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ELEC4631 Chap.3 Solving the State Equation: Matrix Exponential, Modes and Free Response

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Chapter 3 of 13 · ELEC4631

Solving the State Equation: Matrix Exponential, Modes and Free Response

The state equation separates motion caused by the initial state from motion caused by the input. For an LTI model, x(t)=e^{A(t-t0)}x(t0)+integral e^{A(t-tau)}Bu(tau)dtau. The matrix exponential is the transition operator: it equals I at zero, differentiates to Ae^{At}, composes over time and remains invertible. Diagonalisation turns independent eigenmodes into scalar exponentials; defective Jordan blocks add polynomial factors; complex-conjugate modes combine into real sine and cosine terms. The resolvent (sI-A)⁻¹ provides a Laplace-domain route and connects the state equation with transfer functions, while cancellation can hide an internal mode. Course-style answers expose eigenstructure before writing e^{At}, then verify the result at t=0 and through differentiation or a steady-state check.

In this chapter

What this chapter covers

  • 01Free and forced components of the state equation
  • 02Transition-matrix properties
  • 03Diagonalisation route
  • 04Jordan and nilpotent route
  • 05Real form of complex-conjugate modes
  • 06Input convolution and constant equilibria
  • 07Resolvent, transfer function and cancellation
Worked example · free

Free response of a defective stable matrix

Q [6 marks]. AskSia-authored practice weighting: 6 marks. Let A=[[-2,1],[0,-2]] and x(0)=[1,3]^T. Compute e^{At}, find x(t), verify the initial condition and classify the origin.
  • splitWrite A=-2I+N with N=[[0,1],[0,0]]. Because N^2=0, its exponential series stops after I+tN.
  • exponentialThe commuting split gives e^{At}=e^{-2t}e^{Nt}=e^{-2t}[[1,t],[0,1]].
  • responseMultiply by x0: x(t)=e^{-2t}[1+3t,3]^T.
  • check 1At t=0 this equals [1,3]^T, so the initial condition is satisfied.
  • check 2Differentiate or substitute into x-dot=Ax to verify the polynomial-exponential term and its sign.
  • conclusionBoth components tend to zero. A is Hurwitz, so the origin is globally asymptotically stable.
e^{At}=e^{-2t}[[1,t],[0,1]] and x(t)=e^{-2t}[1+3t,3]^T. The initial condition and differential equation are satisfied; the polynomial factor is dominated by e^{-2t}, so every free response decays.
Sia tip — A defective matrix is not automatically unstable. The real part of the eigenvalue and the Jordan polynomial together determine the long-time behaviour.
Glossary

Key terms

State-transition matrix
Phi(t,t0)=e^{A(t-t0)} for a time-invariant system; it maps an earlier state to the later free state.
Zero-input response
e^{A(t-t0)}x(t0), the part caused solely by the initial state.
Zero-state response
The convolution integral caused by input when the initial state is zero.
Jordan block
A repeated-eigenvalue block with a nilpotent superdiagonal. Its exponential contains powers of time multiplying e^{lambda t}.
Resolvent
(sI-A)⁻¹, the Laplace-domain state-transition operator. Its repeated poles encode Jordan polynomial factors.
Equilibrium check
For constant input and nonsingular A, solve 0=Ax_ss+Bu_ss. A stable response should converge to that algebraic state.
FAQ

Solving the State Equation: Matrix Exponential, Modes and Free Response FAQ

Can I exponentiate A entry by entry?

Only when A is diagonal in the coordinates being used. In general, matrix powers mix coordinates and the exponential is defined by the matrix power series or an equivalent spectral/resolvent method. Entrywise exponentiation usually fails Phi(0)=I or Phi-dot=A Phi.

Which computation method should I choose?

Use diagonalisation for a complete easy eigenbasis, a Jordan/nilpotent split for defective structure, Cayley–Hamilton for low-order matrices whose powers reduce cleanly, and the resolvent when Laplace inversion is natural. The methods must agree; choose the one that makes structure and verification clearest.

Why does a repeated pole create t e^{lambda t}?

A size-two Jordan block is lambda I+N with N^2=0, so e^{Jt}=e^{lambda t}(I+tN). In the resolvent, the same structure appears as a repeated factor (s-lambda)^{-2}, whose inverse transform is t e^{lambda t}.

How do I check a forced response?

Confirm the forced term is zero at the initial time, differentiate the complete expression and recover Ax+Bu, and—when A is Hurwitz and the input is constant—compare the long-time limit with x_ss=-A^{-1}Bu_ss. Include y=Cx+Du if the question asks for output.

What is a full matrix-exponential response under exam conditions?

State the spectral structure before the final matrix. If A is diagonalisable, list eigenvalues/eigenvectors, form V and V^-1 and write Ve^{Lambda t}V^-1. If it is defective, identify the nilpotent part or repeated resolvent pole and show where t, t^2/2 or higher factors arise. If eigenvalues are complex, combine conjugate terms into a real sine/cosine expression. Then perform Phi(0)=I and Phi-dot=A Phi checks. Multiply by x0 for free response; add the correctly oriented convolution for input; finally form y=Cx+Du when required. End with modal or stability interpretation only after considering real parts and Jordan multiplicities. This visible sequence gives recoverable credit even if one entry has a sign error, whereas an unexplained calculator matrix does not.

How are the time-domain and Laplace-domain routes related?

Taking the Laplace transform gives X(s)=(sI-A)^{-1}x0+(sI-A)^{-1}BU(s). The inverse transform of the resolvent is e^{At}; multiplication by U(s) becomes convolution. Simple resolvent poles yield scalar exponentials, repeated poles yield polynomial-times-exponential terms and conjugate poles yield real oscillations. Multiplication by C and B produces the transfer function only for the zero-state input-output route, so an internal mode may cancel even though it remains in e^{At}x0. Practise moving between these views: derive the same second-order response once by diagonalisation and once through partial fractions, compare entries, and use any disagreement to locate an eigenvector normalisation, inverse or sign error.

What fresh variations build real fluency?

Change one structural feature at a time. Start with a diagonal stable A and constant input; then add an off-diagonal coupling, replace distinct roots with a Jordan block, move a conjugate pair across the imaginary axis and introduce a nonzero D in the output. Before recalculating, predict whether e^{At} will contain pure exponentials, polynomial factors or sine/cosine terms and whether the steady state should exist. An AI tutor can generate the matrix and check your final residual, but require it to preserve your chosen route and ask only for the first error. This develops method selection rather than recognition of a stored answer.

Study strategy

Exam move

Start every state-response problem by writing the full solution formula and marking the free and forced terms. Then inspect eigenstructure before selecting a computation route. For any proposed Phi, perform the two non-negotiable checks Phi(0)=I and Phi-dot=A Phi; for a similarity-derived exponential, also ensure the inverse eigenvector matrix appears in the correct order. Practise one defective block and one complex-conjugate pair so polynomial factors and real oscillatory form are familiar. For convolution, explain the integrand physically: Bu(tau) injects a past state increment and e^{A(t-tau)} transports it forward. Finish with the requested output and a long-time statement only after checking the spectral conditions that justify the limit.

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