E1 241: Dynamics of Linear Systems (2017a)

Homework #1
Due: Wednesday, 30 August 2017
1. Recall that for the discrete-time system
 
0 1  
x(k + 1) = x(k), F (k) = 1 0 x(k)
1 1
 
0
if x(0) = then the the output F is the Fibonacci sequence. For this initial condition, lim F (k) = ∞.
1 k→∞
 
0
(i) Does there exist an x(0) ∈ R2 with x(0) 6= 0, such that lim x(k) = ? Please justify.
k→∞ 0
(ii) If you answered the above question affirmatively, then please give an example of such an initial
condition and simulate on a computer the system with that initial condition. Make sure the simulation
time is sufficiently long. What do you observe and conclude?
(ii) Does there exist an x(0) ∈ R2 with x(0) 6= 0, such that x(k0 ) = 0 for some finite k0 ? Justify.

2. (From Hespanha’s book) A single-wheel cart (unicycle) moving on the plane with linear velocity v and
angular momentum ω can be modeled by the nonlinear system
ṗx = v cos θ, ṗy = v sin θ, θ̇ = ω,
where (px , py ) denotes the
 Cartesian coordinates of the wheel and θ its orientation. Regard this as a
v
system with input u := ∈ R2 .
ω
(i) Construct a state-space model for this system with state
   
x1 px cos θ + (py − 1) sin θ
x = x2  := −px sin θ + (py − 1) cos θ
x3 θ
 
x
and output y := 1 ∈ R2 .
x2
(ii) Compute a local linearization for this system around the equilibrium point xeq ≡ 0, ueq ≡ 0.
(iii) Show that w(t) = v(t) = 1, px (t) = sin t, py (t) = 1 − cos t, θ(t) = t, ∀t ≥ 0 is a solution to the
system.
(iv) Show that a local linearization of the system around this trajectory results in an LTI system.
3. Consider the system
ẋ = x2 + u, x ∈ R, u ∈ R.
Suppose at time 0, x(0) = x0 ∈ R is sensed and the following open-loop control input signal
usol (t) = −e−2t x20 − e−t x0
is applied to the system. Then, for this control, verify that xsol := e−t x0 is the state solution.
Now, suppose that the computer that computes and applies the open-loop control input has a faulty
clock. As a result at time t, the computer thinks the time is r(t). Write the resultant time-varying
nonlinear system and find the local linearization around the solution (xsol , r(t) = t).
4. (From Hespanha’s book) Consider the system
   
0 t 0
x ∈ R2 , u, y ∈ R.
 
ẋ = x+ u, y = 1 0 x,
0 2 t
(i) Compute its state transition matrix.
(ii) Compute
  system output to the constant input u(t) = 1, ∀t ≥ 0 for an arbitrary initial condition
the
x1 (0)
x(0) = .
x2 (0)

1
5. Consider the homogeneous LTI system

ẋ = Ax, x ∈ Rn .

Using the properties of the state transition matrix, show that no two unordered trajectories in the
state-space intersect.
We define an unordered trajectory through a point z0 ∈ Rn as the set of all points z ∈ Rn such that
x(t) = z for some t ∈ (−∞, ∞) with the constraint that x(t0 ) = z0 for some t0 ∈ (−∞, ∞). That is, if
we denote the unordered trajectory through z0 as T (z0 ), then

T (z0 ) := {z ∈ Rn : x(t0 ) = z0 , and x(t) = z, for some t0 , t ∈ (−∞, ∞)}.