Updated 2023-02-21 at 15:54 Problem 3 And the dual systems are related by the • Generally, GM and ϕM represent Problem

l systems are related by the • Generally, GM and ϕM represent Problem 5 "

Observability Matrix: #
WTS. For two equivalent LTI systems:
•
e
transformation xd = Q−T xd .
measures of ”distance” of L(jω)
from the critical s = −1, but are
WTS. Use the Routh-Hurwitz criterion to
0
1
1 −1
2 1
• T T determine the number of unstable poles of this 2 4 4
x = Ax + Bu, y = Cx and x d = A x d + C ud mutually independent (there are MO =
Problem 1 • systems with GM = +∞ and poor
system with the characteristic equation −2 −3 −1
−8 −14 −8
• 1s5 + s4 + 2s3 + 2s2 + 3s1 + 15s0 = 0.
WTS. Prove three things ex = Aeex + Beu, ey = Ceex, and for some exd = (QT )−1 AT QT exd + (Q−T )C T e
ud
ϕM and vice versa). 2 2 0

invertible Q, e
From this we see that rank_c_matrix: 3
(a) Any linear dynamical system can be
x = Q(x).
yd = B
T
xd + D
T
ud
Both the Gain and Phase margins can Proof. Polynomial:

and rank_o_matrix: 3 because For
  
e are the
be read off the Bode Plot as follows: 1s5 + 1s4 + 2s3 + 2s2 + 3s1 + 15s0 1 0 0
decomposed into its zero-input response Show that the eigenvalues of A and A controllability: 0 , 1 , −1
and its zero-state response. same, and discuss the stabilities of the e
yd = B
T
Q
T
exd + D e
T
ud Because Division by Zero on Row 2, use
ε method, then take limε→0
−1
are linearly independent. For
1 1
(b) The zero-state response is linear with systems. Show also observability and
respect to the input. controllability are preserved under Rowxα c1x c2x c3x c4x observability:
(c) the zero-input response is linear with non-singular similiarity transformations. 0 1 1 2 3 0 {[ 0 1 −1 ], [ 1 2 1 ], [ 2 4 4 ]} are linearly
respect to the initial condition. 1 1 1 2 15 0 independent.
Proof. Because Q is invertible, so −12 0
Problem 4 2 1 ε 0
Proof of Part A. Consider the following e
A = QAQ−1
WTS. State and explain the Nyquist
3 1/ε 2+ 12
ε
15 0 0 0 4 3 
system.
• e = QB
B stability Theorem for nominal stability of a
4
5
Γ04
Γ05
Γ14
15
0
0
0
0
0
0
Proof of Part B.
 −1 
A = 0 20 16
0 −25 −20
x = Ax + Bu X = AX + BU
e = CQ−1
C
closed loop system with loop gain transfer
function L(s) . B = 3 C = [ −1 3 0 ] D = [ 0 ]
y = Cx + Bu Y = CX + DU
Assuming a linear time invariant e=D
D For a stable closed-loop LTI system with loop ε
0
system, and solving this in the First, let us prove a small Equation.
−1 −1
gain transfer function L(s) define its gain
Robustness Margin from Sensitivity
• Γ04 =
(2+12/ε
−1  12 
Checking Controllability Steps:
15
  
frequency domain yields (sI − QAQ ) = margin and phase margin. Discuss the −15ε2 −24ε−144 B = 3 AB = 60 AAB = 0
• Γ14
X = (sI − A)−1 x0 + (sI − A)−1 DU. Transfer Function:
Using the second equation and applying Q(Q
−1
Qs − A)Q
−1
=
conditions under which the gain and phase
margins exist (can be calculated). Explain how
−1
kSk∞ is a type of robustness, is a
2ε+12
2+12/ε
0 −75 0
h i
these robustness margins can be read off the measure of the distance between s = -1 • Γ05 =
−15ε −1 12 15
the Fourier Inversion
At Theorem,
At −1 −1 −12 Controllability Matrix = 3 60 0
y(t) = Ce x0 +(Ce x0 D+B)∗u(t) ⇐⇒ Q(sI − A) Q (2) magnitude and the phase angle Bode plots. and the polar plot L(jω). 2+12/ε 0 −75 0
Also denote the state transition Illustrate with pictures.
(1) −1
y(t) = y (t) + yzs (t) matrices of (A, B, C, D) and An advantage of kSk∞ is that it is a We can see that rank_c_matrix = 3, so the
This proves part A. zi Define the robustness margin based on the
eeee
(A, B , C , D ) by Φ and Φ, and it is clear e sensitivity transfer function S(s). What are
better robustness margin than GM ΦM
since is applies to unstable and
Taking Limits with ε →
Rowxα c1x c2x
0,
c3x c4x
system is controllable.
0 1 4  
from (by the Fourier Inversion its advantages and disadvantages as compared 3 15
Proof of Part B. From Equation (1) in non-minimum phase L(s).
Theorem) Equation (2), with the gain and phase margins ? 0 1 1 2 3 0 Controllability Inverse = 0 0 − 1
Part A, fix two L∞ inputs u1 and u2 , Advantages of kSk∞ :
along with constants constant k ∈ R Φ = QΦQ e −1
(3)
Proof. Definition of Nyquist
1
2
1
1
1
0
2
−12
15
0
0
0
1 1
75
32
15 45 1125
From Equation (2), it is obvious that • works for non-minimum phase
(why does it suffice to use only one Stability Theorem : 3 ∞ ∞ 15 0 0 Checking Observability Steps:
for any s ∈ C that satisfies systems.
constant?). Part B follows as a simple The Nyquist Stability Theorem states 4 0 −12 0 0 0
det(sI − A) = 0 ⇐⇒ det Q det(sI − • allows one to analyze the effects of C = [ −1 3 0 ] CA = [ 0 56 45 ]
consequence of the linearity of the 5 −∞ 15 0 0 0
convolution integral.
yzs (t)
A) det Q−1 = 0 ⇐⇒ det(sI − A) = 0 e that a closed loop system with function
L(s) is nominally stable if
parameter variations on the system’s
Because two sign changes (within c1x
CAA = [ 0 −5 −4 ]
h i
at
 
Therefore the eigenvalues are preserved.
We also claim that BIBO stability is
N = −Punstable , where N is the net
number of encirclements of s = −1 by
performance
• useful for understanding how column) therefore two unstable poles.
Observability Matrix =
−1 3 0
0 56 45 We
= (Ce x0 D + B) ∗ u1 (t) + ku2 (t) preserved. Indeed, changes in the system’s parameters, 0 −5 −4
the Nyquist plot L(C), and Punstable
e e
y = C (sI − A)
−1
e
B u + Du e e is number of unstable poles of L(S).
such as its gain or natural can see that rank_o_matrix = 3, so the
h i
at frequency, will affect its response
= (Ce x0 D + B) ∗ u1 (t) system is observable.
−1 −1 −1 Definition of Gain Margin: • provides a quantitative measure of
at = CQ Q(sI − A) Q QBu + Du −1 −12 −135
+ k(Ce x0 D + B) ∗ u2 (t) the system’s sensitivity to
−1
Observability Inverse = 0 −4 −45
= yzs,1 (t) + kyzs,2 (t) = (C(sI − A) B + D)u perturbations Problem 6 0 5 56
• used in determining the required
= y tolerances for the system’s WTS. Do two things, Minimal System?: System in Q6B is
Since the two systems have the same minimal, because it is both controllable
parameters
transfer function, their impulse and observable.
Proof of Part C. Fix two initial
conditions, ϕ and ψ, along with a
responses are pointwise a.e equal.
Perhaps more intuitively, BIBO Disadvantages of kSk∞ :
(a)
•
"
Check controllability and observability of
# 
Constructing Transformation to

constant k. Since CeAt is a linear map stability is concerned with the x1 CCF: q1 = 1 1 32
from Rn to Rm , where n and m are the
number of states and outputs.
input-output characteristics of a
system, and different (but equivalent)
• requires one to evaluate the partial
derivative of the system’s transfer
the following system. x = •
x2 =
1 1 
15 45 1125
32 
yzi,combined (t) function, which can be difficult, • 15 45 1125
    
internal representations do nothing to
• the sensitivity transfer function is
x3 Q_control = 0 0 − 1
At change this relationship. h1 ∈ 0 1 0 x1 1 0 75
= Ce (ϕ + kψ)
L1 (R, BR , µ) ⇐⇒ h2 ∈ L1 (R, BR , µ)
Gain Margin: defined only at the operating point 0 0 1 x2 + 0 1 u and 0 1 4

= Ce
At
ϕ + kCe
At
ψ Internal stability is preserved. A system
of the system, so it may not provide
a complete picture of the system’s

−2 −4 −3
y1 x3 −1 1 3 15
h
Constructing Transformation to
i
is internally stable (or asymptotically • ωϕ : phase cross-over frequency, y = y2 =
= yzi,1 (t) + kyzi,2 (t) stable in the large) if and only if
yzi → 0 for every initial condition
when ∠L(jωϕ ) = −π,
behavior over its entire range of
operation.  y3
0 1 −1
x1   
00
 OCF: q1_T =
−135
−45
x0 ∈ Rn . This is equivalent to having • Gain Margin GM = 1
|L(jωϕ )|
, 12 1
x2
x3
+ 00 u
00 h 56
i
all eigenvalues of A in the open left half Advantages of Nyquist Stability
(b) If system (b) is controllable then find its −135 −12 −1
plane. Since equivalent internal
• Stability Req. GM > 1 Criterion: W_observe = −45 −4 0
• GM is the multiplicative amount by canonical controllable form. If system 56 5 0
representations have the same
Problem 2 (b) is observable then find its canonical
• e
eigenvalues, if A and A are equivalent
which the magnitude L(S) can be
increased before the closed loop
• is a graphical method for
determining the stability of a " #
observable form. Is the system minimal? Controllable Canonical Form
010
  0
WTS. Let x = Ax + Bu, y = Cx where • (CCF): A_ccf = 0 0 1 B_ccf =
systems, then the characterization of system becomes unstable (before control system, x1 0
C is the identity matrix in Rn . Suppose both their internal stabilities are the same as L(jω) passes through s = −1) •
000 1
• based on the idea that a stable System (b): = C_ccf = [ −15 168 10 ] D_ccf = [ 0 ]
yA and yB are zero input responses with the well. x2
 
system must have all of its
initial conditions xA , and xB respectively, • Observability Canonical Form
For the last part of this exercise, closed-loop poles inside the unit
under what conditions is it sufficient to suppose (A, B) is controllable (from the
Definition of Phase Margin:
circle in the complex plane,  x3
    000
(OCF): A_ocf = 1 0 0
 
0 4 3 x1 −1
determine the zero input response under
another initial condition xC ∈ R2 ? origin). Fix a L > 0, and Q−1 xf , so e • easy to use and provides a clear
graphical representation of the
0 20 16
0 −25 −20
x2
x3
 
+ 3
0
u, and
−15
010

L Z
there exists some u(α) on [0, L] with system’s stability
y = [ −1 3 0 ]
x1
x 2
B_ocf = 168
10
C_ocf = [ 0 0 1 ]
D_ocf = [ 0 ]
e
Proof. Since C is the identity matrix, x3
−1
we claim that it is necessary and Q xf = Φ(L)0 + Φ(α)Bu(α)dα Disadvantages of Nyquist Stability (c) Prove that BIBO and internal stabilities
sufficient for xA and xB to be linearly Criterion: are invariant under similarity
independent. Indeed, suppose that
{xA , xB } are an independent set, and
Z L
0
• DOES NOT work for non-minimum
transformations.

fix any xC ∈ R2 , this induces a unique exf = QΦ(α)Q

−1
e
B u(α)dα phase systems.
• is not as useful for analyzing the
Proof of Part A. Consider the following
 
k ∈ R2 with xC = [xA xB ]k and 1 0 Problem 7

effects of parameter variations on Controllability Steps: B = 0 1
h i h i
At 0
yC (t) = Ce xC the system’s performance, −1 1 WTS. For the following transfer function
= Ie
At
[xA xB ]k
e e
xf = Φ(α) ∗ Bu(α)w(α) (L) Phase Margin: • does not provide a quantitative
AB =
0 1
−1 1 AAB =
−1 1
1 −7
find its canonical controllable and observable
where w(α) is the unit step in the time measure of the system’s sensitivity
1 −7 0s4 +0s3 +1s2 −1s+1
forms
 0 1 −1 
to perturbations, 1 15 =
= [yA yB ]k domain. The case for observability is • ωg : gain cross-over frequency, when s5 −1s4 +1s3 −1s2 +1s−1
by linearity. Now suppose {xA , xB } do • may not be as useful for comparing
immediate, if we consider the dual |L(jωg ) = 1|, b4 s +b3 s3 +b2 s2 +b1 s+b0
4
not form an independent set, then the Observability Steps: C =
orthogonal complement of the span of
systems of the two, since. Consider
•
x = Ax + Bu
• Phase Margin
ϕM = π + ϕg = π + ∠L(jωg )
the sensitivity of different systems
• it is limited to SISO, and cannot be  2 4 4
 12 1
s5 +a4 s4 +a3 s3 +a2 s2 +a1 s+a0
those two vectors is not empty, and the used to study the stability of CA =
• Stability Req. ΦM > 0◦
possible yC s we can obtain from the •
• ϕM is the amount by which the
systems with multiple inputs and  −8 −14 −8 
−2 −3 −1
 
Proof. Controllable Canonical Form:
 
span of {yA , yB } are limited by xC in
the span of {xA , xB }. ex = (QAQ−1 )ex + QBe
u phase lag of L(s) can be increased
outputs CAA =
2 2 0 0 1 0 0 0
0 0 1 0 0
0
0
h i
before the closed loop system
y = Cx + Bu Controllability Matrix: A = 0 0 0 1 0 B = 0 C =
becomes unstable. (before L(jω) is 0 0 0 0 1 0
1 0 0 1 −1 1 1 −1 1 −1 1
e
y = (CQ
−1
)e
x + De
u
rotated clockwise so that it passes
through s = −1).
MC = 0 1 −1 1 1 −7
−1 1 1 −7 1 15 [ 1 −1 1 0 0 ]
1
  
Observable Canonical Form:  Proof. The system is not asymptotically  
Now equate and solve
et −1
the unit step by ω(t), and the state Problem 14 • CCF Transformation: q1 last row of
0000 1 1 stable (at large) at ⃗ x = 0, as there is an transition matrix Φ(t) = exp(At). −1
1 0 0 0 −1 −1 = WTS. Show three things Mc .
−et +1
h i
eigenvalue of 0 of A (which has a real The original system induces a u(α),
A = 0100 1
0 0 1 0 −1
B = 1
0
C =
part that is not strictly negative). The where α ∈ [0, L] that steers the system •
h
MC = [ B AB A2 B ]
i
0001 1 0 system is BIBO stable, since the (b0 +b1 )(t/e)+b1 (−1)(et −1) from xf → 0.  (a) State the definitions of system
MO =
C

" # controllability and observability. • CA

[00001] impulse response is in L1 . b1 et −b1 Φ ∗ Buω
Φ(L)xf + (L) (b) Show constructively that if an LTI CA2
Solving through b0 = −b1 , and

1 1 0
s+1 s2 +2s+1 b0 = 1 =⇒ b1 = −1. B Matrix in system is controllable from the zero • ⃗1 ∈ R1×3 is the last row of
CCF q
Q9B (sI-A) Inverse: 0 1 0 1 = 0 ⇐⇒ Φ(L)xf = Φ ∗ B(−u)ω (L) initial condition to any other state then
M
−1

0
s+1
0 1 R2×1 : B =
−1 L Z
It immediately follows
the system is controllable from any state
to any other state. • h
C
i
CCF Q the transformation to CCF is

Problem 8 2

+ 1
s
 (Verification) Zero-State Step State xf = Φ(−L) Φ(α)B(−u(L − α))dα
(c) Explain why controllability and
observability are not dependent of the
q1
q1 A

 h i
s2 +2s+1 s+1
time horizon used for such q 1 A2

Equation
WTS. Define BIBO stability of LTI
systems. Define internal stability of LTI
Q9B (sI-A)^{-1}B: 2
s+1 x1 (t) (et − 1)ω(t) Z L
0
investigations.
• OCF w⃗ 1 ∈ R3×1 is the last column of
0 = −1
systems. Ex- plain why BIBO stability can be x2 (t) (−et + 1)ω(t) M
viewed as a weaker type of stability than 
Q9B C(sI-A)^{-1}:
2 2
 xf = Φ(−(L − α))B(−u(L − α))dα Proof. A system is controllable if and
only if, for every non trivial time • 
O

OCF W the transformation to CCF is
internal stablity. Show that both internal + 3 1
0 interval [0, L], and for every state xf .
s+1 s2 +2s+1 s+1 s
stability and BIBO stability are invariants
under non-singular similarity transformations   now set η(α) = −u(L − α) on [0, L] so
that η ∈ L∞ . For the sake of
There exists a bounded input
w1 Aw1 A2 w1

Q9B C(sI-A)^{-1}B:
4 + 8 Problem 11 u ∈ L∞ ([0, L]) that steers the system • CCF Transformation
of systems. s2 +2s+1 s+1 completeness and to ease
 4·(2s+3)
 WTS. State all the properties of the state comprehension for the grader, this
from the origin x0 = 0 to xf .
A system is observable if and only if its
A_ccf = Q_control*A*Q_control.inv()
B_ccf = Q_control*B
Q9B TransferFunct: transition matrix Φ(t). Verify that input η steers the second system from C_ccf = C*Q_control.inv()
 
• System 1: impulse response of s2 +2s+1 dual system is controllable, or
x1 (t) = sin(t), x2 (t) = cos(t) is a 0 → xf within [0, L]. D_ccf = D
g = 1/(1 + t), equivalently: an observable system is a
• System 2: transfer function of Q9B impulse response: 4(t+2)e−t θ(t) solution of this system for x0 = [0, 1]T . To show the converse, suppose the system whose initial state can be • OCF Transformation
Can you find another solution of this system second system is controllable and note A_ocf = W_observe.inv()*A*W_observe
e−s /(1 + s) reconstructed by observing its outputs
h = 4(t + 2)e−t ω and when another initial condition is used, e.g. that (−1)(−A) = A, and the proof is and inputs over any non trivial time B_ocf = W_observe.inv()*B
khk1 = 12 < +∞, so its BIBO x0 = [1, 0]T ? If so then you can derive the complete. interval [0, L]. C_ocf = C*W_observe
Proof. Definition of BIBO Stability, stable. transition matrix for this system without To prove the second point, suppose that D_ocf = D
given an input u(t) : R → Rm , a system resorting to the Laplace transformation. Show the system is controllable from the
is BIBO stable if and only if the unit
impulse response h(t) ∈ L1 , or
h • i 
how. System given
 
origin. Fix two states ν1 and ν2 . We
wish to find an input u(α) that steers
Routh Hourwitz Criterion:
x1 0 1 x1 the system ν1 7→ ν2 within [0, L].
equivalently
ku(t)k∞ < +∞ =⇒ kyzs (t)k∞ < +∞ •
= −1 0 x2 , x(0) = x0 Problem 13 Indeed, since ν2 − Φ(L)ν1 ∈ Rn , there
Definition of Internal Stability, given x2
an initial condition x0 ∈ Rn , a system WTS.
h
Consider the homogeneous system
i exists an input u(α) that steers the
system 0 7→ ν2 − Φ(L)ν1 . Denote the

is internally stable (or asymptotically • 0100
Proof. Some properties of the state
stable in the large) if and only if the Problem 10 transition matrix Φ(t):
x = Ax, where A = 0010
0001
Find x(t) unit step by ω, and
0000 ν2 − Φ(L)ν1 = 0 + Φ ∗ Buω (L) ⇐⇒
system transition matrix eAt → 0 as

WTS. The step response of an LTI single for t ≥ 0 given the initial condition
t → ∞, or equivalently •
lim |yzi (t)| = lim Ce
At
x0 = 0  
input system with two states x = Ax + bu is
x1 (t)
• ∂t Φ(t) = AΦ(t),
• Φ(0) = I,
x0 = [ 1 1 1 1 ]T
ν2 = Φ(L)ν1 + Φ ∗ Buω (L)
given by = • Φ(t1 + t2 ) = Φ(t1 )Φ(t2 ) = and the same input u(α) steers the
 x2 (t)
e−1 e−1 −et x1 (0)
 et −1
   Φ(t2 )Φ(t1 ) for every t1 , t2 ∈ R. Proof. We first solve for the system ν1 7→ ν2 .
• Φ(−t) = Φ(t)−1 ,
R
eigen-values of A. The characteristic Next, suppose the system is controllable
System 1: checking if g ∈ L1 , we have +
0 et x2 (0) −et +1 polynomial of A is an easy exercise, and on a fixed time interval [0, L1 ]. And fix
+∞ −1
Find matrix A and vector b. • Φ(0)x(t) = Φ(t − t0 )x(t0 ) =
kgk1 = t = +∞, therefore Φ(t)x(0) det(sI − A) = s4 . A has one eigenvalue L2 > 0, we will show that the system is
1 also controllable on [0, L2 ] as well. Let •
/ L1 , and the system is not BIBO
g ∈
• A simple consequence of the DE of multiplicity 4. Since Φ(t) = eAt f (s) =
xf be arbitrary, and it suffices to show
stable (and hence not internally stable).
property of Φ is that for every initial satisfies its own polynomial, denote a0 sn + a1 sn−1 + · · · + an−1 s + an
Proof. Finding Matrix A: Denote the condition x0 ∈ Rn , the solution there exists an input u(α) with 0 7→ xf
System 2 is BIBO stable since its State Transition Matrix by Φ and it is n to p(λ) = eλ , • Number of sign changes: + + - + is 2,

h
impulse response i clear that   ∂t x(t) = Ax, x(0) = x0 ∈ R
is given by x(t) = Φ(t)x0 .
(4) in [0, L2 ]. And by the controllability on

not 1.

h = L−1
e−t
= e−t+1 and
Φ = e
At
= e
−1 e−1 −et
et
• Hence, the solution to Equation (4),
n
if x0 = ej (basis vector in R ), is
P4 [0, L1 ],
Φ(L1 −L2 )xf = Φ(α)∗Bu(α)ω(α) (L1 )
• Number of sign changes is equal to
number of unstable poles (in closed
0
It satisfies its own homogeneous • p(λ) = eλt = αj (t)λj for RHP)
khk1 = e.
1+s
equation, in symbols
t
  given by the jth column in Φ.
functions αj (t),
j=0 Therefore
Φ(L2 − L1 )Φ(L1 − L2 )xf
BIBO stability is a weaker type of
∂t Φ = AΦ = 0 −e
0 et
=⇒
• When λ = 0,  CCF/OCF Polynomial->SS H(s) =
stability because BIBO is concerned  0 −et  Using a simple substitution, we get
• •
1 = α0 (t) =⇒ α0 = 1, = Φ(α + L2 − L1 ) ∗ Buω (L1 )
bn sn +bn−1 sn−1 +···+b1 s+b0
with the input-output characteristics of A =
t
Φ
−1
x1 = x2 and x2 = −x1 , and P
• ∂λ p(λ) = tp(λ) =
 sn+1 +an sn +···+a2 s2 +a1 s+a0
, and
a system, and it is necessary and
sufficient for any LTI system for the  00 −e
e
t
 e e−e−t  ∂ 2 x1 = −x1 , and ∂ 2 x2 = −x2 , then
t t
4
αj tAj−1 , set λ = 0 and xf = Φ ∗ Buω (L2 ) CCF:
 
we can solve the system with respect to j=1 The grader should read up on their
transfer function to only have poles in = A =
the open left half complex plane. Since 0 et 0 e−t initial conditions, by using techniques
obtain α1 (t) = t,
Fourier Tables and find the 0 1 0 ··· 0 0
{poles of H} ⊆ {eigenvalues of A}
BIBO stability does not imply the  0 −1  in MATH 263
x1 = a1 cos(t) + a2 sin(t)
• Continue in this manner to find
α2 (t) = t2 /2, and α3 (t) = t3 /6.
corresponding entries, and convince
0
0
0
0
1 ···
0 ···
0
1
0
0
internal stability of the system. While A =
0 1
 
x2 = a3 cos(t) + a4 sin(t)
herself that the above makes sense.
Since xf is arbitrary on [0, L2 ], we are
 .
.

internal stability is a statement of the .
Finding Matrix B: Solving for Matrix cos(t) done.
eigenvalues of A, if a system is It is clear that satisfies the Therefore 0 0 0 ··· 0 1
B is another easy task, by the − sin(t) −a0 −a1 −a2 ··· −an−2 −an−1
internally stable (so that all eigenvalues
definition of the convolution integral, initial condition [1, 0]T . The state Φ(t) = I + At +
(At)2
+
(At)3
. As a " #
of A lie in the open left half complex
plane), then
λ ∈ {poles of H} =⇒


where u(t) = ω(t) is the unit step. transition matrix has columns which are
2 6
final step, the state transition matrix
0
0
Φ ∗ Buω (t) solutions to the homogeneous equation Φ(t) is a unique ’fundamental’ matrix
B = .
λ ∈ {eigenvalues of A} =⇒
Φ = [ ϕ1 ϕ2 ··· ϕn ], ∂t ϕj (t) = that satisfies
x(t) = Φ(t)x0 =⇒ Problem Summary
.
.
 cos (t)   h 11 i
Aϕj (t), ϕj (0) = [0, . . . , 1, 0, . . .] 0
λ ∈ {open left-half plane} = Φ ∗ Bω (t)
At sin (t) (At)2 (At)3  1

Z e =
− sin (t) cos (t)
x(t) = I + At + +
1
• A rational transfer function H(s) is C = b0 b1 ··· bn−2 bn−1
b  " #
2 6 1 called minimum phase iff all its
 0 0 0 ··· 0 
INVARIANCE OF STABILITIES. To show zeroes and poles lie in the (closed) OCF:
the invariance of stabilities, see
Question 3
= Φ(α) 0
b1 1t t
2 t3
2 6
h1i left-half plane of {s, Re(s) ≤ 0}.
1 0 0 ··· 0
−a0
−a1
2 1 • H(s) is called non-minimum phase
0 0 1 ··· 0 −a2
α∈[0,t]
= 01 t t 1 iff any of its zeroes lie in the half
. 
Z
2
Problem 12 00 1 t 1 plane of {s, Re(s) > 0} A = . 
t
  b  00 0 1 • Distance of L(jω ∗ ) to (−1, 0) is
" t3 #
.
e−1 e−1 −e α 0 • given by | − 1 − L(jω ∗ )| = 0 0 0 ··· 0 −an−2
= dα WTS. Show that the system x = Ax + Bu
Problem 9 eα b1 2 −1
|1 + L(jω ∗ )| = kSk∞ . The smaller
0 •
is controllable if and only if x = −Ax + Bu 6
+ t +t+1
2  
0 0 1 ··· 1 −an−1

" #
WTS. Consider the following system Z th0
i is controllable, if and only if x(t) = 2
t +t+1 the kSk∞ , the larger the distance of
L(jω ∗ ) to (−1, 0).
b0
•
x1 h i    b0 e−1 +b1 (e−1 −eα )
•
x = −AT x, y = B T x is observable.
2
t+1

b1
 C = [ 0 0 0 ··· 0 1 ]
−1 1 0 x1
 
• 1 = dα 1 .
x2 = 0 −1 0 x2 + 2 u b1 ·eα Controllability/Observability: B = .
x3 0 .
  •
• 0 0 0 0
bn−2
x3
 x1  =
et −1
Proof. Suppose x = Ax + Bu is
controllable, then fix any time interval • A ∈ Rn×n , B ∈ Rn×m , C ∈ Rp×n , bn−1
and output equation y = [ 2 3 1 ] x2 + 0u −et +1 [0, L] and a desired state xf . Denote and D ∈ Rp×m ,
x3