Question:
Give step-by-step solution with explanation and final answer:
Consider the state space model
x
˙
=
[
-
4
1
0
0
-
5
1
0
0
-
2
]
x
+
[
0
0
1
]
u
and
y
=
[
1
1
0
]
x
.
a
-
Solve for
y
(
t
)
assuming
x
(
0
)
=
[
0
0
0
]
T
and the input
i
s
a step
o
f
magnitude
1
0
.
b
-
Convert the state space model
t
o
the diagonal form. What
i
s
the transformation matrix? Write the
new state space model.
c
-
Find a transformation matrix that converts the original state space model
t
o
the controllable form
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Let's solve the problem step by step.
---
## **Given:**
\[
\dot{x} =
\begin{bmatrix}
-4 & 1 & 0 \\
0 & -5 & 1 \\
0 & 0 & -2
\end{bmatrix}
x +
\begin{bmatrix}
0 \\ 0 \\ 1
\end{bmatrix}
u
\]
\[
y = \begin{bmatrix} 1 & 1 & 0 \end{bmatrix} x
\]
Initial condition:
\[
x(0) = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix}
\]
Input: Step of magnitude 10, i.e., \( u(t) = 10 \cdot 1(t) \)
---
## **(a) Solve for \( y(t) \) for given input and initial condition**
### **Step 1: State-Space Response**
The general solution:
\[
x(t) = e^{At}x(0) + \int_0^t e^{A(t-\tau)}Bu(\tau) d\tau
\]
Given \( x(0) = 0 \), so:
\[
x(t) = \int_0^t e^{A(t-\tau)} B u(\tau) d\tau
\]
For a step input \( u(\tau) = 10 \):
\[
x(t) = 10 \int_0^t e^{A(t-\tau)} B d\tau
\]
Let \( \theta = t - \tau \Rightarrow d\tau = -d\theta \), bounds: when \( \tau=0, \theta=t \); when \( \tau = t, \theta=0 \):
\[
x(t) = 10 \int_{t}^{0} e^{A\theta} B (-d\theta) = 10 \int_0^{t} e^{A\theta} B d\theta
\]
So,
\[
x(t) = 10 \int_0^t e^{A\theta} B d\theta
\]
### **Step 2: Compute \( e^{A\theta} B \) **
Since \( A \) is upper triangular, and \( B = [0\ 0\ 1]^T \), this is a classic "chain integrator" with distinct real eigenvalues.
Let us denote the elements as \( x = [x_1, x_2, x_3]^T \).
Write out the system:
\[
\begin{cases}
\dot{x}_1 = -4x_1 + x_2 \\
\dot{x}_2 = -5x_2 + x_3 \\
\dot{x}_3 = -2x_3 + u
\end{cases}
\]
We can solve backwards, starting from \( x_3 \).
#### **Step 2a: Solve for \( x_3(t) \)**
\[
\dot{x}_3 = -2x_3 + 10, \quad x_3(0) = 0
\]
This is a standard first-order ODE:
Solution:
\[
x_3(t) = [x_3(0) - \frac{10}{2}]e^{-2t} + \frac{10}{2}
= -5e^{-2t} + 5
\]
#### **Step 2b: Solve for \( x_2(t) \)**
\[
\dot{x}_2 = -5x_2 + x_3(t), \quad x_2(0) = 0
\]
Use integrating factor \( e^{5t} \):
\[
\frac{d}{dt}[e^{5t} x_2] = e^{5t} x_3(t)
\]
Integrate:
\[
x_2(t) = e^{-5t} \int_0^t e^{5\tau} x_3(\tau) d\tau
\]
Plug in \( x_3(\tau) = -5e^{-2\tau} + 5 \):
\[
x_2(t) = e^{-5t} \int_0^t e^{5\tau} (-5e^{-2\tau} + 5) d\tau
\]
\[
= e^{-5t} \int_0^t \left( -5e^{3\tau} + 5e^{5\tau} \right) d\tau
\]
\[
= e^{-5t} \left[ -5 \int_0^t e^{3\tau} d\tau + 5 \int_0^t e^{5\tau} d\tau \right]
\]
Calculate the integrals:
\[
\int_0^t e^{3\tau} d\tau = \frac{1}{3}(e^{3t} - 1)
\]
\[
\int_0^t e^{5\tau} d\tau = \frac{1}{5}(e^{5t} - 1)
\]
So,
\[
x_2(t) = e^{-5t} \left[ -5 \cdot \frac{1}{3}(e^{3t} - 1) + 5 \cdot \frac{1}{5}(e^{5t} - 1) \right]
\]
\[
= e^{-5t} \left[ -\frac{5}{3}(e^{3t} - 1) + (e^{5t} - 1) \right]
\]
\[
= e^{-5t} \left[ -\frac{5}{3}e^{3t} + \frac{5}{3} + e^{5t} - 1 \right]
\]
\[
= e^{-5t} (e^{5t} - \frac{5}{3}e^{3t} + \frac{5}{3} - 1)
\]
\[
= 1 - \frac{5}{3}e^{-2t} + \frac{5}{3}e^{-5t} - e^{-5t}
\]
\[
= 1 - \frac{5}{3}e^{-2t} + \left(\frac{5}{3} - 1\right) e^{-5t}
\]
\[
= 1 - \frac{5}{3}e^{-2t} + \frac{2}{3}e^{-5t}
\]
#### **Step 2c: Solve for \( x_1(t) \)**
\[
\dot{x}_1 = -4x_1 + x_2(t), \quad x_1(0) = 0
\]
Integrating factor \( e^{4t} \):
\[
x_1(t) = e^{-4t} \int_0^t e^{4\tau} x_2(\tau) d\tau
\]
Plug in \( x_2(\tau) \):
\[
x_2(\tau) = 1 - \frac{5}{3}e^{-2\tau} + \frac{2}{3}e^{-5\tau}
\]
So,
\[
x_1(t) = e^{-4t} \int_0^t e^{4\tau} \left[ 1 - \frac{5}{3}e^{-2\tau} + \frac{2}{3}e^{-5\tau} \right] d\tau
\]
\[
= e^{-4t} \left[ \int_0^t e^{4\tau} d\tau - \frac{5}{3} \int_0^t e^{4\tau} e^{-2\tau} d\tau + \frac{2}{3} \int_0^t e^{4\tau} e^{-5\tau} d\tau \right]
\]
\[
= e^{-4t} \left[ \int_0^t e^{4\tau} d\tau - \frac{5}{3} \int_0^t e^{2\tau} d\tau + \frac{2}{3} \int_0^t e^{-1\tau} d\tau \right]
\]
Calculate each term:
- \( \int_0^t e^{4\tau} d\tau = \frac{1}{4}(e^{4t} - 1) \)
- \( \int_0^t e^{2\tau} d\tau = \frac{1}{2}(e^{2t} - 1) \)
- \( \int_0^t e^{-1\tau} d\tau = - (e^{-t} - 1) \)
So,
\[
x_1(t) = e^{-4t} \left[ \frac{1}{4}(e^{4t} - 1) - \frac{5}{3} \cdot \frac{1}{2}(e^{2t} - 1) + \frac{2}{3} \cdot (1 - e^{-t}) \right]
\]
\[
= e^{-4t} \left[ \frac{1}{4}(e^{4t} - 1) - \frac{5}{6}(e^{2t} - 1) + \frac{2}{3}(1 - e^{-t}) \right]
\]
\[
= e^{-4t} \left[ \frac{1}{4}e^{4t} - \frac{1}{4} - \frac{5}{6}e^{2t} + \frac{5}{6} + \frac{2}{3} - \frac{2}{3}e^{-t} \right]
\]
\[
= \frac{1}{4} - \frac{1}{4}e^{-4t} - \frac{5}{6}e^{-2t} + \frac{5}{6}e^{-4t} + \frac{2}{3}e^{-4t} - \frac{2}{3}e^{-5t}
\]
But let's expand step by step for clarity:
First, distribute \( e^{-4t} \):
- \( \frac{1}{4}e^{4t} \cdot e^{-4t} = \frac{1}{4} \)
- \( -\frac{1}{4} \cdot e^{-4t} \)
- \( -\frac{5}{6}e^{2t} \cdot e^{-4t} = -\frac{5}{6} e^{-2t} \)
- \( +\frac{5}{6} \cdot e^{-4t} \)
- \( +\frac{2}{3} e^{-4t} \)
- \( -\frac{2}{3}e^{-t} \cdot e^{-4t} = -\frac{2}{3}e^{-5t} \)
So, collect terms:
\[
x_1(t) = \frac{1}{4} - \frac{1}{4}e^{-4t} - \frac{5}{6}e^{-2t} + \frac{5}{6}e^{-4t} + \frac{2}{3}e^{-4t} - \frac{2}{3}e^{-5t}
\]
Now, combine like terms in \( e^{-4t} \):
\( -\frac{1}{4} + \frac{5}{6} + \frac{2}{3} \):
First, convert to common denominator (12):
- \( -\frac{1}{4} = -\frac{3}{12} \)
- \( \frac{5}{6} = \frac{10}{12} \)
- \( \frac{2}{3} = \frac{8}{12} \)
Sum: \( -\frac{3}{12} + \frac{10}{12} + \frac{8}{12} = \frac{15}{12} = \frac{5}{4} \)
So,
\[
x_1(t) = \frac{1}{4} - \frac{5}{6}e^{-2t} + \frac{5}{4}e^{-4t} - \frac{2}{3}e^{-5t}
\]
---
### **Step 3: Compute Output \( y(t) \)**
Recall:
\[
y(t) = [1\ 1\ 0] x(t) = x_1(t) + x_2(t)
\]
Plug in \( x_1(t) \) and \( x_2(t) \):
\[
y(t) = \left( \frac{1}{4} - \frac{5}{6}e^{-2t} + \frac{5}{4}e^{-4t} - \frac{2}{3}e^{-5t} \right) + \left( 1 - \frac{5}{3}e^{-2t} + \frac{2}{3}e^{-5t} \right)
\]
\[
= \frac{1}{4} + 1 - \frac{5}{6}e^{-2t} - \frac{5}{3}e^{-2t} + \frac{5}{4}e^{-4t} - \frac{2}{3}e^{-5t} + \frac{2}{3}e^{-5t}
\]
\[
= \frac{5}{4} - \left( \frac{5}{6} + \frac{5}{3} \right) e^{-2t} + \frac{5}{4}e^{-4t} + \left( -\frac{2}{3} +