Linear System Theory and Design SA01010048 LING QING

2.1 Consider the memoryless system with characteristics shown in Fig 2.19, in which u denotes
the input and y the output. Which of them is a linear system? Is it possible to introduce a new
output so that the system in Fig 2.19(b) is linear?

Figure 2.19

Translation: 考虑具有图 2.19 中表示的特性的无记忆系统。其中 u 表示输入，y 表示输出。

下面哪一个是线性系统？可以找到一个新的输出，使得图 2.19(b)中的系统是线性
的吗？
Answer: The input-output relation in Fig 2.1(a) can be described as:

y = a *u

Here a is a constant. It is a memoryless system. Easy to testify that it is a linear system.

The input-output relation in Fig 2.1(b) can be described as:

y = a *u + b

Here a and b are all constants. Testify whether it has the property of additivity. Let:

y1 = a * u1 + b

y2 = a * u2 + b
then:

( y1 + y 2 ) = a * (u1 + u 2 ) + 2 * b
So it does not has the property of additivity, therefore, is not a linear system.
But we can introduce a new output so that it is linear. Let:

z = y −b

z = a *u
z is the new output introduced. Easy to testify that it is a linear system.
The input-output relation in Fig 2.1(c) can be described as:

y = a (u ) * u

a(u) is a function of input u. Choose two different input, get the outputs:

y1 = a1 * u1

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Linear System Theory and Design SA01010048 LING QING

y2 = a2 * u 2
Assure:

a1 ≠ a 2
then:

( y1 + y 2 ) = a1 * u1 + a 2 * u 2
So it does not has the property of additivity, therefore, is not a linear system.

2.2 The impulse response of an ideal lowpass filter is given by

sin 2ω (t − t 0 )
g (t ) = 2ω
2ω (t − t 0 )
for all t, where w and to are constants. Is the ideal lowpass filter causal? Is is possible to built
the filter in the real world?

Translation: 理想低通滤波器的冲激响应如式所示。对于所有的 t，w 和 to，都是常数。理

想低通滤波器是因果的吗？现实世界中有可能构造这种滤波器吗？
Answer: Consider two different time: ts and tr, ts < tr, the value of g(ts-tr) denotes the output at
time ts, excited by the impulse input at time tr. It indicates that the system output at time
ts is dependent on future input at time tr. In other words, the system is not causal. We
know that all physical system should be causal, so it is impossible to built the filter in
the real world.

2.3 Consider a system whose input u and output y are related by

u (t ) for t ≤ a
y (t ) = ( Pa u )(t ) := 
 0 for t > a
where a is a fixed constant. The system is called a truncation operator, which chops off the
input after time a. Is the system linear? Is it time-invariant? Is it causal?

Translation: 考虑具有如式所示输入输出关系的系统，a 是一个确定的常数。这个系统称作

截断器。它截断时间 a 之后的输入。这个系统是线性的吗？它是定常的吗？是因果
的吗？
Answer: Consider the input-output relation at any time t, t<=a:
y=u
Easy to testify that it is linear.
Consider the input-output relation at any time t, t>a:

y=0

Easy to testify that it is linear. So for any time, the system is linear.
Consider whether it is time-invariable. Define the initial time of input to, system input is
u(t), t>=to. Let to<a, so It decides the system output y(t), t>=to:

2
Linear System Theory and Design SA01010048 LING QING

u (t ) for t 0 ≤ t ≤ a
y (t ) = 
 0 for other t
Shift the initial time to to+T. Let to+T>a , then input is u(t-T), t>=to+T. System output:

y ' (t ) = 0

Suppose that u(t) is not equal to 0, y’(t) is not equal to y(t-T). According to the definition,
this system is not time-invariant.
For any time t, system output y(t) is decided by current input u(t) exclusively. So it is a
causal system.

2.4 The input and output of an initially relaxed system can be denoted by y=Hu, where H is some
mathematical operator. Show that if the system is causal, then

Pa y = Pa Hu = Pa HPa u

where Pa is the truncation operator defined in Problem 2.3. Is it true PaHu=HPau?

Translation: 一个初始松弛系统的输入输出可以描述为：y=Hu，这里 H 是某种数学运算，
说明假如系统是因果性的，有如式所示的关系。这里 Pa 是题 2.3 中定义的截断函
数。PaHu=HPau 是正确的吗？
Answer: Notice y=Hu, so:

Pa y = Pa Hu

Define the initial time 0, since the system is causal, output y begins in time 0.
If a<=0,then u=Hu. Add operation PaH in both left and right of the equation:

Pa Hu = Pa HPa u

If a>0, we can divide u to 2 parts:

u (t ) for 0 ≤ t ≤ a
p (t ) = 
 0 for other t

 u (t ) for t > a
q (t ) = 
0 for other t
u(t)=p(t)+q(t). Pay attention that the system is casual, so the output excited by q(t) can’t
affect that of p(t). It is to say, system output from 0 to a is decided only by p(t). Since
PaHu chops off Hu after time a, easy to conclude PaHu=PaHp(t). Notice that p(t)=Pau,
also we have:

Pa Hu = Pa HPa u

It means under any condition, the following equation is correct:

Pa y = Pa Hu = Pa HPa u

PaHu=HPau is false. Consider a delay operator H, Hu(t)=u(t-2), and a=1, u(t) is a step
input begins at time 0, then PaHu covers from 1 to 2, but HPau covers from 1 to 3.

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Linear System Theory and Design SA01010048 LING QING

2.5 Consider a system with input u and output y. Three experiments are performed on the system
using the inputs u1(t), u2(t) and u3(t) for t>=0. In each case, the initial state x(0) at time t=0 is
the same. The corresponding outputs are denoted by y1,y2 and y3. Which of the following
statements are correct if x(0)<>0?
1. If u3=u1+u2, then y3=y1+y2.
2. If u3=0.5(u1+u2), then y3=0.5(y1+y2).
3. If u3=u1-u2, then y3=y1-y2.
Translation: 考虑具有输入 u 输出 y 的系统。在此系统上进行三次实验，输入分别为 u1(t),
u2(t) 和 u3(t)，t>=0。每种情况下，零时刻的初态 x(0)都是相同的。相应的输出表
示为 y1,y2 和 y3。在 x(0)不等于零的情况下，下面哪种说法是正确的？
Answer: A linear system has the superposition property:

α 1 x1 (t 0 ) + α 2 x 2 (t 0 ) 
 → α 1 y1 (t ) + α 2 y 2 (t ), t ≥ t 0
α 1u1 (t ) + α 2 u 2 (t ), t ≥ t 0 
In case 1:

α1 = 1 α2 = 1

α 1 x1 (t 0 ) + α 2 x 2 (t 0 ) = 2 x(0) ≠ x(0)
So y3<>y1+y2.
In case 2:

α 1 = 0.5 α 2 = 0.5

α 1 x1 (t 0 ) + α 2 x 2 (t 0 ) = x(0)
So y3=0.5(y1+y2).
In case 3:

α1 = 1 α 2 = −1

α 1 x1 (t 0 ) + α 2 x 2 (t 0 ) = 0 ≠ x(0)
So y3<>y1-y2.

2.6 Consider a system whose input and output are related by

u 2 (t ) / u (t − 1) if u (t − 1) ≠ 0
y (t ) = 
 0 if u (t − 1) = 0
for all t.
Show that the system satisfies the homogeneity property but not the additivity property.
Translation: 考虑输入输出关系如式的系统,证明系统满足齐次性,但是不满足可加性.
Answer: Suppose the system is initially relaxed, system input:

p (t ) = αu (t )

a is any real constant. Then system output q(t):

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Linear System Theory and Design SA01010048 LING QING

 p 2 (t ) / p(t − 1) if p(t − 1) ≠ 0
q(t ) = 
 0 if p (t − 1) = 0

αu 2 (t ) / u (t − 1) if u (t − 1) ≠ 0
=
 0 if u (t − 1) = 0
So it satisfies the homogeneity property.
If the system satisfies the additivity property, consider system input m(t) and n(t),
m(0)=1, m(1)=2; n(0)=-1, n(1)=3. Then system outputs at time 1 are:

r (1) = m 2 (1) / m(0) = 4

s (1) = n 2 (1) / n(0) = −9

y (1) = [m(1) + n(1)] 2 /[ m(0) + n(0)] = 0

≠ r (1) + s (1）

So the system does not satisfy the additivity property.

2.7 Show that if the additivity property holds, then the homogeneity property holds for all rational
numbers a . Thus if a system has “continuity” property, then additivity implies homogeneity.
Translation: 说明系统如果具有可加性，那么对所有有理数 a 具有齐次性。因而对具有某种
连续性质的系统，可加性导致齐次性。
Answer: Any rational number a can be denoted by:
a = m/n
Here m and n are both integer. Firstly, prove that if system input-output can be described
as following:
x→ y
then:
mx → my
Easy to conclude it from additivity.
Secondly, prove that if a system input-output can be described as following:
x→ y
then:

x/n → y/n

Suppose:
x/n →u
Using additivity:

n * ( x / n) = x → nu

So:
y = nu

u = y/n

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Linear System Theory and Design SA01010048 LING QING

It is to say that:

x/n → y/n

Then:

x*m/n → y*m/n
ax → ay
It is the property of homogeneity.

2.8 Let g(t,T)=g(t+a,T+a) for all t,T and a. Show that g(t,T) depends only on t-T.
Translation: 设对于所有的 t,T 和 a，g(t,T)=g(t+a,T+a)。说明 g(t,T)仅依赖于 t-T。
Answer: Define:

x = t +T y = t −T

So:
x+ y x− y
t= T=
2 2
Then:
x+ y x− y
g (t , T ) = g ( , )
2 2
x+ y x− y
= g( + a, + a)
2 2
x+ y −x+ y x− y −x+ y
= g( + , + )
2 2 2 2
= g ( y,0)

So:
∂g (t , T ) ∂g ( y,0)
= =0
∂x ∂x
It proves that g(t,T) depends only on t-T.

2.9 Consider a system with impulse response as shown in Fig2.20(a). What is the zero-state
response excited by the input u(t) shown in Fig2.20(b)?

Fig2.20

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Linear System Theory and Design SA01010048 LING QING

Translation: 考虑冲激响应如图 2.20(a)所示的系统，由如图 2.20(b)所示输入 u(t)激励的零状

态响应是什么？
Answer: Write out the function of g(t) and u(t):

 t 0 ≤ t ≤1
g (t ) = 
2 − t 1 ≤ t ≤ 2

 1 0 ≤ t ≤1
u (t ) = 
− 1 1 ≤ t ≤ 2
then y(t) equals to the convolution integral:
t
y (t ) = ∫ g (r )u (t − r )dr
0

If 0=<t=<1, 0=<r=<1, 0<=t-r<=1:

t
t2
y (t ) = ∫ rdr =
0
2
If 1<=t<=2:
t −1 1 t
y (t ) = ∫ g (r )u (t − r )dr +
0
∫ g (r )u (t − r )dr + ∫ g (r )u (t − r )dr
t −1 1

= y1 (t ) + y 2 (t ) + y 3 (t )
Calculate integral separately:
t −1
y1 (t ) = ∫ g (r )u (t − r )dr
0
0 ≤ r ≤1 1≤ t −r ≤ 2

t −1
− (t − 1) 2
= ∫ − rdr =
0
2
1
y 2 (t ) =
t −1
∫ g (r )u (t − r )dr 0 ≤ r ≤1 0 ≤ t − r ≤1

1
1 (t − 1) 2
= ∫ rdr =
t −1
2
−
2

t
y 3 (t ) = ∫ g (r )u (t − r )dr 1≤ r ≤ 2 0 ≤ t −r ≤1
1

t
t 2 −1
= ∫ (2 − r )dr = 2(t − 1) −
1
2
3
y (t ) = y1 (t ) + y 2 (t ) + y 3 (t ) = − t 2 + 4t − 2
2

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Linear System Theory and Design SA01010048 LING QING

2.10 Consider a system described by

•• • •
y+ 2 y− 3 y = u− u
What are the transfer function and the impulse response of the system?
Translation: 考虑如式所描述的系统，它的传递函数和冲激响应是什么？
Answer: Applying the Laplace transform to system input-output equation, supposing that the
System is initial relaxed:

s 2Y ( s ) + 2sY ( s ) − 3Y ( s ) = sY ( s ) − Y ( s )
System transfer function:

U (s) s −1 1
G (s) = = 2 =
Y ( s) s + 2s − 3 s + 3
Impulse response:
1
g (t ) = L−1 [G ( s )] = L−1 [ ] = e − 3t
s+3

2.11 Let y(t) be the unit-step response of a linear time-invariant system. Show that the impulse
response of the system equals dy(t)/dt.
Translation: y(t)是线性定常系统的单位阶跃响应。说明系统的冲激响应等于 dy(t)/dt.
Answer: Let m(t) be the impulse response, and system transfer function is G(s):
1
Y ( s) = G ( s) *
s
M (s) = G (s)

M ( s) = Y ( s) * s

So:

m(t ) = dy (t ) / dt

2.12 Consider a two-input and two-output system described by

D11 ( p) y1 (t ) + D12 ( p) y 2 (t ) = N 11 ( p)u1 (t ) + N 12 ( p )u 2 (t )

D21 ( p) y1 (t ) + D22 ( p) y 2 (t ) = N 21 ( p )u1 (t ) + N 22 ( p )u 2 (t )

where Nij and Dij are polynomials of p:=d/dt. What is the transfer matrix of the system?
Translation: 考虑如式描述的两输入两输出系统， Nij 和 Dij 是 p:=d/dt 的多项式。系统的
传递矩阵是什么？
Answer: For any polynomial of p, N(p), its Laplace transform is N(s).
Applying Laplace transform to the input-output equation:

D11 ( s )Y1 ( s ) + D12 ( s )Y2 ( s ) = N 11 ( s )U 1 ( s ) + N 12 ( s )U 2 ( s )

D21 ( s )Y1 ( s ) + D22 ( s )Y2 ( s ) = N 21 ( s )U 1 ( s ) + N 22 ( s )U 2 ( s )

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Linear System Theory and Design SA01010048 LING QING

Write to the form of matrix:

 D11 ( s ) D12 ( s )  Y1 ( s )   N 11 ( s ) N 12 ( s )  U 1 ( s ) 

 D ( s ) D ( s ) Y ( s ) =  N ( s ) N ( s ) U ( s )
 21 22   2   21 22  2 
−1
Y1 ( s )   D11 ( s ) D12 ( s )   N 11 ( s ) N 12 ( s )  U 1 ( s ) 
Y ( s ) =  D ( s ) D ( s )  N ( s ) N ( s ) U ( s )
 2   21 22   21 22  2 
So the transfer function matrix is:
−1
 D11 ( s ) D12 ( s )   N 11 ( s ) N 12 ( s ) 
G (s ) =    N ( s) N ( s)
 D21 ( s ) D22 ( s )  21 22 
By the premising that the matrix inverse:
−1
 D11 ( s ) D12 ( s ) 
 D ( s) D ( s)
 21 22 
exists.

2.11 Consider the feedback systems shows in Fig2.5. Show that the unit-step responses of the
positive-feedback system are as shown in Fig2.21(a) for a=1 and in Fig2.21(b) for a=0.5.
Show also that the unit-step responses of the negative-feedback system are as shown in Fig
2.21(c) and 2.21(d), respectively, for a=1 and a=0.5.

Fig 2.21
Translation: 考虑图 2.5 中所示反馈系统。说明正反馈系统的单位阶跃响应，当 a=1 时，如
图 2.21(a)所示。当 a=0.5 时，如图 2.21(b)所示。说明负反馈系统的单位阶跃响应
如图 2.21(c)和 2.21(b)所示，相应地，对 a=1 和 a=0.5。

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Linear System Theory and Design SA01010048 LING QING

Answer: Firstly, consider the positive-feedback system. It’s impulse response is:
∞
g (t ) = ∑ a i δ (t − i )
i =1

Using convolution integral:

∞
y (t ) = ∑ a i r (t − i )
i =1

When input is unit-step signal:

n
y ( n) = ∑ a i
i =1

y (t ) = y (n) n ≤ t ≤ n +1

Easy to draw the response curve, for a=1 and a=0.5, respectively, as Fig 2.21(a) and Fig
2.21(b) shown.
Secondly, consider the negative-feedback system. It’s impulse response is:
∞
g (t ) = −∑ (−a ) i δ (t − i )
i =1

Using convolution integral:

∞
y (t ) = −∑ (−a ) i r (t − i )
i =1

When input is unit-step signal:

n
y ( n) = − ∑ ( − a ) i
i =1

y (t ) = y (n) n ≤ t ≤ n +1

Easy to draw the response curve, for a=1 and a=0.5, respectively, as Fig 2.21(c) and Fig
2.21(d) shown.

2.14 Draw an op-amp circuit diagram for

•  − 2 4 2
x=  x +  u
 0 5  − 4

y = [3 10]x − 2u

2.15 Find state equations to describe the pendulum system in Fig 2.22. The systems are useful to

model one- or two-link robotic manipulators. If θ , θ 1 and θ 2 are very small, can you

consider the two systems as linear?

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Linear System Theory and Design SA01010048 LING QING

Translation: 试找出图 2.22 所示单摆系统的状态方程。这个系统对研究一个或两个连接的机

器人操作臂很有用。假如角度都很小时，能否考虑系统为线性？
Answer: For Fig2.22(a), the application of Newton’s law to the linear movements yields:

d2 •• •2
f cosθ − mg = m (l cos θ ) = ml ( − θ sin θ − θ cosθ )
dt 2

d2 •• •2
u − f sin θ = m (l sin θ ) = ml (θ cos θ − θ sin θ )
dt 2
•
Assuming θ and θ to be small, we can use the approximation sin θ = θ , cos θ =1.
•
By retaining only the linear terms in θ and θ , we obtain f = mg and:
•• g 1
θ =− θ+ u
l ml
•
Select state variables as x1 = θ , x 2 = θ and output y = θ

•  0 1  1 
x=  x+ u
 − g / l 0 1 / ml 

y = [1 0]x
For Fig2.22(b), the application of Newton’s law to the linear movements yields:

d2
f1 cosθ 1 − f 2 cosθ 2 − m1 g = m1 (l1 cosθ 1 )
dt 2
•• •
2
= m1l1 (−θ 1 sin θ 1 − θ 1 cosθ 1 )

d2
f 2 sin θ 2 − f1 sin θ 1 = m1 2 (l1 sin θ 1 )
dt
•• •
2
= m1l1 (θ 1 cosθ 1 − θ 1 sin θ 1 )

d2
f 2 cosθ 2 − m2 g = m2 (l1 cosθ 1 + l 2 cosθ 2 )
dt 2
•• • •• •
2 2
= m2 l1 (−θ 1 sin θ 1 − θ 1 cosθ 1 ) + m2 l 2 (−θ 2 sin θ 2 − θ 2 cosθ 2 )

d2
u − f 2 sin θ 2 = m2 2 (l1 sin θ 1 + l 2 sin θ 2 )
dt
•• • •• •
2 2
= m2 l1 (θ 1 cosθ 1 − θ 1 sin θ 1 ) + m2 l 2 (θ 2 cosθ 2 − θ 2 sin θ 2 )

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Linear System Theory and Design SA01010048 LING QING

• •
Assuming θ 1 , θ 2 and θ 1 , θ 2 to be small, we can use the approximation sin θ 1 = θ 1 ,

sin θ 2 = θ 2 , cosθ 1 =1, cosθ 2 =1. By retaining only the linear terms in θ 1 , θ 2 and
• •
θ 1 , θ 2 , we obtain f 2 = m2 g , f1 = (m1 + m2 ) g and:
•• (m1 + m2 ) g m g
θ1 = − θ1 + 2 θ 2
m1l1 m1l1

•• (m1 + m2 ) g (m + m2 ) g 1
θ2 = θ1 − 1 θ2 + u
m1l 2 m1l 2 m2 l 2
• •
Select state variables as x1 = θ 1 , x 2 = θ 1 , x3 = θ 2 , x 4 = θ 2 and output

 y1  θ 1 
 y  = θ  :
 2  2

•   0 1 0 0  x1   0 
 x• 1    0 
 x 2  − (m1 + m2 ) g / m1l1 0 m2 g / m1l1 0  x 2  u
•  =  + 
0 0 0 
1 x3    0 
x3      
•
 x   (m1 + m2 ) g / m1l 2 0 − (m1 + m2 ) g / m2 l 2 0  x 4  1 / m2 l 2 
 4

 x1 
x 
 y1  1 0 0 0  2
 y  = 0 0 1 0   x3 
 2  
 
 x4 

2.17 The soft landing phase of a lunar module descending on the moon can be modeled as shown
in Fig2.24. The thrust generated is assumed to be proportional to the derivation of m, where
m is the mass of the module. Then the system can be described by
•• •
m y = −k m− mg
Where g is the gravity constant on the lunar surface. Define state variables of the system as:
• •
x1 = y , x 2 = y , x3 = m , y = m
Find a state-space equation to describe the system.
Translation: 登月舱降落在月球时，软着陆阶段的模型如图 2.24 所示。产生的冲激力与 m
的微分成正比。系统可以描述如式所示形式。g 是月球表面的重力加速度常数。定
义状态变量如式所示，试图找出系统的状态空间方程描述。
Answer: The system is not linear, so we can linearize it.
Suppose:

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Linear System Theory and Design SA01010048 LING QING

− −
− • • •• ••
2
y = − gt / 2 + y y = − gt + y y = −g + y
−
− • •
m = m0 + m m=m

So:
− −
− •• • −
( m0 + m) ( − g + y ) = − k m − ( m0 + m) g

− −
− •• • −
− m0 g − m g + m0 y = − k m − m0 g − m g

− −
•• •
m0 y = − k m

Define state variables as:

− −
− − − • − − − •
x1 = y , x 2 = y , x 3 = m , y = m
Then:
 −•  −
 x1   x1 
 •  0 1 0     0 
− 
x = 0 0 0   x−  + − k / m  u−
 •2     2  0
 −  0 0 0  −   1 
 x3   x3 
   
   
−
 x1 
 
− −
y = [1 0 0]  x 2 
−
 x3 
 
 

2.19 Find a state equation to describe the network shown in Fig2.26.Find also its transfer function.
Translation: 试写出描述图 2.26 所示网络的状态方程，以及它的传递函数。
Answer: Select state variables as:

x1 : Voltage of left capacitor

x 2 : Voltage of right capacitor

x3 : Current of inductor

Applying Kirchhoff’s current law:

13
Linear System Theory and Design SA01010048 LING QING

•
x3 = ( x 2 − L x3 ) / R

•
u = C x1 + x1 R
•
u = C x 2 + x3

y = x2
From the upper equations, we get:
•
x1 = − x1 / CR + u / C = − x1 + u
•
x 2 = − x3 / C + u / C = − x3 + u
•
x3 = x 2 / L − Rx3 / L = x 2 − x3

y = x2
They can be combined in matrix form as:
•
 x•1  − 1 0 0   x1  1
 x  =  0 0 − 1  x  + 1u
 •2     2  
 x3   0 1 − 1  x3  0

 
 x1 
y = [0 1 0] x 2 
 x3 
Use MATLAB to compute transfer function. We type:
A=[-1,0,0;0,0,-1;0,1,-1];
B=[1;1;0];
C=[0,1,0];
D=[0];
[N1,D1]=ss2tf(A,B,C,D,1)
Which yields:
N1 =
0 1.0000 2.0000 1.0000
D1 =
1.0000 2.0000 2.0000 1.0000
So the transfer function is:
^ s 2 + 2s + 1 s +1
G (s) = 3 2
= 2
s + 2s + 2s + 1 s + s + 1

14
Linear System Theory and Design SA01010048 LING QING

2.20 Find a state equation to describe the network shown in Fig2.2. Compute also its transfer
matrix.
Translation: 试写出描述图 2.2 所示网络的状态方程，计算它的传递函数矩阵。
Answer: Select state variables as Fig 2.2 shown. Applying Kirchhoff’s current law:
• •
u1 = R1C1 x1 + x1 + x 2 + L1 x 3 + R2 x 3
• •
C1 x 1 + u 2 = C 2 x 2
•
x3 = C 2 x 2
•
u1 = R1 ( x3 − u 2 ) + x1 + x 2 + L1 x 3 + R2 x3
•
y = L1 x 3 + R2 x3
From the upper equations, we get:
•
x1 = x3 / C1 − u 2 / C1
•
x 2 = x3 / C 2
•
x3 = − x1 / L1 − x 2 / L1 − ( R1 + R1 ) x3 / L1 + u1 / L1 + R1u 2 / L1

y = − x1 − x 2 − R1 x3 + u1 + R1u 2

They can be combined in matrix form as:

•
 x•1   0 0 1 / C1   x1   0 − 1 / C1 
 x  +  0 u 
x  =  0 0 1/ C2   2  0   1 
 •2   u
 x3  − L1 − L1 − ( R1 + R2 ) / L1   x3  1 / L1 R1 / L1   2 
 
 x1 
u 
y = [− 1 − 1 − R1 ] x 2  + [1 R2 ] 1 
 x3  u 2 

Applying Laplace Transform to upper equations:

^ L1 s + R2 ^
y(s) = u 1 (s)
L1 s + R1 + R1 + 1 / C1 s + 1 / C 2 s

( L1 s + R2 )( R1 + 1 / C 2 s ) ^
+ u 2 (s)
L1 s + R1 + R1 + 1 / C1 s + 1 / C 2 s

^  L1 s + R2 ( L1 s + R2 )( R1 + 1 / C 2 s ) 
G ( s) =  
 L1 s + R1 + R1 + 1 / C1 s + 1 / C 2 s L1 s + R1 + R1 + 1 / C1 s + 1 / C 2 s 

15
Linear System Theory and Design SA01010048 LING QING

2.18 Find the transfer functions from u to y1 and from y1 to y of the hydraulic tank system

shown in Fig2.25. Does the transfer function from u to y equal the product of the two
transfer functions? Is this also true for the system shown in Fig2.14?

Translation: 试写出图 2.25 所示水箱系统从 u 到 y1 的传递函数和从 y1 到 y 的传递函数。从

u 到 y 的传递函数等于两个传递函数的乘积吗？这对图 2.14 所示系统也是正确的吗？

Answer: Write out the equation about u , y1 and y :

y1 = x1 / R1

y 2 = x 2 / R2

A1 dx1 = (u − y1 ) / dt

A2 dx 2 = ( y1 − y ) / dt
Applying Laplace transform:
^ ^
y 1 / u = 1 /(1 + A1 R1 s )
^ ^
y/ y 1 = 1 /(1 + A2 R2 s )
^ ^
y/ u = 1 /(1 + A1 R1 s )(1 + A2 R2 s )
So:
^ ^ ^ ^ ^ ^
y/ u = ( y 1 / u ) ( y/ y 1 )
But it is not true for Fig2.14, because of the loading problem in the two tanks.

16
3.1consider Fig3.1 ,what is the representation of the vector x with respect to the basis (q1 i2 ) ?

What is the representation of q1 with respect ro (i2 q 2 ) ?图 3.1 中,向量 x 关于 (q1 i2 ) 的表

示是什么? q1 关于 (i2 q 2 ) 的表示有是什么?

1 8
If we draw from x two lines in parallel with i2 and q1 , they tutersect at q1 and i2 as
3 3
′
1 8 
shown , thus the representation of x with respect to the basis (q1 i2 ) is  , this can
 3 3 
1 
  3 0  13 
1 
be verified from x =   = q 2 [ ]
i2  3  = 
8 1 1 8 
3      3 
3
To find the representation of q1 with respect to (i2 q 2 ) ,we draw from q1 two lines in

3
parallel with q 2 and i2 , they intersect at -2 i2 and q 2 , thus the representation of q1
2
′
 3
with respect to (i2 q 2 ) , is − 2 , this can be verified from
 2 

 − 2  0 2   − 2 
3
q1 =   = i2 [ ]
q2  3  =   3 
1  2  1 2  2 

′ ′
3.2 what are the 1-morm ,2-norm , and infinite-norm of the vectors x1 = [2 − 3 1] , x 2 = [1 1 1] , 问向量

′ ′
x1 = [2 − 3 1] , x 2 = [1 1 1] 的 1-范数,2-范数和 ∞ − 范数是什么?
3
x1 = ∑ x1i = 2 + 3 + 1 = 6 x2 = 1+1+1 = 3
1 1
i =1
1 1
x1 = x1' x1 = (2 2 + (−3) 2 + 12 ) 2
= 14 x2 = (12 + 12 + 12 ) 2
= 3
2 2

x1 = max xi x1i = 3 x2 = max xi x 2i = 1

∞ ∞

3.3 find two orthonormal vectors that span the same space as the two vectors in problem 3.2 ,求与题 3.2 中的两个向量
张成同一空间的两个标准正交向量.
Schmidt orthonormalization praedure ,
 ′ u1 1 ′
u1 = x1 = [2 − 3 1] q1 = = [2 − 3 1]
u1 14
u2 1 ′
u 2 = x 2 − ( q1' x 2 ) q1 = x 2 q2 = = [1 1 1]
u2 3

2 1
1   1 
The two orthomormal vectors are q1 = −3 q2 = 1
14   3
 1  1

In fact , the vectors x1 and x 2 are orthogonal because x1′ x 2 = x 2′ x1 = 0 so we can only

2 1
x1 1   x2 1 
normalize the two vectors q1 = = −3 q2 = = 1
x1 14   x2 3
 1  1

3.4 comsider an n × m matrix A with n ≥ m , if all colums of A are orthonormal , then

A′A = I m , what can you say abort AA′ ? 一个 n × m 阶矩阵 A( n ≥ m ), 如果 A 的所有列都是

标准正交的,则 A′A = I m 问 AA′ 是怎么样?

Let [ ] [ ]
A = a1 a 2  a m = aij n× m
, if all colums of A are orthomormal , that is

n
0 if i≠ j
ai' ai = ∑ ali ali = 
i =1 1 if i= j

a1' 
 '   a1' a1 a1' a 2  a1' a m  1 0  0
a 2  ' '
[ 
A′A =   ai a 2  a m' =   ]   
 = 0 1 0 = I m
  a m' a1 a m' a 2  a m' a m  0 0  1
a '     
 m
a1' 
 ' 
a 2  m
[ ]
m
then A′A = ai' a 2'  a m'   = ∑ ai ai' = (∑ ail a jl ) n×n
   i =1 i =1

a ' 
 m
m
≠ 0 if i≠ j
in general ∑a il a jl = 
i =1  ≠ 1 if i= j

if A is a symmetric square matrix , that is to say , n=m ail a jl for every i, l = 1,2  n

then A′A = I m
3.5 find the ranks and mullities of the following matrices 求下列矩阵的秩和化零度
0 1 0  4 1 − 1 1 2 3 4
 
A1 = 0 0 0 A2 = 3 2 0  A3 = 0 − 1 − 2 2
0 0 1 1 1 0  0 0 0 1 


rank ( A1 ) = 2 rank ( A2 ) = 3 rank ( A3 ) = 3

Nullity ( A1 ) = 3 − 2 = 1 Nullity ( A2 ) = 3 − 3 = 0 Nullity ( A3 ) = 4 − 3 = 1

3.6 Find bases of the range spaces of the matrices in problem 3.5 求题 3.5 中矩阵值域空间的基
1 0  
 
the last two columns of A1 are linearly independent , so the set  0 ,
0  can be used as a
   
 0 
  1 

basis of the range space of A1 , all columns of A2 are linearly independent ,so the set

  4  2 − 1 
   2  0   can be used as a basis of the range spare of A
  3     2
 1  1  
 0  
 
let A3 = a1 [ a2 a3 ]
a 4 ,where ai denotes of A3 a1 and a 2 and a3 and a 4 are

linearly independent , the third colums can be expressed as a3 = − a1 + 2a 2 , so the set

{a1 a2 }
a3 can be used as a basis of the range space of A3

 2 − 1 1
   
3.7 consider the linear algebraic equation − 3 3 x = 0 − x it has three equations and two
   
 − 1 2  1

unknowns does a solution x exist in the equation ? is the solution unique ? does a solution exist if

′
y = [1 1 1] ?

 2 − 1 1
   
线性代数方程 − 3 3 x = 0 − x 有三个方程两个未知数, 问方程是否有解?若有解是否
   
 − 1 2  1

′
唯一?若 y = [1 1 1] 方程是否有解?
  2 − 1
 
Let A = − 3 3 = a1
  [ ]
a 2 , clearly a1 and a 2 are linearly independent , so rank(A)=2 ,
 − 1 2 

y is the sum of a1 and a 2 ,that is rank([A y ])=2, rank(A)= rank([A y ]) so a solution x

exists in A x = y

Nullity(A)=2- rank(A)=0
′ ′
The solution is unique x = [1 1] if y = [1 1 1] , then rank([A y ])=3 ≠ rank(A), that is

to say there doesn’t exist a solution in A x = y

1 2 3 4  3
   
3.8 find the general solution of 0 − 1 − 2 2 x = 2 how many parameters do you have ?
   
0 0 0 1  1 

1 2 3 4  3
   
求方程 0 − 1 − 2 2 x = 2 的同解,同解中用了几个参数?
   
0 0 0 1  1 

1 2 3 4  3

Let A = 0 − 1 − 2 2


 y = 2 we can readily obtain rank(A)= rank([A y ])=3 so
0 0 0 1 1 
′
this y lies in the range space of A and x p = [− 1 0 o 1] is a solution Nullity(A)=4-3=1 that
means the dimension of the null space of A is 1 , the number of parameters in the general solution
′
will be 1 , A basis of the null space of A is n = [1 − 2 1 o] thus the general solution of

− 1 1 
0  − 2
A x = y can be expressed an x = x p + α n =   + α   for any real α
0 1 
   
1 0
α is the only parameter

3.9 find the solution in example 3.3 that has the smallest Euclidean norm 求例 3 中具有最小欧氏
范数的解,
 0 1 0  α1 
 − 4 1  2  α + 2α − 4
the general solution in example 3.3 is x =   + α 1   + α 2   = 
1 2  for
0 − 1 0  − α1 
       
0 0 − 1  −α2 

any real α 1 and α 2

the Euclidean norm of x is

x = α 12 + (α 1 + 2α 2 − 4) 2 + (−α 1 ) 2 + (−α 2 ) 2
= 3α 12 + 5α 22 + 4α 1α 2 − 8α 1 − 16α 2 + 16

 4 
 11 
∂x 4  8
= 0 ⇒ 3α 1 + 2α 2 − 4 = 0 α 1 = − 
2α 1
⇒ 11 ⇒ x =  11  has the smallest Euclidean
∂x 16 − 4 
= 0 ⇒ 5α 2 + 2α 1 − 8 = 0 α 2 =  11 
2α 2 11
 16 
− 
 11 
norm ,

3.10 find the solution in problem 3.8 that has the smallest Euclidean norm 求题 3.8 中欧氏范数
最小的解,
− 1 1 
0  − 2
x=   + α   for any real α
0 1 
   
1 0

x = (α − 1) 2 + (−2α ) 2 + α 2 + 1 = 6α 2 − 2α + 2
 5
− 6 
 3
the Euclidean norm of x is ∂ x 1 −  has the
= 0 ⇒ 12α − 2 = 0 ⇒ α = ⇒ x =  6 
∂α 6
 1 
 6 
 1 
 
smallest Euclidean norm

n n −1
3.11 consider the equation x{n} = A x[0] + A bu[0] + A n − 2 bu[1] +  + Abu[n − 2] + bu[n − 1]

where A is an n × n matrix and b is an n × 1 column vector ,under what conditions on A and b will there
exist u[o], u[1], u[ n − 1] to meet the equation for any x[n], and x[0] ?

令 A 是 n × n 的矩阵, b 是 n × 1 的列向量,问在 A 和 b 满足什么条件时,存在 u[o], u[1],  u[ n − 1] ,对所有的

x[n], and x[0] ,它们都满足方程 x{n} = A n x[0] + A n −1 bu[0] + A n − 2 bu[1] +  + Abu[n − 2] + bu[n − 1] ,

 u[n − 1] 
u[n − 2]
write the equation in this form x{n} = A x[0] = [b, Ab  A b] 
n n −1
  
 
 u[0] 

where [b, Ab  A n−1 b] is an n × n matrix and x{n} − A n x[0] is an n × 1 column vector , from the equation we

can see , u[o], u[1], u[ n − 1] exist to meet the equation for any x[n], and x[0] ,if and only if

ρ[b, Ab  A n −1 b] = n under this condition , there will exist u[o], u[1], u[n − 1] to meet the equation for any

x[n], and x[0] .

2 1 0 0 0  1 
0 2 1 
0  
0  2
3.12 given A =  b=  b =   what are the representations of A with respect to
0 0 2 0 1  3
     
0 0 0 1   1 

{
the basis b Ab A2 b } {
A 3 b and the basis b Ab A2 b }
A 3 b , respectively? 给定

2 1 0 0 0  1 
0 
2 1 0  0   2
A=
0 0 2 0
b =   b =   请问 A 关于 b
1  3
{ Ab A2 b } {
A 3 b 和基 b Ab A2 b }
A 3 b 的表
     
0 0 0 1   1 
0  1  24
1   4 32 
示分别是什么? Ab =   2
, A b = A ⋅ Ab =   , A b = A⋅ A b =  
3 2
 2  4 16 
     
1  1  1
A 4 b = −8b + 20 Ab − 18 A 2 b + 7 A 3 b
0 0 0 −8 
we have 1 0 0 20  thus the representation of A
∴Ab [ Ab A2 b ] [
A3 b = b Ab A2 b 3
]
A b =
0 1 0 − 18
 
0 0 1 7 
 0 0 0 −8 
1 0 0 20 
with respect to the basis b { Ab A2 b }
A 3 b is A = 
0 1 0 − 18
 
0 0 1 7 
 4 15  50 152
7  20 52 128
Ab =   2
,A b =   3
,A b =   ,A b =  
4
6  12  24  48 
       
1  1 1  1 
A 4 b = −8b + 20 Ab − 18 A 2 b + 7 A 3 b
0 0 0 −8 
1 0 0 20 
∴Ab [ Ab A2 b ] [
A3 b = b Ab A2 b 3
]
A b =
0 1 0 − 18
thus the representation of A with
 
0 0 1 7 

0 0 0 −8 
1 0 0 20 
respect to the basis b { Ab A2 b }
A 3 b is A = 
0 1 0 − 18
 
0 0 1 7 

3.13 find Jordan-form representations of the following matrices

写出下列矩阵的 jordan 型表示:
1 4 10 0 1 0 1 0 − 1 0 4 3 
  
A1 = 0 2 0 , A2 =  0 0    
1 . A3 = 0 1 0 . A4 = 0 20 16 .
0 0 3  − 2 − 4 − 3 0 0 2  0 − 25 − 20

the characteristic polynomial of A1 is ∆ 1 = det(λI − A1 ) = (λ − 1)(λ − 2)(λ − 3) thus the eigenvelues of A1 are

1 ,2 , 3 , they are all distinct . so the Jordan-form representation of A1 will be diagonal .

the eigenvectors associated with λ = 1, λ = 2, λ = 3 ,respectively can be any nonzero solution of

′
A1 q1 = q1 ⇒ q1 = [1 0 0]
′
A1 q 2 = 2q 2 ⇒ q 2 = [4 1 0] thus the jordan-form representation of A1 with respect to
′
A1 q3 = 3q3 ⇒ q3 = [5 0 1]

1 0 0
{q1 q2 }
q3 is A1 = 0 2 0
ˆ
0 0 3

the characteristic polynomial of A2 is

∆ 2 (λ ) = det(λI − A2 ) = (λ3 + 3λ2 + 4λ + 2 = (λ + 1)(λ + 1 + i )(λ + 1 − i ) A2 has

eigenvalues − 1, − 1 + j and − 1 − j the eigenvectors associated with

− 1, − 1 + j and − 1 − j are , respectively

′ ′ ′
[1 − 1 1] , [1 j − 1 − 2 j ] and [1 − 1 − j 2 j ] the we have

1 1 1  − 1 0 0 

Q = − 1 − 1 + j − 1 − j  and ˆA =  0 − 1 + j 0  = Q −1 A Q
2   2

 0 −2j 2j   0 0 −1− j 

the characteristic polynomial of A3 is ∆ 3 (λ ) = det(λI − A3 ) = (λ − 1) (λ − 2) theus the

2

eigenvalues of A3 are 1 ,1 and 2 , the eigenvalue 1 has multiplicity 2 , and nullity

( A3 − I ) = 3 − rank ( A3 − I ) = 3 − 1 = 2 the A3 has two tinearly independent eigenvectors

′ ′
( A3 − I )q = 0 ⇒ q1 = [1 0 0] q 2 = [0 1 0]
associated with 1 , thus we have
′
( A3 − I )q3 = 0 ⇒ q3 = [1 0 − 1]

1 0 1 1 0 0 
Q = − 1 1 0  and Aˆ 3 = 0 1 0 = Q −1 A3 Q
 0 0 − 1 0 0 2

the characteristic polynomial of A4 is ∆ 4 (λ ) = det(λI − A4 ) = λ3 clearly A4 has lnly one

distinct eigenvalue 0 with multiplicity 3 , Nullity( A4 -0I)=3-2=1 , thus A4 has only one

independent eigenvector associated with 0 , we can compute the generalized , eigenvectors

′
A1 v1 = 0 ⇒ v1 = [1 0 0]
′
of A4 from equations below A1 v 2 = v1 ⇒ v 2 = [0 4 − 5] , then the representation of A4
′
A1 v3 = v 2 ⇒ v3 = [0 − 3 4]

with respect to the basis v1{ v2 }

v3 is

0 1 0  1 0 0
ˆA = 0 0 1 = Q −1 A Q where Q = 0 4 − 3
4   4  
0 0 0 0 − 5 4 
 − α 1 −α2 −α3 −α4 
 1 0 0 0 
3.14 consider the companion-form matrix A =  show that its
 0 1 0 0 
 
 0 0 1 0 

characterisic polynomial is given by ∆ (λ ) = λ + α 1λ + α 2 λ + α 3 λ + α 4

4 3 3

show also that if λi is an eigenvalue of A or a solution of ∆ (λ ) = 0 then

[λ 3
i λ3i λi 1′] is an eigenvector of A associated with λi

证明友矩阵 A 的特征多项式 ∆ (λ ) = λ + α 1λ + α 2 λ + α 3 λ + α 4 并且,如果 λi 是 λi 的一

4 3 3

个特征值, ∆ (λ ) = 0 的一个解, 那么向量 λi [ 3

λ3i λi 1′] 是 A 关于 λi 的一个特征向量
proof:

λ + α 1 α 2 α 3 α 4 
 −1 λ 0 0 
∆(λ ) = det(λI − A2 ) = det 
 0 −1 λ 0
 
 0 0 −1 λ 
λ 0 0 α 2 α 3 α 4 
= (λ + α 1 ) det − 1 λ 0  + det − 1 λ
  0 
 0 − 1 λ   0 − 1 λ 
 λ 0 α α 4 
= λ4 + α 1λ3 + α 2 det   + det  3 
− 1 λ  − 1 λ 
= λ 4 + α 1 λ3 + α 2 λ 2 + α 3 λ + α 4

if λi is an eigenvalue of A , that is to say , ∆ (λi ) = 0 then we have

− α 1 −α2 −α3 − α 4  λ3i  − α 1λ3i − α 2 λ2i − α 3 λi − α 4  λ4i  λ3i 

 1      3  2
0 0 0  λ2i   λ2i  λi  λ
 =  = 2 = λI  i 
 0 1 0 0   λi   λi  λ i   λi 
        
 0 0 1 0   1   1   λi   1 

that is to say λi[ 3

λ3i λi 1′] is an eigenvetor oa A associated with λi
 λ13 λ32 λ33 λ34 
 2 
λ λ22 λ23 λ24 
3.15 show that the vandermonde determinant  1 equals
 λ1 λ2 λ3 λ 4 
 
 1 1 1 1 

Π 1≤i < j ≤ 4 (λ j − λi ) , thus we conclude that the matrix is nonsingular or equivalently , the

eigenvectors are linearly independent if all eigenvalues are distinct ,证明 vandermonde 行列式

 λ13 λ32 λ33 λ34 

 2 
λ1 λ22 λ 23 λ24 
 λ1 λ2 λ3 λ 4  为 Π 1≤i< j ≤4 (λ j − λi ) , 因此如果所有的特征值都互不
 
1
 1 1 1 

相同则该矩阵非奇异, 或者等价地说, 所有特征向量线性无关,
proof:

λ13 λ32 λ33 λ34  0 λ22 (λ 2 − λ1 ) λ23 (λ3 − λ1 ) λ24 (λ 4 − λ1 )

 2   
λ λ22 λ23 λ24  0 λ 2 (λ 2 − λ1 ) λ3 (λ3 − λ1 ) λ 4 (λ 4 − λ1 )
det  1 = det 
 λ1 λ2 λ3 λ4  0 λ 2 − λ1 λ3 − λ1 λ 4 − λ1 
   
 1 1 1 1  1 1 1 1 
λ22 (λ 2 − λ1 ) λ23 (λ3 − λ1 ) λ24 (λ 4 − λ1 )
 
= det λ 2 (λ 2 − λ1 ) λ3 (λ3 − λ1 ) λ 4 (λ 4 − λ1 )
 λ 2 − λ1
 λ3 − λ1 λ 4 − λ1 
 0 λ3 (λ3 − λ1 )(λ3 − λ 2 ) λ 4 (λ 4 − λ1 )(λ 4 − λ 2 )

= − det  0 (λ3 − λ1 )(λ3 − λ 2 ) (λ 4 − λ1 )(λ 4 − λ 2 ) 
λ 2 − λ1 λ3 − λ1 λ 4 − λ1 
λ (λ − λ1 )(λ3 − λ 2 ) λ 4 (λ 4 − λ1 )(λ 4 − λ 2 )
= − det  3 3 ⋅ (λ 2 − λ1 )
 (λ3 − λ1 )(λ3 − λ 2 ) (λ 4 − λ1 )(λ 4 − λ 2 ) 
= −(λ3 − λ1 )[λ3 (λ3 − λ1 )(λ3 − λ 2 )(λ 4 − λ1 )(λ 4 − λ 2 ) − λ 4 (λ 4 − λ1 )(λ 4 − λ 2 )(λ3 − λ1 )(λ3 − λ 2 )]
= (λ 2 − λ1 )(λ 4 − λ 2 )(λ3 − λ1 )(λ3 − λ 2 )(λ 4 − λ1 )(λ 4 − λ 2 )
= Π 1≤i < j ≤ 4

let a, b, c and d be the eigenvalues of a matrix A , and they are distinct Assuming the matrix is
singular , that is abcd=0 , let a=0 , then we have
0 b 3 c3 d3
 2
b 3 c3 d3 b 2 c2 d2
0 b2 c2 d     
det  = det b 2 c2 d 2  = −bcd ⋅ det  b c d  = −bcd (d − c)(d − b)(c − b)
0 b c d 
  b
 c d  1
 1 1 
1 1 1 1 
and from vandermonde determinant
 a 3 b3 c3 d3 0 b 3 c3 d3
 2   
a b2 c2 d2 0 b2 c2 d2
det  = det  = (d − c)(d − b)(c − a )(b − a ) = bcd (d − c)(d − b)
a b c d 0 b c d
   
 1 1 1 1  1 1 1 1 

0 b 3 c3 d3 0 b 3 c3 d3
 2   
so we can see det 0 b c2 d2 0 b2 c2 d2 ,
= − det 
0 b c d 0 b c d
   
1 1 1 1  1 1 1 1 

that is to say bcd ( d − c)(d − b) = 0 ⇒ a, b, c, and d are not distinet

this implies the assumption is not true , that is , the matrix is nonsingular let q be the
i

eigenvectors of A , Aq = a q Aq 2 = a q 2 Aq 3 = a q 3 Aq 4 = a q 4
1 1

a 1 q 1 + a 2 q 2 + a 3 q 3 + a 4 q 4 = 0
 1 a a2 a3 
 
aa 1 q 1 + ba 2 q 2 + ca 3 q 3 + da 4 q 4 = 0
 2
a a q + b 2
a q + c 2
a q + d 2
a q = 0
(
⇒ a1 q1 a 2 q 2 a 3 q 3 a 4 q 4 )
1
1
b
c
b2
d2
b3 
d3
 = 0 4×4
 1 1 2 2 3 3 4 4 
 3 1 d d2 d 3 
a a 1 q 1 + b a 2 q 2 + c a 3 q 3 + d a 4 q 4 = 0 
3 3 3

a i q i = 0 n×1
so a = 0 ⇒ q i linenrly independent
and q i ≠ 0 n×1 i

3.16 show that the companion-form matrix in problem 3.14 is nonsingular if and only if

α 4 ≠ 0 , under this assumption , show that its inverse equals

 0 1 0 0 
 0 0 1 0 
−1  
A =  证明题 3.14 中的友矩阵非奇异当且仅当
0 0 0 1
− 1 − α1 −α2 −α3 
 α 4 α4 α4 α 4 

 0 1 0 0 
 0 0 1 0 

α 4 ≠ 0 , 且矩阵的逆为 A =  0
−1
0 0 1 
− 1 − α1 −α2 −α3 
 α 4 α4 α4 α 4 
proof: as we know , the chacteristic polynomial is

∆(λ ) = det(λI − A) = λ4 + α 1λ3 + α 2 λ2 + α 3 λ + α 4 so let λ = 0 , we have

det( A) = (−1) 4 det( A) = det( A) = α 4
A is nonsingular if and only if

α4 ≠ 0

 0 1 0 0  − α 1 − α 2 − α 3 − α 4  1 0 0 0
 0  
 0 1 0   1 0 0 0  0 1 0 0
 0 0 0 1 ⋅ 0 ⋅ = I4
1 0 0  0 0 1 0
− 1 − α1 −α2 −α3     
 α 4 α4 α4 α 4   0 0 1 0  0 0 0 1

− α 1 −α2 −α3 −α4   0 1 0 0  1 0 0 0

 1 0 0

0   0 0 1 0  0 1 0 0
  = I4
 0 1 0
⋅
0   0 0 0 1  ⋅ 0 0 1 0
  − 1 − α1 −α2 −α3   
 0 0 1 0   α4
 α4 α4 α 4  0 0 0 1

 0 1 0 0 
 0
 0 1 0 
∴ A −1 = 0 0 0 1 
− 1 − α1 −α2 −α3 
 α 4 α4 α4 α 4 

λ λT λtT 2 / 2
 
3.17 consider A =  0 λ λtT  with λ ≠ 0 and T>0 show that [0 0 1]′ is an
0 0
 λ 

λ 2 T 2 λT 2 / 2 0
 
generalized eigenvector of grade 3 and the three columns of Q =  0 λtT 0
 0
 0 0

λ 1 0 

constitute a chain of generalized eigenvectors of length 3 , venty Q AQ = 0 λt 1
−1 
 
 0 0 λ 

′
矩阵 A 中 λ ≠ 0 ,T>0 , 证明 [0 0 1] 是 3 级广义特征向量, 并且矩阵 Q 的 3 列组成长度

λ 1 0 

是 3 的广义特征向量链,验证 Q AQ = 0 λt 1
 −1
 
 0 0 λ 
Proof : clearly A has only one distinct eigenvalue λ with multiplicity 3
 0  0 0 λ 2 T 2  0  λ 2 T 2 
   
( A − λI ) = 0 = 0
2
0 0  0  =  0  ≠ 0
   
1 0 0 0  1  0 

0  0 0 λ2T 2  0 λT λT 2 / 2 0 0 0 0 0

  
( A − λI ) = 0 = 0
3

0 0  0 0 λT  0 = 0 0 0 0 = 0
1 0 0 0  0 0 0  1 0 0 0 1

′
these two equation imply that [0 0 1] is a generalized eigenvctor of grade 3 ,

0 0 λT λT / 2 0 λ T 
2 2 2

   
( A − λI ) = 0 = 0 0 λT  0 =  λT 
1 0 0 0  1  0 
and
λ2T 2  0 λT λT 2 / 2 λ2T 2  λ2T 2 
      
( A − λI ) =  λT  = 0 0 λT   λT  =  0 
 0  0 0
   0   0   0 
that is the three columns of Q consititute a chain of generalized eigenvectors of length 3

λ λT λT 2 / 2 λ2T 2 λT 2 / 2 0 λ3T 2 3λ2T 2 / 2 λT 2 / 2

    
AQ =  0 λ λT   0 λT 0 =  0 λT λT 
0 0
 λ   0 0 1  0 0 λ 
λ 1 0  λ T λT 2 / 2 0 λ 1 0  λ3T 2 3λ2T 2 / 2 λT 2 / 2
2 2

   
Q  0 λ 1  =  0 λT 0  0 λ 1  =  0 λ2T λT 
 0 0 λ   0 0 1  0 0 λ   0 0 λ 
λ 1 0 
Q AQ =  0 λ 1 
−1

 0 0 λ 

3.18 Find the characteristic polynomials and the minimal polynomials of the following matrices
求下列矩阵的特征多项式和最小多项式,
λ1 1 0 0 λ1 1 0 0 λ1 1 0 0 λ1 0 0 0
0
 λ1 1 0  0
 λ1 1 0  0
 λ1 0 0  0
 λ1 0 0 
(a) (b) (c ) (d )
0 0 λ1 0 0 0 λ1 0 0 0 λ1 0 0 0 λ1 0
       
0 0 0 λ1  0 0 0 λ1  0 0 0 λ1  0 0 0 λ1 
 (a )∆ 1 (λ ) = (λ − λ1 ) 3 (λ − λ 2 ) Ψ1 (λ ) = (λ − λ1 ) 3 (λ − λ 2 )
(b)∆ 2 (λ ) = (λ − λ1 ) 4 Ψ2 (λ ) = (λ − λ1 ) 3
(c)∆ 3 (λ ) = (λ − λ1 ) 4 Ψ3 (λ ) = (λ − λ1 ) 2
(d )∆ 4 (λ ) = (λ − λ1 ) 4 Ψ4 (λ ) = (λ − λ1 )

3.19 show that if λ is an eigenvalue of A with eigenvector x then f (λ ) is an eigenvalue

of f ( A) with the same eigenvector x

证明如果 λ 是 A 的关于 λ 的特征向量,那么 f (λ ) 是 f ( A) 的特征值, x 是 f ( A) 关于

f (λ ) 的特征向量,

proof let A be an n × n matrix , use theorem 3.5 for any function f (x) we can define

h( x) = β 0 + β 1 x +  + β n −1 x n −1 which equals f (x) on the spectrum of A

if λ is an eigenvalue of A , then we have f (λ ) = h(λ ) and

f (λ )  A xλ x ⇒ A 2 x = λA x = λ2 x, A 3 x = λ3 x , 3 A k x = λ k x
∴ f ( A) x = h( A) x = ( β 0 I + β 1 A + 3 + β n −1 A n −1 ) x
f ( A) = h( A)
= β 0 x + β 1λx + 3 + β n −1λn −1 x
= h (λ ) x = f (λ ) x

which implies that f (λ ) is an eigenvalue of f ( A) with the same eigenvector x

3.20 show that an n × n matrix has the property A k = 0 for k ≥ m if and only if A has

eigenvalues 0 with multiplicity n and index m of less , such a matrix is called a nilpotent matrix

证明 n × n 的矩阵在 A k = 0 当且仅当 A 的 n 重 0 特征值指数不大于 m ,这样的矩阵被称为

归零矩阵,
proof : if A has eigenvalues 0 with multiplicity n and index M or less then the Jordan-form
 J1  0 1  l

ˆ
representation of A is A =
 J2   where J =  0  1 ∑ ni = n
  i   i =1

 J 3   0 n ×n ma
i
× ni ≤ m
i i

k
from the nilpotent property , we have J i = 0 for k ≥ ni so if
 J k1 
 
k ≥ m ≥ ma× ni , J ik = 0 all i = 1,2,  , l and Aˆ =  J k2 =0
i
 k 
 J 3

then A k = 0 ( f ( A) = 0 if and only if f ( Aˆ ) = 0)

If A k = 0 for k ≥ m, then Aˆ k = 0 for k ≥ m, where

 J1  l i 1  l

ˆA =  J2    li  1  ∑n =n
 , Ji = 
i
 i =1
 J 3   li  n ×n
i i

So we have
 k k −1 k! 
l i kli  li k − ni +1 
(k − ni + 1)(ni − 1)!
 k 
k
J i = li    = 0 i = 1,2,  l
 li k 
 
 
∴ li = 0, and ni ≤ m for i = 1,2,  l
which implies that A has only one distinct eigenvalue o with multiplicity n and index m or less ,

1 1 0
 
3.21 given A = 0 0 1 , find A10 , A103 and e At 求 A 的函数 A10 , A103 and e At ,
 
0 0 1

the characteristic polynomial of A is ∆ 2 (λ ) = det(λI − A) = λ (λ − 1) 2

let h(λ ) = β 0 + β 1λ + β 2 λ
2
on the spectrum of A , we have

f (0) = h(0) 010 = β 0

f (1) = h(1) 110 = β 0 + β 1 + β 2
f ′(1) = h ′(1) 10 ⋅ 110 = β 1 + 2 β 2

the we have β 0 = 0, β 2 = −8 β 2 = 9

A10 = −8 A + 9 A 2
1 1 0 1 0 1 1 1 9
= −80 0 1 + 9 0 0 1 = 0 0 1
0 0 1 0 0 1 0 0 1
the compute
 A103 0103 = β 0 β0 = 0
1 = β 0 + β 1 + β 2 ⇒ β 1 = −101
103

103 ⋅ 1103 = β 1 + 2 β 2 β 2 = 102

A103 = −101A + 102 A 2
1 1 0 1 1 0 1 1 102
= −1010 0 1 + 102 0 0 1 = 0 0 1 
 
0 0 1 0 0 1 0 0 1 

e0 = β 0 β0 = 1
to compute e :
At
e = β 0 + β 1 + β 2 ⇒ β 1 = 2e t − te t − 2
t

te t = β 1 + 2 β 2 β 2 = te t − e t + 1
Ae At = β 0 I + β 1 A + β 2 A 2
1 0 0 1 1 0 1 1 1
= 0 1 0 + (2e − e − 2) 0 0 1 + (2e − e + 1) 0 0 1
  t t   t t

0 0 1 0 0 1 0 0 1

e t e t − 1 te t − e t + 1
 
= 0 1 et − 1 
0 0 et 
 

At
3.22 use two different methods to compute e for A 1 and A 4 in problem 3.13

用两种方法计算题 3.13 中A 1 和A 4 的函数 e

At ,
e A2t
method 1 : the Jordan-form representation of A 1 with respect to the basis

{[1 0 0]
′
[4 1 0]
′
[5 ′
}
0 1] is Aˆ1 = diag {1, 2, 3}

1 4 5
Ca ∴ e A1t
= Qe Q , where Q = 0 1 0
Aˆ1t −1

0 0 1
−1
1 4 5 e
t
0 0  1 4 5
 
Cb = 0 1 0  0 e 2t 0  0 1 0
0 0 1  0 0 e 3t  0 0 1
Cc
e t 4e 2 t 5e 3t  1 4 5 e t 4(e 3t − e t ) 5(e 3t − e t )
   
Cd = 0 e 2t 0  0 1 0 =  0 e 2t 0 
0 0 e 3t  0 0 1  0 0 e 3t 
 
 0 1 0  1 0 0
ˆA = 0 0 1 = Qe A4t Q where Q = 0 4 − 3
4    
0 0 0 0 − 5 4 
∴ e A4t = Qe A4t Q −1
1 0 0 1 t t / 2
2

 
= 0 4 3 0 1 t 
0 − 5 4 0 0 1 
1 4t + 5t 2 / 2 3t + 2t 2 
 
= 0 20t + 1 16t 
0
 − 25t − 20t + 1

method 2: the characteristic polynomial of A1 is ∆ (λ ) = (λ − 1)(λ − 2)(λ − 3). let

h(λ ) = β 0 + β 1λ + β 2 λ2 on the spectrum of A1 , we have

f (1) = h(1) e t = β 0 + β 1 + β β 0 = 3e t − 3e 3t + e 3t
5 3
f (2) = h(2) e 2t = β 0 + 2 β 1 + 3β 2 ⇒ β 2 = − e t + 4e 2t + − e 3t
2 2
f ′(3) = h(3) e 3t = β 0 + 3β 1 + 9 β 2 2 1 t
β 3 = ( e − 2e 2 t + e 3 t )
2
e A1t = β 0 I + β 1 A2 + β 2 A12
3e t − 3e 2t + e 3t 0 0  1 4 10
  5 t 3 3t  
= 0 3e − 3e 2t + e 3t
t
0 2t
 + (− 2 e + 4e − 2 e ) 0 2 0 

 0 0 3e t − 3e 2t + e 3t  0 0 3 
1 12 40
1 t
+ (e − 2e 2t + e 3t ) 0 4 0 
2
0 0 9 
e t 4(e 2t − e t ) 5(e 3t − e t )
 
= 0 e 2t 0 
0 0 e 3t 
 

the characteristic polynomial of A4 is ∆ (λ ) = λ , let h(λ ) = β 0 + β 1λ + β 2 λ

3 2
on the

spectrum of A4 ,we have

f (0) = h(0) : 1 = β 0
f ′(0) = h ′(0) : t = β 1
f ′′(0) = h ′′(0) : t 2 = 2 β 2
 e A4t = β 0 I + β 1 A4 + β 1 A42
0 4 3t + 2t 2  0 5 4 
  2 
thus = I + t 0 20 16  + t / 2 0 0 0
0 − 25
 − 20  0 0 0
1 4t + 5t 2 / 2 3t + 2t 2 
 
= 0 20t + 1 16t 
0
 − 25t − 20t + 1
3.23 Show that functions of the same matrix ; that is f ( A) g ( A) = g ( A) f ( A) consequently

At
we have Ae = e At A 证明同一矩阵的函数具有可交换性，即 f ( A) g ( A) = g ( A) f ( A) 因

At
此有 Ae = e At A 成立

g ( A) = β 0 I + β1 A +  + β n −1 An −1
proof: let ( n is the order of A)
f ( A) = α 0 I + α1 A +  + α n −1 An −1

n −1 n
f ( A) g ( A) = α 0 β 0 I + (α 0 β1 + α1β 0 ) A +  + ∑α i β n −1− i A n −1
+ ∑α i β n − i An +  + α n −1β n −1 A2 n − 2
i =0 i =1
n −1 k 2n − 2 k
= ∑ ( ∑ α i β k − i ) Ak + ∑ ( ∑α β i k −i ) Ak
k =0 i =0 k = n i = k − n +1

n −1 k 2n −2 k
f ( A) g ( A) = ∑ (∑α i β k − i ) Ak + ∑( ∑α β i k −i ) Ak = f ( A) g ( A)
k =0 i =0 k = n i = k − n +1

let f ( A) = A, g ( A) = e At then we have Ae At = e At A

λ1 0 0

3.24 let C = 0 λ2
 0  , find a B such that e B = C show that of λi = 0 for some
 0 0 λ3 
I ,then B does not exist

λ1 0 0

let C = 0 λ2
 0  , find a B such that e B = C Is it true that ,for any nonsingular c ,there
 0 0 λ3 

B
exists a matrix B such that e = C ?

λ1 0 0

令 C = 0 λ2
 0  证明若 λ1 ⋅ λ1 ⋅ λ1 = 0 ,则不存在 B 使 e B = C
 0 0 λ3 

λ1 0 0

若 C = 0 λ2
 0  ,是否对任意非奇异 C 都存在 B 使, e B = C ?
 0 0 λ3 

Let f (λ ) = λn e λ = λ so f ( B ) = ln e B = B
 ln l1 0 0 

B = ln C =  0 ln l2 0  where λ1 > 0, i = 1,2,3 , if λ = 0 for some i ,
 0 0 ln l3 

ln l1 does not exist

λ 1 0  λn λ λn′ λ 0  λn λ 1 0 

    λ
 = 0 λn λ 
for C = 0 λ 0 we have B = λn C = 0 λn λ 0  0  ,
   
 0 0 λ   0 0 λn λ   0 0 λn λ 
 
where λ > 0, if λ ≤ 0 then λn λ does mot exist , so B does mot exist , we can conclude

that , it is mot true that , for any nonsingular C THERE EXISTS a B such that ek = c

1
3.25 let ( sI − A) = Adj ( sI − A) and let m(s) be the monic greatest common divisor of
∆( s)

all entries of Adj(Si-A) , Verify for the matrix A2 in problem 3.13 that the minimal polynomial

of A equals ∆ ( s ) m( s )

1
令, ( sI − A) = Adj ( sI − A) , 并且令 m(s)是 Adj(Si-A)的所有元素的第一最大公因子,
∆( s)

利用题 3.13 中 A2 验证 A 的最小多项式为 ∆ ( s ) m( s )

verification :

1 0 − 1 1 0 0

A3 = 0 1 0   A3 = 0 1 0
ˆ
0 0 2  0 0 2
∆( s ) = ( s − 1) 2 ( s − 2) j ( s ) = ( s − 1) \ ( s − 2)
S − 1 0 1  ( s − 1)( s − 2) 0 − ( s − 1)

sI − A =  0 S −1 0 , 
Adj ( sI − A) =  0 ( s − 1)( s − 2) 0 
 0 0 s − 2  0 0 ( s − 1) 2 
so m( s ) = s − 1

we can easily obtain that ϕ ( s ) = ∆ ( s ) m( s )

3.26 Define ( sI − A) −1 =
1
∆( s )
[R0 s n −1 + R1 s n − 2 +  + Rn − 2 s + Rn −1 ] where

∆( s ) = det( sI − A) := s 2 + a 1 s n −1 + a 2 s n − 2 +  + a n and Ri are constant matrices theis

definition is valid because the degree in s of the adjoint of (sI-A) is at most n-1 , verify
tr ( AR0 )
α1 = − R0 = I
1
tr ( AR1 )
α2 = − R1 = AR0 + α 1 I = A + α 1 I
2
tr ( AR1 )
α3 = − R2 = AR1 + α 2 I = A 2 + α 1 A + α 2 I
2

tr ( AR1 )
α n −1 = − Rn −1 = ARn − 2 + α n −1 I = A n −1 + α 1 A n − 2 + 3 + α n − 2 A + α n −1 I
n −1
tr ( AR1 )
αn = − 0 = ARn −1 + α n I
n
where tr stands for the trase of a matrix and is defined as the sum of all its diagonal entries this

process of computing a i and Ri is called the leverrier algorithm

1
定义 ( SI − A) −1 := [ R0 S n −1 + R1 S n − 2 +  + Rn − 2 S + Rn −1 ] 其中 ∆(s ) 是 A 的特征多项
∆( s)

式 ∆ ( s ) = det( sI − A) := s + a 1 s + a 2 s n−2 +  + a n
n n −1
and Ri 是常数矩阵,这样定义
是有效的, 因为 SI-A 的伴随矩阵中 S 的阶次不超过 N-1 验证
tr ( AR0 )
α1 = − R0 = I
1
tr ( AR1 )
α2 = − R1 = AR0 + α 1 I = A + α 1 I
2
tr ( AR1 )
α3 = − R2 = AR1 + α 2 I = A 2 + α 1 A + α 2 I
2

tr ( AR1 )
α n −1 = − Rn −1 = ARn − 2 + α n −1 I = A n −1 + α 1 A n − 2 + 3 + α n − 2 A + α n −1 I
n −1
tr ( AR1 )
αn = − 0 = ARn −1 + α n I
n

其中矩阵的迹 tr 定义为其对角元素之和, 这种计算 α i 和 Ri 的程式被称为 leverrier 算法.

verification:

( SI − A)[ R0 S n −1 + R1 S n − 2 +  + Rn − 2 S + Rn −1 ]
= R0 S n + ( R1 − AR0 ) S n −1 + ( R2 − AR1 ) S n − 2 +  ( Rn −1 − ARn − 2 ) S + ARn −1
= I ( S n + α 1 S n −1 + α 2 S n − 2 +  + α n −1 S + α n )
= I∆( S )
which implies
 1
( SI − A) −1 := [ R0 S n −1 + R1 S n − 2 +  + Rn − 2 S + Rn −1 ] ’
∆( s)

where ∆ ( s ) = s + α 1 s + α 2 s n−2 +  + α n
n n −1

3.27 use problem 3.26 to prove the cayley-hamilton theorem

利用题 3.26 证明 cayley-hamilton 定理
proof:
R0 = I
R1 − AR0 = α 1 I
R2 − AR1 = α 2 I

Rn −1 − ARn − 2 = α n −1 I
− ARn −1 = α n I

multiplying ith equation by A n −i +1 yields ( i = 1,2  n )

A n R0 = A n
A n −1 R1 − A n R0 = α 1 A n −1
A n − 2 R2 − A n −1 R1 = α 2 A n − 2

ARn −1 − A 2 Rn − 2 = α n −1 A
− ARn −1 = α n I

A n + α 1 A n −1 + α 2 A n − 2 +  + α n −1 A + α n I
then we can see that is
= A n R0 + + A n −1 R1 − A n R0 +  + ARn −1 − A 2 Rn − 2 − ARn −1 = 0

∆( A) = 0

3.28 use problem 3.26 to show

( sI − A) −1

=
1
∆( s)
[
A n −1 + ( s + α 1 ) A n − 2 + ( s 2 + α 1 s + α 2 ) A n −3 + 3 + ( s n −1 + α 1 s n − 2 + 3 + α n −1 ) I ]
利用题 3.26 证明上式,
Proof:
 1
( SI − A) −1 := [ R0 S n −1 + R1 S n − 2 + 3 + Rn − 2 S + Rn −1 ]
∆( s)
1
= [ S n −1 + ( A + α 1 I ) S n − 2 + ( A 2 + α 1 A + α 2 I ) S n −3 + 3
∆( s)
( A n − 2 + α 1 A n −3 + 3 + α n −3 A + α n − 4 ) S + A n −1 + α 1 A n − 2 + 3 + α n − 2 A + α n −1 I ]

=
1
∆( s)
[
A n −1 + ( s + α 1 ) A n − 2 + ( s 2 + α 1 s + α 2 ) A n −3 + 3 + ( s n −1 + α 1 s n − 2 + 3 + α n −1 ) I ]
another : let α 0 = 1

1
( SI − A) −1 := [ R0 S n −1 + R1 S n − 2 + 3 + Rn − 2 S + Rn −1 ]
∆( s )
1 n −1 1 n −1 n −1−i n −1
= ∑
∆( s ) i =i
Ri S n −1−i = ∑S ∑
∆( s ) i =0 i =0
α i −l A L

1 N −1 n −1
= ∑ i
∆( s ) i =0
α S n −1− I
A 0
+ ∑
i =0
α i S n −1− I A + 3 +

S n −1 + ( A + α 1 I ) S n − 2 + ( A 2 + α 1 A + α 2 I ) S n −3 + 3
( A n − 2 + α 1 A n −3 + 3 + α n −3 A + α n − 4 ) S + A n −1 + α 1 A n − 2 + 3 + α n − 2 A + α n −1 I ]

=
1
∆( s)
[
A n −1 + ( s + α 1 ) A n − 2 + ( s 2 + α 1 s + α 2 ) A n −3 + 3 + ( s n −1 + α 1 s n − 2 + 3 + α n −1 ) I ]

3.29 let all eigenvalues of A be distinct and let qi be a right eigenvector of A associated with

λi that is Aqi = λ I qi define Q = q1 [ ]

q 2  q n and define

 p1 
p 
=:   ,
2
P; = Q −1
 
 
 p n 
where pi is the ith row of P , show that pi is a left eigenvector of A associated with λi , that

is pi A = λi pi 如 果 A 的 所 有 特 征 值 互 不 相 同 , qi 是 关 于 λi 的 一 个 右 特 征 向 量 , 即

 p1 
p 
Aqi = λ I qi ,定义 Q = q1 [ ]
q 2  q n 并且 P; = Q −1 =:  
 
2

 
 p n 
其中 pi 是 P 的第 I 行, 证明 pi 是 A 的关于 λi 的一个左特征向量,即 pi A = λi pi
Proof: all eigenvalues of A are distinct , and qi is a right eigenvector of A associated with λi ,

λ1 
and Q = q1 [ q2  qn ] ˆ=
so we know that A
 λ2   = Q −1 AQ = PAP −1

 λ3 

∴ PA = Aˆ P That is

 p1   p1   p1 A   λ1 p1 
p  λ1    p A  λ p 
 p2 
A =    2  =  2 2
 2
: λ2  ⇒ so pi A = λi pi , that is , pi is a
           
   λ n       
 p n   p n   p n A λ n p n 
left eigenvector of A associated with λi

3.30 show that if all eigenvalues of A are distinct , then ( SI − A) −1 can be expressed as

1
( SI − A) −1 = ∑ qi pi where qi and pi are right and left eigenvectors of A associated
s − λi

with λi
−1
证 明 若 A 的 所 有 特 征 值 互 不 相 同 , 则 ( SI − A) 可 以 表 示 为

1
( SI − A) −1 = ∑ qi pi 其中 qi 和 pi 是 A 的关于 λi 的右特征值和左特征值,
s − λi

Proof: if all eigenvalues of A are distinct , let qi be a right eigenvector of A associated with λi ,

 p1 
p 
then Q = q1 [ ]
q 2  q n is nonsingular , and : Q −1 =   where is a left eigenvector of
  
2

 
 p n 
1
∑s−λ qi pi ( SI − A)
i

1 1
A associated with λi , = ∑ ( s qi pi − qi pi A) = ∑ ( s qi pi − qi λi pi )
s − λi s − λi
1
=∑ ( s − λi )(qi pi ) = ∑ qi pi
s − λi

1
That is ( SI − A)
−1
=∑ qi pi
s − λi
3.31 find the M to meet the lyapunov equation in (3.59) with

0 1  3
A=  B = 3 C =   what are the eigenvalues of the lyapunov equation ? is the
 − 2 − 2 3
lyapunov equation singular ? is the solution unique ?
已知 A,B,C,求 M 使之满足(3.59) 的 lyapunov 方程的特征值, 该方程是否奇异>解是否唯一?
 AM + MB = C
 3 1 0 
∴  M =C⇒M = 
− 2 1  3

∆ A (λ ) = det(λI − A) = (λ + 1 − j )(λ + 1 + j ) ∆ B (λ ) = det(λI − B) = λ + 3

The eigenvalues of the Lyapunov equation are

η1 = −1 + j + 3 = 2 + j ) η 2 = −1 − j + 3 = 2 − j
The lyapunov equation is nonsingular M satisfying the equation

0 1  3 3
3.32 repeat problem 3.31 for A =   B = 1 C1 =   C 2 =   with two
 − 1 − 2 3 − 3
different C ,用本题给出的 A, B, C, 重复题 3.31 的问题,
 AM + MB = C
1 1
∴  M = C1 ⇒ No solution
− 1 − 1
1 1  α 
− 1 − 1 M = C 2 ⇒ M = 3 − α  for αny α
   
∆ A (λ ) = (λ + 1) 2 ∆ B (λ ) = λ − 1

the eigenvalues of the lyapunov equation are η1 = η 2 = −1 + 1 = 0 the lyapunov equation is

singular because it has zero eigenvalue if C lies in the range space of the lyapunov equation , then
solution exist and are not unique
,

3.33 check to see if the following matrices are positive definite or senidefinite 确定下列矩阵
2 3 2  0 0 − 1  a1 a1 a1 a 2 a1 a3 

是否正定或者正半定, 3 1 0

  0 0 0  a a
    2 1 a2 a2 a 2 a3 
2 0 2 − 1 0 2   a3 a1 a3 a 2 a3 a3 
 2 3 2
2 3  
1. 7 det   = 2 − 9 = −7 < 0 ∴ 3 1 0 is not positive definite , nor is pesitive
 3 1  2 0 2
semidefinite

λ 0 − 1 

2.  det 0 λ
 0  = λ (λ − 1 + 2 )(λ − 1 − 2 ) it has a negative eigenvalue 1 − 2 ,
 1 0 λ − 2
so the second matrix is not positive definite , neither is positive demidefinte ,,

3 the third matrix ‘s prindipal minors a1 a1 ≥ 0, a 2 a 2 ≥ 0, a3 a3 ≥ 0, `

 a1 a1 a1 a 2 a1 a3 
a a a1 a 2  a a a1 a3  a a a 2 a3 
det  1 1  = 0 det  1 1  = 0 det  2 2  = 0 det a 2 a1 a2 a2 a 2 a3  = 0
a 2 a1 a2 a2  a3 a1 a3 a3   a3 a 2 a3 a3 
 a3 a1 a3 a 2 a3 a3 
that is all the principal minors of the thire matrix are zero or positive , so the matrix is positive
semidefinite ,
3.34 compute the singular values of the following matrices 计算下列矩阵的奇值,

 − 1 0 1   − 1 2
 2 − 1 0  2 4
   
− 1 2 
− 1 0 1    2 − 2
 2 − 1 0  0 − 1 = − 2 5 
  1 0   


∆(λ ) = (λ − 2)(λ − 5) − 4 = λ2 − 7λ + 6 = (λ − 1)(λ − 6)

− 1 2 
− 1 0 1 
the eigenvalues of    0 − 1 are 6 and 1 , thus the singular values of
 2 − 1 0  1 0 


− 1 0 1
 2 − 1 0 are 6 and 1 ,
 

 − 1 2   − 1 2  5 6 
 2 4  2 4 = 6 20
    
25 3 25 3
∆(λ ) = (λ − 5)(λ − 20) − 36 = (λ − + 41)(λ − − 41) the eigenvalues of
2 2 2 2
 − 1 2  − 1 2 25 3 25 3
 2 4  2 4 are 2 + 2 41 and −
2 2
41 , thus the singular values of
  
 − 1 2 25 3 1 25 3 1
 2 4 are ( 2 + 2 41) = 4.70 and ( − 41) 2 = 1.70
2

  2 2

3.35 if A is symmetric , what is the ralatimship between its eigenvalues and singular values ? 对
称矩阵 A 的特征值与奇异值之间有什么关系?

If A is symmetric , then A′A = AA′ = A 2 LET qi be an eigenvector of A associated with

eigenvaue λi that is , Aqi = λi qi , (i = 1,3, 3 n) thus we have

2
A 2 qi = Aλi qi = λi Aqi = λi qi (i = 1,3, 3 n)

Which implies λi 2 is the eigenvalue of A 2 for i = 1,2,  n , (n is the order of A )

So the singular values of A are | λi | for i = 1,2,  n where λi is the eigenvalue of A

  a1  
 a  
  n
3.36 show det  I n +  [b1  bn ] = 1 + ∑ a m bm
2
b2

    m =1
 
 a n  
证明上式成立
 a1 
a 
let A =  
2
B = [b1 b2  bn ] A is n × 1 and B is 1 × n

 
a n 
use (3.64) we can readily obtain

  a1     a1  
 a    a  
   
det I n +  2 [b1 b2  bn ] = det I 1 + [b1 b2  bn ] 2  
 

   


   
 a n    a n  
n
= 1 + ∑ a m bm
m ≤1

3.37 show (3.65) 证明(3.65)

proof: let
  sIm A   sIm 0   sIm −A
N =  Q=  P= 
 0 sIn   B sIn   −B sIn 
then we have

 sI − AB 0   sI m − sA 
NP =  m QP =  
 sB sI n   0 sI n − BA
because

det( NP ) = det N det P = s det P

det(QP) = det Q det P = s det P
we have det(NP)=det(QP)

det( NP ) = det( sI m − AB) det( sI n ) = S n det( sI m − AB)

And
det(QP) = det( sI m ) det( sI n − BA) = S m det( sI n − BA)

3.38 Consider A x = y , where A is m × n and has rank m is ( A′A) A′ y a solution ? if not ,

−1

under what condition will it be a solution? Is A′( AA′)

−1
y a solution ?

阶矩阵 A 秩为 m , ( A′A) A′ y 是不是方程 A x = y 的解? 如果不是, 那么在

−1
m×n

什么条件下, 他才会成为该方程的解? A′( AA′)

−1
y 是不是方程的解?

A is m × n and has rank m so we know that m ≤ n , and A′A is a square matrix of m × m

rankA=m , rank( A′A) ≤ rankA = m ≤ n ,

So if m ≠ n ,then rank( A′A )<n , ( A′A) −1 does mot exist m and ( A′A) A′ y isn’t a
−1

solution if A x = y

If m=n , and rankA=m , so A is nonsingular , then we have rank( A′A )=rank(A)=m , and

A ( A′A) A′ y =A A −1 ( A′) −1 A′ y = y that is ( A′A) −1 A′ y is a solution ,

−1

 RankA=M
∴ Rank( A′A )=m A′A is monsingular and ( A′A) −1 exists , so we have

AA′( AA′) −1 y = y , that is , A′( AA′) −1 y is a solution of A x = y ,

PROBLEMS OF CHAPTER 4
4.1 An oscillation can be generated by 一个振荡器可由下式描述：

 0 1
X =  X
 − 1 0
试证其解为：

 cos t sin t 
Show that its solution is X (t ) =   X (0)
− sin t cos t 
 0 1
 t
At  −1 0 
Proof: X (t ) = e X (0) = e X (0) ,the eigenvalues of A are j,-j;

Let h(λ ) = β 0 + β 1λ .If h(λ ) = e λt ,then on the spectrum of A,then

h( j ) = β 0 + β 1 j = e jt = cos t + j sin t β 0 = cos t

then
h( − j ) = β 0 − β 1 j = e − jt
= cos t − j sin t β 1 = sin t

1 0  0 1  cos t sin t 
so h( A) = β 0 I + β1 A = cos t   + sin t  = 
0 1  − 1 0 − sin t cos t 
 0 1
At
 t
 −1 0 
 cos t sin t 
X (t ) = e X (0) = e X (0) =   X (0)
− sin t cos t 
4.2 Use two different methods to find the unit-step response of 用两种方法求下面系统的单位阶
跃响应：

0 1  1
X =   X +  U
 − 2 − 2 1

Y = [2 3]X
Answer: assuming the initial state is zero state.
method1:we use (3.20) to compute
−1
−1 s − 1  1  s + 2 1
( sI − A) =  =  
 2 s + 2 s + 2s + 2  − 2 s 
2

At cos t + sin t sin t  −t

then e = L−1 (( sI − A) −1 ) =  e and
 − 2 sin t cos t − sin t 

5s 5
Y ( s ) = C ( sI − A) −1 BU ( s ) = 2
= 2
( s + 2 s + 2) s ( s + 2 s + 2)

then y (t ) = 5e − t sin t for t>=0

method2:
 t
y (t ) = C ∫ e A(t −t ) Bu (t )dt
0
t
= C ∫ e A(t −t ) dtB =CA −1 (e At − e 0 ) B
0

− 1 − 0.5 e −t cos t + 2e −t sin t − 1

= C  
1 0   e −t cos t − 3e −t sin t − 1
= 5 sin te −t
for t>=0
4.3 Discretize the state equation in Problem 4.2 for T=1 and T= π .离散化习题 4.3 中的状态方
程，T 分别取 1 和 π
Answer:

X [k + 1] = e AT X [k ] +  ∫ e Aα dα  BU [k ]
T

 0 
Y [k ] = CX [k ] + DU [k ]
For T=1,use matlab:
[ab,bd]=c2d(a,b,1)
ab =0.5083 0.3096
-0.6191 -0.1108
bd =1.0471
-0.1821

 0.5083 0.3096   1.0471 

X [k + 1] =   X [k ] +  U [k ]
− 0.6191 − 0.1108 − 0.1821
Y [k ] = [2 3]X [k ]
for T= π ,use matlab:
[ab,bd]=c2d(a,b,3.1415926)
ab =-0.0432 0.0000
-0.0000 -0.0432
bd =1.5648
-1.0432

− 0.0432 0   1.5648 
X [k + 1] =   X [k ] +  U [k ]
 0 − 0.0432 − 1.0432
Y [k ] = [2 3]X [k ]
4.4 Find the companion-form and modal-form equivalent equations of 求系统的等价友形和模式
规范形。
− 2 0 0 1
 
X = 1 0 1  X + 0U

 0 − 2 − 2 1

Y = [1 − 1 0]X
Answer: use [ab ,bb,cb,db,p]=canon(a,b,c,d,’companion)
We get the companion form
ab = 0 0 -4
1 0 -6
0 1 -4
bb = 1
0
0
cb = 1 -4 8
db =0
p =1.0000 1.0000 0
0.5000 0.5000 -0.5000
0.2500 0 -0.2500

0 0 − 4  1
X = 1 0 − 6 X + 0U
 
0 1 − 4 0

Y = [1 − 4 8]X
use use [ab ,bb,cb,db,p]=canon(a,b,c,d) we get the modal form
ab = -1 1 0
-1 -1 0
0 0 -2
bb = -3.4641
0
1.4142
cb = 0 -0.5774 0.7071
db = 0
p = -1.7321 -1.7321 -1.7321
0 1.7321 0
1.4142 0 0

− 1 1 0 − 3.4641
X = − 1 − 1 0  X +  0 U
 0 0 − 2  1.4142 

Y = [0 − 0.5774 0.7071]X
4.5 Find an equivalent state equation of the equation in Problem 4.4 so that all state variables have
their larest magnitudes roughly equal to the largest magnitude of the output.If all signals are
required to lie inside ± 10 volts and if the input is a step function with magnitude a,what is the
permissible largest a?找出习题 4.4 中方程的等价状态方程使所有状态变量的最大量几乎等于
输出的最大值。如果所有的信号需要在 ± 10 伏以内，输入为大小为 a 的的阶跃函数。求所
允许的最大的 a 值。
Answer: first we use matlab to find its unit-step response .we type
a=[-2 0 0;1 0 1;0 -2 -2]; b=[1 0 1]';c=[1 -1 0]; d=0;
[y,x,t]=step(a,b,c,d)
plot(t,y,'.',t,x(:,1),'*',t,x(:,2),'-.',t,x(:,3),'--')

1.2
1.1 x2
1
0.9
0.8
0.7
0.6
x1
0.5
0.4
0.3
0.2
0.1
0
-0.1 x3
-0.2
-0.3
y
-0.4
-0.5
-0.6
0 1 2 3 4 5 6

so from the fig above.we know max(|y|)=0.55, max(|x1|=0.5;max(|x2|)=1.05,and max(|x3|)=0.52

for unit step input.Define x1 = x1 , x 2 = 0.5 x 2 , x3 = x3 , then

− 2 0 0 1
X = 0.5 0 0.5 X + 0U
  
 0 − 4 − 2 1

Y = [1 − 2 0]X
the largest permissible a is 10/0.55=18.2

λ 0  b 
4.6 Consider X =   X +  1 U Y = [c1 c1 ]X
0 λ  b2 
where the overbar denotes complex conjugate.Verify that the equation can be transformed into

X = A X + B u y = C1 X

 0 1  0 
with A=
λ + λ 
[ ]
B =   C1 = − 2 Re(λ b1c1 ) 2 Re(b1c1 ) ,by using the
− λλ 1

− λ b1 b1 
transformation X = QX with Q =   。试验证以上变换成立。
 − λb1 b1 
 − λ b1 b1 
Answer: let X = QX with Q =   ,we get
 − λb1 b1 

λ 0  b  1  b1 − b1 
QX =   QX +  1 U Y = [c1 c1 ]QX Q −1 =  
0 λ  b2  (λ − λ )b1b1 λb1 − λ b1 
so
λ 0  b 
X = Q −1   QX + Q −1  1 U
0 λ  b2 
1  b1 − b1  λ 0  − λ b1 b1  1  b1 − b1   b1 
=    X +    U
(λ − λ )b1b1 λb1 − λ b1   0 λ   − λb1 b1  (λ − λ )b1b1 λb1 − λ b1  b2 
1  b1λ − b1λ  − λ b1 b1  1  0 
=   X + (λ − λ )b b U
(λ − λ )b1b1 λ2 b1 − λ 2 b1   − λb1 b1  (λ − λ )b1b1  1 1

 0 1  0 
=  X +  U = A X + B U
− λλ λ + λ  1
− λ b1 b1 
Y = [c1 c1 ]QX = [c1 c1 ] [
 X = − λ b1c1 − λb1c1 ]
c1b1 + c1b1 X = C1 X
 − λb1 b1 
4.7 Verify that the Jordan-form equation

λ 1   b1 
 λ 1  b 
   2
 λ 0   b3 
X =   X +  U
 λ 1  b 1 
 λ 1  b2 
   
 λ   b3 
y = [c1 c2 c3 c1 c2 c3 ]X
can be transformed into
A I2 0 B 

X =  0 A
  
I 2  X +  B u [
y = C1 C2 ]
C3 X
0 0 A  B 
  

where A , B , and C i are defined in Problem 4.6 and I 2 is the unit matrix of order 2.

试验证变换成立，其中 A , B , and C i 是习题 4.6 中定义的形式。 I 2 为二阶单位阵。

PROOF: Change the order of the state variables from [x1 x2 x3 x4 x5 x6]’ to [x1 x4 x2 x5 x3 x6]’
And then we get
  x1  λ 1   x1   b1 
 x   λ 1   x  b 
 4   4   1   A I2 0  B1 
 x   λ 1   x 2  b2     
X =  2  =    +   = 0 A I 2  X +  B2  u
 x 5   λ 1   x5  b2  
0 0 A   B3 
 x 3   λ   x3  b3    
      
 x 6   λ   x6  b3 
y = [c1 c1 c2 c2 c3 [
c3 ]X = C1 C2 ]
C3 X
4.8 Are the two sets of state equations

2 1 2 1
X = 0 2 2 X + 1U
   y = [1 − 1 0]X
0 0 1  0
and

2 1 1  1
X = 0 2 1  X + 1U
  y = [1 − 1 0]X
0 0 − 1 0
equivalent?Are they zero-state equivalent?上面两组状态方程等价吗？它们的零状态等价吗？
Answer:
−1
 s − 2 − 1 − 2  1
Gˆ 1 ( s ) = C ( sI − A) B = [1 − 1 0] 0
−1
s − 2 − 2  1
 0 0 s − 1 0
( s − 2)( s − 1) ( s − 1) 2( s − 1)  1
=
[1 − 1 0] 
0 ( s − 2)( s − 1) 2( s − 2) 1
2
( s − 2) ( s − 1) 
 0 0 ( s − 2) 2  0
1
=
( s − 2) 2
−1
s − 2 − 1 − 1  1
Gˆ 2 ( s ) = C ( sI − A) B = [1 − 1 0] 0
−1  s − 2 − 1  1
 0 0 s + 1 0
( s − 2)( s + 1) ( s + 1) ( s − 1)  1
=
[1 − 1 0] 
0 ( s − 2)( s + 1) ( s − 2)  1
2
( s − 2) ( s + 1) 
 0 0 ( s − 2) 2  0
1
=
( s − 2) 2

obviously, Gˆ 1 ( s ) = Gˆ 2 ( s ) ,so they are zero-state equivalent but not equivalent.

4.9 Verify that the transfer matrix in (4.33)has the following realization:
  − α1 I q Iq 0  0  N1 
 −α I 0 Iq  0  N 
 2 q
 2 
X = 
      X +   U
   
− α r −1 I q 0 0  Iq   N r −1 
 −αr Iq
 0 0  0   N r 

Y = Iq [ 0 0  0X ]
This is called the observable canonical form realization and has dimension rq.It is dual to (4.34).
验证式(4.33)具有如上的实现。这叫做能观标准型实现，维数为 rq。它与式(4.34)对偶。
Answer:
define
C ( sI − A) −1 = [ Z 1 Z2  Zr ]
then
C = [ Z1 Z 2  Z r ]( sI − A)
we get
Z i −1
sZ i = AZ i , i = 2  r ⇒ Z i = , i = 2 r
s
r r
Zα
sZ 1 = I q − ∑ Z iα i =I q − ∑ 1i −1i then
i =1 i =1 s

s r −1 s r −2 1
Z1 = Iq , Z2 = I q ,, Z r = Iq
d ( s) d ( s) d ( s)
then
1
C ( sI − A) −1 B = ( s r −1 N 1 +  + N r )
d (s)
this satisfies (4.33).
4.10 Consider the 1× 2 proper rational matrix 考虑如下有理正则矩阵
1
Gˆ ( s ) = [d1 d2 ]+
s + α1s + α 2 s 2 + α 3 s + α 4
4 3

[
× β 11 s 3 + β 21 s 2 + β 31 s + β 41 β 12 s 3 + β 22 s 2 + β 32 s + β 42 ]
Show that its observable canonical form realization can be reduced from Problem 4.9 as
试证习题 4.9 种系统的能观标准形实现能降低维数如下表示：
 − α1 1 0 0  β 11 β 12 
− α 0 1 
0 β β 22 
X =  2 X +  21
− α 3 0 0 1  β 31 β 32 
   
− α 4 0 0 0  β 41 β 42 

y = [1 0 0 0]X + [d1 d 2 ]U
Answer: In this case,r=4,q=1,so

I q = 1, N 1 = [ β 11 β 12 ], N 2 = [ β 21 β 22 ], N 3 = [ β 31 β 32 ], N 4 = [ β 41 β 42 ]
its observable canonical form realization can be reduced from 4.9 to 4.10
4.11 Find a realization for the proper rational matrix 求下面正则有理传递函数矩阵的一种实现。
 2 2s − 3   2 2s − 3 

Gˆ ( s ) =  s + 1 ( s + 1)( s + 2)  =  s + 1 ( s + 1)( s + 2)  + 0 0
    
s − 2 s   −3 −2  1 1
 s + 1 s+2   s + 1 s+2 
1  2 2   4 − 3   0 0 
= s  +  +  
s + 3s + 2  − 3 − 2 − 6 − 2  1 1
2

so the realization is
− 3 0 −2 0  1 0
 0 −3 0 − 2 0 1 
X =
 X + U 4.12 Find a
1 0 0 0  0 0  realization for
   
 0 1 0 0  0 0  each column of

 2 2 4 − 3 0 0  Gˆ ( s ) in Problem
Y = X + 1 1U
− 3 −2 −6 − 2   4.11,and then

connect them.as shown in fig4.4(a).to obtain a realization of Gˆ ( s ) .What is the dimension of this

realization ?Compare this dimension with the one in Problem 4.11.求习题 4.11 中 Gˆ ( s ) 每一列的

实现，在如图 4.4(a)所示把它们连结得到 Gˆ ( s ) 的一种实现。比较其与习题 4.11 的维数。

Answer:

1  2  1  2  0 
Gˆ 1 ( s ) =   =  + 
s + 1  s − 2 s + 1 − 3 1
X = − X + U
1 1 1

2 0 
YC1 =   X 1 +  U 1
− 3 1
1  2 s − 3  0  1   2   − 3   0 
Gˆ 2 ( s ) =   + = s + +
( s + 1)( s + 2) − 2s − 2 1 ( s + 1)( s + 2)  − 2 − 2  1
 − 3 − 2 1
X 2 =   X 2 +  U 2
1 0 0 
 2 − 3 0 
YC 2 =   X 2 +  U 2
 − 2 − 2 1
These two realizations can be combined as
 − 1 0 0 1 0
 
X =  0 − 3 − 2 X + 0 1U


 0 1 0  0 0
2 2 − 3 0 0 
Y =  X + U
 − 3 − 2 − 2 1 1
the dimension of the realization of 4.12 is 3,and of 4.11 is 4.

4.13 Find a realization for each row of Gˆ ( s ) in Problem 4.11 and then connect them,as shown in

Fig.4.4(b),to obtain a realization of Gˆ ( s ) .What is the dimension of this realization of this

realization?Compare this dimension with the ones in Problems 4.11 and 4.12. 求习题 4.11 中

Gˆ ( s ) 每一行的实现，在如图 4.4(b)所示把它们连结得到 Gˆ ( s ) 的一种实现。比较其与习题

4.11、4.12 的维数。
Answer:
1
Gˆ 1 ( s ) = [2s + 4 2s − 3] = 2 1 [s[2 2] + [4 − 3]]
( s + 1)( s + 2) s + 3s + 2
 − 3 1 2 2 
X 1 =   X1 +  U 1
 − 2 0 4 − 3
YC1 = [1 0]X 1 + [0 0]U 1
1 1
Gˆ 2 ( s ) = [− 3( s + 2) − 2( s + 1)] + [1 1] = [s[− 3 − 2] + [− 6 − 2]] + [1 1]
( s + 1)( s + 2) ( s + 1)( s + 2)
 − 3 1  − 3 − 2
X 2 =   X2 +  U 2
 − 2 0  − 6 − 2
YC 2 = [1 0]X 2 + [1 1]U 2

These two realizations can be combined as

− 3 1 0
0 2 2
− 2 0 0
0  4 − 3
X =
 X+  U
0 1
0 −3  − 3 − 2
   
0 0 −2
0 − 6 − 2
1 0 0 0 0 0 
Y =  X + U
0 0 1 0  1 1
the dimension of this realization is 4,equal to that of Problem 4.11.so the smallest dimension is
of Problem 4.12.

 − (12 s + 6) 22 s + 23 
4.14 Find a realization for Gˆ ( s ) = 
 3s + 34 3s + 34 
  − (12 s + 6) 22 s + 23 
求 Gˆ ( s ) =  的一种实现
 3s + 34 3s + 34 
Answer:

 − (12 s + 6) 22 s + 23  1
Gˆ ( s) =  = [− 4 22 / 3] + [130 / 3 − 679 / 9]
 3s + 34 3s + 34  s + 34 / 3
34
X = − X + [130 / 3 − 679 / 9]U
3
Y = X + [− 4 22 / 3]U
4.16 Find fundamental matrices and state transition matrices for 求下列状态方程的基本矩阵
和状态转移矩阵：

0 1 − 1 e 2t 
X =  X and X =  X
0 t   0 − 1
Answer:
t
x1 = x 2 ⇒ x1 (t ) = ∫ x 2 (t )dt + x1 (0)
for the first case: 0
2
x 2 = tx 2 ⇒ d ln x 2 (t ) = tdt ⇒ x 2 (t ) = x 2 (0)e 0.5t

 t e 0.5t 2 dt 
X (0) =   ⇒ X (t ) =  ∫0
1 1 0 
we have X (0) =   ⇒ X (t ) =   and 
0  0  1  e 0.5t 
2

The two initial states are linearly independent.thus

1 t

∫e
0.5t 2 dt
X (t ) =  0  and
0 
2
e 0.5t
−1
1 t
 1 t0
 1 e −0.5t0 2 dt t e 0.5t 2 dt 
∫ ∫ ∫t0
2 2
e 0.5t dt
e 0.5t dt
Φ (t , t 0 ) =  0  0  = 
0  0  0 
2
0.5t 2 0.5 ( t 2 −t 0 2 )
e e 0.5t0  e 

for the second case:

x1 = − x1 + e 2t x 2 (t ) = − x1 + e t x 2 (0) ⇒
t

x1 (t ) = e ∫0 [ ∫ x 2 (0)e t e ∫ dt + c] = 0.5 x 2 (0)(e t − e −t ) + x1 (0)e −t

− dt t dt

x 2 = − x 2 ⇒ x 2 (t ) = x 2 (0)e −t
we have

1 e − t  0  0.5(e t − e − t )
X (0) =   ⇒ X (t ) =   and X (0) =   ⇒ X (t ) =  
0  0 1   e −t 
the two initial states are linearly independent;thus
 e − t 0.5(e t − e − t )
X (t ) =   and
0 e −t 
−1
e − t 0.5(e t − e −t ) e −t0 0.5(e t0 − e −t0 )
Φ (t , t 0 ) =   
0 e −t  0 e −t0 
e t 0 − t 0.5e −t (e t0 − e −3t0 ) + 0.5(e t − e −t )e t0 
= 
 0 e t0 −t 

4.17 Show ∂Φ (t 0 , t ) / ∂t = −Φ (t 0 , t ) A(t ).

试证 ∂Φ (t 0 , t ) / ∂t = −Φ (t 0 , t ) A(t ).
Proof: first we know
∂Φ(t , t 0 )
= A(t )Φ(t , t 0 )
∂t
then
∂Φ(t , t ) ∂(Φ(t , t 0 )Φ(t 0 , t )) ∂Φ(t , t 0 ) ∂Φ(t 0 , t )
= = Φ ( t 0 , t ) + Φ (t , t 0 )
∂t ∂t ∂t ∂t
∂Φ (t 0 , t ) ∂Φ (t 0 , t )
= A(t )Φ(t , t 0 )Φ(t 0 , t ) + Φ −1 (t 0 , t ) = A(t ) + Φ −1 (t 0 , t )
∂t ∂t
=0
⇒ ∂Φ (t 0 , t ) / ∂t = −Φ (t 0 , t ) A(t )

 a11 (t ) a12 (t ) 
,show deτ Φ (τ , τ 0 ) = exp  ∫ ( a11 (τ ) + a 22 (τ ))dτ 
τ
4.18 Given A(t ) =  
a 21 (t ) a 22 (t ) 
 0τ 

已知 A(t),试证 deτ Φ (τ , τ 0 ) = exp  (a11 (τ ) + a 22 (τ ))dτ 

τ

 ∫τ0 
Proof:

φ11 φ12   a11 a12  φ11 φ12 

 =
   a 22  φ 21 φ 22 
φ 21 φ 22  a 21
so
∂ ∂
(deτ Φ ) = (φ11φ 22 − φ 21φ12 ) = φ11φ 22 − φ21φ12 + φ11φ22 − φ 21φ12
∂τ ∂τ
= (a11φ11 + a12φ 21 )φ 22 − (a11φ12 + a12φ 22 )φ 21 + φ11 (a 21φ12 + a 22φ 22 ) − φ12 (a 21φ11 + a 22φ 21 )
= (a11 + a 22 )(φ11φ 22 − φ 21φ12 ) = (a11 + a 22 ) deτ Φ
so
τ
∫τ0 ( a11 (τ ) + a22 (τ ))dτ
deτ Φ (τ , τ 0 ) = ce wiτh Φ (τ 0 , τ 0 ) = I
we geτ
c =1
τ
∫τ0 ( a11 (τ ) + a22 (τ ))dτ
τhen deτ Φ (τ , τ 0 ) = e
4.20 Find the state transition matrix of 求状态转移矩阵
. − sin t 0 
x= x
 0 − cos t 
Answer:

x1 = − sin t ⋅ x1 ⇒ x1 (t ) = x1 (0)e cos t −1

x 2 = − cos tx 2 ⇒ x 2 (t ) = x 2 (0)e −sin t
then we have

1 e −1+ cos t  0   0 

X (0) =   ⇒ X (t ) =   and X (0) =   ⇒ X (t ) =  −sin t 
0   0  1 e 
the two initial states are linearly independent;thus

e −1+ cos t 0 
X (t ) =   and
−sin t
 0 e 
−1
e −1+ cos t 0  e −1+ cos t0 0  e cos t −cos t0 0 
Φ (t , t 0 ) =   −sin t 0 
= −sin t + sin t 0 
 0 e −sin t   0 e   0 e 

4.21 Verify that X (t ) = e At Ce Bt is the solution of 试验证 X (t ) = e At Ce Bt 为下面方程的解：

X = AX + XB x(0) = C
∂ At
Verify:first we know e = Ae At = e At A ,then
∂t
∂
X = (e At Ce Bt ) = ( Ae At )Ce Bt + e At C (e Bt B) = AX + XB
∂t
X (0) = e 0 Ce 0 = C
Q.E.D
4.23 Find an equivalent time-invariant state equation of the equation in Problem 4.20.
求习题 4.20 中方程的等价时不变状态方程。

−1 e1−cos t 0 
Answer: let P (t ) = X (t ) =   and
sin t
x (t ) = P(t ) x(t )
 0 e 

Then A (t ) = 0 x (t ) = 0

4.24 Transform a time-invariant ( A, B, C ) into (0, B (t ), C (t )) is by a time-varying equation

transformation.求把(A,B,C)转换成 (0, B (t ), C (t )) 的时变状态转移方程。

Answer: since (A,B,C)is time-invariant,then

X (t ) = e At
 P(t ) = X −1 (t )
B (t ) = X −1 (t ) B = e − At B
C (t ) = CX (t ) = Ce At
Φ (t , t 0 ) = X (t ) X −1 (t 0 ) = e A(t −t0 )

4.25 Find a time-varying realization and a time-invariant realization of the inpulse response

g (t ) = t 2 e λt .求冲击响应的时变实现及时不变实现。
Answer:

g (τ ,τ ) = g (τ − τ ) = (τ − τ ) 2 e λ ( τ −τ ) = (τ 2 − 2ττ + τ 2 )e λτ −λτ
 e −λτ 
[
= τ 2 e λτ − 2τe λτ e λτ ]
 −λτ 
 τe 
τ 2 e −λτ 
 
the time-varying realization is

0 0 0   e − λt 
 
x (t ) = 0 0 0 x(t ) +  te −λt u (t )
0 0 0 t 2 e −λt 
 
[
y (t ) = t 2 e λt − 2te λt ]
e λt x(t )

2
gˆ ( s ) = L[t 2 e lt ] =
s − 3ls + 3ls − l3
3 2

u sin g (4.41), we get the time − inviant realization :

3l − 3l2 l3  1
 
x =  1 0 0  x + 0u (t )
0
 1 0  0
y = [0 0 2]x

− ( τ −τ )
4.26 Find a realization of g (τ ,τ ) = sin τ (e ) cosτ . Is it possible to find a time-invariant

state equation realization?求 g (τ ,τ ) = sin τ (e − ( τ −τ ) ) cos τ 的一种实现，问能否找到一种时不变

状态方程实现。
Answer: clearly we can get the time-varying realization of

g (τ ,τ ) = sin τ (e − (τ −τ ) ) cosτ = (sin τe − τ )(eτ cosτ ) = M (τ ) N (τ ) using Theorem 4.5

we get the realization.

x (t ) = N (t )u (t ) = e t cos tu (t )
y (t ) = sin te −t x(t )
but we can’t get g(t) from it,because g (τ ,τ ) ≠ g (τ − τ ) ,so it’s impossible to find a

time-invariant state eqution realization.

5.1
Is the network shown in Fing5.2 BIBO stable ? If not , find a bounded input that will excite an unbound output
图 5.2 的网络 BIBO 是否稳定?如果不是.请举出 一般激励无界输出的有界输入.
From Fig5.2 .we can obtain that
x=u−y
y=x
Assuming zero initial and applying Laplace transform then we have
yˆ( s ) s
yˆ ( s ) = = 2
uˆ ( s ) s + 1
s
g (t ) = L−1 [ g ( s )] = L−1 [ 2
] = cos t
s +1
because
x ∞ 2 k +3
∞ ∞ π
∫ | g (t ) | dt = ∫ | cos t | dt = ∫ cos tdt + ∑ ∫ 2 2
2 k +1 (−1) k +1 cos tdt
0 0 0 π
k =0 2

∞
=1+ ∑ (−1)
k =0
k +1
[sin(2π + 32 π) − sin( kπ + 12 π)
∞
=1+ ∑ (−1)
k =0
k +1
(−1) k [sin 32 π − sin 12 π]
∞
=1+ ∑ (−1)
k =0
2 k +1
(−1) 2 k +1 （
⋅ − 2）
∞
=1+2 ∑1 = ∞
k =0
Which is not bounded .thus the network shown in Fin5.2 is not BIBO stable ,If u(t)=sint ,then we have
τ τ 1 τ 1
y(t)= ∫ cos(τ − τ) sin τdτ = ∫ cos τ sin(τ − τ) dτ = 2 ∫ sin τdτ = 2 τ sin τ
0 0 0

we can see u(t)is bounded ,and the output excited by this input is not bounded

5.2
consider a system with an irrational function yˆ ( s ) .show that a necessary condition for the system to be BIBO stable is
that |g(s)| is finite for all Res ≥ 0
一个系统的传递函数是 S 的非有理式。证明该系统 BIBO 稳定的一个必要条件是对所有 Res ≥ 0. |g(s)|有界。
Proof let s= λ + jζ, then
∞ ∞ ∞
gˆ ( s ) = gˆ (λ + jζ ) = ∫ g (t )e −λt e − jζt dt = ∫ g (t )e −λt cos tdt − j ∫ g (t )e −λt sin ζtdt
0 0 0
If the system is BIBO stable ,we have
∞
∫0
| g (t ) | dt ≤ M < +∞ . for some constant M
∞
which implies shat ∫
0
g (t )dt is convergent .
For all Res= λ ≥ 0, We have
|g(t) e − λt cos ζt | ≤| g (t ) |
|g(t0 e − λt sin ζt |≤| g (t ) |
∞ ∞
so ∫0
g (t )e −λt cos tdt and ∫
0
g (t )e −λt sin ζtdt are also convergent , that is .
∞
∫ 0
g (t )e −λt cos ζt = N < +∞
∞
∫ 0
g (t )e −λt sin ζtdt = L < +∞
where N and L are finite constant. Then
1 1
| gˆ ( s ) |= ( N + (− L) ) 2 = ( N + L ) 2
2 2 2 2
is finite ,for all Res ≥ 0 .
∞
Another Proof, If the system is BIBO stable ,we have ∫ 0
| g (t ) | dt ≤M < +∞. for some constant M .And
.
∞ ∞
For all Res ≥ 0 . We obtain | gˆ ( s ) |= ∫0
| g (t )e −(Re s )t dt ≤ ∫ | g (t 0 | dt ≤ M < +∞ .
0
That is . | gˆ ( s ) | is finite for all Res ≥ 0

5.3
1 −t
Is a system with impulse g(t)= BIBO stable ? how about g(t)=t e for t ≥ 0 ?
t +1
1 −t
脉冲响应为个 g(t)= 的系统是否 BIBO 稳定? g (t ) = te , t ≥ 0 的系统又如何?
t +1
∞ 1 ∞ 1
Because ∫0 | t + 1 | dt = ∫0 t + 1d t = ln(t + 1) = ∞
∞ ∞
∫ 0
| te −t | dt = ∫ te −t dt = (−te −t − e −t ) | ∞0 = 1 < +∞
0
1 −t
the system with impulse response g(t)= is not BIBO stable ,while the system with impulse response g(t)= te
t +1
for t ≥ 0 is BIBO stable.
e −2 s
5．4 Is a system with transfer function gˆ ( s ) = BIBO stable
( s + 1)
e −2 s
一个系统的传递函数为 gˆ ( s ) = ，问该系统是否 BIBO 稳定。
( s + 1)
Laplace transform has the property .
If g (t ) = f (t − a ). then gˆ ( s ) = e − αs fˆ ( s )
1 1
We know L−1 [ ] = e −t , t ≥ 0 . Thus L−1 [e −αs ] = e −(t − 2 ) , t ≥ 2
s +1 s +1
So the impulse response of the system is g (t ) = e − ( t − 2 ) . for t ≥ 2
∞ ∞
∫ 0
| g (t ) | dt = = ∫ e −(t − 2 ) dt = 1 < +∞
2
the system is BIBO stable
5.5 Show that negative-feedback shown in Fig . 2.5(b) is BIBO stable if and only if and the gain a has a
magnitude less than 1.For a=1 ,find a bounded input r (t ) that will excite an unbounded output.
证明图 2.5(b) 中的负反馈系统 BIBO 稳定当且增到 a 的模小于 1。对于 a=1 情况，找出一有界输入 r(t), 她所产
生的输出是无界的。
Poof ,If r(t)= δ(t ) .then the output is the impulse response of the system and equal
∞
g (t ) = aδ(t − 1) − a 3 δ(r − 3) − a 4 δ(t − 4) +  = ∑ (−1) i +1 a i δ(t − i )
t =1
the impulse is definded as the limit of the pulse in Fig.3.2 and can be considered to be positive .thus we have
∞
| g (t ) |= ∑ | a |i δ(t − i )
t =1

∞ ∞ ∞ ∞  if | a |≥ 0
and ∫ | g (t ) | δt = ∑ | a |i ∫ δ(t − i )δt = ∑ | a |i =  ∞ |a|
0
t =1
0
t =1  (1−|a|) < + ∞ if | a |< 1
which implies that the negative-feedback system shown in Fig.2.5(b) is BIBO stable if and only if the gain a has
magitude less than 1.
For a = 1 .if we choose r (t ) = sin(tπ). clearly it is bounded the output excited by r (t ) = sin(tπ) is
τ ∞ ∞ ∞ ∞
y (τ ) = ∫ g (τ − τ)r (τ)dτ = ∑ (−1) i +1 sin(τπ − iπ) = ∑ (−1) i +1 sin(τπ − iπ) = ∑ (−1) i +1 sin(τπ − iπ) = ∑ (−1) i +1 (−1) i sin(τπ)
0
i +1 i =1 i =1 i =1
∞
= − sin(τπ)∑1
i =1

And y(t) is not bounded

( s − 2)
5.6 consider a system with transfer function gˆ ( s ) = 。 what are the steady-state responses by
( s + 1)
t ≥ 0 .and by u ( t )=sin2t. for t ≥ 0 ?
u ( t )=3.for
( s − 2)
一个系统的传递函数是 gˆ ( s ) = ，分别由 u (t ) = 3. t ≥ 0 和 u (t ) = sin 2t. t ≥ 0
( s + 1)
所产生的稳态响应是什么？
s−2 3
The impulse response of the system is g (t ) = L−1 [ ] = L−1 [`− ] = δ(t ) − 3e −t . t ≥ 0。
s +1 s +1
And we have
∞ ∞ ∞ ∞ ∞
∫0
| g (t ) | δt = ∫ | δ(t ) − 3e −t | δt ≤ ∫ (| δ(t ) | + | 3e −t )δt = ∫ δ(t )δt + ∫ 3e −t δt = 1 + 3 = 4 < +∞
0 0 0 0
so the system is BIBO stable
using Theorem 5.2 ,we can readily obtain the steady-state responses
if u ( t )=3for t ≥ 0 .,then as t → ∞, y (t ) approaches gˆ (0) ⋅ 3 = −2 ⋅ 3 = −6
if u ( t )=sin2t for t ≥ 0, then ,as t → ∞. y (t ) approaches
2 10
| gˆ ( jt) | sin( tt + ∠gˆ ( jt)）= sin( tt + arctan 3) = 1.26 sin( tt + 1.25)
5
 − 1 10 − 2
5.7 consider x =   x +  u
 0 1 0 
y=[ -2 3] x − 2u is it BIBO stable ?
问上述状态方程描述的系统是否 BIBO 稳定？
The transfer function of the system is

−1
 1 10 
gˆ ( s ) = [− 2 3]
 s + 1 − 10  − 2
− 2 = [− 2 3]
s +1 ( s + 1)( s − 1)  − 2 − 2
  
 0 ≤ −1  0   0 1  0 
 s −1 
4 − 2s + 2
= −2=
s +1 s +1
The pole of is –1.which lies inside the left-half s-plane, so the system is BIBO stable

5.8 consider a discrete-time system with impulse response

g[k ] = k (0.8) k for k ≥ 0, is the system BIBO stable ?
k
一个离散时间系统的脉冲响应序列是 g[ k ] = k (0.8) ， k ≥ 0, 。问该系统是否 BIBO 稳定？
Because
∞ ∞
1 ∞

∑ | g[k ] |= ∑ k (0.8) k =
k =0 k =0 0.2
(1 − 0.8) ⋅ ∑ k (0.8) k
k =0
=

1 ∞ ∞
1 ∞
1 0.8
[∑ k ⋅ (0.8) k − ∑ k ⋅ (0.8) k +1 ] = ∑ 0.8 k = ⋅ = 20 < +∞
0.2 k =0 k =0 0.2 k =0 0.2 1 − 0.8
G[k]is absolutely sumable in [0, ∞ ]. The discrete-time system is BIBO stable .

5.9 Is the state equation in problem 5.7 marginally stable? Asymptotically stable ? 题 5.7 中的状态方程
描
述的系统是否稳定？是否渐进稳定？
The characteristic polynomial
λ + 1 − 10 
∆ (λ ) = det(λI − A) = det  = (λ + 1)(λ − 1)
 0 λ − 1
the eigenralue Iֹhas positive real part ,thus the equation is not marginally stable neither is Asymptotically stable.

− 1 0 1
5.10
 
Is the homogeneous stable equation x = 0 0 0 x .marginally stable ? Asymptotically stable?
 
 0 0 0
 − 1 0 1
 
齐次状态方程 x = 0 0 0 x ，是否限界稳定？
 
 0 0 0
λ + 1 0 − 1
The characteristic polynomial is ∆(λ) = det(λI − A) = det  0 λ 0  = λ2 (λ + 1)
 0 0 λ 
And the minimal polynomial is ψ (λ ) = λ (λ + 1) .
The matrix has eigenvalues 0 , 0 . and –1 . the eigenvalue 0 is a simple root of the minimal .thus the equation is marginally
stable
The system is not asymptotically stable because the matrix has zero eigenvalues

− 1 0 1
5 。11
 
Is the homogeneous stable equation x = 0 0 0 x marginally stable ? asymptotically stable ?
 
 0 0 0
− 1 0 1
 
齐次状态方程 x = 0 0 0 x 是否限界稳定？是否渐进稳定？
 
 0 0 0
λ + 1 0 − 1
The characteristic polynomial ∆(λ) = det  0 λ − 1 = λ（2
λ + 1）.
 0 0 λ 
And the minimal polynomial is ψ (λ ) = λ2 (λ + 1) ..the matrix has eigenvalues 0. 0. and –1 . the eigenvalue 0 is a
repeated root of the minimal polymial Ψ (λ ). so the equation is not marginally stable ,neither is asymptotically
stable .

5.12 Is the discrete-time homogeneous state equation

0.9 0 − 1
x[k + 1] =  0 1 − 0 x[k ]
 0 0 1 
marginally stable ?Asymptotically stable ?
0.9 0 − 1
离散时间齐次状态方程 x[k + 1] =  0 1 − 0 x[k ] 是否限界稳定？是否渐进稳定？
 0 0 1 
2
The characteristic of the system matrix is ∆ (λ ) = (λ − 1）
（ λ − 0.9), .and the minimal polynomial is
ψ (λ) = (λ − 1（）λ − 0.9), the equation is not asymptotically stable because the matrix has eigenvalues 1.
whose magnitudes equal to 1 .
the equation is marginally stable because the matrix has all its eigenvalues with magnitudes less than or to 1 and
the eigenvalue 1 is simple root of the minimal polynomial . ψ (λ ) .
5.13 Is the discrete-time homogeneous state equation
0.9 0 − 1
x[k + 1] =  0 1 − 0 x[k ] marginally stable ?
 0 0 1 
asymptotically stable ?
0.9 0 − 1
 
离散时间齐次状态方程 x[k + 1] = 0 1 − 0 x[k ] 是否稳定？是否渐进稳定？
 
 0 0 1 
2
Its characteristic polynomial is ∆(λ) = (λ − 1） （ λ − 0.9), and its minimal polynomial is
2
ψ (λ) = (λ − 1）（λ − 0.9), the matrix has eigenvalues 1 .1 .and 0.9 . the eigenvalue 1 with magnitude equal to
1 is a repeated root of the minimal polynimial ψ (λ ) . .thus the equation is not marginally stable and is not
asymptotically stable .

 0 1
5.14 Use theorem 5.5 to show that all eigenvalues of A =   have negative real parts .
− 0.5 − 1
用定理 5.5 证明 A 的特征值都具有负实部.
a b 
Poof :For any given definite symmetric matrix N where N =   with a>0 .and ac − b 2 > 0
b c 
The lyapunov equation A′M + MA = − N can be written as
0 − 0.5  m11 m12   m11 m12   0 1  − a − b 
1 − 1  m  +   = 
   21 m22  m21 m22  − 0.5 − 1  − b − c 
 − 0.5(m12 + m21 ) m11 − m12 − 0.5m22  − a − b 
that we have  = 
m11 − m21 − 0.5m22 m12 + m21 − 2m22   − b − c 
m11 = 1.5a + 0.25c − b
m m12 
thus  m12 = m21 = a M =  11  is the unique solution of the
m21 m22 
m22 = a + 0.5c
a>0 a>0
lyapunor equation and M is symmetric and ⇒
ac − b 2 > 0 c>0
1 1 1
∴ (1.5a + 0.25c) − ac = [(6a + c) 2 − 16ac] = (36a 2 + c 2 − 4ac) = [(2a − c) 2 + 32a 2 ] ≥ 0
16 16 16
(1.5a + 0.25c) ≥ ac > b 
2 2

 ⇒ m11 = 1.5a + 0.25c − b > 0

a > 0, c > 0 
m m 12 
det  11  = m 11 m 22 − m 12 m 21 = (1.5a + 0.25c − b)(a + −.5c) − a 2
m 21 m 22 
 1
= (4a 2 + 8ac + c 2 − 8ab − 4bc)
8
1
= [(2a − 2b) 2 + (c − 2b) 2 + 8(ac − b 2 )] > 0
8
we see is positive definite
because for any given positive definite symmetric matrix N, The lyapunov equation A′M + MA = − N has a
unique symmetric solution M and M is positive definite , all eigenvalues of A have negative real parts ,

5.15 Use theorem 5.D5show that all eigencalues of the A in Problem 5.14 magnitudes less than 1.
Poof : For any given positive definite symmetric matrix N , we try to find the solution of discrete Lyapunov
equation M
a b 
M − A′MA = N Let N =  . where a>0 and ac − b 2 > 0
b c 
m m12 
and M is assumed as M =  11 ,then
m21 m22 
m m12  0 − 0.5  m11 m12   0 1
M − A′MA =  11  −     
m21 m22  1 − 1  m21 m22  − 0.5 − 1
 m11 − 0.25m22 m12 + 0.5(m21 − m22 )
=
m21 + 0。
5 m12 − m22 )
（ − m11 + m12 + m21 
a b 
= 
b c 
8 3 4 4 4 2 12 12 16
this m11 = a + c − b, m12 = m21 = a + c − b, m22 = a + c − b
5 5 5 5 5 5 5 5 5
m m12 
M =  11  is the unique symmetric solution of the discrete Lyapunov equation
m21 m22 
(8a + 3c) 2 − 16ac = 64a 2 + 9c 2 + 32ac 
a>0  a>0 
⇒ 
M − A′MA = N , And we have 2 
ac − b  ca > 0 

8 3 4
⇒ (8a + 3c) 2 > 16ac > 16b ⇒ 8a + 3c − 4b > 0 ⇒ m11 = a+ c− b>0
5 5 5
m m12  1
det  11  = m11 m22 − m12 m21 = [(8a + 3(−4b)(12a + 12c − 16b) − (4a + 4c − 2b) 2 ]
m21 m22  25
4
= (4a 2 + c 2 + 3b 2 + 5ac − 8ab − 4bc)
5
4
= [(2a − 2b) 2 + (c − 2b) 2 + 5(ac − b 2 )] > 0
5
 we see M is positive definite .use theorem 5.D5,we can conclude that all eigenvalues of A have magnitudes less
than 1.

5.16 For any distinct negative real λ i and any nonzero real ai ,show that the matrix
 a1 a3 
2
a1 a1 a 2
 − − − 
 2λ 1 λ1 + λ 2 λ1 + λ 3 
 a 2 a1 a2 a 2 a3 
M = − − 2 −
 λ 2 + λ1 2λ 2 λ 2 + λ 3  is positive definite .

 a3 a1 a3 a 2 a2 
− − − 3
 λ +λ
 3 1 λ3 + λ2 2λ 3 
正明上定义的矩阵 M 是正宗的 （ λ i 为相异的负实数， ai 为非零实数）
。
Poof : λ i , i = 1,2,3. are distinct negatire real numbers and ai are nonzero real numbers , so we have
2
a
(1),− >0
1

2λ1
 aa 
2
a1
 − − 1 2  2 2
2λ 1 λ 1 + λ 2  a1 a 2 a12 a 22 1 1
(2) . det  2
= − = a12 a 22 ( − ）
 a 2 a1 a 2  4λ 1 λ 2 ( λ 1 + λ 2 ) 2
4λ 1λ 2 (λ 1 + λ 2 ) 2
− λ + λ −
2λ 2 
 2 1

（λ 1 + λ 2）2 − 4λ 1λ 2 = λ21 + λ22 + 2λ 1λ 2 − 4λ 1λ 2 =（λ 1 − λ 2）2 〉

1 1
∴（λ 1 + λ 2）2 > 4λ 1λ 2 and >
4λ 1λ 2 (λ 1 + λ 2 ) 2

 a1 a 2 
2
a1
 − − 
2λ 1 λ1 + λ 2  1 1
det  2
= a1 a 2 (
2
− ) >0
 a 2 a1 a2  4λ 1 λ 2 ( λ 1 + λ 2 ) 2
− λ + λ − 2 
2λ 2 
 2 1

(3)
  1 1 1 
 − − − 
 2λ 1 λ1 + λ 2 λ1 + λ 3 
1 1 1 
det M = −a12 a 22 a32 − − −
 λ 2 + λ1 2λ 2 λ2 + λ3 
 1 1 1 
− − −
 λ 3 + λ 1 λ3 + λ2 2λ 3 
 1 1 1 
 
 2λ 1 λ1 + λ 2 λ1 + λ 3 
1 2λ 3 1 2λ 1 
= −a12 a 22 a32 det  0 − −
2λ 2 （λ 2 + λ 1） 2
（λ 1 + λ 3）
λ 2 + λ 3 (λ 1 + λ 2 ))
 
 0 1 2λ 1 1 2λ 1 
− −
 λ 2 + λ 3 (λ 1 + λ 2 ))
（λ 1 + λ 3） 2λ 3 （λ 1 + λ 2）2 

1 2 2 2  1 2λ 1 1 2λ 1 1 2λ 1 2
=− a1 a 2 a3 det（
 − 2
）（ − ）−
（ − ） 
2λ 1  2λ 2 （λ 2 + λ 1） 2λ 3 （λ 3 + λ 1）2 λ 2 + λ 3 (λ 1 + λ 2 ))
（λ 1 + λ 3） 
1 2 2 2  1 λ1 λ1 1 4λ 1 
=− a1 a 2 a3 det  − − − + 
2λ 1  4λ 2 λ 3 λ（
3 λ 1 + λ 2） λ 2 (λ 1 + λ 3 ) (λ 2 + λ 3 ) 2 (λ 1 + λ 2 ))
（λ 1 + λ 3（
）λ 1= 2 + λ 3）
1 2 2 2 1 λ1 λ1 λ1
 − a1 a 2 a3 > 0, − > 0. − > 0, − > 0,
2λ 1 4λ 2 λ 3 λ（
3 λ 1 + λ 2） 3 λ 1 + λ 2）
λ（ λ 2 (λ 1 + λ 3 )
4λ 1
> 0.
(λ 1 + λ 2 ))
（λ 1 + λ 3（
）λ 1= 2 + λ 3）
∴ det M < 0
From (1), (2) and (3) , We can conclude that M is positive definite

5.17 A real matrix M (not necessarily symmetric ) is defined to be positive definite if X ′M X > 0
for any non zero X .Is it true that the matrix M is positive definite if all eigenvalues of Mare real
and positive or you check its positive definiteness ?
一个实矩阵 M 被定义为正定的，如果对任意非零 X 都有 X ′M X > 0 。如果 M 的所有特征值都
是正实数，是不是就有 M 正定/ 或者如果 M 的所有主子式都是正，M 是不是正定呢？如果不
是，要如何确定它的正定性呢？
If all eigenvalues of M are real and positive or if all its leading pricipal minors are positive ,the matrix
M may not be positive definite .the exampal following can show it .
1 − 8
Let M =   , Its eigenvalues 1,1 are real and positive and all its leading pricipal minors are
0 1 
′
positive , but for non zero X = [1 2] we can see X ′MX = −11 < 0 . So M is not positive
definite .
′ ′ ′
Because X ′MX is a real number . we have ( X M X )′ = X M ′ X = X M X , and
 ′ 1 ′ 1 ′ ′ 1
X M X = X M X + X M ′ X = X [ （M + M ′)] X
2 2 2
′ ′ 1
This X M X > 0, if and only if X [ （M + M ′)] X >0, that is , M is positive and the matrix
2
1
（M + M ′) is symmetric , so we can use theorem 3.7 to cheek its positive definiteness .
2

5.18 show that all eigenvalues of A have real parts less than − µ < 0 if and only if ,for any given
positive definite symmetric matrix N , the equation A′M + MA + 2µM = − N has a unique
symmetric solution M and M is positive definite .
证明 A 的所有特征值的实部小于 − µ < 0 当且对任意给定的正定对称阵 N。方程
A′M + MA + 2µM = − N 有唯一解 M，且 M 是正定的。
Proof : the equation can be written as ( A + µI )′ + M ( A + µI ) = − N
Let B = A + µI , then the equation becomes B ′M + MB = − N . So all eigenvalues of B have
megative parts if and only if ,for any given positive definite symmetric matrix N, the equation
B ′M + MB = − N has a unique symmetric solution m and is positive definitive .
And we know B = A + µI , so det(λI − B ) = det(λI − A − µI ) = det ((λ − µ) I − A) , that is , all
eigenvalues of A are the eigenvalues of B subtracted − µ . So all eigenvalues of A are real parts less
than − µ < 0 .if and only all eigenvalues of B have negative real parts , eguivalontly if and only if ,
for any given positive symmetric matrix N the equation A′M + MA + 2µM = − N has a unique
symmetric solution M and M is positive definite .

5.19 show that all eigenvalues of A have magnitudes less than ρ if and only if , for any given
positive definite symmetric matrix N ,the equation ρ M − A′MA = ρ N . Has a unique symmetric
2 2

solution M and M is positive definite .

证明 A 的所有特征值的模都小于 ρ 当且仅当对任意给定的对称正定 N ， 方程
ρ 2 M − A′MA = ρ 2 N 有唯一解 M ，且 M 是对称正定阵。
Proof : the equation can be written as M − (c)′M (ρ A) = N let B = ρ A , then
−1 −1

det(λI − B ) = det(λI − ρ −1 A) = ρ −1 det(λIρ − A). that is ,all eigenvalues of A are the eigenvalues
B multiplied by ρ ,so all eigenvalue of B have msgritudes less than 1 . equivalently if and only if ,
for any given positive definite symmetric matrix N the equation ρ 2 M − A′MA = ρ 2 N has a unique
symmetric solution M and M is positive definite .

−2 | τ | − | τ |
5．20 Is a system with impulse response g (τ , τ) = e , for τ ≥ τ , BIBO stable ? how about
−(t − t)
g (t , t) = sin(e ) cos t ?
−2 | τ | − | τ | −(t − t)
脉冲响应为 g (τ , τ) = e ，τ ≥ τ ， 的系统是否 BIBO 稳定？ g (t , t) = sin(e ) cos t ?
的系统是否 BIBO 稳定？
τ τ τ
∫ |e | dτ = ∫ e − 2 | τ | − | τ | dτ = ∫ e − | τ | dτ 、
− 2 | τ | −|τ |
τ0 τ0 τ0
  e −2t (e − t0 − e − t ) t0 ≥ 0 if

=  e − 2 t ( 2 − e t0 − e −t ) if t 0 < 0 and t > 0 ≤ 2 <+ ∞
e 2t (2 − e t0 − e −t ) if t0 < 0 and t<0

| sin(e − ( t − t ) ) cos t |=| sin t ⋅ e − ( t − t ) ⋅ | cos t |≤| sin t | ⋅(1 − e t0 −t )
τ τ
∫ | sin τ | ⋅(e )dτ =| sin τ | ⋅e − τ ∫ e τ dτ =| sin τ | ⋅(1 − e − ( τ0 − τ ) )
−(τ − τ)
τ0 τ0
t 0 −t
 t0 ≤ t, ∴ e ∈( 0 ,1]
τ
∫ | sin τ | ⋅(e
−(τ − τ)
)dτ ≤ 0 < +∞ so
τ0
τ τ
∫ | sin τ ⋅ (e ) cos τ |≤ | sin τ | ⋅e − τ ∫ | sin τ | ⋅e − ( τ0 − τ ) ≤ 1 < +∞
−(τ − τ)
τ0 τ0

Both systems are BIBO stable .

2
5.21 Consider the time-varying equation x = 2tt + u y = e −t x
is the equation stable ?
marginally stable ? asymptotically stable ?
2
时变方程 x = 2tt + u y = e −t x
是否 BIBO 稳定 限界稳定？ 渐进稳定？
x (t 0 = 2tx(t ) ⇒ x(t ) = x( 0 ) e t2 ⇒ x( t ) = e t2 is a fundamental matrix
2
⇒ its stable transition matrix is φ( t , t 0 ) = e t −t0

2 2
−τ2 2
⇒ Its impulse response is g ( τ , τ) = e − τ ⋅ e τ = e −τ
τ τ +∞ +∞ π
∫ g ( τ , τ)dτ = ∫ e − τ dτ ≤ ∫ e − τ dτ⋅ = 2e − τ dτ = ∫ e − τ dτ = 2 ⋅
2 2 2 2
= π < +∞
τ0 τ0 −∞ 0 2
so the equation is BIBO stable .
2 2
| φ( t , t 0 ) |=| e t −t0
|= e t −t0 , t ≥ t 0 is not bounded ,that is . there does not exist a finite
constant M such that φ( t , t 0 ) ≤ M < +∞. so the equation is not marginally stable and is not
asymptotically stable .

5.22 show that the equation in problem 5.21 can be transformed by using
−t 2 −t 2
x = p (t ) x, with p (t ) = e , into x = 0.x + e u y = x is the equation BIBO
stable ?marginally stable ? asymptotically ? is the transformation a lyapunov transformation ?
2
证 明 题 5 。 21 方 程 是 可 通 过 x = p (t ) x, with p (t ) = e − t 变 换 成
2
x = 0.x + e − t u y = x 该方程是否 BIBO 稳定？界限稳定？渐进稳定？该变换是不是
lyapunov 变换 ?
t2
proof : we have found a fundamental matrix of the equation in problem 5.21 .is x(t ) = e . so
−1 −t 2
from theorem 4.3 we know , let p（t ) = x (t ) = e . and x = p (t ) x, , then we have
A(t ) = 0
−1 2 2 2
B （t ) = e − t .
（t ) = x (t ) B C （t ) = e − t e t = 1
（t ) = C (t ) B . D
（t ) = D(t ) = 0
2
− t
and the equation can be transformed into x = 0.x + e u y=x
 the impulse response is invariant under equivalence transformation , so is the BIBO stability .
that is marginally stable . x →= 0.x ⇒ x(t ) = x(0) ⇒ x(t ) = 1 is a fundamental matrix
⇒ the state transition matrix is φ( t , t 0 ) = 1 | φ( t , t 0 ) |= 1 ≤ 1 < +∞ so the equation is
marginally stable . t → ∞, | φ( t , t 0 ) |→ 0 (不趋于零)so the equation is not asymptotically
stable . from theorem 5.7 we know the transformation is mot a lyapunov transformation
 −1 0
5.23 is the homogeneous equation x =  x for t 0 ≥ 0
− e
− 3t
0
marginally stable ? asymptotically stable?
 −1 0
齐次方程 x =  x , t 0 ≥ 0 是否限界稳定？渐进稳定？
− e
− 3t
0

 −1 0 x1 = − x1 x1 (t ) = x1 (0)e − t
x =  −3t x⇒ ⇒ 1 1
− e 0 x 2 = −e −3t x1 x 2 (t ) = x1 (0)e − 4t + x 2 (0) − x1 (0)
4 4
 e −t 0
⇒ x =  1 − 4t 
 4 e 1

−1
 e − t +t0 0
is a fundamental matrix of the equation . ⇒ Φ (t ) = X (t ) X (t 0 ) =  1 − 4t +t0  is the state
 e 1
4 
 −t + t 1 − 4 t + t 0 1 − 3t 0 
transition of the equation. || φ( t , t 0 ) || ∞ = max e 0 ,1 + e − e  for all t 0 ≥ 0
 4 4 
1 1 1 1
and t ≥ t 0 0 ≤ e −t +t0 ≤ 1; 0 ≤ e − 4t +t0 ≤ 0 ≤ e −t +t0 ≤ 1; − ≤ e −3t0 ≤ 0, so
4 4 4 4
3 1 − 4 t + t 0 1 − 3t 0 5 5
≤ 1+ e − e ≤ . || φ( t , t 0 ) || ∞ ≤ < +∞ the equation is marginally
4 4 4 4 4
stable .if t − t 0 is fixed to some constant , then || φ( t , t 0 ) ||→ 0 (不趋于零)。 as t → ∞,
so the equation is not asymptotically stable .
−t + t 0 1 − 4t +t0 1
for all t and t 0 with t ≥ t 0 . we have 0 ≤ e ≤ 1; 0 ≤ e ≤ . every entry of
4 4
φ( t , t 0 ) is bounded , so the equation is marginally stable .

because the (2,2)th entry of φ( t , t 0 ) does not approach zero as t → ∞, the equation is not
asymptotically .
 0 1 0 1

x =  0 0 1  x + 0µ

6.1 is the stable equation controllable ? observable ?题
− 1 − 3 − 3 0
y = [1 2 1]x
述状态方程是否可控？ 是否可观？

0 1 0
2
ρ([ B AB A B]) = ρ(  0 0 1 ）= 3
− 1 − 3 − 3
thus the state equation is controllable ,
1 1 2 0
ρ（0）= ρ( − 1 − 2 − 1）= 1
0  1 2 1 

but it is not observable .

0 1 0 0 1 
x =  0 0 1  x + 1 0u
 
6.2 is the state equation controllable ? observable?
− 1 2 − 1 0 0
y = [1 0 1]x
述状态方程是否可控？ 是否可观？

ρ( B ) = 2. n − 2 = 3 − 2 = 1, using corollary , we have

0 1 1 0 
ρ([ B AB]) = ρ( 1 0 0 0 ) = 3 ,Thus the state equation is controllable
0 0 2 0

 C  1 0 1
ρ(  CA  ) = ρ( 0 3 − 1 ) = 3 . Thus the state equation is observable
  
CA 2  0 − 2 4 

6.3 Is it true that the rank of [B AB  A n−1 B ] equals the rank of [ AB A 2 B  A n B] ? If

not ,under what condition well it be true ?

ρ ( [B A [ AB A 2 B  A n B] B  A n−1 B] ]= ρ ()是否成立？若否，问在什么条件下该成
立？

It is not true that the rank of [B AB  A n−1 B ] equals the rank of [ AB A 2 B  A n B] .

If A is nonsingular {( ρ ( [ AB A 2 B  A n B] )= ρ (A [B AB  A n−1 B] ]= ρ ( [B
AB  A n−1 B ] (see equation (3.62) ) then it will be true

 A11 A12   B1 
6.4 show that the state equation x =  x +  0 u is controllable if and only if the pair
 A21 A22   

( A22 A21 ) IS controllable 证明题述状态方程可控当且仅当 ( A22 A21 ) 可控？

Proof :

6.5 find a state equation to describe the network shown in fig.6.1 and then check its controllability
and observability
求图 6.1 中网络的一个状态方程,是否可控?可观?
x1 + x1 = u
The state variables x1 and x 2 are choosen as shown ,then we have x 2 + x 2 = 0 thus
y = − x 2 + 2u
a state equation describing the network can be es pressed as
 x1  − 1 0   x1  1
 x  =  0 − 1  x  + 0U
 2   2   
checking the controllability and observability :
 x1 
y − [0 − 1]  + 2u
 x2 
− 1 0 
ρ([ B AB] = ρ(  ) = 1
 0 − 1
The equation is neither controllable nor obserbable
C  − 1 0 
ρ(   ) = ρ(  ) = 1
CA  0 − 1
6.6 find the controllability index and obserbability index of the state equation in problems 6,1 and 6.2
求题 6.1 和 6.2 中状态方程的可控性指数和可观性指数.
 x1  − 1 0   x1  1
 x  =  0 − 1  x  + 0U
 2   2   
The state equation in problem 6.1 is the equation is controllable ,so
 x1 
y − [0 − 1]  + 2u
 x2 

we have n p ≤ m ≤ min(n, n − p + 1) ≤ n − p + 1. where n = 3, p = rank (b) = 1

∴ n p ≤ µ ≤ n − p + 1. ie 3 ≤ µ ≤ 3 µ=3

 C 
 C   
 ρ([c ]) = ρ   ρ C A   = 1, ∴ V = 1
 C A   C A 2  
 
The controllability index and cbservability index of the state eqyation in problem 6.1 are 3 and 1 ,
0 1 0 0 1 
x = 0 0 1  x + 1 0u

respectively .the state equation in problem 6.2 is
0 2 − 1 0 0
y − [1 0 1]x
The state equation in is both controllable and observable ,so we have

∴ ν p ≤ µ ≤ ν − p + 1. aνd ν p ≤ ν ≤ ν − p +1

where n = 3, p = rank ( B) = 2 . q = rank c = 1

∴ 3 2 ≤ µ ≤ 2 .3 ≤ µ ≤ 3 µ = 2, ν = 3
The controllability index and cbservabolity index of the state equation in problem 6.2 are 2 and
3 ,respectively rank(c)=n .the state equation is controllable so

n p ≤ µ ≤ n − p + 1. where p = rank ( B) = n ⇒ µ = 1

6.7 what is the controllability index of the state equation x = A X + IU WHERE I is the unit matrix ?

状态方程 x = A X + IU 的可控性指数是什么？

Solution . C = [ B AB A 2 B  A n −1 B ] = [ I A A 2  A n −1 ]

2
C is an n × n matrix. So rank(C) ≤ n . And it is clearly that the first n columns of C are

linearly independent. This rank(C) ≤ n .and u i = 1 for i = 0, 1,  n

The controllability index of the state equation x = A X + IU is u = max(u1 , u 2 ,  , u n ) = 1

− 1 4  1
6.8 reduce the state equation x =   x +  u y = [1 1]x . To a controllable one . is the
 3 − 1 1
reduced equation observable ?
将题述状态方程可控的，降维后方程是否可观？

1 3
Solution :because ρ(C ) = ρ([B AB ]) = ρ(  ) = 1 < 2
3 3

−1 1 1
The state equation is not controllable . choosing Q = P =  and let x = p x then we
1 0
 −1 0 1  − 1 4  1 1 3 4 
have A = PAP =   = 
1 − 1  4 − 1 1 0 0 − 5

0 1  1 1 1 1
B = PB =     =   . C = CP −1 = [1 1]  = [2 1]
1 − 1 1 0 1 0
thus the state equation can be reduced to a controllable subequation

x c = 3 xc + u y = 2 xc and this reduced equation is observable

6.9 reduce the state equation in problem 6.5 to a controllable and observable equation . 将题 6.5 中的状
态方程降维为可控且可观方程.
Solution : the state equation in problem 6.5 is

− 1 0  1
x =   x +  U
 0 − 1 0  it is neither controllable nor observable
y − [0 − 1]x + 2u
 x1  − 1 0   x1  1
 x  =  0 − 1  x  + 0U
 2   2   
from the form of the state equation ,we can reaelily obtain
x 
y − [0 − 1] 1  + 2u
 x2 
thus the reduced controllable state equation can be independent of x c . so the equation can be further

reduced to y=2u .

λ 1 1 0 0 0  0 
0 λ1 1 0 0  1
   
x =  0 0 λ1 0 0  x + 0  u
6.10 reduce the state equation     to a controllable and
0 0 0 λ2 1  0 
 0 0 0 0 λ 2  1
y = [0 1 1 0 1]x

observable equation 将状态方程降维为可控可观方程。

Solution the state equation is in Jordan-form , and the state variables associated with λ 1 are

independent of the state variables associated with λ 2 thus we can decompose the state equation into

two independent state equations .and reduce the two state equation controllable and observable equation ,

respectively and then combine the two controllable and observable equations associated with λ 1 and
λ 2 . Into one equation ,that is we wanted .

λ 1 1 0  0 
x1 =  0 λ 1 1  x1 + 1 u y = [0 1 1]x1
Decompose the equation .  0 0 λ 1  0
λ 1 0 
x 2 =  2  x 2 +  u y = [0 1]x 2
 0 λ2  1 

 x1 
Where x =  , y = y1 + y 2
x 2 
Deal with the first sub equation .c

0 1 0
Choosing Q = P := 1 l 1
−1
0 and let x1 = p x1 then we have
0 0 1

 − C 1 0  λ 1 1 0  0 1 0 0 − λ21 1
 
A1 = PA1 P −1
=  1 0 0  0 λ1 1  1 λ 1 0 = 1 2λ 1 0
 0 0 1  0 0 λ 1  0 0 1 0 0 λ 1 

− λ 11 1 0 0 1 0 1 0 
B1 = PB1 =  0 0 0 1 = 0 C1 = C1 P −1 = [0 1 1]1 C 0 = [1 λ 1 1]
 0 0 1 0 0 0 0 1
Thus the sub equation can be reduced to a controllable one

0 − λ21  1
x 1c =   x 1c +  u
1 λ 1  0 
y1 = [1 2λ 1 ]x 1c
 1 λ1  
 ρ(O) = ρ   =1< 2
 λ 1 λ21  

1 λ 1 
the reduced controllable equation is not observable choosing P =   .and let ,
0 1 

1 λ 1  0 − λ21  1 − λ 1  λ 1 0
A1 =    =
0 1  1 2λ 1  0 1   1 λ 1 
1 λ 1  1 1
x 1c = p x 1c then we have B 1 =    =  
0 1  0  0 
1 − λ 1 
C1 = [1 λ 1 ] = [1 0]
0 1 
 thus we obtain that reduced controllable and observable equation of the sub equation associated
with
λ1 : x1co = λ 1 x1c 0 + u
y1 = x1c 0

deal with the second sub equation :

0 1 
ρ(C 2 ) = ρ(  ) = 2 it is controllable
1 λ 2 

0 1  0 1 
ρ(O2 ) = ρ(  ) = 1 < 2 It is not observable choosing p=  and let
0 λ 2  1 0

x 2 = p x 2 then we have

0 1  λ 2 1  0 1  λ 2 0
A2 =  =
1 0  0 λ 2  1 0  1 λ 2 
0 1 0 1
B2 =  =
1 0 1 0
0 1 
C 2 = [0 1]  = [1 0]
1 0
thus the sub equation can be reduced to a controllable and observable
x ico = λ 2 xico + u
y 2 = xico
combining the two controllable and observable state equations . we obtain the reduced controllable and
observable state equation of the original equation and it is
λ 0 1
x co =  1  x co +  u
0 λ2  1
y = [1 1]x co

x = A x + Bu
6.11 consider the n-dimensional state equation the rank of its controllability matrix is
y = c x + ou

assumed to be n1 < n . Let Q1 be an n × n1 matrix whose columns are any n1 linearly independent

columns of the controllability matrix let p1 be an n1 × n matrix such that p1Q1 = In1 ,where In1

is the unit matrix of order n1 .show that the following n1 -dimensional state equation
 x 1 = P1 AQ1 x 1 + P1 Bu
y = CQ1 x 1 + Du
is controllable and has the same transfer matrix as the original state equation
x = A x + Bu
n 维状态方程 。假设共可控性矩阵的秩为 n1 < n ，令 Q1 为可控性矩阵中任意 n1 个线
y = c x + ou

性无关组成的 n × n1 矩阵，而 p1 是 P 发矩阵且 p1Q1 = In1 ，其中 In1 是 n1 阶单位阵。证明下列 n1

x 1 = P1 AQ1 x 1 + P1 Bu
维状态方程 可控且与原状态方程具有相同的传函。
y = CQ1 x 1 + Du

−1 P 
Let P = Q :=  1  , where P1 is an n1 × n matrix and P2 is an (n − n1 ) × n one ,and we
 P2 
have

PQ P1Q2   I n1 0  P1Q1 = I n1

QP = Q1 P1 + Q2 P2 = I n PQ =  1 1 = = In that is
 P2 Q1 P2 Q2   0 I n − n1  P2 Q2 = I n − n1

Then the equivalence trans formation x = p x will transform the original state equation into

 x c   p1   x c   p1  x 
   =   A[Q1 Q2 ]  +   Bu y = C [Q1Q2 ] c  + Du
 x c   p2   x c   p2  x c 
 P AQ P1 AQ2   x c   p1 B  x 
= 1 1   +  u = [CQ1 CQ2 ] c  + Du
 P2 AQ1 P2 AQ2   x c   p 2 B  x c 
A
= C
A12   x c   Bc 
   +  u [ x 
]
= C c C c  c  + Du
0 AC   x c   0  x c 

where A c = P1 AQ1 . B c = P1 B. C C = CP1 , and A c is n1 × n1 the reduced n1 -dimensional

x 1 = P1 AQ1 x 1 + P1 Bu
state equation is controllable and has the sane transfer matrix as the original
y = CQ1 x 1 + Du
state equation

6.12 In problem 6.11 the reduction procedure reduces to solving for P1 in P1Q1 = I . how do you

solve P1 ?

题 6.11 中的降维过程为求解 P1Q1 = I . 中的 P1 , 该如何求 P1 ?

Solution : from the proof of problem 6.11 we can solve P1 in this way
 ρ (C)= ρ [ AB A 2 B  A n B] = n1 < n

we fprm the n < n matrix Q = ([q1  q n1  q n ] , where the first n1 columns are any n1 linearly

independent columns of C , and the remaining columns can aribitrarily be chosen as Q is nonsingular .

−1 P 
Let P = Q :=  1  , where P1 is an n1 × n matrix and p1Q1 = In1
 P2 

6.13 Develop a similar statement as in problem 6.11 for an unobservable state equation .对一不可观状
态方程，如题 6.11 般低哦降维为可观方程.
x = A x + Bu
Solution : consider the n-dimensional state equation the rank of its observability matrix
y = C x + Du

is assumed to be n1 < n .let P1 be an n1 × n matrix whose rows are any n1 linearly independent

rows of the observability matrix . let Q1 be an n × n1 matrix such that p1Q1 = In1 .where In1 is

the unit matrix of order n1 , then the following n1 -dimensional state equation

x 1 = P1 AQ1 x 1 + P1 Bu
y = CQ1 x 1 + Du
is observable and has the same transfer matrix as the original state equation

6.14 is the Jordan-form state equation controllable and observable ?

下 Jordan-form 状态方程是不是可控，可观？

2 1 0 0 0 0 0 2 1 0
0 2 0 0 0 0 0 2 1 1
 
0 0 2 0 0 0 0 1 1 1 2 2 1 3 − 1 1 1
   
x = 0 0 0 2 0 0 0 x +  3 2 1u y = 1 1 1 2 0 0 0 x
0 0 0 0 1 1 0 − 1 0 1 0 1 1 0 1 1 0
   
0 0 0 0 0 1 0 1 0 1
0
 0 0 0 0 0 1 
1 0 0

2 1 1
  1 0 1
solution : ρ( 1 1 1 ) = 3
  and ρ(  ) = 2
3 2 1 1 0 0

so the state equation is controllable ,however ,it is not observable because

  2 1 3
ρ( 1 1 2 ) = 2 ≠ 3
0 1 1 

6.15 is it possible to find a set of bij and a set of cij such that the state equation is

controllable ? observable ?是否可能找到一组 bij 和一组 cij 使如下状态方程可控？可观？

1 1 0 0 0 b11 b12 
0  b 
 1 0 0 0  21 b22   c11 c12 c13 c14 c15 
x = 0 0 1 1 0 x + b31 b32 u y = c 21 c 22 c 23 c 24 c 25 u
   
0 0 0 1 0 b41 b42  c31 c32 c33 c34 c35 
0 0 0 0 1 b51 b52 

solution : it is impossible to find a set of bij such that the state equation is observable ,because

b21 b22 
ρ( b41 b42 ）≤ 2 < 3
b51 b52 

it is possible to find a set of cij such that the state equation is observable .because

C11 C13 C15 

ρ( C 21 C 23 C 25 ）≤ 3
C 31 C 33 C 35 

C11 C13 C15 

The equality may hold for some set of cij

such as C 21
 C 23 C 25  = I the state equation is
C 31 C 33 C 35 

C11 C13 C15 


observable if and only if ρ( C 21
 C 23 C 25 ）= 3 6
C 31 C 33 C 35 

6.16 consider the state equation

λ 1 0 0 0 0  b1 
0 α1 b1 0 0  b 
  11 
x =  0 − b1 α1 0 0  x + b12 u
   
0 0 0 α2 b2  b21 
 0 0 0 b2 α 1  b22 
y = [C1 C11 C12 C 21 C 22 ]x
 it is the modal form discussed in (4.28) . it has one real eigenvalue and two pairs of complex
conjugate eigenvalues . it is assumed that they are distinct , show that the state equation is

controllable if and only if b1 ≠ 0; bi1 ≠ 0 or bi 2 ≠ 0 for i = 1 , 2 it is observable if

and only if c1 ≠ 0; ci1 ≠ 0 or ci 2 ≠ 0 for i = 1 , 2

题中的状态方程是（4.82）中讨论的规范型。它有一个实特征值和两对复特征值，并假定它
们都是互不相同的。证明该状态方程可控当且仅当

b1 ≠ 0; bi1 ≠ 0 or bi 2 ≠ 0 for i = 1 , 2 可观当且仅当

c1 ≠ 0; ci1 ≠ 0 or ci 2 ≠ 0 for i = 1 , 2

proof:；controllability and observability are invariant under any equivalence transformation . so we

introduce a nonsingular matrix is transformed into Jordan form.
1 0 0 0 0  1 0 0
0  0
0 0.5 − 0.5 j 0
 0  0
 1 0 
1 0
p = 0 0.5 0.5 j 0 0 , p −1 = 0 i −i 0 0 
   
0 0 0 0.5 − 0.5 j  0 0 0 1 1 
0 0 0 0.5 0.5 j  0 0 0 i − j 
λ 1 0 0 0 0   β1 
0 α 1 + Jβ1 0 0 0   0.5(β − jβ ) 
   11 12 

A = PAP −1 =0 0 α 1 − Jβ1 0 0  B = PB =  0.5(β11 + jβ12 ) 

   
0 0 0 α 2 + Jβ 2 0  0.5(β211 − jβ22 )
 0 0 0 0 α 2 − Jβ 2   0.5(β21 + jβ22 ) 

C = CP −1 = [C1 C11 + jC12 C11 − jC12 C 21 + jC 22 C 22 − jC 22 ]

Using theorem 6.8 the state equation is controllable if and only if

b1 ≠ 0; 0.5(b11 ± jb12 ) ≠ 0; 0.5(b21 ± jb22 ) ≠ 0; equivalently if and only if

b1 ≠ 0; bi1 ≠ 0; or bi 2 ≠ 0; for i = 1, 2

The state equation is observable if and only if

c11 ≠ 0; c11 ± jc12 ≠ 0; c 21 ± jc 22 ≠ 0; equivalently , if and only if

c1 ≠ 0; ci1 ≠ 0 or ci 2 ≠ 0 for i = 1 , 2

6.17 find two- and three-dimensional state equations to describe the network shown in fig 6.12 .
discuss their controllability and observability
找到图 6.12 所示网络的两维和三维状态方程描述。讨论它们的可控和可观性，
solution: the network can be described by the following equation :
 u + x1
= x 2 − 2 x1 ; x 2 = 3 x 3 ; x3 = − x1 − x 2 ; y = x3
2
they can be arranged as

2 2
x1 = − x1 − u
11 11
3 3
x 2 = x1 + u
22 22
1 1
x 3 = x1 + u
22 22
y = x3 = − x1 − x 2
so we can find a two-dimensional state equation to describe the network as
 2   2
 x1  − 11 0  x1  − 11
following :   =     +  3 u y = x3 = − x1 − x 2
 x 2   3 0  x 2   
 22   22 
 2 2 
2

−   
and it is not controllable because ρ(c) = ρ(  11  11   ) = 1 < 2
 3 2 3
 22 − 11 − 22 

 − 1 − 1
however it is observable because ρ(o) = ρ(  1 ) = 2
 22 0 
we can also find a three-dimensional state equation to describe
 2   2
 − 0 0  x − 11
 x1   11  1   3 
3
 
it : x 2 =  0 0   x2  +  u y = [0 0 1]x and it is neither controllable nor
   22     22 
 x 3   1  x3   1 
0 0
 22   22 

 C 
observable because ρ( B [ AB ]
A2 B ) = 1 < 3 ρ(  CA  ) = 2 < 3
CA 2 

6．18 check controllability and observability of the state equation obtained in problem 2.19 . can uou
give a physical interpretation directly from the network
检验题 2.19 中所得状态方程的可控性和可观性。能否直接从该网络给出一个物理解释？
Solution : the state equation obtained in problem 2.19 is
 x1  1 0 0   x1  1
 x  = 0 0 − 1  x  + 1u y = [0 1 0]x
 2   2   
 x 3  0 1 1   x3  0
It is controllable but not observable because
 1 1 1    C   0 1 0 
   
[
ρ( B AB ]
A B ) = ρ 1 0 − 1  = 3
2
ρ(  CA  ) = ρ 0 0 − 1  ≤ 2
 
 0 1 1   CA 2   0 − 1 − 1 
   

A physical interpretation I can give is that from the network , we can that if u = 0 x1 (0) = a ≠ 0

x 2 (0) = 0 then y ≡ 0 that is any x(0) = [a 0 *] and u (t ) ≡ 0 yield the same output
T
and

Y (t ) ≡ 0 thus there is no way to determine the initial state uniquely and the state equation describing

the network is not observable and the input is has effect on all of the three variables . so the state
equation describing the network is controllable

6.19 continuous-time state equation in problem 4.2 and its discretized equations in problem 4.3 with
sampling period T=1 and π . Discuss controllability and observability of the discretized equations .
考虑题 4.2 中的连续时间状态以及题 4.3 中它的离散化状态方程（T=1 and π ）. 讨论离散状态
方程的可控性和可观性

0 1  1
solution : the continuous-time state equation in problem 4.2 is x =   x +  u y = [2 3]x
 − 2 − 2 1
the discretized
equation :

(cos T + sin T )e −T sin Te −T  3 3 1 

− ( conT + sin T )e −T 
x[k + 1] =   x[k ] +  2 2 2 u[k ]
 − 2 sin Te
−T
(cos T − sin T )e −T   1 + (2 sin T + conT )e −T 
 

y[k ] = [2 3]x[k ]

 0.5083 0.3096   1.0471 

T=1 Ad =   Bd =  
− 0.6191 − 0.1108 − 0.1821

0.0432 0   1.5648 
T= π : Ad =  Bd = 
 0 0.0432 
− 1.0432
The xontinuous-time state equation is controllable and observable , and the sustem it describes is
single-input so the drscretized equation is controllable and observable if and only if

| I m [λ i − λj ] |≠ 2πm / 2 for m = 1, 2  whenever Re [λ i − λj ] = 0 the eigenvalues of a are

–1+j and –1-j . so | I m [λ i − λj ] |= 2 for T=1 . 2πm ≠ 2 for any m = 1, 2  .so the
discretized equation is neither controllable nor observable . for T= π 2m=1 .so the descretized
equation is controllable and observable .

0 1 0 
6.20 check controllability and observabrlity of x =   x +  u y = [0 1]x 检验可控性和
0 t  1
观性。

1 0 − 1
Solution : M 1 = − A(t ) M 0   the determinant of the matrix [M 0 M1] =   is 1. which
− t  1 − t 
is nonzero for all t . thus the state equation is controllable at every t。
1 − e 0.5τ 2 τ e 0.5 τ2 dτ
Its state transition matrix is Φ (τ , τ 0 ) =  ∫τ0  and
0 e 0.5 ( τ 2 −τ 02 ) 
 

1 − e 0.5 t2 t e 0.5 t2 dϑ

C (t)Φ (t , t 0 ) = [0 1]
0
∫t0
2 2)
[ 2 2)
 = 0 e 0.5( t −t0

]
 e 0.5( t −t0 

τ1  0 
[ ]
W0 (τ 0 , τ1 ) = ∫  0.5( τ2 −τ02 )  ⋅ 0 e 0.5( τ −τ0 ) dτ
τ0 e
2 2

 
τ1 0 0 
=∫  τ 2 −τ 02 
dτ
τ0 0
 e 
We see . W0 (t 0 , t1 ) is singular for all t 0 and t , thus the state equation is not observable at any t 0 .

0 0  1
6.21 check controllability and observability of x =   x +  −t  u [ ]
y = 0 e −t x solution :
0 − 1 e 

x1 (t ) = x1 (0) x 2 (t ) = x 2 (0)e − t its state transition matrix is

−1 1 0  1 0  1 0 
Φ (t , t 0 ) = X（t）X (t 0 ) =  −t   t0 
= −t + t 0 
and
0 e  0 e  0 e 
1 0  1   1 
Φ (t , t) B (t) =  −t + t   − t 
=  −t 
0 e  e  e 
1 0 
[
C (t)Φ (t, t 0 ) = 0 e −t  ] − t+ t0 
[
= 0 e − 2 t+t0 ]
0 e 
τ  1  τ  1 e −τ   τ − τ0 e − τ (τ − τ 0 ) 
WE compute
τ0 e
[ ]
Wc (τ 0 , τ ) = ∫  −τ  1 e −τ dτ = ∫  −τ dτ =  −τ − 2τ 
  τ0 e
 e − 2τ  e (τ − τ 0 ) e (τ − τ 0 )

Its determinant is identically zero for all to and t 0 , so the state equation is not controllable at any t 0
 1  τ 0 0 
τ 

τ0 e
[ ]
Wc (τ 0 , τ ) = ∫  − 2 τ+ τ 0  1 e − 2 τ+τ0 dτ = ∫  − 4 τ+ 2τ0 
dτ its determinant is identically zero for all
   e
τ0 0


t 0 and t1 , so the state equation is not observable at any t 0 .

6.22 show shat ( ( A(t ), B (t )) is controllable at t 0 if and only if (− A′(t ), B ′(t )) is observable at t 0

证明 ( A(t ), B (t )) 在 t 0 可控当且仅当 (− A′(t ), B ′(t )) 在 t 0 可观。

Proof:  Φ (t , t 0 )Φ (t 0 , t ) = I where Φ (t , t 0 ) is the transition matrix of x (t ) = A(t ) x(t ))

∂ ∂Φ (t , t 0 ) ∂Φ (t 0 , t )
∴ Φ (t , t 0 ) Φ (t 0 , t ) = Φ (t 0 , t ) + Φ (t , t 0 )
∂t ∂t ∂t
∂ ∂
= A(t )Φ (t , t 0 )Φ (t 0 , t ) + Φ (t , t 0 ) Φ (t 0 , t ) = A(t ) + Φ (t , t 0 ) Φ (t 0 , t ) = 0
∂t ∂t

∂Φ (t 0 , t ) ∂Φ (t 0 , t )
There we have = −Φ (t 0 , t ) + A(t ) and. = − A′(t ) + Φ ′(t 0 , t )
∂t ∂t

So Φ ′(t 0 , t ) is the transition matrix of x (t ) = A′(t ) x(t )) ( A(t ), B (t )) is controllable at t 0 if and only

τ1
if there exists a finite t1 > t 0 such that Wc (τ 0 , τ ) = ∫τ0
Φ (τ1 , τ)B(τ) B ′(τ)Φ ′(τ1 , τ)dτ is nonsingular

(− A′(t ), B ′(t )) is observable at t 0 if and only if there exists a finite t1 > t 0 such that
τ1
Wc (τ 0 , τ ) = ∫ Φ (τ 0 , τ)B(τ) B ′(τ)Φ ′(τ 0 , τ)dτ is nonsingular.
τ0

For time-invariant systems , show that （A,B）is controllable if and only if (-A,B) is controllable , Is true
foe time-varying systems ?
证明对时不变系统， （A,B）可控当且仅当（-A,B）可控。 对时变系统是否有相同结论？
Proof: for time-invariant system (A,B) is controllable if and only if

ρ(C1 ) = ρ B [ ]
AB  A n −1 B = n (assuming a is n × n

(-A,B) is controllable if and only if ρ(C 2 ) = ρ B [ AB  A n −1 B = n ]

we know that any column of a matrix multiplied by nonzero constant does not change the rank of the

matrix . so ρ(C1 ) = ρ(C 2 ) the conditions are identically the same , thus we conclude that (A,B)is

controllable if and only if (-A,B)is controllable .for time-systems, this is not true .
 s −1
7.1 Given g ( s ) = 2
. Find a three-dimensional controllable realization check its
（s − 1)( s + 2）
observalility

s −1
找 g (s) = 2
的一三维可控性突现，判断其可观性。
（s − 1)( s + 2）

s −1 s −1
Solution : g ( s) = 2 using (7.9) we can find a
（s + 2 s 2 − s − 2）
（s − 1)( s + 2） 2

three-dimensional controllable realization as following

 − 2 1 2 1 
x =  1 0 0 x + 0u y = [0 1 − 1]x this realization is not observable because
 0 1 0 0

(s-1)and （s 2 − 1)( s + 2）are not coprime

7.2 find a three-dimensional observable realization for the transfer function in problem 7.1
check its controllability

s −1
找题 7.1 中 g ( s ) = 2
的一三维可控性突现，判断其可观性。
（s − 1)( s + 2）
Solution : using (7.14) ，we can find a 3-dimensional observable realization for the transfer
 − 2 1 0 0
   
function : x = 1 0 1 x + 1 u y = [1 0 0]x and this tealization is not
   
 2 0 0 − 1

controllable because (s-1) and （s 2 − 1)( s + 2） are not coprime

7.3 Find an uncontrollable and unobservable realization for the transfer function in
problem 7.1 find also a minimal realization
求题 7.1 中传函的一个不可控且不可观突现以及一个最小突现。

s −1 1 1
Solution : g ( s ) = = = 2 a minimal realization is ,
（s − 1)( s + 2） ( s + 1)( s + 2) s + 3s + 2
2

 − 3 − 2 1
x =   x +  u y = [0 1]x an uncontrollable and unobservable realization
1 0 0 

 − 3 − 2 0 1

is x = 1
 0 0 x + 0u
 y = [0 1 0]x
 0 0 1 0
7．4 use the Sylvester resultant to find the degree of the transfer function in problem 7.1
用 Sylvester resultant 求题 7.1 中传函的阶
solution :
− 2 − 1 0 0 0 0
 −1 1 − 2 −1 0
 0 
α 0 − 1 1 − 2 − 1
s= 
1 0 2 0 −1 1 
0 0 1 0 2 0
 
 0 0 0 0 1 0 
rank(s)=5. because all three D-columns of s are linearly independent . we conclude that s has only

two linearly independent N-columns . thus deg yˆ ( s ) = 2

2s − 1
7.5 use the Sylvester resultant to reduce to a coprime fraction 用 Sylvester resultant
4s 2 − 1
2s − 1
将 化简为既约分式。
4s 2 − 1
− 1 − 1 0 0
0 2 − 1 − 1
Solution : s =  rank ( s ) = 3, u =1 s1 = s
4 0 0 2
 
0 0 4 0
T
 1 1  1 1
null ( s1 ) = − 0 1 thus we have N ( s) = + 0⋅s D( s) = +s and
 2 2  2 2
1
2s − 1 2 1
= =
4s 2 − 1 1 2s + 1
s+
2

s+2
7.6 form the Sylvester resultant of gˆ ( s ) = 2
by arranging the coefficients of
（s + 2 s ）
N (s ) and D(s ) in descending powers of s and then search linearly independent columns in
order from left to right . is it true that all D-columns are linearly independent of their LHS

columns ?is it true that the degree of gˆ ( s ) equals the number of linearly independent N-columns?

s+2
g (s) = 2 将 N (s ) 和 D(s ) 按 s 的降幂排列形成 Sylvester resultant ，然后从左
（s + 2 s ）
至右找出线性无关列。所有的 D-列是否都与其 LHS 线性无关？ gˆ ( s ) 的阶数是否等于线性

无关 N-列的数回？
 s+2 D( s)
Solution ； gˆ ( s ) = 2 := deg gˆ ( s ) = 1
（s + 2 s） N ( s )

D( s ) = D2 S 2 + D1 S + D0
N (s) = N 2 S 2 + N1 S + N 0

from the Sylvester resultant :

1 0 0 0
2 1 1 0
s= rank ( s ) = 3 u = 2 (the number of linearly independent
0 2 2 1
 
0 0 0 2
N-columns

β1 s + β 2 D( s)
7.7 consider gˆ ( s ) = = and its realization
（s + α 1 s + ∂ 2） N ( s )
2

− α − α2  1
x =  1  x +  u y = [β1 β 2 ]x
 1 0  0 
show that the state equation is observable if and only if the Sylvester resultant of

β s + β2 D( s)
D( s ) and N ( s ) is nonsingular . 考 虑 gˆ ( s ) = 2 1 = 及 其 实 现
（s + α 1 s + ∂ 2） N ( s )

− α − α2  1
x =  1  x +  u y = [β1 β 2 ]x 证 明 该 状 态 方 程 可 观 及 其 当 且 仅 当
 1 0  0 

D( s ) and N ( s ) 的 Sylvester resultant 非奇异

− α 1 − α2  1
proof: x =   x +  u y = [β1 β 2 ]x is a controllable canonical form realization of
 1 0  0 

gˆ ( s ) from theorem 7.1 , we know the state equation is observable if and only id D( s ) and N (s)

are coprime

from the formation of Sylvester resultant we can conclude that D ( s ) and N ( s ) are coprime if

and only if the Sylvester resultant is nonsingular thus the state equation is observable if and only if the

Sylvester resultant of D ( s ) and N ( s ) is nonsingular

7.8 repeat problem 7.7 for a transfer function of degree 3 and its controllable-form realization , 对一
个 3 阶传函及其可控型实现重复题 7.7

β1 s 3 + β1 s 2 + β 2 s + β 3 N ( s )
solution : a transfer function of degree 3 can be expressed as gˆ ( s ) = =
（s 3 + α 1 s 2 + ∂ 2 s + α 3） D( s )

where D ( s ) and N ( s ) are coprime

（β 0 − α 1β 0 ) s 2 + (β 2 − α 2 β 0 ) s + β 2 + α 3β 0
ˆ ˆ
writing g ( s ) as g ( s ) = , we can obtain a controllable
s 3 + α 1 s 2 + α 2 s + α 3）

− α 1 − α 2 − α 3  1

x =  1 0 0  x + 0u

canonical form realization of gˆ ( s )
 0 1 0  0
y = [β1 − α 1β 0 β 2 − α 2 β 0 β 3 − α 3β 0 ]x + β 0 u

the Sylvester resultant of D ( s ) and N ( s ) is nonsingular because D( s ) and N ( s ) are

coprime , thus the state equation is observable .

1 1
7.9 verify theorem 7.7 fir gˆ ( s ) = 2
.对 gˆ ( s ) = 验定定理 7.7
( s + 1) ( s + 1) 2

1
verification : gˆ ( s ) = is a strictly proper rational function with degree 2, and it can be
( s + 1) 2
expanded into an infinite power series as

gˆ ( s ) = 0 ⋅ s −1 + s −2 − 2 s − + s −4 − 4 s −5 + 5s −6 +  s −1

rT (1,1) = r ([0]) = 0 rT (1,2) = rT (2,1) = 1

rT (2,2) = rT (2 + K ,2 + L ) = 2 for veyer k ,.l = 1,2

1
7.10 use the Markov parameters of gˆ ( s ) = to find on irreducible companion-form realization
( s + 1) 2

1
用马尔科夫参数求 gˆ ( s ) = 的一个不可简约的有型实现
( s + 1) 2

gˆ ( s ) = 0 ⋅ s −1 + s −2 + (−2) s −3 + 3s −4 + (−4) s −5 + 5s −6 + 3
solution 0 1 
ρT (2,2) = ρ  =2
1 − 2

deg gˆ ( s ) =2
 −1
~  1 − 2  0 1   1 − 2  2 1   0 1 
∴ A = T (2,2)T −1 (2,2) =    =    = 
 − 2 3  1 − 2   − 2 3  1 0   − 1 − 2 
0 
b=  c = [1 0]
1

the triplet ( A, b, c) is an irreducible com-panion-form realization

1
7.11 use the Markov parameters of gˆ ( s ) = to find an irreducible balanced-form realization
( s + 1) 2

用 gˆ ( s ) 的马尔科夫参数求它的一个不可简约的均衡型实现.

0 1 
Solution : T (2,2) =  
1 − 2
t = [0 1;1 − 2]tt = [1 − 2; − 2 3]
[k , s, l ] = svd (t ), sl = sqrt ( s);
Using Matlab I type o = k * sl ; c = sl * l ′;
A = inv(o) * ϑ * inv(c)
b = c(; ,1), c = O(1,1)
This yields the following balanced realization

 − 1.7071 0.7071   0.5946 

x =   x+ 
− 0.7071 − 0.2929 − 0.5946
y = [− 0.5946 − 0.5946]x

7.12

2 1 1
Show that the two state equation x =   x +  u y = [2 2]x and
0 1 0 

2 0 1 
x =   x +  u y = [2 0]x are realizations of (2 s + 2) ) , are they
− 1 − 1  2 (s 2 − s − 2

minimal realizations ? are they algebraically equivalent?

证明以上两状态方程都是
(2 s + 2) ) 的突现,他们是否最小突现?是否代数等价?
(s 2 − s − 2
(2 s + 2) 2( s + 1) 2
Proof : = =
( s − s − 2) ( s + 1)( s − 2) s − 2
2
 −1
 1 1 
[2 2]
s − 2 − 1 1
  
= [2 2 ]
s − 2 ( s − 1)( s − 2)  1 = 2
  
 0 s − 1 0  0 1  0  s − 2
 s −1 
 1 
s−2 0  1 
−1
 0  1
[2 0]  2 = [2 0]
s−2
1
  2
1   2 = s − 2
 1 s + 1   −  
 ( s + 1)( s − 2) s + 1

thus the two state equations are realizations of

(2 s + 2) ) the degree of the transfer function
(s 2 − s − 2
is 1 , and the two state equations are both two-dimensional .so they are nor minimal realizations .
they are not algebraically equivalent because there does not exist a nonsingular matrix p such that

2 1 −1  2 0 
P  P = − 1 − 1
0 1  
1 1
P  =  
0  0 
[2 2]P −1 = [2 0]

7.13 find the characteristic polynomials and degrees of the following proper rational matrices

 1 s + 3  1 1   1 s+3 1 
 s +1
 ( s + 1) 2 ( s + 1)( s + 2)   2
s + 2 s + 5
Gˆ 1 =  s Gˆ 1 =   Gˆ 3 =  ( s + 1) 
1 s   1 1 s +1 1 
    1
s + 3 s +1  s + 2 ( s + 1)( s + 2)   s + 2 s + 4 s 

note that each entry of Gˆ s ( s ) has different poles from other entries

求正则有理矩阵 Gˆ 1 ( s ) , Gˆ 2 ( s ) 和 Gˆ 3 ( s ) 的特征多项式和阶数.

1 s+3 1 s
Solution : the matrix Gˆ 1 ( s ) has , , , and det Gˆ 1 ( s ) =0 as its minors
s s +1 s+3 s +1
thus the characteristic polynomial of Gˆ 1 ( s ) is s(s+1)(s+3) and Gˆ 1 ( s ) =3 the matrix Gˆ 2 ( s ) has

1 1 1 1 ˆ − s2 − s +1
, , , . det G 2 ( s ) = as
( s + 1) 2 ( s + 1)( s + 2) s + 2 ( s + 1)( s + 2) ( s + 1) 3 ( s + 2) 2

its minors , thus the characteristic polynomial of Gˆ 2 ( s ) = ( s + 1) 3 ( s + 2) 2 and dGˆ 2 ( s ) = 5

Every entry of Gˆ 3 ( s ) has poles that differ from those of all other entries , so the characteristic

polynomial of Gˆ 3 ( s ) is s ( s + 1) ( s + 2)( s + 3) ( s + 4)( s + 5) and δGˆ 3 ( s ) = 8

2 2
 −1
 s 1  1 
7.14 use the left fraction Gˆ ( s ) =     to form a generalized resultant as in (7.83), and
− s s  − 1
then search its linearly independent columns in order from left to right ,what is the number of linearly

independent N-columns ?what is the degree of Gˆ ( s ) ? Find a right coprime fraction lf Gˆ ( s ) ,is the

given left fraction coprime?用 Gˆ ( s ) 的左分式构成(7.83)中所示的广义终结阵,然后从左到右找出其

线性无关列.线性无关的 N-列的数目是多少> Gˆ ( s ) 的阶是多少?求出 Gˆ ( s ) 的一个既约右分式.题

给的左分式是否既约?
−1
 s 1  1 
Solution : Gˆ ( s ) =     =: D −1 ( s ) N ( s )
− s s  − 1
 s 1 0 1  1 0
D (s) =  = + s
 − s s  0 0   − 1 1 
Thus we have
1
N (s) =  
− 1
And the generalized resultant
0 1 1 0 0 0
0 0 -1 0 0 0 

1 0 0 0 1 1
S=  rank s=5 ,
-1 1 0 0 0 -1
0 0 0 1 0 0
 
0 0 0 -1 1 0
the number of linearly independent N-colums is l. that is u=1,

null ( s ) = [− 1 0 0 0 0 1]
− N 0 D0 − N 1 D1
So we have

D( S ) = 0 + 1 ⋅ S = S
+ 1 0 + 1
N (S ) =   +   s =  
 0  0  0
1
Gˆ ( s ) =   s −1
0 
deg = Gˆ ( s ) = u = 1
the given left fraction is not coprime .

7.15 are all D-columns in the generalized resultant in problem 7.14 linearly independent .pf their LHS

columns ?Now in forming the generalized resultant ,the coefficient matrices of D (S ) and N (S ) are
arranged in descending powers of s , instead of ascending powers of s as in problem 7.14 .is it true that

all D-columns are linearly independent of their LHS columns? Doe’s he degree of Gˆ ( s ) equal the

number of linearly independent N-columns ?does theorem 7.M4hold ?题 7.14 中的广义终结阵中是否

所有的 D-列都与其 LHS 列线性无关?现将 D (S ) 和 N (S ) 的系数矩阵按 S 得降幂.排列构成另一种

形式的广义终结阵.在这样的终结阵中是否所有的 D-列也与其 LHS 列线性无关? Gˆ ( s ) 的阶数是

否等于线性无关 N-列的数目?定理 7.M4 是否成立?

Solution : because D1 ≠ 0, ALL THE D-columns in the generalized resultant in problem7.14 are

linearly independent of their LHS columns

Now forming the generalized resultant by arranging the coefficient matrices of D (S ) and N (S ) in

descending powers of s :
1 0 0 0 0 0

− 1 1 0 0 0 
0
 D1 N1 0 0  
  0 1 1 1 0 
0
S =  D0 N0 D1 N1  =   rank S =5
0 0 −1 −1 1 0

0
 0 D0 N 0  
0 0 0 0 1 1
 
 0 0 0 0 0 − 1

we see the D0 -column in the second colums block is linearly dependent of its LHS columns .so it is

not true that all D-columns are linearly independent of their LHS columns .

the number of linearly independent N -columns is 2 and the degree of Gˆ ( s ) is I as known in problem

7.14 , so the degree of Gˆ ( s ) does not equal the number of linearly independent N -columns , and the

theorem 7.M4 does not hold .

7.16, use the right coprime fraction of Gˆ ( s ) obtained in problem 7.14 to form a generalized tesultant as

in (7.89). search its linearly independent rows in order from top to bottom , and then find a left coprime

fraction of Gˆ ( s ) 用题 7.14 中得到的 Gˆ ( s ) 的既约右分式,如式(7.89)构造一个广义终结阵, 从上至

下找出其线性无关行, 求出 Gˆ ( s ) 的一个既约左分式.

1 1
Solution : Gˆ ( s ) =   s −1 D( s) = s N ( s) =  
0  0 
The generalized resultant
 0 1 0
1
 0 0
0 0 0
T =  rank T = 3 γ 1 = 1, γ 2 = 0
0 0 1
0 1 0
 
0 0 0

0 1 0 
′
mull ( 1 0 0 ) = [0 0 1]
0 0 0
0 1 0 
1 0 0
mull (   ) = [− 1 0 0 1]′
0 0 1 
 
0 1 0 

 − 1 0 0 0 1 0
∴ [− N 0 D0 D0 ] = 
− N0 
 0 0 1 0 0 0
0 0 1 0  s 0
D (s) =   +  s= 
0 1  0 0  0 1 
+ 1
N (s) =  
0
−1
 s 2 + 0.5s 0.5s   s 0 1
thus a left coprime fraction of   is Gˆ ( s ) =    
 − 0.5 s − 0.5 0 1  0 

s2 +1 2 s + 1
 3 
7.17 find a right coprime fraction of Gˆ ( s ) =  s s 2  snd then a minimal realization
 s+2 2 
 s 2 s 

求 Gˆ ( s ) 的一个既约右分式及一个最小突现]

s2 +1 2 s + 1
 3 
solution : Gˆ ( s ) =  s s 2  =: D −1 ( S ) N ( S )
s+2 2 
 s 2 s 

s 3 0   0 0   0 0   0 0  2 1 0  3
D (s) =  = + s +   s + 0 0 s
0 s 2  0 0 0 0 0 1   
where
 s 2 + 1 s (2 s + 1) 1 0 0 1 1 2 2
N (s) =  = + s +  s
s+2 2 s   2 0  1 2   0 0 
the generalized resultant is
0 0 1 0 0 0 0 0 0 0 0 0
0
 0 2 0 0 0 0 0 0 0 0 0 
0 0 0 1 0 0 1 0 0 0 0
 
0 0 1 2 0 0 2 0 0 0 0 0
0 0 1 2 0 0 0 1 0 0 1 0
 
0 1 0 0 0 0 1 2 0 0 2 0
S = 
1 0 0 0 0 0 1 2 0 0 0 1
 
0 0 0 0 0 1 0 0 0 0 1 2
0 0 0 0 1 0 0 0 0 0 1 2
 
0 0 0 0 0 0 0 0 0 1 0 0
 
0 0 0 0 0 0 0 0 1 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0

rank s = 9, µ1 = 2, µ 2 = 1

the monic null vectors of the submatrices that consist of the primary dependent N 2 -columns and

N 1 -columns are , respectively

′
Z 2 = [− 2.5 − 2.5 0 − 0.5 0 0 0.5 1]
Z1 = [− 0.5 − 2.5 0 − 0.5 − 1 − 1 0.5 0 0 1]
− N 0 
 D 
 0  ′
 − N 1  − 0.5 − 2.5 0 − 0.5 − 1 − 1 0.5 0 0 0 1 0
∴  = 
 D1  − 2.5 − 2.5 0 − 0.5 0 0 0.5 1 0 0 0 0
 N2 
 
 D2 

 0 0  0.5 0.5 1 0  2  s 2 + 0.5s 0.5s 

D(=s)  +
  s + 0 0  s=  
 −0.5 −0.5  0 1     −0.5 s − 0.5
 0.5 2.5 1 0   s + 0.5 2.5
N ( s )=   +  s=  
 2.5 2.5 1 0   s + 2.5 2.5

 s + 0.5 2.5  s 2 + 0.5s 0.5s 

thus a right coprime fraction of Gˆ ( s ) is Gˆ ( s ) =   
 s + 2.5 2.5  − 0.5 s − 0.5

 s 0
s 2 0
we define H ( s ) =   L( s ) = 1 0
0 s
0 1
 then we have
1 0.5 0.5 0 0 
=D( s)   H (s) +   L( s )
0 1   0 −0.5 −0.5
1 0.5 2.5
N (s) =   L( s )
1 2.5 2.5
−1
1 0.5 1 −0.5
−1
=D =
0 1  0 1 
hc
  
1 −0.5 0.5 0 0  0.5 0.25 0.25 
= Dhc−1 Dic =
0 1   0 −0.5 −0.5  0 −0.5 −0.5
 

thus a minimal realization of Gˆ ( s ) is

 −0.5 −0.25 −0.25 1 −0.5


x  1 0 0  x + 0
 0  u
 0 0.5 0.5  0 1 
1 0.5 2.5
y= x
1 2.5 2.5
  2 1 1 
8.1 given x =   x +  u y = [1 1]x
− 1 1  2

find the state feedback gain k so that the feedback system has –1 and –2 as its eigenvalues .

compute k directly with using any equivalence transformation 对题给状态方程, 不用等价交换,

直接求状态反馈增益 k 使状态反馈系统的特征值为-1,-2.

Solution : introducing state feedback u = r − [k1 k 2 ]x , we can obtain

 2 1 1  1 
x =   x −  [k1 k 2 ]x +   r
− 1 1  2  2
the new A-matrix has characteristic polynomial
∆ f ( s ) = ( s − 2 + k1 )( s − 1 + 2k 2 ) − (−1 − 2k1 )(1 − k 2 )
= s 2 + (k1 + 2k 2 − 3) s + (k1 − 5k 2 + 3)

the desired characteristic polynomial is ( s + 1)( s + 2) = s 2 + 3s + 2 ,equating

k1 + 2k 2 − 3 = 3 and k1 − 5k 2 + 3 = 2 , yields

k1 = 4 and k 2 = 1 so the desired state feedback gain k is k = [4 1]

8.2 repeat problem 8.1 by using (8.13), 利用式(8.13)重解题 8.1.

solution :

D ( s ) = ( s − 2)( s − 1) + 1 = s 2 − 3s + 1
D f ( s ) = ( s + 1)( s + 2) = s 2 + 3s + 2
k = [3 − (−3) 2 − 3] = [6 − 1]
−1 1 − 3 1 3
C =  C= 
0 1   0 1
1 4  − 1 4 
D = [b Ab] =   C −1
=  7 7  C is non sin gular , so ( A, b) is can trollable
 2 1   2 7 −1 
7
using (8.13)

1 3 − 1 7 4 7 
k = k CC −1 = [6 − 1]   = [4 1]
0 1  2 7 − 1 7 

8.3 Repeat problem 8.1 by solving a lyapunov equation

用求解 lyapunov 方程的方法重解题 8.1.
solution : ( A, b) is controllable

− 1 0 
selecting F =   and k = [1 1] then
 0 − 2

 1
0 13  − 9 1
AT − TF = b k ⇒ T =   T −1 =  
9  13 0
1 
 13 
− 9 1
k = k T −1 = [1 1]  = [4 1]
 13 0

1 1 − 2 1
   
8.4 find the state foodback gain for the state equation x = 0 1 1 x + 0 u
   
0 0 1  1
so that the resulting system has eigenvalues –2 and –1+j1 . use the method you think is the
simplest by hand to carry out the design 求状态反馈增益. 使题给状态方程的状态反馈系统具
有-2 和-1+j1 特征值/

solution : ( A, b) is controllable

∆ ( s ) = ( s − 1) 3 = s 3 − 3s 2 + 3s − 1
∆ f ( s ) = ( s + 2)( s + 1 + j1)( s + 1 − j1) = s 3 + 4s 2 + 6s + 4
k = [4 − (−3) 6 − 3 4 − (−1)] = [7 3 5]
1 − 3 3  1 3 6
  C = 0 1 3
−1
C = 0 1 − 3
0 0 1  0 0 1
1 − 1 − 2 1 1 0
C = 0 1 2  C −1 = − 2 − 3 2 
1 1 1   1 2 − 1

1 3 6  1 1 0
   
Using(8.13) k = k C C [7 3 5]0 1 3 − 2 − 3 2  = [15 47 − 8]
−1

0 0 1  1 2 − 1

( s − 1)( s + 2)
8.4 Consider a system with transfer function gˆ ( s ) = is it possible to
( s + 1)( s − 2)( s + 3)

( s − 1)
change the transfer function to gˆ f ( s ) = by state feedback? Is the resulting
( s + 2)( s + 3)
system BIBO stable ?asymptotically stable?

是否能够通过状态反馈将传函 gˆ ( s ) 变为 gˆ f ( s ) ?所得系统是否 BIBO 稳定?是否逐渐稳定?

( s − 1) ( s − 1)( s + 2)
Solution : gˆ f ( s ) = =
( s + 2)( s + 3) s + 2) 2 ( s + 3)

We can easily see that it is possible to change gˆ ( s ) to gˆ f ( s ) by state feedback and the resulting

system is asymptotically stable and BIBO stable .

( s − 1)( s + 2)
8.6 consider a system with transfer function gˆ ( s ) = is it possible to
( s + 1)( s − 2)( s + 3)
1
change the transfer function to gˆ f ( s ) = by state feedback ? is the resulting system BIBO
s+3
stable? Asymptotically stable ?

能否通过状态反馈将传函 gˆ ( s ) 变为 gˆ f ( s ) ?所得系统是否 BIBO 稳定?是否逐渐稳定?

1 ( s − 1)( s + 2)
Solution ; gˆ f ( s ) = =
s + 3 ( s − 1)( s + 2)( s + 3)

It is possible to change gˆ ( s ) to gˆ f ( s ) by state feedback and the resulting system is

asymptotically stable and BIBO stable .. however it is not asymptotically stable .

8.7 consider the continuous-time state equation

1 1 − 2 1
x = 0 1 1  x + 0u
  y = [2 0 0]x
0 0 1  1

let u = pr − k x , find the feedforward gain p and state feedback gain k so that the resulting

system has eigenvalues –2 and − 1 ± j1 and will track asymptotically any step reference input

对题给连续时间状态方程, 令 u = pr − k x 求前馈增益 p 和状态反馈增益 k 使所得系统特

征值为-2 和 − 1 ± j1 , 并且能够渐进跟踪任意阶跃参考输入.

Solution :
  1 1 1 1 
−
 s −1 ( s − 1) 2 ( s − 1) 3
( s − 1) 2  1
  2
gˆ ( s ) = c( sI − A)b = [2 0 0] 0
1 1  0  = 2 s − 8 s + 8
 s −1 ( s − 1) 2    s 3 − 3s 2 + 3s − 1
 1  1
 0 0 
 s −1 
3 2
∆ f ( s ) = s + 4 s + 6 s − +4
α3 4
∴ P= = = 0.5
b3 8
k = [15 47 − 8]

(obtained at problem 8.4)

8.8 Consider the discrete-time state equation

1 1 − 2 1
x[k + 1] = 0 1 1  x + 0u[k ]

0 0 1  1
y[k ] = [2 0 0]x[k ]
find the state feedback gain so that the resulting system has all eigenvalues at x=0 show that for
any initial state the zero-input response of the feedback system becomes identically zero for
k ≥3
对题给离散时间状态方程,求状态反馈增益使所得系统所有特征值都在 Z=0, 证明对任意
初始状态,反馈系统的零输入响应均为零( k ≥ 3 )

solution ; ( A, b) is controllable

∆ ( z ) = z 3 − 3s + 3 z − 1
∆ f ( z) = z 3
k = [3 − 3 1]
1 3 6  1 1 0
k = C C k = [3 − 3 1]0 1 3 − 2 − 3 2  = [1 5 2]
−1   
0 0 1  1 2 − 1
The state feedback equation becomes
1 1 − 2 1 1   0 − 4 − 4 1 
      
x[k + 1] = 0 1 1  − 0[1 5 2]x[k ] + 0 r[k ] =  0 1 1  x[k ] + 0 r[k ]


0 0 1  1 1 − 1 − 5 − 1 1

y[k ] = [2 0 0]x[k ]
denoting the mew-A matrix as A , we can present the zero-mput response of the feedback system
k
as following y zi [ k ] = C A x[0]
 k
compute A

0 1 0 
A = Q 0 0 1Q −1
0 0 0
K
0 1 0 
A = Q 0 0 1 Q −1
k

0 0 0

using the nilpotent property

K
0 1 0 
0 0 1  = 0 for k ≥3
 
0 0 0

so we can readily obtain y zi [k ] = C 0 x[0] = 0 for k ≥ 3

consider the discret-time state equation in problem 8.8 let for u[k ] = pr[k ] − k x[k ] where p

is a feedforward gain for the k in problem 8.8 find a gain p so that the output will track any step

reference input , show also that y[k]=r[k] for k ≥ 3 ,thus exact tracking is achieved in a finite
number of sampling periods instead of asymptotically . this is possible if all poles of the resulting
system are placed at z=0 ,this is called the dead-beat design

对题 8.8 中的离散时间状态方程,令 u[k ] = pr[k ] − k x[ k ] ,其中 p 是前馈增益,对题 8.8 中所得

k ,求一增益 p 使输出能够跟踪任意阶跃参考输入,并证明 k ≥ 3 时 y[k]=r[k].实际的跟踪是在

无穷多采样周期中得到的,而不是渐进的. 当反馈系统的所有标点都被配置在 Z=0 时,这样的
跟踪是可以做到的,这就是所谓的最小[拍设计.
Solution ;

2 z 2 − 8s + 8
gˆ ( z ) = ∆( z ) = z 3 u[k ] = pr[k ] − k x[k ]
z 3 − 3s 2 + 3z − 1
z 2 − 8z + 8
gˆ f ( z ) = p
z3

( A, b) is controllable all poles of gˆ f ( z ) can be assigned to lie inside the section in fig 8.3(b)

under this condition , if the reference input is a step function with magnitude a , then the output

y[k] will approach the constant gˆ f (1) ⋅ a as k → +∞

ˆ
thus in order for y[k] to track any step reference input we need g f (1) = 1
gˆ f (1) = 2 p = 1 ⇒ p = 0.5

the resulting system can be described as

 0 − 4 − 4 0.5
x[k ] =  0 1 1  x[k ] +  0  r[k ]
− 1 − 5 − 1 0.5
= A x[k ] + b r[k ]
y[k ] = [2 0 0]x[k ]
the response excited by r[k] is
K −1
K K −1− m
y[k ] = C A x[0] + ∑C A
M =0
b r[m]

K
as we know, A =0 for k ≥ 3, so
2
y[k ] = cb r[k − 1] + c Ab r[k − 2] + c A b r[k − 3]
= r[k − 1] − 4r[k − 2] + 4r[k − 3] for k ≥ 3
for any step reference input r[k]=a the response is
y[k]=(1-4+4) a =a =r[k] for k ≥ 3

2 1 0 0 0 
0 2 0 0  1
8.10 consider the uncontrollable state equation x =  x +  u is it possible
0 0 −1 0  1
   
0 0 0 − 1 1

to find a gain k so that the equation with state feedback u = r − k x has eigenvalues –2, -2 ,

-1 ,-1 ? is it possible to have eigenvalues –2, -2 ,–2 ,-1 ? how about –2 ,-2, –2 ,-2 ? is the equation

stabilizable?对题给不可控状态方程,是否可以求出一增益 k 使具有反馈 u = r − k x 的方程具

有特征值-2. –2, -1, -1, ?特征值-2, -2, -2,-1?特征值-2,-2,-2,-2?该方程是否镇定?

Solution: the uncontrollable state equation can be transformed into

0 0 −4 0  1
 x c  1 0 0 0   xc  0
  =   + u
 xc  0 1 3 0   x c  0 
   
0 0 0 − 1 0 
A 0   xc  bc 
= c    +  u
 0 Ac   xc   0 
 0 1 4 0
1 2 4 0
Where the transformation matrix is P
−1
=
1 − 1 1 0
 
1 − 1 1 1

( AC , b c ) is controllable and ( AC ) is stable , so the equation is stabilizable . the eigenvalue of

( AC ) ,say –1 , is not affected by the state feedback ,while the eigenvalues of the controllable
sub-state equation can be arbitrarily assigned in pairs .
so by using state feedback ,it is possible for the resulting system to have eigenvalues –2 ,-2 , -1, -1,
also eigenvalues –2, -2, -2, -1.
It is impossible to have –2, -2, -2, -2, as it eigenvalues because state feedback can not affect the
eigenvalue –1.

8.11 design a full-dimensional and a reduced-dimensional state estimator for the state equation in

problem 8.1 select the eigenbalues of the estimators from {− 3 − 2 ± j 2}

对题 8.1 中的状态方程, 设计一全维状态估计器和一将维估计器.估计器的特征值从

{− 3 − 2 ± j 2}中选取.

Solution : the eigenvalues of the full-dimensional state estimator must be selected as − 2 ± j 2 ,

the A-, b − and c − matxices in problem 8.1 are

 2 1 1 
A=  b=  c = [1 1]
− 1 1  2

the full-dimensional state estimator can be written as x̂ = ( A − l c) = xˆ + bu + l y

 l1 
let l =   then the characteristic polynomial of xˆ = ( A − l c) is
l 2 
∆ ′( s ) = ( s − 2 + l1 )( s − 1 + l 2 ) + (1 + l 2 )(1 − l1 )
= s 2 + (l1 + l 2 − 3) s + 3 − 2l1 − l 2
= ( s + 2) 2 + 4 = s 2 + 4s + 8
⇒ l1 = −12 l 2 = 19

thus a full-dimensional state estimor with eigenvalues − 2 ± j 2 has been designed as following

 14 13  1  − 12
x̂ =   xˆ +  u +  y
− 20 − 18  2  19 
designing a reduced-dimensional state estimator with eigenvalue –3 :
(1) select |x| stable matrix F=-3
(2) select |x| vector L=1, (F,L) IS controllable

(3) solve T=: TA-FT= l c

T = [t1 t2 ]
 2 1
let T : [t1
t 2 ]  + 3[t1 t 2 ] = [1 1]
− 1 1
3 4
⇒T = 
 21 21
(4) THE l-dimensional state estimutor with eigenvalue –3 is

13
z = −3 x + u+ y
21
−1
1 1   y  − 4 21   y 
xˆ =  5 4  =
 21 z 5 − 21  z 
21   
8.12 consider the state equation in problem 8.1 .compute the transfer function from r to y of the
state feedback system compute the transfer function from r to y if the feedback gain is applied to
the estimated state of the full-dimensional estimator designed in problem 8.11 compute the
transfer function from r to y if the feedback gain is applied to the estimated state of the
reduced-dimensional state estimator also designed in problem 8.11 are the three overall transfer
functions the same ?
对题 8.1 中的状态方程,计算状态反馈系统从 r 到 y 的传送函数.若将反馈增益应用到题 8.11
中所设计的全维状态估计器所估计的估计状态,计算从 r 到 y 的传送函数,若将反馈增益应用
到题 8.11 中所设计的降维状态估计器的估计状态, 计算从 r 到 y 的传送函数, 这三个传送函
数是否相同?
Solution
x = A x + bu y = cx u = r − k x
(1) ∴ yˆ x → y = c( sI − A + b k ) b
−1

 1 
 0  1
s+2   3s − 4
= [1 1] 9 1  2 = ( s + 1)( s + 2)
  
 ( s + 1)( s + 2) s + 1
 2 1 1   2 1 1  1 
x =   x +  u = −  x +   r −  [4 1]xˆ
− 1 1 2  1 1 2 2
2 1 4 1  1 
= x− xˆ + r
− 1 1 8 2 2
 14 13  1  − 12
xˆ =   xˆ +  u +  y
(2) − 20 − 18 2  19 
 14 13  1  1  − 12
=  xˆ +   r −  [4 1]xˆ +  [1 1]x
− 20 − 18 2 2  19 
 10 12  − 12 − 12 1
=  xˆ +  x+
19  2
r
− 28 − 20  19
y = [1 2]x

 2 1 −4 −1  1
x  − 1 1 − 8 − 2  x  
 

  +  2 r
∴  ̂  = 
 x  − 12 − 12 10 12   xˆ  1 
 
 19 19 − 28 − 20  2 
 x
y = [1 1 0 0] 
 xˆ 

−1
s − 2 − 1 −4 1  1 
 1 s −1 −8 2   2
∴ gˆ r → y = [1 1 0 0]  
 − 12 12 10 − 12  1 
   
 19 − 19 28 s + 20  2
3s 3 + 8s 2 + 8s − 32 (3s − 4)( s 2 + 4 s + 8) 3s − 4
= 4 = =
s + 7 s 3 + 22s 2 + 32s + 16 ( s + 1)( s + 2)( s + 4 s + 8) ( s + 1)( s + 2)
2
 2 1 1   2 1 4 1 1  1 
x =   x +  u = − x −   xˆ +   r −   r
− 1 1  2  1 1 8 2  2  2
2 1 4 1 − 4 21   y  1
=  x−  xˆ    +  r
− 1 1 8 2  5 − 21  z  2
2 1  − 11  63  1 
= x − [1 1]x − z +  2 r
− 1 1 − 22
 
126
   
13 12   63  1 
(3) =  x +   z +  r
21 23 126  2
13 − 4 21   y 
z = −3 z + (r − [4 1]    ) + [1 1]x
21  5 − 21  z 
164 164  13
=  x − 42 z + r
 21 21  21
y = [1 1]x
  1
13 12 − 63 
  
x    
x
∴   =  21 23 
− 126   +  2  r
 z  164 164   z  13 
 − 42   21
 21 21   
 x
y = [1 1 0] 
z
−1
  1
 s − 13 1− 2 63   
∴ gˆ r → y ( s ) = [1 1 0] 21 s − 23 126  +  2 
 164 164  13 
− − s + 42  21
 21 21  
2
3s + 5s − 12 (3s − 4)( s + 3) 3s − 4
= 3 = =
s + 6 s 2 + 11s + 6 ( s + 1)( s + 2)( s + 3) ( s + 1)( s + 2)
these three overall transfer functions are the same , which verifies the result discussed in section
8.5.

0 1 0 0 0 0
0 0 1 
0 0 0
8.13 let A =  B= find two different constant matrices k such that
− 3 1 2 3 1 2
   
2 1 0 0 0 2

(A-BK) has eigenvalues − 4 ± 3 j and − 5 ± 4 j 求两个不同的常数阵使(A-BK)具有特征值

−4±3j 和−5± 4 j
 − 4 − 3 0 0 
 3 −4 0 0 
solution : (1) select a 4 × 4 matrix F = 
0 0 − 5 − 4
 
0 0 4 − 5

the eigenvalues of F are − 4 ± 3 j and − 5 ± 4 j

1 0 0 0
(2)if k1 =  , ( F , k1 ) is observable
0 0 1 0 

 − 0.0013 − 0.0059 0.0005 − 0.0042

− 0.0126 0.0273 − 0.0193 0.0191 
AT1 − T1 F = B K 1 ⇒ T1 =  
 0.1322 − 0.0714 0.1731 − 0.0185
 
 0.0006 − 0.0043 0.2451 − 0.1982
−1 − 606.2000 − 168.0000 − 14.2000 − 2.0000
K 1 = K 1T1 = 
 371.0670 119.1758 14.8747 2.2253 

1 1 1 1
(3)IF K 2 =   ( F , k 2 ) is observable
0 0 1 0 

− 0.0046 − 0.0071 0.0024 − 0.0081

− 0.0399 0.0147 − 0.0443 0.0306 
AT2 − T2 F = B K 2 ⇒ T2 =  
 0.2036 0.0607 0.3440 0.0245 
 
 0.0048 − 0.0037 0.2473 0.2007 
−1 − 252.9824 − 55.2145 − 0.0893 − 3.2509
K 2 = K 2T2 = 
 185.5527 59.8815 7.4593 2.5853 