Homework 5

24-677 Special Topics: Linear Control Systems

Prof. D. Zhao

Due: October 24, 2018, 4:30 pm. Submit BOTH in class and online.
• Your online version and its timestamp will be used for assessment. The paper version
will only be used for the backup purpose.
• We will use Gradescope ( https://www.gradescope.com/) to grade. The link is on the
panel of CANVAS. If you are confused about the tool, ask on Piazza or email Bolun
Dai @bdai@andrew.cmu.edu.
• The full score of this homework is 100 points. Each question or sub-question accounts
for 10 point. The bonus question is 10 points. The points you get from bonus questions
can be used to compensate for the points lost in this homework or other homework
sets but not in Mid terms or project.

Exercise 1. Show for a time invariant system, that eAt = L−1 {(sI − A)−1 }, where L is the
Laplace transform operator.

Exercise 2. For the three systems given below, determine whether it is asymptotic stable,
whether it is BIBO.

(a)
   
1 0 1
x(k + 1) = x(k) + u(k)
−0.5 0.5 −1
 
y(k) = 5 5 x(k)

(b)
   
−7 −2 6 1 1
ẋ = 2
 −3 −2 x + 1 −1 u
−2 −2 1 1 0
 
−1 −1 2
y= x
1 1 −1

1
(c)
  
2 −5 1  
A= B= C= 1 1
−4 0 −1

Exercise 3. An LTI system is described by the equations

 
a 0
ẋ = x
1 −1
Use Lyapunov’s direct method to determine the range of variable a for which the system is
asymptotically stable.

Exercise 4. Use Lyapunov’s stability theorem to determine the stability of the following
system:

x˙1 = x2 − x1 x22
x˙2 = −x31

Hint: consider the Lyapunov function V (x1 , x2 ) = x41 + 2x22

Exercise 5. Use instability criterion with the function V (x1 , x2 ) = x21 − x22 to prove the
origin of

x˙1 = 3x1 + x32

x˙2 = −x2 + x21

is unstable.

Exercise 6. Show that a sufficient condition for a linear time-varying system to be asymp-
totically stable is for the matrix AT (t) + A(t) to have all its eigenvalues in the open left-half
of the complex plane. (Hint: use Lyapunov direct method and choose a proper P )

Exercise 7. The discrete time system x(k + 1) = Ax(k) is asymptotically stable if AT P A −

P < 0 for any P > 0.

2
Exercise 8. Show that an asymptotically stable system is by necessity also BIBO stable.

Bonus question:

Show that matrix A has eigenvalues whose real parts are less than −µ if and only if given
an arbitrary positive definite matrix Q, there exists a unique, positive definite solution P to
the matrix equation:

AT P + P A + 2µP = −Q