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Lecture7 Marked

The lecture covers Continuous-Time and Discrete-Time Autonomous Linear Time-Varying (LTV) Systems, focusing on the existence and uniqueness of solutions, fundamental matrices, and state transition matrices. Various examples illustrate the concepts, including the commutative case in scalar autonomous systems. The lecture concludes with definitions and proofs related to state transition matrices in both continuous and discrete contexts.

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0% found this document useful (0 votes)
10 views19 pages

Lecture7 Marked

The lecture covers Continuous-Time and Discrete-Time Autonomous Linear Time-Varying (LTV) Systems, focusing on the existence and uniqueness of solutions, fundamental matrices, and state transition matrices. Various examples illustrate the concepts, including the commutative case in scalar autonomous systems. The lecture concludes with definitions and proofs related to state transition matrices in both continuous and discrete contexts.

Uploaded by

ICISTS KAIST
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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Lecture 7: Autonomous LTV Systems

Lecturer: Donghwan Lee, KAIST EE


Author: Jianghai Hu, Purdue ECE
Continuous-Time Autonomous LTV Systems

Theorem (Existence and Uniqueness of Solutions)

Xlt tank
Thesolution is discontinuous

The solution does not exist for sometime


Tsolution
1 947 0 bezo Solution 2 XH
Continuous-Time Autonomous LTV Systems

A continuous function is a function that is


piecewise
continuous on each piece of a finite partition of its domatin
Ex 1 if.to
fit 2 if 20
Continuous-Time Autonomous LTV Systems
Scalar Autonomous LTV Systems

m Ii
Ingenerliitisnotcorrect
Solution Space

o
of e
ith entry

einia J
ffi.tl fip i a ecenu
Fundamental Matrix

If LTI system
ECG eat

714 7110 20

7110 t

Elix t 710
Fundamental Matrix
Fundamental Matrix
State Transition Matrix

Definition (State Transition Matrix)

C C
State Transition Matrix

242 to t Ct
Proof From the def of fundamental matrix
t2 I E 7110 G
xct 1 Iltilaco ld EHD
1XHL
DIIltijxcti fltz.fi
Example I

7141 7121 17,710 EIR


512 1724 71210 EIR

ei
iiifiie
t.IE

x.lt 7,10 ST ethseconds


Hilt 7,10 node
Example I

It T IG IGT
a
tie L Esie
my.it
ii j n1 é

qgyyy.ggggyggyggg
Example II
Commutative Case

IH1 A

esoktd. a
Proposition 71CT EHI

Alt Alt AHALT


Example III

Iii and A t commute

ALT ACT Alt ACT


de
It s essa exp f
a
exp l
Qeesexp
q.int 3
Discrete-Time Autonomous LTV Systems
71
I
seen Age are acrid

21517 Il
XT veNullltlsingflare.Ioeisha non

tiisalpac .in
Discrete-Time State Transition Matrix
Definition (State Transition Matrix)

2510 I kid RTI


he t X T
71 t T
Thank you

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