mcs lecutre05
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Modern Control Systems 1
Lecture 05 Analysis (I)Time Response and State Transition Matrix
5.1 State Transition Matrix
5.2 Modal decomposition --Diagonalization
5.3 Cayley-Hamilton Theorem
Modern Control Systems 2
)()()(
)()()(
tDutCxty
tButAxtxdt
d
1. Homogeneous solution of x(t) 2. Non-homogeneous solution of x(t)
The behavior of x(t) et y(t) :
Modern Control Systems 3
Homogeneous solution
)0()()(
)()0()(
)()(
1 xAsIsX
sAXxssX
tAxtx
)0(
)0(])[()( 11
xe
xAsILtxAt
])[()( 11
AsILet At
State transition matrix
)()()()()(
)()0(
)0()(
000)(
0
0
0
00
0
0
txtttxetxeetx
txex
xetx
ttAAtAt
At
At
Modern Control Systems 4
Properties
)()(.5
)()()(.4
)()()0(.3
)()(.2
)0(.1
020112
1
ktt
tttttt
txtx
tt
I
k
])[()( 11
AsILet At
Modern Control Systems 5
Non-homogeneous solution
)()()(
)()()(
tDutCxty
tButAxtxdt
d
tdButxttx
sBUAsILxAsILtx
sBUAsIxAsIsX
sBUxsXAsI
sBUsAXxssX
0
1111
11
)()()0()()(
)]()[()0(])[()(
)()()0()()(
)()0()()(
)()()0()(
Convolution
Homogeneous
Modern Control Systems 6
)()()()()()(
)()()()()(
)()()0()()(
0
0
00
00
0
tDudButCtxttCty
dButtxtttx
dButxttx
t
t
t
t
t
Zero-input response Zero-state response
Modern Control Systems 7
Example 1
Txlet
tux
x
x
x
00)0(
)(1
0
32
10
2
1
2
1
tttt
tttAt
eeee
eeeeeAsILt
22
21211
222
2])[()(
t
dButxttx0
)()()0()()(
tt
tt
ee
eex
x
2
2
2
1
222
32
2
1
Ans: )]()[( 11 sBUAsIL
Modern Control Systems 8
Txlet
tux
x
x
x
00)0(
)(1
0
32
10
2
1
2
1
1s 1s1 1
32
u y1x2x
s
x )0(2
s
x )0(1
Using Maison’s gain formula
)()0()0(2
)(
)()0()0()31(
)(
231
1
2
1
1
2
2
2
2
2
1
11
1
21
sUs
xs
xs
sx
sUs
xs
xss
sx
ss
Modern Control Systems 9
How to find
])[()( 11
AsILet At
State transition matrix
Methode 1: ])[()( 11 AsILt
Methode 3: Cayley-Hamilton Theorem
Methode 2: Atet )(
Modern Control Systems 10
Methode 1: ])[()( 11 AsILt
3
2
1
2
1
2
1
3
2
1
3
2
1
1
0
0
0
0
1
)(
)(
10
01
00
211
340
010
x
x
x
ty
ty
u
u
x
x
x
x
x
x
ssss
ss
sss
ssss
AsI
AsIadjAsI
414
323
32116
33)2)(4(
1
)()(
2
2
2
1
Modern Control Systems 11
Method 2: Diagonalization
3
2
1
3
2
1
3
2
1
166
1
1
1
300
020
001
x
x
x
y
u
x
x
x
x
x
x
t
t
t
At
e
e
e
etΦ3
2
00
00
00
)(
diagonal matrixExample 4.5
Modern Control Systems 12
Eigenvalue of A:
nnRA
][ 21 n,v, , vvT Coordinate transformation matrix
n,v, , vv 21 are independent.
,n,ivAv iiii 1 , satisfying ,
Then eigenvectors,
n 321Assume that all the eigenvalues of A are distinct, i.e.
Diagonalization via Coordinate Transformation
DuCxy
BuAxx
Plant:
matrix. diagonala is 1ATTΛ
Modern Control Systems 14
nnn
2
1
2
1
2
1
00
0
000
000
,)0()0()0()()( 221121
nt
ntt ξevξevξevtTtx n
Hence, system asy. stable ⇔ all the eigenvales of A lie in LHP
)0()0( 1xTξ
ATT 1
,n,itt iii 1 ),()(
New coordinate:
Solution of (4.1):
(4.1)
,n,iet it
ii 1 (0),)(
xTξ -1
CTC
BTB
ATTA
1
1
The above expansion of x(t) is called modal decomposition.
Modern Control Systems 15
2
1)0( ,
21
12xxx 3,1 21
11
1121 vvT
11
11
2
11T
xTξ 1
Example
1
10
211
121)(
21
11
21
1111 v
v
v
vvAI
1
10
231
123)(
2
1
22
1222 v
v
v
vvAI
30
011ATT
Find eigenvector
distincti
Modern Control Systems 16
ξξ
30
01
22
11
3
1
)0(
)0()0( ),0()0(
2
11
xT
)0()0()()( 221121 ξevξevtTξtx tt
2
12
3
)0()0()0( 1 ξxTξ
1
1
2
1
1
1
2
3)( 3tt eetx
tt
tt
ee
ee
3
3
2
1
2
32
1
2
3
Solution of (4.1):
(4.2)
Modern Control Systems 17
n 321
In the case of A matrix is phase-variable form and
112
11
2121
111
nn
nn
nnvvvP
Vandermonde matrixfor phase-variable form
4
3
2
1
1
APP
1 PPee tAt
Modern Control Systems 18
Example: distincti
)2)(1)(1(
200
010
101
200
010
101
AIA
0
100
000
100
)(
3
2
1
11
v
v
v
VAI21
depend
0
1
0
000
0
0
1
000
3
2
1
321
3
2
1
321
v
v
v
vvv
v
v
v
vvv
21 VV
distinctnot is i.e. case, eigenvalue Repeated i
Modern Control Systems 19
0
000
010
101
)(
3
2
1
33
v
v
v
VAI23
1
0
1
00
3
2
1
321
v
v
v
vvv
200
010
001
100
010
1011
321 APPVVVP
Modern Control Systems 20
Case 3: distincti Jordan form
321
formJordanAPPvvvP 1321
Generalized eigenvectors
231
121
11
)(
)(
0)(
vvAI
vvAI
vAI
1
1
11 1
1ˆ
AAPP
t
tt
tttt
tA
e
tee
etee
e1
11
12
11
2ˆ
Modern Control Systems 21
Example:
2)2(11
13
11
13
A
1
10
11
11)(
12
11
12
1111 v
v
v
vVAI
0
1
1
1
11
11)(
22
21
22
2121 v
v
v
vVAI
20
12ˆ01
11 121 AAPPVVP
1ˆ
2
22ˆ
PPee
e
teee tAAt
t
tttA
Modern Control Systems 22
Method 3: Cayley-Hamilton Theorem
Theorem: Every square matrix satisfies its char. equation.
0)( 011
1 aaaf n
nn
0)( 011
1 IaAaAaAAf n
nn
Given a square matrix A, . Let f(λ) be the char. polynomial of A.
Char. Equation:
By Caley-Hamilton Theorem
nnRA
Modern Control Systems 23
AaAaIaAaAaa
AaAaAaA
IaAaAaA
IaAaAaA
nnn
nn
n
nn
n
nn
n
02
1011
11
02
111
011
1
011
1
)(
0
nn AkAkAkIkAf 2
210)(any
1
0
11
2210)(
n
k
kk
nn
A
AAAIAf
Modern Control Systems 24
10
21?100 AAExample:
AIAAflet 10100)(
2,1,0)2)(1(20
2121
100210
10022
100110
10011
2)(
1)(
f
f
12
22100
1
1000
10
221
10
21)12(
10
01)22()(
101100100100AAf
Modern Control Systems 25
02
13? AeAtExample:
2,1,02
1321
2)2(
)1(
102102
10110
t
t
ef
eftt
tt
ee
ee
2
1
20 2
tttt
tttt
ttttAt
eeee
eeee
eeeee
222
2
02
13)(
10
012
22
22
22
Modern Control Systems 32
Example:
xy
uxbuAxx
101
0
1
1
102
414
102
1,1,0
0
1
0
,
1
0
1
,
2
4
1
21 vv