or specie) x(k +1)=Ax(k) +b) 3s) whore Band A are nXn matrices and Bis an mm matric, These matrices Inna pe on wtou afeing he comes for dation "Znonsngusy, fa snple to transfor the equations by mulipng by the lnverse of B. This yeis the standard state vector form h+1)-EAx(R) EB) 436 I Kis not invertible the situation 6 more interesting. The stem then ‘ons of a misture of state and dynamic equations; the snc equations bene In some sense embedded within the dynamic framework. Under rather gener122 Liner State Equations conttons (se Problem 21) such a system with embedded statics can be ramsformed to 4 sate vecor amie sstem having an order less than the tlimension ofthe enigma stem of equations, Te fllowng examples ks- tate this poi. ‘Example 1. Consider the system defined by an(k+Dtmke Dole 2k) aan (8) x(k) uth) 439 fl se asin Tsu te ete rm rh rr ose, ea SRS pane iket}en(keDae(ayendaauh) (438) ‘hash tate varie y= +54t 0) can serve a stat variable forthe syste. The dymamie portion of the system fakes the form has has the form of (4-35) with atk +1) = 32) +2u0k) ean “The original vaables and xy can be expressed in tems of ¢ and u by {otvng 38) and (40) simultaneous. Tis eas 2(G)=-218)-ulb) aan a(b)=22(B) 4b) 8) Example 2 (National Ksvnomice—The Harrod-Type Mode. A. dynamic ‘mode! ofthe national economy was proposed in Sec. 1.3. Th terms of variables it have a specie economie meaning, the Dass forthe mode the Following, ‘ee equations: Yayectey +1940) ik) mY) YuerD=YU)= Hb) In these equations only the variable G(k) san tnpt vanable, The thes are evned vals that teat in some mesture,desrbe the condition ofthe 49. Embadded Sete 122 system, Ina vector-matrix format the dfning equations tke the fro 00 olfuesy) fr 1 -r]fney) fr 00 olfcuern)|-fo -1 m|| cu) |+]olom ooilven! tro lym! bo, {In his form iis clear that the orignal equations cn be regarded a6 a dyramic ‘stem wih embedded sates. This partealar system is easy 10 reduce 10 @ [rsatder system by a series of substitions, as eared out in Set 1.3. Ths leads to the Rstorder dynamic system Yk D={ema-PIVEI=1G) ‘The other variables cam be recovered by expressing them in terms of YC) and Ge) Ts pareoule, 7 ik) m¥) 11k) =(1~m)¥(R)-G4k) Example 3 (National Exonomic-—Another Veron). The dynamic model of ‘he national economy presented above canbe regarded as beng Dut ne of & ‘toe family of pose (and plausible) models Other forms that are based on Tlighty aiferent typotres can result in ditinct dynamic racers. The {elaionatips between these difleret models i most carly perceived inthe onzeduced frm; tha ir inthe form that conus embeded tat, ‘Sumielon proposed @ model of the nalonl economy based on the following assumptions. Nationa come Y{K)& equa the sum of sony tion Cd), svesinent 1), and government expenditure G(k). Consumption proportional othe ntonal income of the preceding year and investment proportional to the ‘ncrease in consumer speadig of tit year ove the preceding year. Tn equation form, the Samucson model is YW)= CH) +18)+G(E) Cte t)=m¥Cb) Thk+=alckk+)-C) In our generalized mats form, the system becomes © 0 oVfmeen] pat 1PM) Pr 0 1 allowen|=|o 0 m|lcw|+/olou 1 -« ollye+n] lo -1 oflyw} Lo “This sstm canbe reduced 10 second-order system le standard form.124 Uno Stato Equations 49 PROBLEMS 1. Moxing Aneige. Thee ate may stations where rw dat subj 0 a8 Nanos procs etre ts lp o ted Yr dessin mating, Tas motes Ses ale hei te en whe suena ‘Stopoe eqns of it not (Asm fowr pint 2erger cans 9 conga seqncnce yk) sch ta ach 8 ithe erage of te ‘Epon unk wk wk~3)- Finda repetentton fr he verge ‘te tom e+) Axl) sbuth) ik) au} were sk) te-tnensooa, A 4 53 mai, aed #31 lone) 2 Car Mole, Sipgone ta he put wk) of ne machines in the exo Sa Sethe ml ts pon te Stn Cae Roe mit Wk +n) agen D408) leh sale tm 2h4- ute) ‘Stow mnt the eqnton can be pti sae space form et Ast) lb) by deine sh)= ash batk—2) H4k)=-aylE-2)4Bale-2) “aye Dy+bat—D) 2 le millyemaytenenebateenen 0” merremennirrencc) He Ble ney) 49 Protons US 4, Nanna Sten, Conie te sonar eens easton of he form len yn 9B. AEH] (ods sae spe epi oe deren eqn, (Hi hep (Founda eecton nt were Fh he spec ore ro Btoitee-datier-D [etic At eat sea ic asurtonibor repent ste» wae ‘TEER anagemen intr presets counter ler, Sle the wag fet TI rma os tune a ymomesytem, where tench ped mnage=st ‘Sper grevow oferty the adn of some aon te eae ‘etcen nt per dmand to Ber Labe ab "pts eas ens {ye nrcon ef sume fasion Pf the eile between te mi 3 ‘on Wee te dum ste ego nat form) for tbe sen {etter oe fur sel sane, every i born oa ct ‘Sanmatin bcos ttc fhe case Seige in the ale. Toe a9 ‘So samt) othe Nas Inn xa da we, Fo ech th (nme ste etetie for the nel system: and) comput he oon the Sate eqns 1A Simple Pale We hae fw pita ho eters Sse ; el TTT _| Te Figure 47. Soci estosUncarStato Equations ein the bi lock an hour. The st pete ersten, peso nes ‘Send of saom cick a hou. At non al four inepcs were set oes {Ut ul the ral eck read be he eck ening the lam Sock ‘ling, a's he wteatch eg, abd conser no a he ang ine Fo, (6) We the dni guns coresponding tthe four given statements about Pevfvmane,Dueay amit ln te fem ik s)he (0) Comer the tem to the standard fom =A (ate: fener) (6) Fd te sxe tnton matic 4 {G Frat a angi ger onl for). What ne wil he wrswact stow a Hoonm te, k=T? A.Ceue Passe. Repet Probe 7 sve fer the erate descrpion: The wal ‘ra ce fr eo hu eutered onthe wall oc. The slrm dock fas wo Ini tend ho tbe cet for very bur tepsteed on he table clk. The ‘ute geis ro minus shed tbe stm Ga for very bo repered oe Propenes of Site‘ Manic. Let (2) be te statsramiton mat xraponng ote ier sem ‘i)= Aton) meen © feune-aeon A melo elt a he form “a= asin ent ante 0 Mcrae MO eee tainee) —20L-covetl 1 satan fowi-L+soeae) Danae 0 cont Hehe dme ere pohigere coma) Bee hlte resorted) where a) an apt oc erm. Furr, appne ta for a paar ‘Cina codons and put (sd, $Atde sor }00. 40) tee 8 Koown wo 0 so Ho ‘We wh omen he shar the sytem th the pt cto ae tail condos te change phy Tat were Slo he Set wie d= Alesha 3, ym and a) Bla) Tasty eon {ise of sqeaouy, we socks solaton ofthe fom) =O) +90) 80 the Stem beomes: Gye) fet euSetsee tet RaatE eer cane eeeeereetesce) Gentine fetta chet eo) (0) Asam ht» an he (6) ae aml (that te ong condos te ‘gy ern ro the condone or whch ssouton eat) and expo the tw str of eqns Tylor snes about the erga odio fap Nels term of ode 20 ihe. ‘om pat wee down assem a ne-yin iedeenal eatin: ‘ha eapoetheofloc f he peur on he oil sown) lus ‘Tie he sew plan Wil conn of pus the combat found ss ‘stn Whar the ine vying sso at 12, Arcatin of Lneancaton. Cone he notin sen, =D (0) Por the partir ial condows (0), x(0)=—1 and the pet famsion =D, nd he ion) (ie Tey pment 2)Urea Sine Equations (0) Using te rots of Pot 1 shove, Sac time-varying nar ten that (o) Pho am appronmate sun to he ong! stent corerpnding 6 (0) Temya05, 05. Cons te fst onder dynamic ste Homanie ch talons (01 Tae hc stn (tg she gee oul or slatons to tonbowogene ana ryio 0-0 sy xO)" 3)" Denoting the coneponting 2*2 stem mati TTA Satie ©” Uae a a 20 a sefedyewe 15 edo te bn y= and = dd eet of he om Konami) (0) Find em teat dependent solution othe Drmopencos sae stn ime to ye) (e) Comite mata X(), 4 fusamentl mat of sons, bse on the ent ogo (ine sate tivo mats 4) Linchser Mode i amount of nformtion cn be deduced det fom the form ofthe tancher sgatons, thou aul sling hem {STwist contin hess te we free mst Beet in ode ht the Trcic Te eof hes be ul? [Practenl om te NK] (0) Finds ron ote frm FON Nc where ea cont, whe va ‘Sourhon the eget, Ee eu oad ea mole Gua ape Ss anlar he aver) (Wns ase NfO) ae heown, who WAL vn? (Te bate copies unl one ‘ce toy Sept) (a) Ao» foment he be of te ie wl have the orm N= Asia a+ cnt 16, auc Try Conse pen of erent guson ofthe fm H-atom where the mat AUD proc wih esd T:-That Aue A0 for cvry& Let X() bea Fendt mt of slurs with he soomaine property that Xi) TOTORLAC ase Kir isa fundamental mateo alatns and wre a8 ‘tonon rene XU) and X27 (e) Latins mt te Sted ch tt weno sd deine Bt) so at Xie Stow that in hi epee or XI0 the mae BG) pee wth ena 17. Vana of Parametes. “The de desnation of he peal ton frm J Weaopacou stem of aera cquaion 8 bed on 2 eb ele Santon of paramere Cone the = = Alon) +0) Let enema of tn he ang te SRihcrey ae nvr of es) parameter: Hs conceal thes a LUNE pao expen tbe pew sltion othe nonomogeens guton inte fms) Xirgc were aow yan n-vecor of varyg pane {Gat te sues fon 2 wa show, td 2 stem of re ‘reno tat 7) mat aay. (oy SoCo gue ay ineprason an herby abt th eer ton (o) Cee th reco) one wing he ne trmtion ma, and veya {tise see the we pen the et 18 Time-Varying Syrem. cessor exresion for he iraion ar of 8 wean can be found oly in ops exes: Stow hat ADA) = ALS)AL inne [ Mou aw en[ noaeate[ noaess[ nea aiees919, Fin he ioe egos ofthe stigt-shough coor mode 20. Given areal nxn marc A et MC De 4 Hoe fo the mage os element tio ais fora (2) hs bound forth semen 0 AS (0) Let snd 0, 1,2 be wo seqenss of a nbs with 0. te seis Tae oer dfs for the theses. ao ‘ones. itn ta the sree Prat omer 60) fot vi ‘ow that he mate sener SS APPR omer 21, bee Sai Spores eae by too the frm seen aan eae Oe (Grimm mata, anf et) and 94) age m and (nm) denon very ‘op Fe ser ths stem (Gh Dene 9) (an sbw tat wh i denn, the lowe pat of the sgsem eaton one my expres) te fom = tye)-Ge) Give a eit dentin of Gand (Show that he tp part of te cage an be wren in he ae vector ee) = Ry) Bee)“ td pe expen or Rand B,Nate that xk) sin be ecoered fom) sig pat (o) api th procedure Example 3, Sct 8. NOTES AND REFERENCES Genera mh ihe mae Chapter 2 the theoreti content fh hater ‘gt ened aad mach ffi comes Ia he Yelrencs seed Me of ‘Chotr Ths caper, however, Sop olncorporate moe spy he wpe of ‘Sumi, at opened to emp irene ad erent couanions Th based ‘wiry by the cone fhe tev, byte ep recog ngs byte nneducton a steams mate etn theater to ne ne, ty te view ofthe ener Solu o& near equation Seng Sopa ‘creole epones. Ts enpot erected by books ach = Def, Roy, Sd Clee Di Kaen and Sian [KTOL amd Rep [2 Secon 44. Casino the ett ch aber ras of he Nate Indian {fom obra sod wigs oferty Fem exore. Tete 2 pos ha he ‘al scheme dered somertet See Wit, deh a Sapo (Ws) Presets toe i the frm orgy de to Robert Bus onan a Colter (G8) Secon 4S. Forte Lanchater model te Lanchester [1] o Say (St Seton 48. Ser Lacserpe (12) for gener theory of his pe. Fr ena ‘ctground on juni comic modes ee An (Ai), Baul (Be and Casto [G1)"A cone setement of sever pole ters, ling the ones seer Yo ee conaiped i Papntvns {PI} For the specie wade of te expe ee Simuciontsih Secon 49. The clase punt, Problem 8, contin in Korey (5)chapter 5. Linear Systems with Constant Coefficients The subject of linear sptems with constant coefficients isn vome Sease the core of dynamic systems theory. These systems have rch ull theory, and they ve rl Format or patting ans oan nga ame A linear system with constant coeticient i esrb in discrete ime Mk+1)= Auk) Bab) Axl 48a) In citer ease its known from the general esl of Chapter 4 that a major role is played by the correonding homogeneous equation. Sines the homogeneous equation i defined entirely by te associated ystems matic As a be expecied that much of the theory af near sytem with constant ‘efcents derived ect trom matte theory Indeed, thi the cate, and 2 ood portion ofthe theory in this capt is bed On the resus fom neat Algebra presentod in Chapter 3. “The mot important concept dicusted in this chapter is that of system cigemvalues and eigenvectors, defined by the mate A ‘These eigenvectors ‘eine special fst order dynamic ystems, embed within the oval Stem, tat Behave independent of the rest ofthe tystom. The orga compe. system can be decomposed ito a ellecion of simpler systems assole with ‘rou eigenvalues. Ts deomposison grey faciitates anaes To sition to theory, this chapter slo sono teveral extended examples 51 Geometric Saqenons and Exponent 139 in some cate, tillstrate the Lind of analy that can be achieved ith the theory. In each of the examples, one objecthe (0 iearate how mathematical tly can supplement and ide our intatve seasoning, without dpacing i 5.1 GEOMETRIC SEQUENCES AND EXPONENTIALS. ‘A special role i payed in the study of linear time-invariant systems by ‘tomettesequenes in dcrte tine, and by exponential functions in comin ‘cs tine. They have a unique reproducing property when aplied a fps fonctions, and this property helps expla why these fonetons occur tral solution o homogeneous Stns a drt tne the bose dynamic clement the ni ely. fa sequence uk) applied np 1 a wit delay, thea tbe output x) is governed by e+ 1h) Now wit i aeomese sequence, sy WA) =a k= 0,12... th output S1@)=at'=ahfa, R12... Thus, fr any A= 1, the ouput i jist 2 ‘ltpe ofthe input In other word, the elect of ely simp fo multiply 2 peometrie quence by a constant ‘Any nthorder near contaat-coeficlent sytem in discrete tine cowsou of’ combination of ant delay cements aad @ number of sale tmltipcatons, a depicted in ig. 5.1. a geomet sequence is applied as an Inu at any point. it will past trough the various delays and constant Imulples to which i conseced without changing its form Ths, ths flor geometric sequence wil be a component of the overall eporse ‘Simiiy it canbe seen tat geometric sequences occur inthe omopenc ‘ous system. I the homogeneous system te response at any point serves the Input to other parte ofthe mstem It this response 5 a geometric sequence 1 ‘wil tavel around the system and eventually return 10 the orginal point with "he same form. For consistency, however, it mist return with the same Imagatede, ar well as general form, ae i started Only cern geometic quences tht ony certain vals ofthe parameter ai a) give thi eau Such a geometric sequence put ofthe homogeneous sltion, "aaa specie example consder the Bisorer stn K+) ax(h) bull) oo Fig 52. The homogeneous response is =a) The geome sequence a can pss fom x(k) through the multiplication by 3 ‘hen through the unit delay, turning othe oil point with the sare form which depicted134 Linear Syme with Constant Costiionts Figure 5.1. An rd syste Sappose now tht an pat fenton plc, which se a geometric seu ft wih wo Ta udp The on Cai cone of hsm oto some seen, eof a sane ‘ratio 44. Specifically, the solution is 7 eee (opt) ar(A ee xt: ‘The som sequence apa pss trough the system with voter orm ‘th changed maps, so innit componcnt of th supe ‘pone supine “This etn, of couse, as an rat sgn the continuous ce “her, exponent anton ofthe forme" have the epeducey oper Figure 52. Oucratestine fet onder system 52. Systam Eigenecirs 138 ‘An nth-oder linear constant coeficiem system is composed of ies stor and a number of scalar maltipler, An exponential ain st form ‘when ated 0a by aay of thse “The discus in his section shows that even without detailed ana it canbe inferted that geometic sequences and exponeatia funtion are fd Imental components ofthe soition to time-invariant systems. Carmine this ‘hservation ferther, and developing general technnques for determining whch eometrie sequences or exponential functions occu in a given system leads 02 Study of sytem eigenvalues and egeavectos. 52. SYSTEM EIGENVECTORS In this section it is shown that an eigenvector ofthe sytem matrix defines an inependent fstordersutsstem of the total system I follows thats ‘omplete set of lineary independent eigenvectors can be fund, the overall ssstem ean be decomposed into m separate frst oder ees Consider the homogencous discrete time stem wert) Ante) 6) nhere xk) am ndinenional state vector and A tan be a2 Unser Syste with Constant Cowtients oH o> of>——- gute 53. Diego! cage. complex interconnected system, that there sa way to ook ati through a Kind of dstored Tenses which changes variables, so that it appest spy 8s 8 sollestion of fistrder systems. Even if we never fd the dagontliing ‘wansformation, th knowledge that one exits profoundly infcnces out pee ‘ption ofa Sjitem and enicher our nals methodelogy 54 DYNAMICS OF RIGHT AND LEFT EIGENVECTORS The diagonalization of assem as discussed ia Sect 5.3 can be cried further {ieough the ration of right and et eigenvectors. When elerrng simpy #0 “eigrmerior” we have mean aright agensecr defined by An=he, 629 However, thete are ao left eigenvector defines by ASAT 625 “The to are dal conepts that play together in the agoralization proces. 64 Dynumies of ght and Let Eigenvectoe Me. a teams of dyamie system ofthe form Wks )=Ax) (526) the right and lef eignvectors have distinc interpretations. The right iene ‘or & most naturaly regarded as a vector inthe tate space. Ifthe ste st ‘qual to a right eigenvector then sucenivesttes willbe scalar mulls of this eigemvector. Thus, it proper to regard a ght egeavecor sy seca ‘leo the stat. And the diagonizabe case, any value of the sate veto 2 Tnearcombinaton ofthe vans eigenvector. 'A lef eigenvector is more naturally regarded Salar-vaed fonction of the state, rather than ar 3 vesor In the sate space. A Ieft eigenvector FF ‘etn the slr function 2) x) oa ssoctes 8 salar with cach value ofthe site veto, If, for example, (7 were the vector [100.0], then the cotepooding fonction would be =(8)= {HG that i, Ht would be the valve of the Bist component of x). Hy Snotier example," were the veclor[t IT the coresponding futon would be (2) = (hen) (Lat it would be the sum of the ‘components of sk). In general 9 lft eigenvector defines 8 certain near ‘combination of she components ofthe state vector. As the state Vector evolves inte, the associated value ofthe linear combination ao evolves Suppose f 5 a let eigenvector with conesponding eigenvalue A From te ssl equation sk 1) Ante) 528) 1 follows that for the conesponding 2k DmtTHT) AT AMR) = ATAU ARCA) 6.29) ‘Thus, the associate salar function of the state stasis onderdierence TCA has distinc: eigenvalues then (as shown in Sect. 38) the night and Jet clgraalues sty the birthogonality relation fiejn0 620) for all 141 In this cae i mater to nowalize the left eigenvectors mth resp the right eigenvectors 0 tht trae a0) .2s..-.m With this normalization the (k's defined above ae ‘exactly the sme arte 214) tha serve a the coeficents the igemesor‘4 Ucar Syme with Constant Cooter: expusion ofthe state. Specfeally, foreach k 2k) = E(B hie, 639) “To very ths, we multiply both sides by fT to obtain ixfk)= (ble, + skies ot (RMT, 50 where the second equality fllows from the biotbogonalty elation (5-30). In ‘ew ofthe noemalzation (5-31), tbe above reduces to fray 3084 639) hich enincides wath the original definition of (4 “The inlerpretaton of the to types of eigenvectors shoul be vualizes simulaneousy. The right eigenvectors define spec iectons in the sate ce, Once the state vector pons In one ofthese directions continues to et inte sme dein, aeupn moantae ray change fe ceo ‘hse cipenalvr, the ste vector can always be expressed as Tieat Sonbtin fie vate ht caus vvonweing c ‘Sent cach changing with tie, Each left eigenvector, om the other hand ‘Sefines a sytem variable that behaves scoring to fi-order equation. The ‘wo conceps ane intimately related Hf the state pont i the direction of ight {Spemvetor, ll the arabes defined by the left eigenvectors of dierent ‘penvaies ae aro. More peoeral, the weighting coeficent of the varus ‘gemecton thet make up the sate ae the vannble dened By the core ‘onding et eigeovetors, These cocient are cach governed by a frst-oder ‘Sauaton, anda thei values change the state vector moves oeespondingly "The migration example of the next Secuon Ulsttes these coneps. It shows tha win te sootext of given application the right an Tet eigeve= torr can haves ston itive meaning. This example should ep clay the "tract elation presente in tht eocon 639 55 EXAMPLE: A SIMPLE MIGRATION MODEL Assume tha the population ofa county is dived into two dnc Segments ‘oral and urban. The natural yearly growth factors, duc to procreation in both ‘epmeme ae aimed to be Henial and ex to (hat the population at yeor AL would be times the popustion at year 4). The popdation Ustributon, however % modified by migraon between the rufl and weban fegments The rate of thi migration Is inucced by the need fora base of ‘oral att that's adequate o suppor the foal popsltion ofthe country — the optial url Bate Being 4 gen facton y ofthe toval popultion. The 5S Example: A Simple Migaton Mods! M45 yealy level of migration tel, fom rural oats ars, x proportional to the {ace of rural popation oss the optimal rural base the rural and ran populations a year fare denoted by 1k) and uk ‘espectiey, then the total population io) +u(k), the optimal rral ise ‘Y{rE)= wand thus, th eee ral population s(t) LR) a. A Simple dynamic del of the migration proses, based onthe above ashy ‘ons, then (Uk arth) — pee) yfrk)+ WD U1) aur) = (8) alk In this mode, he gromth factor is postive (nd wualy greater than unity) The migracion factor pis postive, and fs assumed wo be let than The rameters the seal aston ofthe ttl population that would be cea in ‘der tO suppor the fra population. Tha parameter ist measure of ur productivity. Each ofthese parameters might normaly change with ne, but they are asumed contant for purposes of thi example The model ean be easly put nthe State vector form merDeaae) tere enna woo) At this point one might aocmllyprocoed by writing the charters polyno ‘mal asa fist sep toward finding the eigenvalues and eigenvector ofthe ‘mati A, but inthis ene a last some ofthat inrmatn ca be Gece by ‘Simple reasoning. Because the nateral growth aes ofboth regions sre Men. fait is ear thatthe ttl population grows atthe common at. Migration Simply reditbutes the polation, i does no nuence the overall growth ‘Thorlo, we expect thatthe growth factor a se eigenvalue of A and tat the row vce =[I I] lf eigenvector ofA, bese fk) =rt8) uk) ' the total population, faded, checking this mathematealy, we Bad a yf@280-9 BY Va wale etal el ich vere our conjecture. Tis et egenvectoe ll ut what variable within {he system ttl population in eh case) always rows by the actor ‘The comesponding right egeavecior of A defines the dsirbutton of