0
votes
1answer
40 views

On the first Lyapunov method, when the linearization fails

I have been trying to apply the first Lyapunov method to decide about the stability of the origin for the following system \begin{equation*} \dot{x}=\sqrt[3]{-x}. \end{equation*} However, the ...
0
votes
0answers
31 views

control engineering transfer function vibration

What does vibrational mode even mean? How do you tell it from the poles?
0
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1answer
48 views

Prove that $(A,B)$ is uncontrollable $\Longleftrightarrow$ $\exists P$ $\in$ $\mathbb{R}^{nxn}$, $P \neq 0$: $PA - AP = 0$, $PB=0$

In my course advanced system Theory I had the following question: Prove the following equivalence for the pair $(A,B)$ $\in$ $\mathbb{R}^{nxn}$ x $\mathbb{R}^{nxm}$: $(A,B)$ is uncontrollable ...
1
vote
0answers
35 views

Prove that A is marginally stable iff there exist a $P$ $\in$ $S^n$, $P \succ 0$ such that $A^T + PA \leq 0$

Asymptotic stability, which means that all eigenvalues of A are in the open left half plane is easily proven. See the scan in the attachment. However, in the book the proof for the second case where ...
0
votes
2answers
30 views

finding the input sequence of a discrete-time dynamical system

I am studying Dynamical Systems, actually linear systems and I came across the following question: Consider the following discrete-time dynamical system: $x_{i+1}= \left( \begin{array}{ccc} 2 & ...
0
votes
0answers
33 views

Root counter of a closed loop system

How can we determine the root locus counter of the following closed loop system $$ s^3 + K_2s^2+K_1s+K_1 = 0 $$ where $K_1$ and $K_2$ are parameters which vary from $0$ to $\infty$ . I have tried ...
2
votes
0answers
13 views

Controlled system question optimisation

Consider the controlled system $x_{t+1} = x_t + u_t + 3\epsilon_{t+1}$, where the $\epsilon_t$ are independent $N(0,1)$ variables. The instantaneous cost at time t is $x_t^2 + 2u_t^2$. Assuming that ...
1
vote
0answers
50 views

Continuous time optimisation question- find value function and optimal control

If we have a continuous-time system with a scalar state variable, plant equation $\dot{x}= u$, and cost function $Q\int_o^h u^2 dt + x(h)^2$, then by writing the dynamic programming equation ...
1
vote
1answer
23 views

Stability of system with gain K

It is asked to sketch the root loci of the system . I have done that . Then it is asked to determine the stability of the system as function of $K$ . After plotting I see that for $K>0$ it is ...
1
vote
1answer
45 views

Frequency response of Continous-time system

Not sure where to start on this one: $$H(s)={(s-j\omega_0)(s+j\omega_0)\over(s+\omega_0\cos\theta+j\omega_0\sin\theta)\left(s+\omega_0\cos\theta-j\omega_0\sin\theta\right)}$$ Sketch the frequency ...
2
votes
2answers
67 views

Which constant matrices $A$ have the property that $\dot{x} =Ax+Bu$ is controllable for every non zero $B$?

Which constant matrices $A$ have the property that $\dot{x} =Ax+Bu$ is controllable for every non zero $B$? Now to check controllability I usually check the rank of the matrix $$R = \left( B\ \ \ \ ...
1
vote
1answer
53 views

Show that the system $\Sigma(SAS^{-1},SB,CS^{-1},D)$ is observable/controllable iff $\Sigma(A,B,C,D)$ is observable/controllable

I am given the two linear systems: \begin{eqnarray} \Sigma_1: \dot{x}&=&Ax+Bu\\ y&=&Cx+Du \end{eqnarray} and \begin{eqnarray} \Sigma_2: \dot{x}&=&\bar{A}x+\bar{B}u\\ ...
2
votes
0answers
30 views

$A\in \Bbb R^{n\times n}$ and $B \in \Bbb R ^{n\times m}$. Show that $\exists p\in\Bbb R ^m$ s.t. $(A,Bp)$ is controllable iff $(A,B)$ is controllable

Let $A\in \Bbb R^{n\times n}$ and $B \in \Bbb R ^{n\times m}$. Show that there exists a vector $p\in \Bbb R ^m$ such that $(A,Bp)$ is controllable iff $(A,B)$ is controllable. Here when I say $(A,B)$ ...
0
votes
2answers
81 views

Controllability properties of discrete vs. continuous systems

I'm not sure what differentiates discrete from continuous systems in trying to prove certain properties of controllability. I have a chain of proofs from class that prove each other for a continuous ...
0
votes
1answer
50 views

Suppose that $\int _0^1 f(x)v(x)=0$ for every $v \in C^{\infty}([0,1])$ for which $v'(0)=v(1/2)=0$. Show that $f(x)=0$ for all $x\in [0,1]$.

Suppose that $\int _0^1 f(x)v(x)=0$ for every $v \in C^{\infty}([0,1])$ for which $v'(0)=v(1/2)=0$. Show that $f(x)=0$ for all $x\in [0,1]$.Suggestion: take u to be the suitable cut off version of ...
2
votes
2answers
123 views

Prove that $x \equiv 0$ of $\dot{x}(t)=a(t)x$ is Uniformly Asymptotically Stable

I have a problem: Consider the scalar equation: $$\dot{x}(t)=a(t)x \tag{I}$$ where $a(t) \in C(\mathbb{R}^+)$. Prove that $x \equiv 0$ of $(I)$ is Uniformly Asymptotically Stable iff ...
1
vote
2answers
94 views

Determine the stability of $(x,y)=(0,0)$

Determine the stability of $(x,y)=(0,0)$: 1/$$\bf{\begin{cases} & \mathrm{ } \dot{x}= -2x-y+2xy^2-3x^3\\ & \mathrm{ } \dot{y}= \dfrac{x}{3}-y-x^2y-7y^3 \end{cases} \tag {1}}$$ 2/ ...
1
vote
0answers
64 views

Construct the Mikhailov hodograph for the equation $f(z)=z^3+z^2+z+2$.

Construct the Mikhailov hodograph for the equation $$f(z)=z^3+z^2+z+2$$ Here's my solution: We have $$f(i\omega)=(-\omega^2+2)+i(-\omega^3+\omega)$$. We consider $Ref(i \omega)=0$ and $Re \omega ...
3
votes
1answer
137 views

Construct a Liapunov function for this system

Construct a Liapunov function for the system (Determine the stability of $x \equiv 0$): I have an example:$$\begin{cases} & \mathrm { } \dot{x}= -x^3+xy^2\\ & \mathrm { } \dot{y}= ...
2
votes
1answer
320 views

Determine the stability property of the critical point at the origin ($x=y=0$) for the following system.

Determine the stability property of the critical point at the origin ($x=y=0$) for the following system: I have an example: $$\begin{cases} & \mathrm{ } \dot{x}= \tan(y-x)\\ & \mathrm{ } ...
0
votes
0answers
113 views

Solving this optimal control problem

The problem is: $max \int_{-1}^1 (tx - u^2) dt$ where $\dot{x} = x + u^2, u(t) \in [0,1]$ for every $t \in [-1, 1]$ End points: $x(-1) = 0, x(1) = e^2 - e^{1 + \frac{1}{e}} $ I need to find an ...
2
votes
1answer
452 views

Derivation of the Riccati Differential Equation

I am attempting to derive the Riccati Equation for linear-quadratic control. The original equation is: $-\partial V/\partial t = \min_{u(t)} \{x^TQx + u^TRu + \partial V^T/\partial x(Ax + Bu) \}$ $x ...
1
vote
1answer
511 views

Using the state transition matrix to recover the state matrix

I have a state transition matrix $\Phi(t,\tau) = \left(\begin{matrix} e^{-(t-\tau)} & t-\tau \\ 0 & 1+t(t-\tau) \end{matrix}\right)$. I am tasked to find the state matrix $A(t)$ that ...
-1
votes
1answer
122 views

Best method for this example to get from transfer function to state space

I have this system here: In this example the state space representation $ \frac{dx}{dt} = Ax + bu $ and the corresponding transition matrix $\Phi(t)$ is asked for. So to get the state space, I ...
0
votes
2answers
133 views

System matrix of a 2nd order state space representation

I am completely stuck on this: The 2nd order system should be in this form: $\frac{dx}{dt}=Ax$ where A is the system matrix. $$x(t) = \begin{pmatrix} 2-e^{-t} \\ 1+2e^{-t} \end{pmatrix}$$ $$x(t=0) =: ...
1
vote
1answer
466 views

For what values does this system show BIBO stability?

I got this system state representation: $$\begin{align} \frac{dx}{dt} &= ...
2
votes
1answer
126 views

Is this the correct way to get the state space representation of this system?

In this exercise the state space representation of the imaged system is asked for. $$G_1(s) = \frac{s-1}{s+2} = 1 - \frac{3}{s+2} G_2(s)=\frac{1}{s-1}$$ I can see that $G_1(s)$ is "able to leap" ...
1
vote
2answers
273 views

State transform from one state space representation to another

I have a state space representation, system S1, in the form of: $$ \frac{dx}{dt} = Ax + bu $$ $$y = c^Tx$$ This system is transformed with the state transform $$x=T z$$ into the system S2: $$ ...
3
votes
1answer
573 views

How to obtain a possible state space representation of this 2nd order transfer function?

I have this 2nd order transfer function: $$G(s) = \frac{2}{s} + \frac{1}{s+2}$$ And I need to find a possible state space representation in the form of: $$ \frac{dx}{dt} = Ax + bu $$ $$y = c^Tx$$ ...
1
vote
0answers
629 views

Partial differentiation of vector to find Jacobian (extended Kalman filter)

I am working through some coursework on self-tuning control and part of one of the questions requires the use of the extended Kalman filter for joint parameter and state estimation. For completeness, ...