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    6 views19 pages

    Week6 Lyap

    Uploaded by

    ayesha

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    © All Rights Reserved
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    2 Chapter 1 Mathematical Notation and Review Vectors ‘Two x1 vectors x and y are ealled linearly independent if no nontrivial linear ‘conibinaiion of « and y givesthe zero vector. Tis means that if ax + By = 0, then both scalars @ and B are zero. Of course the definition extends to a linear combination of any number of vectors. A set of n linearly independent n x 1 vectors forms a basis for the vector space ofall» x1 vectors. The st ofall linear combinations of a specified set ‘of vectors is vector space called the span of the set of vectors. For example span {x,y,z} is a 3-dimensional subspace of R". if x, y, and 2 are linearly independent n x I vectors. norm fot nx vectors, defined as follows. Writing a vector and its sranspose in the form. x fn 5 ! . Tet Ikell = Wee (3 i « Elementary inequalities relating the Euclidean norm of a vector to the absolute values of entries are (max of course is short for maximum) max. |.xj1 < [lal] 0 and Q20 are used to denote positive definiteness, and positive semidefiniteness, respectively, Of course Q, 2 Q), simply means that Q,—Qy, is positive semidefinite. All eigenvalues of a symmetric matrix must be real, It follows that positive definiteness is equivalent to all eigenvalues positive, and positive semidefiniteness is equivalent to all eigenvalues nonnegative. An important inequality for a symmetric nxn matrix Q is the Rayleigh-Ritz inequality, which states that for any real nx 1 vector 1, Aenin XTX S27 Ox S Ayy XT (4) Where Ania and Aypay denote the smallest and largest eigenvalues of Q. See Exercise 1.10 for the spectral norm of Q. If we assume Q 20, then ||Q || = Aas and the trace is bounded by l@ii0, p= Itis negative definite if and only if (-p’ ea, 1.4 Theorem The symmetric matrix Q is positive semidefinite if and only if ISip 1,, in which case the absolute value signs on the right side can be erased. The sum of the infinite series is called the matrix exponential and denoted as e'4 : tA # ik tay ea. Ss This series is absolutely convergent. 3— STATE EQUATION SOLUTION ‘state equations unencumbered by inputs and outputs. That is, we consider A= A(X), 1) = 40 wm The n xn matrix function A (1) is assumed to be continuous and defined for all 1. that satisfies (1) for all ¢, though at the ‘outset only solutions for +2f, are considered. Among other things this avoids 4) = OU, ty)Xy ay 0, 92! + [A(o,) do, + J(01)f Aloe) doy doy + fave) | A002) J (os) dos do: doy + =» ay 3.1 Example For a scalar, time-invariant linear state equation, where we write A(t) =, the approximating sequence in (2) generates, and so on. The general term in the sequence is a(t)= [: sae and the limit of the sequence is the presumably familiar solution sdyae (3) ‘Thus the transition matrix in this case is simply a scalar exponential. 3.5 Example For Or AW) = [° ‘| (20) the Peano-Baker series (12) is 10], [0a j[oa]t [oe mas E | * i[e 3] {fe ai [: 0 It is straightforward to verify that all terms in the series beyond the second are zero, and thus don doy + °* (21) Doge dias [s G “al Complete Solution The standard approach to considering existence and uniqueness of solutions of H()= AWC) + BOUL, XG) (23) with given f,, 2.) and continuous u(t), involves using properties of the transition matrix 48 Chapter3 State Equation Solution that are discussed in Chapter 4. However the guess~: successful, so in Exercise 3.1 the reader is invited to verify by direct differentiation that a solution of (23) is X(0= 00, ,)x, + [OG o)B((o)do. 121, (24) A litile thought shows that this solution is unique since the difference >(r) between any two solutions of (2) must satisfy (17). Thus z(t) must be identically zero, Taking account of an output equation, yO) = CW) + DOU) (25) (24) leads to Y= COG, f,)x, + [CHE OB (O)u(o)do + D(Nu(t) (26) 2, 3.7 Example To compute the transition matrix for 10 so-[ S| write the corresponding pair of scalar equations FO =O), 116) = 20 ¥2() = a(xr() +x). x2ty) = 20 From Example 3.1 we have x= “Xo Then the second scalar equation can be written as a forced scalar state equation (BQu(n =e x15) a(t) =a(nra(r) + e's tos X2() = X2y The transition matrix for scalar a(t) is computed in Example 3.6, and applying (24) gives sy tfe™ ey, do Repucking into matrix notation yields x=], : Jexplo-1,+Jaindddo ¢ from which we immediately ascertain ®,(r, 1,,). ooo Additional Examples We illustrate aspects of the complete solution formula for linear state equations by revisiting two examples from Chapter 2. 4.1 Property If A(/) =A, ann xn constant matrix, then the transition matrix is OE, )=e4-9 where the matrix exponential is defined by the power series May ant @ i that converges uniformly and absolutely on (~T, 7], where 7 > 0 is arbitrary. 5.7 Property If A and F aren x n matrices, then eter — pA +Pr for every ¢ if and only if AF = FA. 4.2 Property If for every ¢ and +, A JA(@)do=[A@)doA() 8 Iams = 4 ‘ Oo, ) =e" ' i lis ()do @) with no loss of generality. Therefore in the matrix exponential case we work with M1, 0) =e" (2) 5.9 Example For the harmonic oscillator, where o1 -10 eat *

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