线性时变系统状态方程的解
鲁鹏
北京理工大学，宇航学院
2019.10.11
随着学习的深入，线性定常系统（状态方程一般形式为 x ˙ ( t ) = A x ( t ) + B u ( t ) \dot{\boldsymbol{x}}(t)=Ax(t)+Bu(t) x˙(t)=Ax(t)+Bu(t)）已经无法满足我的需求了。线性时变系统（状态方程一般形式为 x ˙ ( t ) = A ( t ) x ( t ) + B ( t ) u ( t ) \dot{\boldsymbol{x}}(t)=A(t)x(t)+B(t)u(t) x˙(t)=A(t)x(t)+B(t)u(t)）更具一般性。非线性时变系统也可以通过泰勒展开简化为线性时变系统[1]。本文将总结线性时变系统的状态方程的解，主要参考了东北大学课件[2]。
线性时变系统齐次状态方程的解
系统描述：
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\dot{\boldsymbol{x}}(t) = A(t)\boldsymbol{x}(t) \tag{1}
x˙(t)=A(t)x(t)(1)
初始时刻为 t 0 t_{0} t0， a i j ( t ) a_{ij}(t) aij(t)分段连续
微分方程（1）解为
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\begin{gathered} \boldsymbol{x}(t) = \bigg[ I + \int^{t}_{t_{0}}A(\tau)d\tau + \int^{t}_{t_{0}}A(\tau_{1})\int^{t}_{t_{0}}A(\tau_{2})d\tau_{2}d\tau_{1} + \\\int^{t}_{t_{0}} A(\tau_{1}) \int^{t}_{t_{0}} A(\tau_{2}) \int^{t}_{t_{0}} A(\tau_{3}) d\tau_{3} d\tau_{2} d \tau_{1} + \cdots \bigg]\boldsymbol{x}(t_{0}) \end{gathered}
x(t)=[I+∫t0tA(τ)dτ+∫t0tA(τ1)∫t0tA(τ2)dτ2dτ1+∫t0tA(τ1)∫t0tA(τ2)∫t0tA(τ3)dτ3dτ2dτ1+⋯]x(t0)
特殊情况：
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A(t)\left[\int^{t}_{t_{0}}A(\tau)d\tau \right] = \left[\int^{t}_{t_{0}}A(\tau)d\tau \right]A(t) \\ \iff \boldsymbol{x}(t) = \exp\left[\int^{t}_{t_{0}}A(\tau)d\tau \right]\boldsymbol{x}(t_{0})
A(t)[∫t0tA(τ)dτ]=[∫t0tA(τ)dτ]A(t)⟺x(t)=exp[∫t0tA(τ)dτ]x(t0)
线性时变系统的状态转移矩阵
对于连续线性时变系统
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\dot{\boldsymbol{x}}(t) = A(t)\boldsymbol{x}(t) + B(t)\boldsymbol{u}(t)\tag{2}
x˙(t)=A(t)x(t)+B(t)u(t)(2)
初始时刻为 t 0 t_{0} t0， a i j ( t ) a_{ij}(t) aij(t)， b i j ( t ) b_{ij}(t) bij(t)分段连续。
系统的状态转移矩阵是如下矩阵微分方程和初始条件的
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n×n阶解矩阵
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\Phi(t,t_{0})
Φ(t,t0)，如果如下初值问题（Initial Value Problem， IVP）无法解析求解可以使用数值积分求解
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\dot{\Phi}(t,t_{0}) = A(t)\Phi(t,t_{0}), \quad \Phi(t_{0},t_{0}) = I_{n} \tag{3}
Φ˙(t,t0)=A(t)Φ(t,t0),Φ(t0,t0)=In(3)
线性时变系统非齐次状态方程的解
设连续线性时变系统(2)的解为[3]
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\boldsymbol{x}(t)=\Phi(t,t_{0})\boldsymbol{c}(t) \tag{4}
x(t)=Φ(t,t0)c(t)(4)
其中
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c(t)为待定量，类比高等数学中的常数易变法（A method of constant variation）理解。
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\begin{aligned} \dot{\boldsymbol{x}}(t) =& \dot{\Phi}(t,t_{0})\boldsymbol{c}(t) + \Phi(t,t_{0})\dot{\boldsymbol{c}}(t) \\ =& A(t)\Phi(t,t_{0})\boldsymbol{c}(t) + \Phi(t,t_{0})\dot{\boldsymbol{c}}(t) \end{aligned} \tag{5}
x˙(t)==Φ˙(t,t0)c(t)+Φ(t,t0)c˙(t)A(t)Φ(t,t0)c(t)+Φ(t,t0)c˙(t)(5)
将等式（2）带入等式（5）可得
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A(t)\Phi(t,t_{0})\boldsymbol{c}(t) + \Phi(t,t_{0})\dot{\boldsymbol{c}}(t) = A(t)\Phi(t,t_{0})\boldsymbol{c}(t) + B(t)\boldsymbol{u}(t) \tag{6}
A(t)Φ(t,t0)c(t)+Φ(t,t0)c˙(t)=A(t)Φ(t,t0)c(t)+B(t)u(t)(6)
c ˙ ( t ) = Φ − 1 ( t , t 0 ) B ( t ) u ( t ) (7) \dot{\boldsymbol{c}}(t) = \Phi^{-1}(t,t_{0})B(t)\boldsymbol{u}(t) \tag{7} c˙(t)=Φ−1(t,t0)B(t)u(t)(7)
等式（7）两端积分得：
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\boldsymbol{c}(t) - \boldsymbol{c}(t_{0}) = \int^{t}_{t_{0}}\Phi^{-1}(\tau,t_{0})B(\tau)\boldsymbol{u}(\tau)d\tau \tag{8}
c(t)−c(t0)=∫t0tΦ−1(τ,t0)B(τ)u(τ)dτ(8)
由等式（4）可知
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\boldsymbol{c}(t_{0}) = \boldsymbol{x}(t_{0})
c(t0)=x(t0)，所以
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\boldsymbol{c}(t) = \boldsymbol{x}(t_{0}) + \int^{t}_{t_{0}}\Phi^{-1}(\tau,t_{0})B(\tau)\boldsymbol{u}(\tau)d\tau \tag{9}
c(t)=x(t0)+∫t0tΦ−1(τ,t0)B(τ)u(τ)dτ(9)
x ( t ) = Φ ( t , t 0 ) c ( t ) = ⋯ = Φ ( t , t 0 ) x ( t 0 ) + ∫ t 0 t Φ ( t , τ ) B ( τ ) u ( τ ) d τ (10) \begin{aligned} \boldsymbol{x}(t) =& \Phi(t,t_{0})\boldsymbol{c}(t) \\ =& \cdots\\ =& \Phi(t,t_{0})\boldsymbol{x}(t_{0}) + \int^{t}_{t_{0}}\Phi(t,\tau)B(\tau)\boldsymbol{u}(\tau)d\tau \end{aligned} \tag{10} x(t)===Φ(t,t0)c(t)⋯Φ(t,t0)x(t0)+∫t0tΦ(t,τ)B(τ)u(τ)dτ(10)
类比上述推导过程，非线性时变系统 x ˙ ( t ) = A ( t ) x ( t ) + B ( t ) u ( t ) + z ( t ) \dot{\boldsymbol{x}}(t) = A(t)\boldsymbol{x}(t) + B(t)\boldsymbol{u}(t) + \boldsymbol{z}(t) x˙(t)=A(t)x(t)+B(t)u(t)+z(t)的解很好得到。
参考文献
[3] 麻省理工学院公开课：微分方程
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