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Table of Contents

  1. Lec 6 Solution of linear dynamical systems. System stability.
    1. I. Linear Algebra Recall
      1. a. Definition.
      2. b. Example
      3. c. Definition
      4. d. Example
      5. e. Definition
      6. f. Example
      7. g. Matlab functions
    2. II. Solution of linear dynamical systems
      1. a. Definition
      2. b. Example
      3. c. Definition
      4. d. Lagrange’s formula
      5. e. Example
    3. III. Stability
      1. a. Marginal stability
        1. 1. Neutral Type
        2. 2. Oscillatory Type
      2. b. Asymptotic stability
      3. c. Qualitative behaviour of linear systems
        1. 1. node behaviour
        2. 2. Saddle behaviour
        3. 3. Spiral Behaviour (stable/unstable focus)
        4. 4. Center behaviour
      4. d. Examples


Lec 6 Solution of linear dynamical systems. System stability.


I. Linear Algebra Recall

a. Definition.

LA0

b. Example

eg0

c. Definition

LA1

d. Example

eg1

e. Definition

LA2

f. Example

eg2

g. Matlab functions

matlab0

II. Solution of linear dynamical systems

a. Definition

For sth there’s no input.

sol0

b. Example

eg3

c. Definition

How do we derive the answer when input exists.

sol1

d. Lagrange’s formula

lg0

Note that we have matrix exponential here.

lg1

e. Example

Figure out a natural response

eg5

eg4

III. Stability

To determine if it’s stable or not without solving it.

s0

According to the eigenvalues, if there’s a positive 𝛌I, as time goes to infinity, this term goes to infinity as well. It would be unstable

If all eigenvalues are negative, the system would be stable.

a. Marginal stability

1. Neutral Type

ms0

2. Oscillatory Type

ms1

b. Asymptotic stability

as1

c. Qualitative behaviour of linear systems

qb0

1. node behaviour

nb0

It’s a stable node behaviour (of two real negative eigenvalues), if the system is unstable, the direction of trajectory would be opposite.

2. Saddle behaviour

sb0

Both are real while one is negative and another is positive.

3. Spiral Behaviour (stable/unstable focus)

sb1

if the real parts is positive, the direction goes opposite.

4. Center behaviour

cb0

If they are on imaginary axis. the system is Lyuaponuv stable.

d. Examples

eg6