Chapter-4

Transition Matrix Properties

EE-826 Linear Control System

College of Electrical & Mechanical Engineering

National University of Sciences & Technology (NUST)

State Transition Matrix

Unforced Linear System

State Equation Solution

Peano Backer Series

State Transition Matrix for Time Invariant Systems

kth term

Property 4.1 State transition matrix for time invariant systems

where

with guaranteed convergence

4

Proof
Bounds on individual terms of matrix series

Convergence of scalar series

Example: Harmonic Oscillator

0 1
A=

1
0

Solution

A2 = I
A3 = A

A4 = I
Transition Matrix

e At

A2t 2 A3t 3
= I + At +
+
+ .......
2!
3!
6

Example: Harmonic Oscillator

e At

A2 t 2 A 4 t 4
=I+
+
+ ...........
2!
4!
A3t 3 A5t 5
At +
+
+ ............
3!
5!

e At

t2 t4

t3 t5

= I 1 + + ........... + A t + + ............
2! 4!

3! 5!

= I .cos t + A.sin t
cos t sin t
=

sin t cos t
7

Property 4.2

Proof
Proposed Solution
t

A( ) d

x(t ) = (t , ) xo = e

xo

2
3
t
t

A( ) d A( ) d
+
+.... x
x (t ) = I + A( ) d +

o
2!
3!

Differentiating

x ( t ) = 0 + A ( t ) +

A ( ) d . A ( t ) + A ( t ). A ( ) d

+ ...... x o
2!

Condition of Property 4.2

t

2. A(t ). A( )d

x (t ) = A(t ) +
+ ............ xo
2!

Implies

x (t ) = A(t ) x(t )
10

Example 4.3
Solution

a (t ) a (t )
A(t ) =

0
0

1 1
A(t ) = a (t )
= a (t ) M

0 0

Property 4.2 holds

t

a
(

)
d

M
A( ) d

= e
= e
t

(t , )

M )
(
= I + M +

2!

since

= e M

M )
(
+

3!

M = M 2 = M 3 .....
11

Example 4.3 (contd)

2 3
(t , ) = I + +
+
+ ... M

2!
3!

2 3
= I M + 1 + +
+
+ ... M

2!
3!

= I M + e M

Special case

12

General Properties
Matrix Differential Equation

Property 4.4

13

Property 4.5

Linear state equation

14

Example 4.6
Solution

et
A (t , 0) =
0

*
d
A (t , 0) =
dt
*

f (t )

f (t )

*
15

Example 4.6

t2
t sin t
d
A (t , 0) = 0 + A(t ) +
+ 2

dt
0 0 0

1 cos t
+ .....

0
t2

t
t
sin

1 cos t
= A(t ) I + I +
+
+ .....
2

0 0
0
0
= A(t ) I + A (t , 0)

*
d
A (t , 0) =
Implies
dt
*

f (t ) + cos t

f (t ) = f (t ) + cos t
16

Example 4.6
et + sin t cos t
f (t ) =
2

State Transition Matrix for

17

Property 4.7 Composition Property

Property 4.9 Determinant of state transition matrix

Property 4.10 Inverse of state transition matrix

18

Example 4.11

19

Example 4.11
Alternate Solution using Property 4.5
AT (t , t0 ) = AT (t0 , t )

implies A (0, t ) =
AT (t , 0)

20

State Variable Changes

State transformation

21

State Variable Changes

Property 4.13 Transition matrix for transformed states

Example 4.14

Proposed state transformation

22

State Variable Changes

Example 4.14 (contd)

Integrating both sides

23

Chapter-20

Discrete-time State Equations

EE-826 Linear Control System

College of Electrical & Mechanical Engineering

National University of Sciences & Technology (NUST)

State Equation Solution

x(k + 1) = A(k ) x(k ) + B(k )u (k )

25

State Equation Solution

26

Transition Matrix Properties

27

Transition Matrix Properties

28

Transition Matrix Properties

29