Problem Set 1 for MAE280A Linear Systems Theory, Fall 2018:

due Thursday November 1, 2018, in class

Problem 1 – Unicycle (local linearization around a trajectory) Hespanha 2.7 p 29

A single-wheel cart (unicycle) moving on the plane with linear velocity v and angular velocity ω can be modeled by the
nonlinear system

ṗx = v cos θ, ṗy = v sin θ, θ̇ = ω,

where (px , py ) denote the Cartesian

 coordinates of the wheel’s contact point with the plane and θ its orientation. Regard
v
this as a system with input u := ∈ R2 .
ω

Part a
Construct a state-space model for this system with state
   
x1 px cos θ + (py − 1) sin θ
x = x2  := −px sin θ + (py − 1) cos θ
x3 θ
 
x1
and output y := ∈ R2 .
x2

Part b
Compute a local linearization for this system around the equilibrium point xeq = 0, ueq = 0.

Part c
Show that w(t) = v(t) = 1, px (t) = sin t, py (t) = 1 − cos t, θ(t) = t, ∀ t ≥ 0 is a solution to the system.

Part d
Show that a local linearization of the system around this trajectory results in an LTI system.

Part a

   
ẋ1 ṗx cos θ − px θ̇ sin θ + ṗy sin θ + (py − 1)θ̇ cos θ
ẋ = ẋ2  = −ṗx sin θ − px θ̇ cos θ + ṗy cos θ − (py − 1)θ̇ sin θ
ẋ3 θ̇

v cos2 θ + v sin2 θ + ẋ3 x2

       
ẋ1 f1 (x, u) v + ωx2
ẋ = ẋ2  =  f2 (x, u)  = −v cos θ sin θ + v sin θ cos θ − x1 ẋ3  =  −x1 ω 
ẋ3 f3 (x, u) = ẋ3 ω

Part b
If xeq = 0, then x1 = 0, x2 = 0, x3 = 0, so from x3 = 0 we get θ = 0, and from x2 = 0, py = 1, and from x1 = 0,
px = 0, and similarly ueq = 0, then u = 0, v = 0.
  ∂f ∂f1 ∂f1

1
 
0 ω 0
∂f  ∂x
∂f
1 ∂x2
∂f2
∂x3
∂f2 
=  ∂x21 ∂x2 ∂x3  = −ω 0 0
∂x ∂f3 ∂f3 ∂f3 0 0 0
∂x1 ∂x2 ∂x3

 ∂f1 ∂f1   
∂v ∂w 1 x2
∂f
=  ∂f
∂v
2 ∂f2 
∂w
= 0 −x1 
∂u ∂f3 ∂f3
∂v ∂w
0 1

∂f
Aeq = |x=xeq ,u=ueq = 03×3
∂x

 
1 0
∂f
Beq = |x=xeq ,u=ueq = 0 0
∂u
0 1

Part c

since v(t) = w(t) = 1, that is easy to check,

ṗx = cos t
ṗy = sin t
θ̇(t) = 1

Part d
let us find x2 (t), x1 (t) for the trajectory

x1 (t) = px cos θ + (py − 1) sin θ = sin t cos t − cos t sin t = 0

x2 (t) = − sin2 t − cos2 t = −1

so we get A, B around trajectory for all t, constant as follows and is regarded as LTI system,

 
0 1 0
∂f
Atr = = −1 0 0
∂x
0 0 0

 
1 −1
∂f
Btr = = 0 0 .
∂u
0 1
Problem 2 – A little more linear algebra, Brockett 1.4, p 10

Suppose K(t) is singular for all t, then is

Z T
K(t) dt singular?
0
 
sin t   R 2π
Hint: Let K(t) = sin t cos t = 0 and calculate 0 K(t) dt.
cos t

Let us calculate determinant of K(t),

sin2 t
 
sin t cos t
K(t) = ,
cos t sin t cos2 t

it is easy to see |K(t)| = | sin2 t cos2 t − cos2 t sin2 t| = 0 for arbitrary value of t but
" R # " #
Z T T 2 1 T
R T sin(2T ) 1−cos(2T )
A(T ) = K(t) dt = 1 R0 T
sin t dt 2R 0 sin 2t dt
= 2 − 4 4
T 1−cos(2T ) T sin(2T )
0 2 0 sin 2t dt 0
cos2 t dt 4 2 + 4

T2 sin2 (2T ) 1 cos2 (2T ) cos(2T )

|A(T )| = − − − +
4 16 16 16 2
T2 1 cos(2T )
= − +
4 8 2
T2 1 cos(2T )
by plotting a graph for y(T ) = 4 − 8 + 2 = 0, you will see it has four roots, so A(T ) is singular just in those
roots.

 
π 0
A(2π) = .
0 π
Problem 3 – Keynesian economics, Åström and Murray 2.4, p 62

Keynes’ simple model for an economy is given by

Y [k] = C[k] + I[k] + G[k],

where Y, C, I, and G are gross national product (GNP), consumption, investment and government expenditure for year
k. Consumption and investment are modeled by different equations of the form

C[k + 1] = aY [k], I[k + 1] = b(C[k + 1] − C[k]),

where a and b are parameters. The first equation implies that consumption increases with GNP but the the effect is
delayed. The second equation implies that investment is proportional to the rate of change of consumption.

Show that the equilibrium value1 as of the GNP is given by

1
Ye = (Ie + Ge ),
1−a
where the parameter 1/(1 − a) is the Keynes multiplier (the gain from I or G to Y ). With a = 0.25 [This is an error
corrected in their online book update. It should be 0.75.] an increase in government expenditure will result in a fourfold
increase in GNP. Also show eta the model can be written as the following discrete-time model:
      
C[k + 1] a a C[k] a
= + G[k],
I[k + 1] ab − a ab I[k] ab
Y [k] = C[k] + I[k] + G[k].

Solution:

Let us substitute the consumption and investment in the main equation,

Y [k] = aY [k − 1] + I[k] + G[k],

The equilibrium value condition implies Y [k] = Y [k − 1] = Ye , and let us call I[k] = Ie , G[k] = Ge so we obtain

Ye = aYe + Ie + Ge ,

then
1
Ye = (Ie + Ge ),
1−a
In equilibrium, all the variables tend to constants. So Ie = 0 and, for a = 0.75, Ye = 4Ge .

Finding discrete-time model,

we see

C[k + 1] = aY [k] = aC[k] + aI[k] + aG[k]

1 Be careful about how to find the equilibrium of a discrete-time system. It is not the same procedure as for a continuous-time system’s equilibrium.
and

I[k + 1] = b(C[k + 1] − C[k]) = b(aY [k] − C[k]) = b(aC[k] + aI[k] + aG[k] − C[k]),
= b(a − 1)C[k] + baI[k] + baG[k],

now we obtain

C[k + 1] = aC[k] + aI[k] + aG[k]

I[k + 1] = b(a − 1)C[k] + baI[k] + baG[k]

and
      
C[k + 1] a a C[k] a
= + G[k],
I[k + 1] b(a − 1) ba I[k] ab
Y [k] = C[k] + I[k] + G[k].
Problem 4 – State-Space Motor Model

Karl Johan Åström’s and Richard Murray’s Feedback Systems book is available at
http://www.cds.caltech.edu/∼murray/books/AM05/pdf/am08-complete 22Feb09.pdf

Part (a)
Please do Problem 2.10 from Page 64, where the usual choice of state
 
φ1 (t)
φ̇1 (t)
 
φ2 (t)
φ̇2 (t)
is altered by a linear transformation.

Part (b)
Show that, if the causal LTI system
ẋ(t) = Ax(t) + Bu(t),
y(t) = Cx(t) + Du(t),
n
is altered by replacing the state x(t) ∈ R by
z(t) = T x(t),
for invertible T ∈ Rn×n , then the new state-variable realization is
ż(t) = (T AT −1 )z(t) + (T B)u(t),
y(t) = (CT −1 )z(t) + Du(t).
for the same input and output signals u(t) and y(t).

Solution:

Part a
Use the state variables as given: x1 = φ1 , x2 = φ2 , x3 = ω1 /ω0 = φ̇1 /ω0 , x4 = ω2 /ω0 = φ̇2 /ω0 . Rewrite the equations
in terms of these state variables.
J1 ω0 ẋ3 + c(ω0 x3 − ω0 x4 ) + k(x1 − x2 ) = kI I,
J2 ω0 ẋ4 + c(ω0 x4 − ω0 x3 ) + k(x2 − x1 ) = Td .
 
Then taking X(t)T = x1 (t) x2 (t) x3 (t) x4 (t) ,
      
ẋ1 0 0 ω0 0 x1 0 0
 
ẋ2   0 0 0 ω 0  x2   0 0 
 I(t) .
   
Ẋ(t) = 
ẋ3  = − J kω
  k c c    +  kI
1 0 J1 ω0 − J1 J1 x3 J1 ω0 0  Td (t)
k 1
ẋ4 J2 ω0 − J2kω0 c
J2 − Jc2 x4 0 J2 ω0

Other state variables:

Let us consider the state variable as follows

   
φ1 (t) x1
φ̇1 (t) x2 
X(t) = 
  =  
φ2 (t) x3 
φ̇2 (t) x4
then
     
ẋ1 (t) φ̇1 (t) x2 (t)
ẋ2 (t) φ̈1 (t)  − c (x2 (t) − x4 (t)) − k (x1 (t) − x3 (t)) + I I  k
Ẋ(t) =    J1 J1 J1 
ẋ3 (t) = φ̇2 (t) = 
 
x4 (t) 
c k 1
ẋ4 (t) φ̈2 (t) − J2 (x4 (t) − x2 (t)) − J2 (x3 (t) − x1 (t)) + J2 Td
      
ẋ1 (t) 0 1 0 0 x1 0 0
ẋ2 (t) − Jk − Jc k c    kI 0  I
 
= 1 J1 J1  x2  J

ẋ3 (t)  0
1 +  1 
0 0 1  x3   0 0  Td
k c k c 1
ẋ4 (t) J2 J2 − J2 − J2 x 4 0 J2

Part b

Since T is invertible let us substitute the new variable x(t) = T −1 z(t) in the LTI system

ẋ(t) = Ax(t) + Bu(t),

y(t) = Cx(t) + Du(t),

then

T −1 ż(t) = AT −1 z(t) + Bu(t),

y(t) = CT −1 z(t) + Du(t),

multiply both sides of dynamic equation by T

ż(t) = (T AT −1 )z(t) + (T B)u(t),

y(t) = (CT −1 )z(t) + Du(t).