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On the interpretation of the time-varying eigenvalues

M.A. Gutierrez de Anda, L.A. Sarmiento Reyes


Abstract In order to analyse the behaviour
in small-signal regime of certain classes of dynamic nonlinear circuits, dynamic linear timevarying (LTV) models must be considered. In an
attempt to simplify the analysis of these models,
time-varying eigenvalues may be used. In this article, a simple interpretation of these quantities will
be given. Time-varying eigenvalues give information
on the growth rate of each of the normal solutions
of a LTV system in such a way that their dynamics
are effectively decoupled from each other. Some arguments are given to support this idea.

INTRODUCTION

In electronic circuit design, designers are confronted


with the design of electronic systems which are inherently nonlinear. The devices used in the construction of these systems inevitably display some
type of nonlinearity. Sometimes these nonlinearities are exploited in benefit of the design as it is
done in translinear circuits, for instance [1]. In the
most common case, however, the designer has to
minimise the undesirable effects introduced by the
nonlinearities of each of the components of the system on the expected behaviour of the prototype under design. The key to solve both problems lies on
the correct formulation of a suitable model which
blends those elements which play a fundamental
role in the expected functionality of the circuit and
the unwanted elements which affect negatively its
behaviour.
For most of the design paradigms that a designer
has to solve, linear time-invariant (LTI) models
are usually enough to characterise the behaviour
of nonlinear dynamic systems which will work in
small-signal regime. For other classes of systems
which are intended to operate on relatively small
signals and show a linear behaviour (but not necessarily time-invariant), or where the application of
LTI models to assess some aspects of their performance is formally not valid, other approaches to
model their behaviour must be used. Mixers constitute the best example of circuits which may operate
in small-signal regime and exhibit linear behaviour
but they cannot be represented with linear time Department
of Electrical Engineering, Universidad Aut
onoma Metropolitana - Iztapalapa, email:
mdea@xanum.uam.mx, tel.: +52 (55) 58 04 46 33 ext.
271 fax: +52 (55) 58 04 46 28
Department of Electronics, Instituto Nacional de As
trofsica, Optica
y Electr
onica, email: jarocho@inaoep.mx,
tel.: +52 (222) 266 31 00 fax.: +52 (222) 2 47 05 17

invariant models to describe their frequency translation properties [2]. Oscillators also constitute a
good example of systems whose noise performance
cannot be simply analysed using LTI models [3].
For the cases described above, LTV models may
be formulated to describe some or all of the aspects
of their small-signal behaviour. In general, it is not
easy to fully describe the behaviour of such models
due to the time-varying nature of its coefficients.
However, a number of theories have been proposed
for determining analytically the general solution of
arbitrary dynamical LTV systems [4, 5]. The theories presented in references [4] and [5] are based
on the definition of quantities called either essential D-eigenvalues or dynamic eigenvalues.
Although the terminology used in [4] and [5] differs greatly, many of the concepts expressed there
are related [6]. Given the similarities between
these concepts, it is preferred to use the unifying
term time-varying eigenvalues. Depending on the
mathematical framework considered for its definition, the solutions proposed for an arbitrary dynamical LTV system in terms of the time-varying
eigenvalues resemble those which can be formulated
for a dynamical LTI system in terms of the solutions
of the characteristic equation for a scalar dynamical
LTI system [4] or in terms of eigenpairs for systems
of LTI differential equations [5].
The aforementioned theories have been used in a
number of design paradigms. In [7], for instance,
the formulation presented in [4] was used to design filters with time-varying bandwidth which can
be used in control applications. The concepts presented in [5] were used in the assessment of the local
behaviour of a second-order oscillator implemented
using dynamic translinear synthesis techniques [8].
Time-varying eigenvalues may be also used to validate the local behaviour of rather uncommon systems such as the dynamic translinear circuit with
chaotic behaviour presented in [9].
Although it is clear from [4] and [5] how the timevarying eigenvalues must be computed, it is not
so evident how they should be interpreted unlike
the case of algebraic eigenvalues associated to LTI
systems. In this article, some arguments will be
presented in order to understand the meaning of
the time-varying eigenvalues and which kind of information they convey. The rest of this document
is organised as follows. In section 2, some funda-

mentals of the theory proposed to formulate the


solutions in terms of time-varying eigenvalues for
scalar LTV differential equations will be presented.
Although this sort of equations can be used to describe input-output relations of single-input singleoutput systems only, the results are also extensible
for LTV systems which are solved using the framework presented in [5]. Due to a lack of space, these
results are to be presented in a separate publication.
In section 3, a simple interpretation of these quantities will be given. In general, they give a measure
of the growth in time of the normal solutions of a
LTV system in the sense of Lyapunov [10] in such
a way that the rates of growth of each of the normal solutions of the system are distinguished, even
in the case that linear combinations of normal solutions with different rates of growth are considered
for their formulation. Finally, in section 4 some
final remarks will be made.
2

system can be decomposed as a cascade of firstorder LTV systems. This property is also found
in LTI scalar systems. However, there is a substantial difference in the LTV case: given that in
general the composition of the operators present in
expression (4) is not commutative, the sequence in
which the first-order LTV systems should be connected in order to build the original n-th order system cannot be changed. In the LTI case this is
possible since quantities 1 (t), 2 (t), . . . , n (t) can
be chosen as constants and therefore they can be
permuted freely in expression (4).
According to classical results presented in [4,
11], if a set of n linearly independent solutions
y1 (t), y2 (t), . . . , yn (t) of equation (1) are known, it
is possible to calculate a set of time-varying eigenvalues 1 (t), 2 (t), . . . , n (t) as follows
i (t) =

i (t)
d
ln
dt i1 (t)

(5)

THE TIME VARYING-EIGENVALUES where (t) and (t) are defined as


i
0

Consider a homogeneous scalar LTV differential


equation of the form

i (t) = det Wi (t)


0 (t) = 1

(6)
(7)

y (n) (t)

+ an (t)y (n1) (t) + . . .


and Wi (t) is given by
+ a1 (t)y 0 (t) + a0 (t)y(t) = 0 (1)

y1 (t)
y2 (t)
...
yi (t)
where y(t) is a function which depends on the time
y10 (t)
y20 (t)
...
yi0 (t)

variable t and a0 (t), a1 (t), . . . , an (t) represent time- Wi (t) =


..
..
..

..

.
.
.
.
varying coefficients. The problem of finding a set of
(i1)
(i1)
(i1)
time-varying eigenvalues 1 (t), 2 (t), . . . , n (t) asy1
(t) y2
(t) . . . yi
(t)
sociated to the LTV differential equation (1) can be
(8)
better understood if equation (1) is reformulated in Notice that i (t) is nothing more than the Wronterms of a differential operator Da of the form
skian of a set of i linearly independent solutions.
Given a set of i solutions of equation (1), it is possDa = n + an (t) n1 + . . . + a1 (t) + a0 (t) (2)
ible to formulate a new LTV differential equation
where and stand, respectively, for the operators of order i of the form
of differentiation with respect to t and scalar muly (i) (t) + bi (t)y (i1) (t) + . . .
tiplication, whereas a0 (t), a1 (t), . . . , an (t) are the
+ b1 (t)y 0 (t) + b0 (t)y(t) = 0 (9)
time-varying coefficients of equation (1). In expression (2), n stands for the n-th derivative of whose solutions are given by y (t), y (t), . . . , y (t)
1
2
i
a scalar function and it can be seen as the compos- provided that its time-varying coefficients
ition of n differential operators . Using operator b (t), b (t), . . . , b (t) satisfy the following set
0
1
n
Da , it is possible to express equation (1) as follows of linear algebraic equations
Da {y(t)} = 0

(3)

WiT (t)bi (t) = v(t)

(10)
The differential operator Da of order n as given
T
T
where bi (t) = [b0 (t), bl (t), . . . , bi (t)] and vi (t) =
in expression (2) can be expressed as a composition
(i)
(i)
(i)
[y1 (t), y2 (t), . . . , yi (t)]. This statement will be
of n differential operators of first order as follows
used in the following discussion.
Da = [ n (t)] . . . [ 2 (t)] [ 1 (t)] (4)
3 A SIMPLE INTERPRETATION FOR
where 1 (t), 2 (t), . . . , n (t) are the time-varying
THE TIME-VARYING EIGENVALUES
eigenvalues associated to equation (1) and represents the composition operator. Intuitively speak- In this section, an interpretation for the timeing, equation (4) suggests that any n-th order LTV varying eigenvalues will be given. Although the ar-

guments which will be exposed here lack the necessary mathematical rigour to formulate a theorem
which will cover the most general case, it should
suffice to get an intuitive idea of the meaning of
these quantities. To simplify the discussion, expressions (6)-(8) will be applied in the computation
of the time-varying eigenvalues for the second-order
differential equation with constant coefficients

It may occur that y1 (t) may be equal to zero at


some time points and therefore 1 (t) may be undefined at these points. However, for large t, 1 (t) will
approach m1 . Given that the Wronskian of equation (11) is equal to e(m1 +m2 )t , 2 (t) will tend to m2
for large t. Therefore, the time-varying eigenvalues
allow the identification of the dynamics of each of
the fundamental solutions which characterise equation (11).
y 00 (t) + a1 y 0 (t) + a0 y(t) = 0
(11)
A closer examination to expressions (4) and (14)
may
help to further unveil the meaning of the timeIf the following normal solutions of equation (11)
varying
eigenvalues. Equation (14) can be used to
y1 (t) and y2 (t) are used in the computation of a set
propose
a homogeneous first-order LTV differential
of time-varying eigenvalues,
equation of the form
y1 (t) = em1 t
(12)
y10 (t) = 1 (t)y1 (t)
(20)
m2 t
y2 (t) = e
(13)
whose general solution is given by
it turns out that 1 (t) = m1 . This is not surprising
R
at all, because 1 (t) is given by
(21)
y1 (t) = Ce 1 (t)dt
y10 (t)
(14) where C is a constant which depends on the initial
1 (t) =
y1 (t)
conditions imposed on equation (20). Furthermore,
and this expression can be readily identified as the
logarithmic derivative of y1 (t). The computation
of 2 (t) is somewhat more involved. According to
expressions (6)-(8), 2 (t) is given by


y1 (t) y2 (t)
det
y10 (t) y20 (t)
d
2 (t) =
ln
(15)
dt
y1 (t)

equation (20) has the following associated differential operator D1 :


D1 = 1 (t)

(22)

Function y1 (t) may have any desired behaviour and


therefore any growth rate associated to it. If a second function with a different growth rate y2 (t) is
added to y1 (t) in order to form a set of linearly
In expression (15), independently of the choice of independent functions, it is possible to formulate a
solutions y1 (t) and y2 (t), the Wronskian for equa- scalar LTV differential equation using the algebraic
tion (11) is always the same and it is given by ex- relations given in expression (10) to determine its
coefficients b0 (t) and b1 (t) of the scalar LTV equapression [11]
tion


R
y1 (t) y2 (t)
a1 dt
(m1 +m2 )t
y 00 (t) + b1 (t)y 0 (t) + b0 (t)y(t) = 0
(23)
det
=e
=e
(16)
0
0
y1 (t) y2 (t)
If expression (4) is expanded for n = 2, the following differential operator is obtained
In consequence, 2 (t) will be equal to m2 .
In the case that a set of linearly independent solDa = 2 (1 (t) + 2 (t))
utions composed of arbitrary linear combinations
+ (01 (t) + 1 (t)2 (t)) (24)
of functions em1 t and em2 t , the results still remain
valid. Assume that the solutions chosen for com- If the scalar function accompanying the differential
puting the time varying eigenvalues of equation (11) operator in the differential operator associated to
are now given by
equation (23) and in expression (24), the following
y1 (t)
y2 (t)

= Aem1 t + Bem2 t
= Cem1 t + Dem2 t

(17) relation is obtained


(18)
b1 (t) = 1 (t) + 2 (t)

where m1 > m2 and constants A, B, C and D are


dependent on initial conditions given to equation
(11) and also satisfy the relation AD CD 6= 0
to guarantee that y1 (t) and y2 (t) are linearly independent. For the given solutions, 1 (t) is equal
to
Am1 + Bm2 e(m2 m1 )t
1 (t) =
(19)
A + Be(m2 m1 )t

(25)

As it is shown in [12, 13], quantity b1 (t) defines essential properties of the stability of the solutions
of equation (23). For any set of linearly independent solutions y1 (t) and y2 (t) of equation (23), the
Wronskian is given by


R
y1 (t) y2 (t)
b1 (t)dt
det
=
e
(26)
y10 (t) y20 (t)

In the general case, if the scalar term accompanying the differential operator n1 in expression (2)
and the expanded form of the differential operator
given in expression (4) are compared, the following
relation arises
an (t) = (1 (t) + 2 (t) + . . . + n (t))

(27)

This result should be compared with the general


LTI case. In the LTI differential equation
y (n) (t)

+ an y (n1) (t) + . . .
+ a1 y 0 (t) + a0 y(t) = 0

(28)

the constant term an is equal to the negative of the


sum of the solutions associated to the characteristic
equation of equation (28). Similarly, when equation
(1) contains periodic coefficients with period T , the
following relation holds [12]:
Z

an (t)dt = T (F1 + F2 + . . . + Fn )

(29)

where F1 , F2 , . . . , Fn are the Floquet exponents of


the normal solutions of equation (1). Even for the
case of general LTV systems, a similar statement to
equation (29) may be formulated in terms of Lyapunov exponents [13]. For regular LTV systems,
the sum of the Lyapunov exponents associated to
a set of normal solutions is given by
Z
1 t
an ( )d
(30)
= lim sup
t
t t0
4

CONCLUSIONS

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In this article it was shown that the time-varying


eigenvalues contain information on the growth rates
of the normal solutions of a scalar LTV system.
These quantities can be formulated using sets of [9] A. Ascoli, P. Curran, and O. Feely, New
chaotic third-order log-domain oscillator with
linearly independent solutions whose growth rates
tanh nonlinearity, in Proc. of the ICECS
may be influenced by the presence of a term with
2004, 2004, pp. 7780.
a dominant dynamic behaviour. The formulation
of the LTV eigenvalues guarantees that the dy[10] A.M. Lyapunov, The general problem of the
namics of each of the normal solutions of an arbistability of motion, Taylor & Francis, London,
trary scalar LTV system can be analysed separately
1992, Translated and edited by A.M. Fuller.
by decoupling them from each other.
[11] E.L. Ince, Ordinary differential equations,
Acknowledgements
Dover, New York, 1927.
This work has been partially supported via a [12] D.A. Sanchez, Ordinary differential equations
CONACyT grant under contract 42588-Y.
and stability theory: an introduction, Dover,
New York, 1979.
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