On the interpretation of the time-varying eigenvalues

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On the interpretation of the time-varying eigenvalues

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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

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-

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)

i

0

equation of the form

0 (t) = 1

(6)

(7)

y (n) (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)

..

..

..

..

.

.

.

.

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)

(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

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)

D1 = 1 (t)

(22)

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

(18)

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

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)

LTI case. In the LTI differential equation

y (n) (t)

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

+ a1 y 0 (t) + a0 y(t) = 0

(28)

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)

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

Numerical noise analysis for nonlinear circuits with a periodic large signal excitation including cyclostationary noise sources, IEEE

Trans. on Circuits and Systems I, vol. 40, no.

9, pp. 581590, September 1993.

[3] A. Demir, A. Mehrotra, and J. Roychowdhury,

Phase noise in oscillators: a unifying theory

and numerical methods for characterization,

IEEE Trans. on Circuits and Systems I, vol.

47, no. 5, pp. 655674, May 2000.

[4] J. Zhu and C.D. Johnson, Unified canonical forms for matrices over a differential ring,

Linear Algebra and its Applications, vol. 147,

pp. 201248, 1991.

[5] P. van der Kloet and F.L. Neerhoff, Modal

factorization of time-varying models for nonlinear circuits by the Riccati transform, in

Proc. of the ISCAS 2001, 2001, vol. 3, pp. 553

556.

[6] P. van der Kloet and F.L. Neerhoff, Dynamic

eigenvalues for scalar linear time-varying systems, in Proc. of the MTNS 2002, 2002.

[7] J.J. Zhu and M.C. Mickle, Synthesis of timevarying bandwidth filters based on all-pole LTI

prototypes, in Proc. of the American Control

Conference 1998, 1998, vol. 5, pp. 28892894.

[8] F.M. Diepstraten, F.C.M. Kuijstermans, W.A.

Serdijn, et al, Dynamic behavior of dynamic

translinear circuits: the linear time-varying

approximation, IEEE Trans. on Circuits and

Systems I, vol. 48, no. 11, pp. 13331337,

November 2001.

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.

References

[13] V.V. Nemytskii and V.V. Stepanov, Quali[1] J. Mulder,

Dynamic translinear and logtative theory of differential equations, Dover,

domain circuits, Kluwer Academic Publishers,

New York, 1989.

Dordrecht,The Netherlands, October 1998.

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