E1 241: Dynamics of Linear Systems (2017a)

Homework #2
Due: Friday, 15 September 2017

1. For an n × n real square matrix A

(i) show that the Jordan form of A and AT are the same, up to reordering of Jordan blocks. (Hint:
recall similarity transformations and permutation matrices).
(ii) if A2 = A then show that its Jordan form J is such that J 2 = J and that in fact J is a diagonal
matrix with only 1’s and 0’s on the diagonal.
(iii) Find the Jordan forms of
   
1 2 3   2 0 0
1 1
A1 = 0 4 5 , A2 = , A3 = 1 2 0 .
−1 −1
0 0 6 0 1 2

Please provide justifications.

2. For the system
ẋ = A(t)x + B(t)u, x ∈ Rn , u ∈ Rm
derive the variation of constants formula, using the change of variables z(t) = Φ(t0 , t)x(t). (Caution:
in the change of variables, it is not Φ(t, t0 )).
3. Consider
ẋ = A(t)x, x ∈ Rn
(i) Express Φ(t, t0 ) in terms of Φ(t, 0) := g(t), a differentiable function of time t.
(ii) Write A(t) in terms of the function g.
(iii) Repeat (i) and (ii) in the specific case of

e cos 2t e−2t sin 2t

 t 
Φ(t, 0) = .
−et sin 2t e−2t cos 2t

(iv) For the A(t) matrix from (iii), compute the eigenvalues of A(t) for a fixed t.
(v) Classify this system in terms of Lyapunov stability with justification.

For parts (iii) and (iv), you may use any symbolic math tools such as MATLAB, MATHEMATICA,
MAPLE, or anything equivalent.

4. (Stability margin). Consider the continuous-time LTI system

ẋ = Ax, x ∈ Rn

and suppose that there exists a positive constant µ and positive-definite matrices P and Q ∈ Rn×n
such that
AT P + P A + 2µP = −Q.
Show that all eigenvalues of A have real parts less than −µ. A matrix A with this property is said to
be asymptotically stable with stability margin µ.