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Exercise 4: Solving Ordinary Differential Equations: Task 1

The document contains exercises on solving ordinary differential equations. It includes tasks on calculating the matrix exponential function, determining state matrices for linear systems, solving inhomogeneous linear ODEs, finding initial values to satisfy system responses, and using the Cayley-Hamilton theorem to find system responses.

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Rehman Saleem
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41 views2 pages

Exercise 4: Solving Ordinary Differential Equations: Task 1

The document contains exercises on solving ordinary differential equations. It includes tasks on calculating the matrix exponential function, determining state matrices for linear systems, solving inhomogeneous linear ODEs, finding initial values to satisfy system responses, and using the Cayley-Hamilton theorem to find system responses.

Uploaded by

Rehman Saleem
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Institut für Elektrotechnik und Informationstechnik

Lehrstuhl für Regelungs- und Automatisierungstechnik (RAT)


Advanced System Theory
pb

Exercise 4: Solving Ordinary Differential Equations


Task 1
Calculate the matrix exponential function exp(At) for
 
0 0
a) A = ,
2 0
 
0 −1
b) A = .
4 0

Task 2
Consider a linear homogeneous ordinary differential equation (ODE) ẋ = Ax for which the following
trajectories are known:

4e−t − 3e−2t
   
1
x(t) = for x(0) = ,
−2e−t + 3e−2t 1
 −2t   
e 1
x(t) = for x(0) = .
−e−2t −1

Determine A and the state-transition matrix Φ(t, 0).

Task 3
Determine the solution to the linear inhomogeneous ODE
     
0 −2 1 1
ẋ = x+ u with x(0) =
1 −3 1 0

and

a) u(t) = σ(t),

b) u(t) = tσ(t).

Task 4
Consider the system ẋ = Ax and y = Cx with
 
−1 1 0  
A =  0 −1 0 and C= 1 1 1 .
0 0 2

Find an initial value x(0) such that the system response is y(t) = te−t for t ≥ 0.

1
Task 5
Consider the system
   
−6 −1 1
ẋ = x+ u
5 0 0
 
y = 1 1 x,
 |
with x(t0 ) = 1 2 , u(t) = σ(t − t0 ), and t0 > 0. Find the system response y(t) for t ≥ 0.

Hint: For suitable αk (t), Cayley-Hamilton theorem implies


n−1
X
exp(At) = αk (t)Ak .
k=0

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