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APPENDIX

D Laplace Transform Pairs

Table D.1
F(s) f(t), t  0

1. 1 d(t0), unit impulse at t  t0

2. 1/s 1, unit step
n!
3. n+1 tn
s
1
eat
1s + a2
4.

1 1
tn  1eat
1s + a2 n 1n - 12!
5.
a
6. 1  eat
s1s + a2
1 1
(eat  ebt)
1s + a2 1s + b2 1b - a2
7.

s+a 1
[(a  a)eat  (a  b)ebt]
1s + a2 1s + b2 1b - a2
8.

ab b a
1 eat  ebt
1b - a2 1b - a2
9.
s1s + a21s + b2
1 e-at e-bt e-ct
 
1s + a2 1s + b21s + c2 1b - a21c - a2 1c - a21a - b2 1a - c21b - c2
10.

s+a 1a - a2e-at 1a - b2e-bt 1a - c2e-ct

 
1s + a2 1s + b21s + c2 1b - a21c - a2 1c - b21a - b2 1a - c21b - c2
11.

ab1s + a2 b1a - a2 at a1a - b2 bt

a e 
1b - a2 1b - a2
12. e
s1s + a21s + b2
v
13. 2 sin vt
s + v2
s
14. 2 cos vt0
s + v2

Table D.1 continued

3
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4 Appendix D Laplace Transform Pairs

Table D.1 Continued

F(s) f(t), t  0
s+a 2a2 + v2
15. sin (vt  f), f  tan1 v/a
s2 + v2 v
v
eat sin vt
1s + a2 2 + v2
16.

1s + a2
eat cos vt
1s + a2 2 + v2
17.

s+a 1
[(a  a)2  v2]1/2 eat sin (vt  f),
1s + a2 2 + v2
18.
v
v
f  tan1
a-a
v2n vn n
19. ezv t sin vn 21 - z2 t, z  1
s + 2Zvns + v2n
2
21 - z2
1 1 1
20.  eat sin (vt  f),
s1s + a2 2 + v2 a2 + v2 v2a2 + v2
v
f  tan1
-a
v2n
ezv t sin 1vn 21 - z2 t + f2 ,
1 n
1
s1s + 2Zvns + v2n 2
21. 2
21 - z2
f  cos1 z, z  1

1s + a2 1 1a - a2 + v 1/2 at
2 2
c d e sin (vt  f),
a
22. 
s1s + a2 2 + v2 a2 + v2 v a2 + v2
v v
f  tan1  tan1
a-a -a
1 e-ct e-at sin 1vt + f2 v
 , f  tan1
1s + c21s + a2 2 + v2 1c - a2 + v
23. 2 2
v1c - a2 + v 
2 2 1>2 c - a
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APPENDIX
An Introduction
E to Matrix Algebra

E.1 DEFINITIONS

In many situations, we must deal with rectangular arrays of numbers or functions.

The rectangular array of numbers (or functions)
a11 a12 p a1n
a a22 p a2n
A = D 21 T (E.1)
o o o
am1 am2 p amn
is known as a matrix. The numbers aij are called elements of the matrix, with the sub-
script i denoting the row and the subscript j denoting the column.
A matrix with m rows and n columns is said to be a matrix of order (m, n) or al-
ternatively called an m  n (m-by-n) matrix.When the number of the columns equals
the number of rows (m  n), the matrix is called a square matrix of order n. It is com-
mon to use boldfaced capital letters to denote an m  n matrix.
A matrix comprising only one column, that is, an m  1 matrix, is known as a
column matrix or, more commonly, a column vector. We will represent a column vec-
tor with boldfaced lowercase letters as
y1
y
y = D 2T (E.2)
o
ym
Analogously, a row vector is an ordered collection of numbers written in a row
that is, a 1  n matrix. We will use boldfaced lowercase letters to represent vectors.
Therefore a row vector will be written as
z = 3z1 z2 p zn 4, (E.3)

with n elements.
A few matrices with distinctive characteristics are given special names. A square
matrix in which all the elements are zero except those on the principal diagonal, a11,
a22, . . . , ann, is called a diagonal matrix. Then, for example, a 3  3 diagonal matrix
would be

5
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6 Appendix E An Introduction to Matrix Algebra

b11 0 0
B= C 0 b22 0 S. (E.4)
0 0 b33
If all the elements of a diagonal matrix have the value 1, then the matrix is known as
the identity matrix I, which is written as
1 0 p 0
0 1 p 0
I=D p T. (E.5)
o o o
0 0 p 1
When all the elements of a matrix are equal to zero, the matrix is called the zero, or
null matrix. When the elements of a matrix have a special relationship so that aij 
aji, it is called a symmetrical matrix. Thus, for example, the matrix
3 -2 1
H = C -2 6 4S (E.6)
1 4 8
is a symmetrical matrix of order (3, 3).

E.2 ADDITION AND SUBTRACTION OF MATRICES

The addition of two matrices is possible only for matrices of the same order. The sum
of two matrices is obtained by adding the corresponding elements.Thus if the elements
of A are aij and the elements of B are bij, and if
C  A  B, (E.7)
then the elements of C that are cij are obtained as
cij  aij  bij. (E.8)
For example, the matrix addition for two 3  3 matrices is as follows:
2 1 0 8 2 1 10 3 1
C = C1 -1 3S + C1 3 0S = C 2 2 3S. (E.9)
0 6 2 4 2 1 4 8 3
From the operation used for performing the operation of addition, we note that the
process is commutative; that is,
A  B  B  A. (E.10)
Also we note that the addition operation is associative, so that
(A  B)  C  A  (B  C). (E.11)
To perform the operation of subtraction, we note that if a matrix A is multiplied
by a constant a, then every element of the matrix is multiplied by this constant.There-
fore we can write
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Section E.3 Multiplication of Matrices 7

aa11 aa12 p aa1n

aa aa22 p aa2n
aA = D 12 T. (E.12)
o o o
aam1 aam2 p aamn
Then to carry out a subtraction operation, we use a  1, and A is obtained by mul-
tiplying each element of A by 1. For example,
2 1 6 1 -4 0
C=B-A=B R-B R=B R. (E.13)
4 2 3 1 1 1

E.3 MULTIPLICATION OF MATRICES

The multiplication of two matrices AB requires that the number of columns of A

be equal to the number of rows of B. Thus if A is of order m  n and B is of order n
 q, then the product is of order m  q. The elements of a product
C  AB (E.14)
are found by multiplying the ith row of A and the jth column of B and summing these
products to give the element cij. That is,
q
cij = ai1b1j + ai2b2j + p + aiqbqj = a aikbkj. (E.15)
k=1

Thus we obtain c11, the first element of C, by multiplying the first row of A by the first
column of B and summing the products of the elements. We should note that, in gen-
eral, matrix multiplication is not commutative; that is
AB  BA. (E.16)
Also we note that the multiplication of a matrix of m  n by a column vector (order
n  1) results in a column vector of order m  1.
A specific example of multiplication of a column vector by a matrix is

1a y + a12y2 + a13y3 2
y1
a a12 a13
x = Ay = B 11 R C y2 S = B 11 1 R.
1a21y1 + a22y2 + a23y3 2
(E.17)
a21 a22 a23
y3
Note that A is of order 2  3, and y is of order 3  1. Therefore the resulting matrix
x is of order 2  1, which is a column vector with two rows. There are two elements
of x, and
x1  (a11y1  a12y2  a13y3) (E.18)
is the first element obtained by multiplying the first row of A by the first (and only)
column of y.
Another example, which the reader should verify, is
2 -1 3 2 7 6
C = AB = B RB R=B R. (E.19)
-1 2 -1 -2 -5 -6
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8 Appendix E An Introduction to Matrix Algebra

For example, the element c22 is obtained as c22  1(2)  2(2)  6.
Now we are able to use this definition of multiplication in representing a set of
simultaneous linear algebraic equations by a matrix equation. Consider the follow-
ing set of algebraic equations:
3x1  2x2  x3  u1,
2x1  x2  6x3  u2,
4x1  x2  2x3  u3. (E.20)
We can identify two column vectors as
x1 u1
x = C x2 S and u = C u2 S. (E.21)
x3 u3
Then we can write the matrix equation
Ax  u, (E.22)
where
3 2 1
A = C2 1 6 S.
4 -1 2
We immediately note the utility of the matrix equation as a compact form of a set of
simultaneous equations.
The multiplication of a row vector and a column vector can be written as
y1

xy = 3x1 x2 xn 4 D T = x1 y1 + x2 y2 + p + xn yn.
p y2
(E.23)
o
yn
Thus we note that the multiplication of a row vector and a column vector results in
a number that is a sum of a product of specific elements of each vector.
As a final item in this section, we note that the multiplication of any matrix by
the identity matrix results in the original matrix, that is, AI  A.

E.4 OTHER USEFUL MATRIX OPERATIONS AND DEFINITIONS

The transpose of a matrix A is denoted in this text as AT. One will often find the no-
tation A' for AT in the literature. The transpose of a matrix A is obtained by inter-
changing the rows and columns of A. For example, if
6 0 2
A= C 1 4 1 S,
-2 3 -1
then
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Section E.4 Other Useful Matrix Operations and Definitions 9

6 1 -2
AT = C 0 4 3 S. (E.24)
2 1 -1
Therefore we are able to denote a row vector as the transpose of a column vector and
write
xT = 3x1 x2 p xn 4. (E.25)
Because xT is a row vector, we obtain a matrix multiplication of xT by x as follows:
x1

xTx = 3x1 xn 4 D T = x21 + x22 + p + x2n.

p x2
x2 (E.26)
o
xn
Thus the multiplication xTx results in the sum of the squares of each element of x.
The transpose of the product of two matrices is the product in reverse order of
their transposes, so that
(AB)T  BTAT. (E.27)
The sum of the main diagonal elements of a square matrix A is called the trace
of A, written as
tr A  a11  a22   ann. (E.28)
The determinant of a square matrix is obtained by enclosing the elements of the
matrix A within vertical bars; for example,
a11 a12
det A = 2 2 = a11a22 - a12a21. (E.29)
a21 a21
If the determinant of A is equal to zero, then the determinant is said to be singular.
The value of a determinant is determined by obtaining the minors and cofactors of
the determinants. The minor of an element aij of a determinant of order n is a deter-
minant of order (n  1) obtained by removing the row i and the column j of the orig-
inal determinant.The cofactor of a given element of a determinant is the minor of the
element with either a plus or minus sign attached; hence
cofactor of aij  aij  (1)ijMij,
where Mij is the minor of aij. For example, the cofactor of the element a23 of
a11 a12 a13
det A = 3 a21 a22 a23 3 (E.30)
a31 a32 a33
is

a23 = 1-12 5M23 = - 2

a11 a12
2. (E.31)
a31 a32
The value of a determinant of second order (2  2) is
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10 Appendix E An Introduction to Matrix Algebra

2 = 1a11a22 - a21a12 2.
a11 a12
2 (E.32)
a21 a22
The general nth-order determinant has a value given by
n
det A = a aijaij with i chosen for one row, (E.33)
j=1

or
n
det A = a aijaij with j chosen for one column. (E.33)
i=1

That is, the elements aij are chosen for a specific row (or column), and that entire row
(or column) is expanded according to Eq. (E.33). For example, the value of a specific
3  3 determinant is
2 3 5
det A = det C 1 0 1S
2 1 0
0 1 3 5 3 5
=2 2 2 -1 2 2 +2 2 2
1 0 1 0 0 1
= 21-12 - 1-52 + 2132 = 9, (E.34)
where we have expanded in the first column.
The adjoint matrix of a square matrix A is formed by replacing each element aij
by the cofactor aij and transposing. Therefore
a11 a12 p a1n T a11 a21 p an1
a a22 p a2n a a22 p an2
adjoint A = D 21 T = D 12 T. (E.35)
o o o o o o
an1 an2 p ann a1n a2n p ann

E.5 MATRIX INVERSION

The inverse of a square matrix A is written as A1 and is defined as satisfying the re-
lationship
A1A  AA1  I. (E.36)
The inverse of a matrix A is

adjoint of A
A-1 = (E.37)
det A
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Section E.6 Matrices and Characteristic Roots 11

when the det A is not equal to zero. For a 2  2 matrix we have the adjoint matrix
a22 -a12
adjoint A = B R, (E.38)
-a21 a11
and the det A  a11a22  a12a21. Consider the matrix
1 2 3
A = C2 -1 4 S. (E.39)
0 -1 1
The determinant has a value det A  7. The cofactor a11 is

a11 = 1-12 2 2
-1 4
2 = 3. (E.40)
-1 1
In a similar manner we obtain
3 -5 11
= a- b C -2
adjoint A 1
A -1
= 1 2 S. (E.41)
det A 7
-2 1 -5

E.6 MATRICES AND CHARACTERISTIC ROOTS

A set of simultaneous linear algebraic equations can be represented by the matrix

equation
y  Ax, (E.42)
where the y vector can be considered as a transformation of the vector x. We might
ask whether it may happen that a vector y may be a scalar multiple of x. Trying
y  lx, where l is a scalar, we have
lx  Ax. (E.43)
Alternatively Eq. (E.43) can be written as
lx  Ax  (lI  A)x  0, (E.44)
where I  identity matrix. Thus the solution for x exists if and only if

det (lI  A)  0. (E.45)

This determinant is called the characteristic determinant of A. Expansion of the de-

terminant of Eq. (E.45) results in the characteristic equation. The characteristic equa-
tion is an nth-order polynomial in l. The n roots of this characteristic equation are
called the characteristic roots. For every possible value li (i  1, 2, . . . , n) of the nth-
order characteristic equation, we can write
(liI  A)xi  0. (E.46)
The vector xi is the characteristic vector for the ith root. Let us consider the matrix
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12 Appendix E An Introduction to Matrix Algebra

2 1 1
A= C 2 3 4 S. (E.47)
-1 -1 -2
The characteristic equation is found as follows:
1l - 22 -1 -1
det C -2 1l - 32 -4 S = 1-l3 + 3l2 + l - 32 = 0. (E.48)
1 1 1l + 22
The roots of the characteristic equation are l1  1, l2  1, l3  3. When l 
l1  1, we find the first characteristic vector from the equation
Ax1  l1x1, (E.49)
and we have xT1  k 31 -1 04 , where k is an arbitrary constant usually chosen
equal to 1. Similarly, we find
xT2 30 1 -14,
and
xT3 = 32 3 -14. (E.50)

E.7 THE CALCULUS OF MATRICES

The derivative of a matrix A  A(t) is defined as

da11 1t2>dt da12 1t2>dt p da1n 1t2>dt
d
A1t2 = C o o o S. (E.51)
dan1 1t2>dt dan2 1t2>dt dann 1t2>dt
dt p

That is, the derivative of a matrix is simply the derivative of each element aij(t) of the
matrix.
The matrix exponential function is defined as the power series


A A2 p Ak p Ak
exp A = eA = I + + + + + = a , (E.52)
1! 2! k! k=0 k!

where A2  AA, and, similarly, Ak implies A multiplied k times. This series can be
shown to be convergent for all square matrices. Also a matrix exponential that is a
function of time is defined as


Aktk
eAt = a . (E.53)
k=0 k!
If we differentiate with respect to time, then we have

1e 2 = AeAt.
d At
(E.54)
dt
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Section E.7 The Calculus of Matrices 13

Therefore for a differential equation
dx
= Ax, (E.55)
dt
we might postulate a solution x  eAtc  fc, where the matrix f is f  eAt, and c is
an unknown column vector. Then we have
dx
= Ax, (E.56)
dt
or
AeAt  AeAt, (E.57)
and we have in fact satisfied the relationship, Eq. (E.55). Then the value of c is sim-
ply x(0), the initial value of x, because when t  0, we have x(0)  c. Therefore the
solution to Eq. (E.55) is
x(t)  eAtx(0). (E.58)
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APPENDIX

G Complex Numbers

G.1 A COMPLEX NUMBER

We all are familiar with the solution of the algebraic equation

x2  1  0, (G.1)
which is x  1. However, we often encounter the equation
x2  1  0. (G.2)
A number that satisfies Eq. (G.2) is not a real number. We note that Eq. (G.2) may
be written as
x2  1, (G.3)
and we denote the solution of Eq. (G.3) by the use of an imaginary number j1, so
that
j 2  1, (G.4)
and

j = 4-1. (G.5)

An imaginary number is defined as the product of the imaginary unit j with a real
number.Thus we may, for example, write an imaginary number as jb.A complex num-
ber is the sum of a real number and an imaginary number, so that

c = a + jb (G.6)

where a and b are real numbers. We designate a as the real part of the complex num-
ber and b as the imaginary part and use the notation
Re{c}  a, (G.7)
and
Im{c}  b. (G.8)

17
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18 Appendix G Complex Numbers

G.2 RECTANGULAR, EXPONENTIAL, AND POLAR FORMS

The complex number a  jb may be represented on a rectangular coordinate place

called a complex plane. The complex plane has a real axis and an imaginary axis, as
shown in Fig. G.1. The complex number c is the directed line identified as c with co-
ordinates a, b.The rectangular form is expressed in Eq. (G.6) and pictured in Fig. G.1.
An alternative way to express the complex number c is to use the distance from
the origin and the angle u, as shown in Fig. G.2. The exponential form is written as
c  re ju, (G.9)
where
r  (a2  b2)1/2, (G.10)
and
u  tan1(b/a). (G.11)
Note that a  r cos u and b  r sin u.
The number r is also called the magnitude of c, denoted as c.The angle u can also
be denoted by the form lu. Thus we may represent the complex number in polar
form as
c = c2 lu = rlu. (G.12)

EXAMPLE G.1 Exponential and polar forms

Express c  4  j3 in exponential and polar form.
Solution First sketch the complex plane diagram as shown in Fig. G.3.Then find
r as
r  (42  32)1/2  5,
and u as
u  tan1(3/4)  36.9.

Imaginary axis Im Im

b c  a  jb b c  re j j3
r

Real axis Re Re
0 a 0 a 0 4
FIGURE G.1 Rectangular form of FIGURE G.2 Exponential form of FIGURE G.3 Complex plane for
a complex number. a complex number. Example G.1.
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Section G.3 Mathematical Operations 19

The exponential form is then
c  5e j36.9.
The polar form is
c = 5l36.9. 

G.3 MATHEMATICAL OPERATIONS

The conjugate of the complex number c  a  jb is called c* and is defined as

c*  a  jb. (G.13)
In polar form we have
c* = rl-u. (G.14)

To add or subtract two complex numbers, we add (or subtract) their real parts and
their imaginary parts. Therefore if c  a  jb and d  f  jg, then
c  d  (a  jb)  (f  jg)  (a  f)  j(b  g). (G.15)
The multiplication of two complex numbers is obtained as follows (note j  1):
2

cd = 1a + jb21f + jg2
= af + jag + jbf + j2bg
= 1af - bg2 + j1ag + bf2. (G.16)

Alternatively we use the polar form to obtain

cd = 1r1lu1 21r2lu2 2 = r1r2lu1 + u2, (G.17)
where
c = r1lu1, and d = r2lu2.
Division of one complex number by another complex number is easily obtained using
the polar form as follows:
c r1lu1 r1
= = lu1 - u2. (G.18)
d r2lu2 r2
It is easiest to add and subtract complex numbers in rectangular form and to
multiply and divide them in polar form.
A few useful relations for complex numbers are summarized in Table G.1.
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20 Appendix G COMPLEX NUMBERS

Table G.1 Useful

Relationships for
Complex Numbers
1
(1)  j
j
(2) (j)( j)  1
(3) j2  1
(4) 1l
>2  j
(5) ck  rklk

EXAMPLE G.2 Complex number operations

Find c  d, c  d, cd, and c/d when c  4  j 3 and d  1  j.
Solution First we will express c and d in polar form as

c = 5l36.9, and d = 22l-45.

Then, for addition, we have
c  d  (4  j3)  (1  j)  5  j2.
For subtraction we have
c  d  (4  j3)  (1  j)  3  j4.
For multiplication we use the polar form to obtain
cd = 15l36.921 22l-452 = 522l-8.1.
For division we have
c 5l36.9 5
= = l81.9. 
d 22l-45 22