Find State Transition Matrix (time variant)

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SUMMARY

The discussion focuses on finding the state transition matrix for a time-varying system defined by the differential equation dX/dt = A*X, where A = [-1, exp(-t - (t^2)/2); 0, t]. Participants share their attempts at solving the problem, including calculating eigenvalues of -1 and t, and identifying associated eigenvectors. A systematic approach is suggested, involving solving the simpler differential equation for y and substituting back to find x. The need for clarity in methodology is emphasized, particularly for those struggling with the solution process.

PREREQUISITES
  • Understanding of differential equations, particularly linear systems
  • Familiarity with eigenvalues and eigenvectors
  • Knowledge of MATLAB for matrix representation
  • Basic concepts of state transition matrices in control theory
NEXT STEPS
  • Study the derivation of state transition matrices for time-varying systems
  • Learn MATLAB commands for solving differential equations
  • Explore the method of integrating factors for solving linear differential equations
  • Research the application of eigenvalue decomposition in dynamic systems
USEFUL FOR

Students and professionals in control theory, applied mathematics, and engineering who are working on time-varying systems and require a deeper understanding of state transition matrices.

johnpjust
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Homework Statement


find the state transition matrix of a time varying system where:
dX/dt = A*X

with A = [-1 , exp(-t - (t^2)/2) ; ; 0 , t] (Matlab format - sorry but its easier)

Homework Equations


How to go about solving such problems in a systematic way?

The Attempt at a Solution


I've found eigen values of (-1) and (t), and associated eigen vectors of [1 ,0]T and [exp(-t - (t^2)/2) , (t+1)]T...which lead me to one solution vector of [exp(-x) , 0]T...and having trouble getting the other one. HOWEVER, I'm just "bushwhacking" here...I need some help in figuring out a systematic approach.

Thanks!
 
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johnpjust said:

Homework Statement


find the state transition matrix of a time varying system where:
dX/dt = A*X

with A = [-1 , exp(-t - (t^2)/2) ; ; 0 , t] (Matlab format - sorry but its easier)

Homework Equations


How to go about solving such problems in a systematic way?

The Attempt at a Solution


I've found eigen values of (-1) and (t), and associated eigen vectors of [1 ,0]T and [exp(-t - (t^2)/2) , (t+1)]T...which lead me to one solution vector of [exp(-x) , 0]T...and having trouble getting the other one. HOWEVER, I'm just "bushwhacking" here...I need some help in figuring out a systematic approach.

Thanks!
The two columns ##\vec{x}_1## and ##\vec{x}_2## of ##X## are solutions of
\frac{d}{dt} \pmatrix{x\\y} = \pmatrix{-1 &\exp(-t - t^2/2)\\0 & t } \pmatrix{x\\y}
Expanding it out, the DE for ##y## is simple enough to solve; then substitute the solution ##y(t)## into the first equation and solve that.
 
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