- #1

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[itex]\frac{dx}{dt} = Ax + Bu \, ... \, (I)[/itex]

[itex]y = Cx + Du \, ... \, (II)[/itex]

*A*,

*B*,

*C*,

*D*are matrices defining the system,

*u*is input,

*y*is output.

I want to simulate this system in computer (not by using Matlab or any other libraries/tools) by sending input values and receiving corresponding output values. How do I do this? What is the basic idea?

Do I have to iterate the equation

*(I)*by calculating

*dx/dt*and using it to calculate the value of

*x*, then use it in equation

*(II)*to find the output?

What is

*x*vector for in the first place? Why do we calculate it?