EE/AA 547, LJ Ratliff HW 4 DUE 20181107 (WED) @ 11:30AM

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Problem 1. Peano Baker Formula. For a linear time varying system, prove that
Rt Rt hR i
σ
Φ(t, t0 ) = I + t 0 A(σ1 )dσ1 + t0 A(σ1 ) t01 A(σ2 )dσ2 dσ1 +
Rt hR hR i i
σ1 σ2
t0 A(σ 1 ) t0 A(σ 2 ) t0 A(σ3 )dσ 3 dσ2 dσ1 + · · ·

Problem 2. State transition matrix properties.

1. For nonsingular M (t) ∈ Rn×n , determine an expression for

d −1
M (t)
dt
2. Now, find and expression for
d
Φ(t, τ )
dτ
where Φ(t, τ ) is the state transition matrix of ẋ = A(t)x.

Problem 3. Existence and Uniqueness of Solutions to Nonlinear Equations. Consider the

pendulum equation with friction and constant input torque:
ẋ1 = x2
g k T
ẋ2 = − sin x1 − x2 +
` m m`2
where x1 is the angle that the pendulum makes with the vertical, x2 is the angular rate of change,
m is the mass of the bob, ` is the length of the pendulum, k is the friction coefficient, and T is
a constant torque. Let Br (0) = {x ∈ R2 | kxk < r}. For this system (represented as ẋ = f (x))
determine whether f is locally Lipschitz in x on Br (0) for sufficiently small r, locally Lipschitz in
x on Br (0) for any finite r, or globally Lipschitz in x (i.e. Lipschitz for all x ∈ R2 ).

Problem 4. Perturbed nonlinear systems. Suppose that some physical system obeys the
differential equation
ẋ = f (x, t), x(t0 ) = x0 , ∀t ≥ t0
where f (·, ·) obeys the conditions of the fundamental theorem. Suppose that as a result of some
perturbation the equation becomes
ż(t) = f (z, t) + g(t), z(t0 ) = x0 + δx0 , ∀t ≥ t0
Given that for t ∈ [t0 , t0 + T ], kg(t)k ≤ ε1 and kδx0 k ≤ ε0 , find a bound on kx(t) − z(t)k valid on
[t0 , t0 + T ].

Problem 5. Lipschitz. Consider the systems of ODEs:

ẋ1 = −x1 + et cos(x1 − x2 )

S1 =
ẋ2 = −x2 + 15 sin(x1 − x2 )

ẋ1 = −x1 + x1 x2
S2 =
ẋ2 = −x2

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EE/AA 547, LJ Ratliff HW 4 DUE 20181107 (WED) @ 11:30AM

1. Do they satisfy a global Lipschitz condition? Why?

2. Let φ(t) be the solution of S2 due to the initial condition x0 at t0 = 0. Your friend says that φ
is uniquely defined on R+ and for all x0 ∈ R2 , φ(t) → 0 as t → ∞. Do you agree or disagree?
Why?

Problem 6. State Transition Matrices. Calculate the state transition matrix for ẋ(t) = A(t)x(t),
with the following A(t):

(i)  
−1 0
A(t) =
2 −3

(ii)  
−2t 0
A(t) =
1 −1

(iii)  
0 ω(t)
A(t) =
−ω(t) 0

Hint: for (iii), let

Z t
Ω(t) = ω(t0 ) dt0
0
and consider the matrix  
cos Ω(t) sin Ω(t)
− sin Ω(t) cos Ω(t)
Problem 7. Solution of a matrix differential equation. Let A1 (·), A2 (·), and F (·), be known
piecewise continuous n × n matrices. Let Φi be the transition matrix of ẋ = Ai (t)x, for i = 1, 2.
Show that the solution of the matrix differential equation:

Ẋ(t) = A1 (t)X(t) + X(t)AT2 (t) + F (t), X(t0 ) = X0

is Z t
X(t) = Φ1 (t, t0 )X0 ΦT2 (t, t0 ) + Φ1 (t, τ )F (τ )ΦT2 (t, τ ) dτ
t0

Problem 8. Properties of State Transition Matrices for Partitioned Systems.

1. Show that if A(t) is partitioned as:

 
A11 (t) A12 (t)
A(t) =
0 A22 (t)

where A11 (t) and A22 (t) are square, then

 
Φ11 (t, τ ) Φ12 (t, τ )
Φ(t, τ ) =
0 Φ22 (t, τ )

where
∂
Φjj (t, τ ) = Ajj (t)Φjj (t, τ ), j = 1, 2
∂t

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EE/AA 547, LJ Ratliff HW 4 DUE 20181107 (WED) @ 11:30AM

2. Find an expression for Φ12 (t, τ ) in terms of Φ11 (t, τ ) and Φ22 (t, τ ). Hint: use problem 3.

Problem 9. Two-point boundary. Suppose that the boundary conditions for ẋ = A(t)x(t) were
specified in part at t0 and in part at t1 . In particular suppose that

M x(t0 ) + N x(t1 ) = b

with Rank (M, N ) = n (dimension of x). Show that this two point boundary value problem has a
unique solution if M + N Φ(t1 , t0 ) is nonsingular.

Problem 10. Sampled Data System. You are given a time-invariant system

ẋ = Ax + Bu

that is sampled every T seconds. Denote x(kT ) by xk . Further, the input u is held constant be-
tween kT and (k + 1)T , that is, u(t) = uk for t ∈ [kT, (k + 1)T ]. Derive the state equation for the
sampled data system, that is, give a formula for xk+1 in terms of xk and uk .

Problem 11. Null spaces. Let A ∈ Cn×n . For k = 1, . . ., define Nk = N (Ak ). Show that

a. For all k = 1, . . ., Nk ⊆ Nk+1 .

b. If for some integer `, it happens that N` = N`+1 , then

N` = N`+1 = N`+2 = · · ·

Problem 12. LTI systems. Consider a single-input, single-output, time invariant linear state
equation

ẋ(t) = Ax(t) + bu(t), x(0) = x0

y(t) = Cx(t)

a. If the nominal input is a non-zero constant, u(t) = u, under what conditions does there exist
a constant nominal solution x(t) = x0 , for some x0 ?

b. Under what conditions is the corresponding nominal output zero?

c. Under what conditions does there exist constant nominal solutions that satisfy y = u for all
u?

Problem 13. Conservative Systems. A conservative physical system is modeled by ẋ = Ax, A ∈

<n×n and it is normalized so that along any trajectory t → ||x(t)||2 is constant (a measure of
energy).

• What can you say about the eigenvalues of A ?

• To integrate this differential equation numerically, we have a choice of three methods:

– Forward Euler : ξk+1 = (I + hA)ξk , ξ0 = x(0).

– Backward Euler : ξk+1 = (I − hA)−1 ξk , ξ0 = x(0).
– Combination Backward and Forward Euler : ξk+1 = (I + h2 A)(I − h2 A)−1 ξk , ξ0 =
x(0).

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EE/AA 547, LJ Ratliff HW 4 DUE 20181107 (WED) @ 11:30AM

We would like to choose a step size h < 2mini |λi (A)|. Select the method which is appropriate
to this problem and justify your choice.

Problem 14. Jordan Canonical Form.

Given
−3 1
 
0 0 0 0 0
 0 −3 1 0 0 0 0 
 
 0
 0 −3 0 0 0 0 

A= 0
 0 0 −4 1 0 0 

 0
 0 0 0 −4 0 0 

 0 0 0 0 0 0 0 
0 0 0 0 0 0 0
1. What are the eigenvalues of A? How many linearly independent eigenvectors does A have?
How many generalized eigenvectors?

2. What are the eigenvalues of eAt ?

3. Suppose this matrix A were the dynamic matrix of an LTI system. What happens to the
state trajectory over time (magnitude grows, decays, remains bounded...)?

Problem 15. Minimal Polynomial. A has characteristic polynomial (s − λ1 )5 (s − λ2 )3 , it has

four linearly independent eigenvectors, the largest Jordan block associated to λ1 is of dimension 2,
the largest Jordan block associated to λ2 is of dimension 3. Write down the Jordan form J of this
matrix and write down cos(eA ) explicitly.