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Chapter VI.
Solutions to LTI Systems

Content

1. Matrix Exponential

2. Use of Laplace Transform

3. Discrete-time Case

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1. Matrix Exponential

Continuous-time LTI systems:

‒ Homogeneous:
Solution (initial condition )

where

(Peano-Baker series)
‒ State transition matrix:

with
‒

Solution

1. Matrix Exponential

Continuous-time LTI systems:

‒ Nonhomogeneous:

Solution

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1. Matrix Exponential

Example 1: Compute a matrix A for which

Leave your solution in terms of the scalar parameter a.

1. Matrix Exponential

Example 1: (answer)

‒ Properties:

‒ For t = 0:

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2. Use of Laplace Transforms

Continuous-time LTI systems:

‒ Property:

‒ Take the Laplace transform:

‒ Inverse Laplace transform:

3. Discrete-Time Case

Continuous-time LTI systems:

‒ Homogeneous:
Solution (initial condition )

where

‒ Nonhomogeneous:

Solution

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The End

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