Linear System Theory, Fall 2011

Examples Paper 4
Jordan form, equilibria, and stability
due date: November 28, 2011

Exercise 1. (Matrix exponential and the Jordan canonical form, 25%)

Let A = T −1 JT be a Jordan decomposition of A ∈ Rn×n , where J = diag{J1 · · · Jk } and
λi 1 0 · · · 0
 
 0 λi 1 · · · 0 
 . .
 . . . . . . . . .. 

Ji =  . . . 
.
 0 0 .. .. 1 
 . 

0 0 0 · · · λi
Show that eAt = T −1 eJt T = T −1 diag{eJ1 t · · · eJk t }T , where
 λt t2 eλi t µ −1 eλi t 
e i teλi t 2!
· · · t (µi i −1)!
µ −2 eλi t 
 0 eλi t teλi t · · · t (µi i −2)!


 . .. ..
.. ..

e Ji t = 
 .. . . . .


 .. .. 
 0 0 . . teλi t 
0 0 0 ··· eλi t

Hints: recall that e(A+B)t = eAt eBt = eBt eAt if AB = BA, and that super-diagonal matri-
ces are nilpotent.

Exercise 2. (Equilibria, 25%)

Consider the system:
ẋ1 (t) = x2 (t)
ẋ2 (t) = x1 (t) − x1 (t)3 − x2 (t)
1. Is the system linear or non-linear?
2. Compute all equilibria of the system.
3. Linearize the system about each equilibrium. Compute the state transition matrix
of each linearization and determine the stability properties of the resulting linear
systems.
4. Simulate the system in Matlab for various initial conditions. Using the simula-
tions and the intuition gained in part 3 argue about the stability properties of the
equilibria of the original system.

1
Exercise 3. (BIBO-stability, 25%)
A linear, time-invariant system
ẋ(t) = Ax(t) + Bu(t)
y(t) = Cx(t) + Du(t)
is said to be BIBO-stable if for all bounded inputs u(·) the output y(·) is also bounded.
1. Show that if the system with zero-input is asymptotically stable, then the system
with nonzero-inputs is BIBO-stable.
2. Provide an example of a linear time-invariant system which is stable but not BIBO-
stable.
Exercise 4. (Connection of systems, 25%)

Let Σ1 = (A1 , B1 , C1 , D1 ) and Σ2 = (A2 , B2 , C2 , D2 ) be linear, time invariant systems. Let

the input u1 (t), state x1 (t), and output y1 (t) of Σ1 belong respectively to Rm1 , Rn1 , Rp1 ,
and let the corresponding quantities u2 (t), x2 (t), y2 (t) of Σ2 belong to Rm2 , Rn2 , Rp2 .
The figure depicts three possible ways to connect the systems. Namely, in case A (the
cascade of Σ1 and Σ2 ), we have u1 (t) = u(t), where u is an external signal, u2 (t) = y1 (t),
and we call y(t) = y2 (t) the output of the cascade. In case B (the sum, or parallel of Σ1
and Σ2 ), we have u1 (t) = u2 (t) = u(t) and we let y(t) = y1 (t) + y2 (t). In case C (the
feedback of Σ1 with Σ2 ), we have u1 (t) = u(t) + y2 (t) and we let y(t) = u2 (t) = y1 (t).
1. In each of the three cases, show that the connection as a whole can be modeled as
a linear, time invariant system in its own right, with input u(t) and output y(t),
choosing an appropriate state space and assuming compatible dimensions of the
various spaces. In case C, if the matrix I − D1 D2 does not have full rank, neither
you will be able to write down the LTI system representing the connection, nor does
the connection make any sense at all. Explain what goes wrong in this case.
2. In the cases A and B, show that if Σ1 and Σ2 are both asymptotically stable, then
the resulting system is asymptotically stable as well.
3. In case C, show that this is not necessarily the case, that is, provide an example
of feedback of two asymptotically stable systems, which is not itself asymptotically
stable. (Stay simple! Let both the systems be scalar, and choose D1 = D2 = 0.)