Find State Transition Matrix (time variant)

In summary, the state transition matrix for a time varying system with a differential equation of the form dX/dt = A*X, where A = [-1, exp(-t - (t^2)/2); 0, t] (in Matlab format), can be found by solving for the eigenvalues and eigenvectors of A and using them to construct the solution vectors for X. This can be done systematically by solving for the simpler equation for y and then substituting the solution into the first equation to solve for x.
  • #1
johnpjust
22
0

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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  • #2
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
[tex] \frac{d}{dt} \pmatrix{x\\y} = \pmatrix{-1 &\exp(-t - t^2/2)\\0 & t } \pmatrix{x\\y} [/tex]
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.
 
Last edited:

1. What is a State Transition Matrix (STM)?

The STM is a mathematical tool used to model the behavior of a system over time. It represents the relationship between the current state of a system and its future state, taking into account the effects of external inputs.

2. How is the STM different from a State-Space Model?

While both the STM and State-Space Model are used to analyze the behavior of a system, the STM is specifically used to describe the time-varying dynamics of a system. It takes into account the changes in the system over time, while the State-Space Model is typically used to represent the steady-state behavior of a system.

3. What are the key components of a State Transition Matrix?

The STM is typically represented as a square matrix and has three key components: the state vector, the input vector, and the system matrix. The state vector contains the current state of the system, the input vector represents the external inputs, and the system matrix defines the relationship between the current state and the future state of the system.

4. How is the STM calculated in a time-varying system?

In a time-varying system, the STM is calculated by using the system's differential equations. The state vector and input vector are first defined, and then the system matrix is derived from the differential equations. The STM is then calculated by solving the system of equations.

5. What are the applications of the State Transition Matrix?

The STM is commonly used in control systems engineering, robotics, and dynamic systems analysis. It is used to predict the future behavior of a system and can be used to design controllers and make decisions about system parameters to achieve desired outcomes.

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