E1 241: Dynamics of linear systems (2020a)

Exam #1 (Live part)

Thursday, 19 November 2020
Submit answer sheets on moodle
• Open books/resources, at home exam. No discussion until 11pm 20 November
2020. Please write and strictly follow this statement on your answer sheets - “I
have not discussed the DLS course material or the exam questions with classmates
or anyone else during the exam duration. I have cited all resources (books, papers,
online) that I have used in answering the questions. My written answers are
based solely on my understanding of the material at the time of the writing. I
understand that I may be further questioned by the instructor on my answers
and if the clarifications are not to the satisfaction of the instructor, I understand
that points may be suitably deducted”.
• Solve all problems. Cite all results that you use and give clear justification in all
solutions. This being open resource, at home exam, greater weight will be given
to thoroughness of the justifications, presentation, and citation of results.
• Try to also present the high level ideas in your solutions so that you may get
partial credit even if there are errors in the solution.
1. (10 points) Determine the state transition matrix Φ(t, 0) for
−1 e2t
 
A(t) = .
0 −1

2. (15 points) Show that sin(t) is a solution of the nonlinear system

ẍ(t) + (4/3)x(1 − ẋ2 (t)) = −(1/3) sin(3t)
provided the initial data is chosen properly. Express this system in the state space form
(as a collection of coupled first order differential equations). Linearize the system around the
solution in the first part. You may use the trigonometric identity: sin(3θ) = 3 sin(θ)−4 sin3 (θ).
3. (15 points) Consider the system
   
a b 0  
x(k + 1) = Ax(k) + Bu(k), y(k) = Cx(k), A= , B= , C= 1 0 .
c 0 1
Given the output signal y(.) that is obtained in response to an impulse input at time k = 0
and under zero initial conditions, x(0) = 0, is it possible to determine the matrix A? If it is
possible (or not possible) to determine the matrix A under certain conditions, please specify
them.
4. (20 points) Consider the SISO DLTI system
 
0
x ∈ R2 , u ∈ R, y ∈ R.
 
x(k + 1) = Ax(k) + u(k), y(k) = 1 0 x(k),
1
Suppose it is known that the absolute value of every element of Ak is less than or equal to ak
for some a ∈ (0, 1). Suppose that |u(k)| ≤ B for all k ≥ 0. Show that if x(0) = 0, then
|y(k)| ≤ rB, ∀k ≥ 0,
for some real number r.

1
 E1 241: Dynamics of linear systems (2020a)
Exam #1 (Offline part)
Thursday, 19 November 2020
Due: 23:00, Friday, 20 November 2020 (on moodle)

• Open books/resources, at home exam. No discussion until 11pm 20 November

2020. Please write and strictly follow this statement on your answer sheets - “I
have not discussed the DLS course material or the exam questions with classmates
or anyone else during the exam duration. I have cited all resources (books, papers,
online) that I have used in answering the questions. My written answers are
based solely on my understanding of the material at the time of the writing. I
understand that I may be further questioned by the instructor on my answers
and if the clarifications are not to the satisfaction of the instructor, I understand
that points may be suitably deducted”.

• Solve all problems. Cite all results that you use and give clear justification in all
solutions. This being open resource, at home exam, greater weight will be given
to thoroughness of the justifications, presentation, and citation of results.

• Try to also present the high level ideas in your solutions so that you may get
partial credit even if there are errors in the solution.

1. (20 points) If ẋ = A(t)x with x(0) = x0 and ṗ = −AT (t)p with p(0) = p0 , then show that

xT (t)p(t) = xT0 p0 , ∀t.

Here AT is the transpose of matrix A and xT is the transpose of vector x.

d d
(Hint: If Φ(t, t0 ) is the state transition matrix of A(.) then what are dt Φ(t, t0 ) and dt Φ(t0 , t)?)

2. (20 points)
(a) Consider the scalar CLTV system ẋ = f (t)x, where f (.) is a continuous function of time.
Show that
Z t k Z t Z s1 Z sk−1
1
f (s)ds = f (s1 ) f (s2 ) . . . f (sk )dsk . . . ds2 ds1 .
k! t0 t0 t0 t0
Rt
(Hint: Can use g(t) = t0 g 0 (s)ds, where g 0 is the derivative of g; and mathematical
induction)
(b) Obtain the state transition matrix Φ(t, t0 ) for the scalar CLTV system of part (a).
(c) Consider the system ż = f (t)Az, with z ∈ Rn and f (.) a scalar continuous function of
time. Find the state transition matrix Φ(t, t0 ) for this system.