线性系统粗浅认识——第三次作业


声明:本人特别菜,不研究相关的方向,差点挂科,这个作业的内容仅供交流。

第三次作业

作业1

题目

z z z X X X的子空间, A A A为方阵,对任意 x ∈ z x \in z xz, A x ∈ z Ax \in z Axz ,则称 是 的A不变子空间,补齐例子中的所有内容

作业1解答_例子

X X X三维空间, z z z X X X的三维子空间,基底
( 1 1 0 ) \begin{pmatrix} 1\\1\\0\end{pmatrix} 110 ( 0 1 0 ) \begin{pmatrix} 0\\1\\0\end{pmatrix} 010, z z z的任意一个元素 x = α ( 1 1 0 ) + β ( 0 1 0 ) x = \alpha \left( {\begin{matrix} 1\\ 1\\ 0 \end{matrix}} \right) + \beta \left({\begin{matrix} 0\\ 1\\ 0 \end{matrix}} \right) x=α110+β010
A = [ 2 3 0 − 1 1 0 0 0 1 ] A = \left[ {\begin{matrix}{} 2&3&0\\ { - 1}&1&0\\ 0&0&1 \end{matrix}} \right] A=210310001

A x = ( 2 3 0 − 1 1 0 0 0 1 ) × α ( 1 1 0 ) + ( 2 3 0 − 1 1 0 0 0 1 ) × β ( 0 1 0 ) = α ( 5 0 0 ) + β ( 3 1 0 ) = ( 5 α + 3 β ) ( 1 1 0 ) + ( − 5 α − 2 β ) ( 0 1 0 ) \begin{matrix}{} Ax = \left( {\begin{matrix}{} 2&3&0\\ { - 1}&1&0\\ 0&0&1 \end{matrix}} \right) \times \alpha \left( {\begin{matrix}{} 1\\ 1\\ 0 \end{matrix}} \right) + \left( {\begin{matrix}{} 2&3&0\\ { - 1}&1&0\\ 0&0&1 \end{matrix}} \right) \times \beta \left( {\begin{matrix}{} 0\\ 1\\ 0 \end{matrix}} \right)\\ = \alpha \left( {\begin{matrix}{} 5\\ 0\\ 0 \end{matrix}} \right) + \beta \left( {\begin{matrix}{} 3\\ 1\\ 0 \end{matrix}} \right)\\ = (5\alpha + 3\beta )\left( {\begin{matrix}{} 1\\ 1\\ 0 \end{matrix}} \right) + ( - 5\alpha - 2\beta )\left( {\begin{matrix}{} 0\\ 1\\ 0 \end{matrix}} \right) \end{matrix} Ax=210310001×α110+210310001×β010=α500+β310=(5α+3β)110+(5α2β)010

作业2

题目:证明必要性

{ A , B } \left\{ {A,B} \right\} {A,B}完全能控 完全等价于的所有列不属于任意一个 的真线性不变子空间,给出简单例子并加以说明。

分析

证明该命题的必要性比较复杂,由于原命题和原命题的逆否命题是等价的,因此我改证原命题的逆否命题。

证明

逆否命题:如果 { A , B } \left\{ {A,B} \right\} {A,B}不完全能控,就有 B B B的所有列属于一个存在的 A A A的真线性不变子空间。
{ A , B } \left\{ {A,B} \right\} {A,B}不完全能控,可以得到 [ B , A B , ⋯   , A n − 1 B ] [B,AB, \cdots ,{A^{n - 1}}B] [B,AB,,An1B]非行满秩
存在非零向量 w w w,使 w [ B , A B , ⋯   , A n − 1 B ] = 0 w[B,AB, \cdots ,{A^{n - 1}}B] = 0 w[B,AB,,An1B]=0
所以 w B = 0 wB = 0 wB=0,所以 r a n k [ B ] < n rank[B] < n rank[B]<n
A A A 的特征根的 λ 1 , λ 2 , ⋯ λ n {\lambda _{\rm{1}}},{\lambda _2}, \cdots {\lambda _n} λ1,λ2,λn A A A的特征向量是 v 1 , v 2 , ⋯ v n {v_{\rm{1}}},{v_2}, \cdots {v_n} v1,v2,vn,多输入系统 B B B的向量,
B = [ b 1 ⋯ b m ] b 1 = α 11 v 1 + ⋯ + α 1 k v k ⋮ b m = α m 1 v 1 + ⋯ + α m k v k B = \left[ {\begin{matrix}{} {{b_1}}& \cdots &{{b_m}} \end{matrix}} \right]\\ {b_1} = {\alpha _{11}}{v_1} + \cdots + {\alpha _{1k}}{v_k}\\ \vdots \\ {b_m} = {\alpha _{m1}}{v_1} + \cdots + {\alpha _{mk}}{v_k} B=[b1bm]b1=α11v1++α1kvkbm=αm1v1++αmkvk

其中 k < n k < n k<n v 1 , v 2 , ⋯ v k {v_{\rm{1}}},{v_2}, \cdots {v_k} v1,v2,vk张成了一个线性空间 A ′ A' A A ′ A' A A A A的真线性不变子空间
所以 B B B 的所有列属于一个存在的 A A A的真线性不变子空间。
所以逆否命题为真,因此,该命题为真。

直接证明:

设矩阵 A A A 的一组特征向量为 v 1 , v 2 , ⋯ v n {v_{\rm{1}}},{v_2}, \cdots {v_n} v1,v2,vn, B B B 的所有列不属于任意一个 A A A 的特征向量张成的真线性不变子空间,即 B B B的基底可以表示为 { v 1 , v 2 , ⋯ v n , v n + 1 , ⋯ v k } \{ {v_{\rm{1}}},{v_2}, \cdots {v_n},{v_{n + 1}}, \cdots {v_k}\} {v1,v2,vn,vn+1,vk}其中 k > n k > n k>n B B B的输入为 m m 维也就是说 B B B可以表示为
B = [ b 1 ⋯ b m ] b 1 = α 11 v 1 + ⋯ + α 1 k v k ⋮ b m = α m 1 v 1 + ⋯ + α m k v k B = \left[ {\begin{matrix}{} {{b_1}}& \cdots &{{b_m}} \end{matrix}} \right]\\ {b_1} = {\alpha _{11}}{v_1} + \cdots + {\alpha _{1k}}{v_k}\\ \vdots \\ {b_m} = {\alpha _{m1}}{v_1} + \cdots + {\alpha _{mk}}{v_k} B=[b1bm]b1=α11v1++α1kvkbm=αm1v1++αmkvk

计算零状态响应
x ( t ) = ∫ t 0 t e A ( t − τ ) B u ( τ ) d τ = ∫ t 0 t e A ( t − τ ) [ b 1 ⋯ b m ] u ( τ ) d τ = ∫ t 0 t e A ( t − τ ) b 1 u ( τ ) d τ + ⋯ + ∫ t 0 t e A ( t − τ ) b m u ( τ ) d τ = ∫ t 0 t e A ( t − τ ) ( α 11 v 1 + α 12 v 2 + ⋯ + α 1 n v n + α 1 n + 1 v n + 1 + ⋯ + α 1 k v k ) u ( τ ) d τ + ⋯ + ∫ t 0 t e A ( t − τ ) ( α m 1 v 1 + α m 2 v 2 + ⋯ + α m n v n + α m n + 1 v n + 1 + ⋯ + α m k v k ) u ( τ ) d τ = ∫ t 0 t e A ( t − τ ) α 11 v 1 u ( τ ) d τ + ⋯ + ∫ t 0 t e A ( t − τ ) α 1 n v n u ( τ ) d τ + ∫ t 0 t e A ( t − τ ) α 1 n + 1 v n + 1 u ( τ ) d τ + ⋯ + ∫ t 0 t e A ( t − τ ) α 1 k v k u ( τ ) d τ + ⋯ + ∫ t 0 t e A ( t − τ ) α m 1 v 1 u ( τ ) d τ + ⋯ + ∫ t 0 t e A ( t − τ ) α m n v n u ( τ ) d τ + ∫ t 0 t e A ( t − τ ) α m n + 1 v n + 1 u ( τ ) d τ + ⋯ + ∫ t 0 t e A ( t − τ ) α m k v k u ( τ ) d τ = ( α 11 + ⋯ α m 1 ) ∫ t 0 t e λ 1 ( t − τ ) v 1 u ( τ ) d τ + ⋯ + ( α 1 n + ⋯ + α m n ) ∫ t 0 t e λ n ( t − τ ) v n u ( τ ) d τ + ( α 1 n + 1 + ⋯ + α m n + 1 ) ∫ t 0 t e A ( t − τ ) v n + 1 u ( τ ) d τ + ⋯ + ( α 1 k + ⋯ + α m k ) ∫ t 0 t e A ( t − τ ) v k u ( τ ) d τ x(t) = \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}Bu(\tau )d\tau } = \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}\left[ {\begin{matrix}{} {{b_1}}& \cdots &{{b_m}} \end{matrix}} \right]u(\tau )d\tau } \\ = \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{b_1}u(\tau )d\tau } + \cdots + \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{b_m}u(\tau )d\tau } \\ = \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}({\alpha _{11}}{v_1} + {\alpha _{12}}{v_2} + \cdots + {\alpha _{1n}}{v_n} + {\alpha _{1n{\rm{ + 1}}}}{v_{n{\rm{ + 1}}}} + \cdots + {\alpha _{1k}}{v_k})u(\tau )d\tau + \cdots + } \\ \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}({\alpha _{m1}}{v_1} + {\alpha _{m2}}{v_2} + \cdots + {\alpha _{mn}}{v_n} + {\alpha _{mn{\rm{ + 1}}}}{v_{n{\rm{ + 1}}}} + \cdots + {\alpha _{mk}}{v_k})u(\tau )d\tau } \\ = \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{11}}{v_1}u(\tau )d\tau } + \cdots + \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{1n}}{v_n}u(\tau )d\tau } + \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{1n + 1}}{v_{n + 1}}u(\tau )d\tau } + \cdots + \\ \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{1k}}{v_k}u(\tau )d\tau } + \cdots + \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{m1}}{v_1}u(\tau )d\tau } + \cdots + \\ \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{mn}}{v_n}u(\tau )d\tau } + \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{mn + 1}}{v_{n + 1}}u(\tau )d\tau } + \cdots + \int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{\alpha _{mk}}{v_k}u(\tau )d\tau } \\ = ({\alpha _{11}} + \cdots {\alpha _{m1}})\int\limits_{{t_0}}^t {{e^{{\lambda _1}(t - \tau )}}{v_1}u(\tau )d\tau } + \cdots + ({\alpha _{1n}} + \cdots + {\alpha _{mn}})\int\limits_{{t_0}}^t {{e^{{\lambda _n}(t - \tau )}}{v_n}u(\tau )d\tau } + \\ ({\alpha _{1n + 1}} + \cdots + {\alpha _{mn + 1}})\int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{v_{n + 1}}u(\tau )d\tau } + \cdots + ({\alpha _{1k}} + \cdots + {\alpha _{mk}})\int\limits_{{t_0}}^t {{e^{A(t - \tau )}}{v_k}u(\tau )d\tau } x(t)=t0teA(tτ)Bu(τ)dτ=t0teA(tτ)[b1bm]u(τ)dτ=t0teA(tτ)b1u(τ)dτ++t0teA(tτ)bmu(τ)dτ=t0teA(tτ)(α11v1+α12v2++α1nvn+α1n+1vn+1++α1kvk)u(τ)dτ++t0teA(tτ)(αm1v1+αm2v2++αmnvn+αmn+1vn+1++αmkvk)u(τ)dτ=t0teA(tτ)α11v1u(τ)dτ++t0teA(tτ)α1nvnu(τ)dτ+t0teA(tτ)α1n+1vn+1u(τ)dτ++t0teA(tτ)α1kvku(τ)dτ++t0teA(tτ)αm1v1u(τ)dτ++t0teA(tτ)αmnvnu(τ)dτ+t0teA(tτ)αmn+1vn+1u(τ)dτ++t0teA(tτ)αmkvku(τ)dτ=(α11+αm1)t0teλ1(tτ)v1u(τ)dτ++(α1n++αmn)t0teλn(tτ)vnu(τ)dτ+(α1n+1++αmn+1)t0teA(tτ)vn+1u(τ)dτ++(α1k++αmk)t0teA(tτ)vku(τ)dτ

该系统的响应可以在 v 1 v_1 v1 v 2 v_2 v2 . . . ... ... v n v_n vn方向上,所以系统 { A , B } \left\{ {A,B} \right\} {A,B}所有状态变量都可以由输入信号控制。所以该系统是完全能控的。

例子:
x ˙ = ( 2 1 0 3 ) x + ( 0 1 ) u \dot x = \left( {\begin{matrix}{} 2&1\\ 0&3 \end{matrix}} \right)x + \left( {\begin{matrix}{} 0\\ 1 \end{matrix}} \right)u x˙=(2013)x+(01)u

已知该系统完全能控, A A A的特征值为 λ 1 = 2 , λ 2 = 3 {\lambda _1} = 2,{\lambda _2} = 3 λ1=2,λ2=3特征向量 v 1 = ( 1 0 ) , v 2 = ( 0 . 707 0 . 707 ) {v_1} = \left( {\begin{matrix}{} 1\\ 0 \end{matrix}} \right),{v_2} = \left( {\begin{matrix}{} {{\rm{0}}{\rm{.707}}}\\ {{\rm{0}}{\rm{.707}}} \end{matrix}} \right) v1=(10),v2=(0.7070.707)

B = − v 1 + 1 0.707 v 2 = − ( 1 0 ) + 1 0.707 × ( 0.707 0.707 ) = ( 0 1 ) B = - {v_1} + \frac{1}{{0.707}}{v_2} = {\rm{ - }}\left( {\begin{matrix}{} {\rm{1}}\\ {\rm{0}} \end{matrix}} \right){\rm{ + }}\frac{1}{{0.707}} \times \left( {\begin{matrix}{} {0.707}\\ {0.707} \end{matrix}} \right){\rm{ = }}\left( {\begin{matrix}{} {\rm{0}}\\ {\rm{1}} \end{matrix}} \right) B=v1+0.7071v2=(10)+0.7071×(0.7070.707)=(01)

其中 B B B的所有列不属于任意一个 A A A的真线性不变子空间, B B B的所有列属于 的线性不变子空间。

作业3

题目

以4阶两输入系统为例,分析 A A A的特征向量和 B B B的每列之间的关系,说明系统的能控性。

解答

A A A的特征根的 λ 1 , λ 2 , λ 3 , λ 4 {\lambda _{\rm{1}}},{\lambda _2},{\lambda _3},{\lambda _4} λ1,λ2,λ3,λ4 A A A 的特征向量是 v 1 , v 2 , v 3 , v 4 {v_{\rm{1}}},{v_2},{v_3},{v_4} v1,v2,v3,v4 ,两输入系统 的向量 B = [ b 1 b 2 ] B = \left[ {\begin{matrix}{} {{b_1}}&{{b_2}} \end{matrix}} \right] B=[b1b2]
b 1 = α 11 v 1 + ⋯ + α 1 k v k b 2 = α 21 v 1 + ⋯ + α 2 k v k \begin{array}{l} {b_1} = {\alpha _{11}}{v_1} + \cdots + {\alpha _{1k}}{v_k}\\ {b_2} = {\alpha _{21}}{v_1} + \cdots + {\alpha _{2k}}{v_k} \end{array} b1=α11v1++α1kvkb2=α21v1++α2kvk
x ( t ) = e A t x ( 0 ) + ∫ 0 t e A ( t − τ ) B u ( τ ) d τ x(t) = {e^{At}}x(0) + \int\limits_0^t {{e^{A(t - \tau )}}} Bu(\tau )d\tau x(t)=eAtx(0)+0teA(tτ)Bu(τ)dτ
∫ 0 t e A ( t − τ ) B u ( τ ) d τ = ∫ 0 t e A ( t − τ ) [ b 1 b 2 ] u ( τ ) d τ = ∫ 0 t e A ( t − τ ) ( α 11 v 1 + ⋯ + α 1 k v k ) u ( τ ) d τ + ∫ 0 t e A ( t − τ ) ( α 21 v 1 + ⋯ + α 2 k v k ) u ( τ ) d τ = ( α 11 + α 21 ) ∫ 0 t e λ 1 ( t − τ ) u ( τ ) d τ ∙ v 1 + ⋯ + ( α 1 k + α 2 k ) ∫ 0 t e A ( t − τ ) u ( τ ) d τ ∙ v k \int\limits_0^t {{e^{A(t - \tau )}}} Bu(\tau )d\tau = \int\limits_0^t {{e^{A(t - \tau )}}} \left[ {\begin{matrix}{} {{b_1}}&{{b_2}} \end{matrix}} \right]u(\tau )d\tau \\ = \int\limits_0^t {{e^{A(t - \tau )}}} ({\alpha _{11}}{v_1} + \cdots + {\alpha _{1k}}{v_k})u(\tau )d\tau + \int\limits_0^t {{e^{A(t - \tau )}}} ({\alpha _{21}}{v_1} + \cdots + {\alpha _{2k}}{v_k})u(\tau )d\tau \\ = ({\alpha _{11}} + {\alpha _{21}})\int\limits_0^t {{e^{{\lambda _1}(t - \tau )}}} u(\tau )d\tau \bullet {v_1} + \cdots + ({\alpha _{1k}} + {\alpha _{2k}})\int\limits_0^t {{e^{A(t - \tau )}}} u(\tau )d\tau \bullet {v_k} 0teA(tτ)Bu(τ)dτ=0teA(tτ)[b1b2]u(τ)dτ=0teA(tτ)(α11v1++α1kvk)u(τ)dτ+0teA(tτ)(α21v1++α2kvk)u(τ)dτ=(α11+α21)0teλ1(tτ)u(τ)dτv1++(α1k+α2k)0teA(tτ)u(τ)dτvk

当 的时候 k < 4 k < 4 k<4,上式可以表示为
∫ 0 t e A ( t − τ ) B u ( τ ) d τ = ( α 11 + α 21 ) ∫ 0 t e λ 1 ( t − τ ) u ( τ ) d τ ∙ v 1 + ⋯ + ( α 1 k + α 2 k ) ∫ 0 t e A ( t − τ ) u ( τ ) d τ ∙ v 4 = ( α 11 + α 21 ) ∫ 0 t e λ 1 ( t − τ ) u ( τ ) d τ ∙ v 1 + ⋯ + ( α 1 k + α 2 k ) ∫ 0 t e λ k ( t − τ ) u ( τ ) d τ ∙ v k \int\limits_0^t {{e^{A(t - \tau )}}} Bu(\tau )d\tau \\ = ({\alpha _{11}} + {\alpha _{21}})\int\limits_0^t {{e^{{\lambda _1}(t - \tau )}}} u(\tau )d\tau \bullet {v_1} + \cdots + ({\alpha _{1k}} + {\alpha _{2k}})\int\limits_0^t {{e^{A(t - \tau )}}} u(\tau )d\tau \bullet {v_4}\\ = ({\alpha _{11}} + {\alpha _{21}})\int\limits_0^t {{e^{{\lambda _1}(t - \tau )}}} u(\tau )d\tau \bullet {v_1} + \cdots + ({\alpha _{1k}} + {\alpha _{2k}})\int\limits_0^t {{e^{{\lambda _k}(t - \tau )}}} u(\tau )d\tau \bullet {v_k} 0teA(tτ)Bu(τ)dτ=(α11+α21)0teλ1(tτ)u(τ)dτv1++(α1k+α2k)0teA(tτ)u(τ)dτv4=(α11+α21)0teλ1(tτ)u(τ)dτv1++(α1k+α2k)0teλk(tτ)u(τ)dτvk

k ≥ 4 k \ge 4 k4的时候,上式可以表示为
∫ 0 t e A ( t − τ ) B u ( τ ) d τ = ( α 11 + α 21 ) ∫ 0 t e λ 1 ( t − τ ) u ( τ ) d τ ∙ v 1 + ⋯ + ( α 1 k + α 2 k ) ∫ 0 t e A ( t − τ ) u ( τ ) d τ ∙ v 4 = ( α 11 + α 21 ) ∫ 0 t e λ 1 ( t − τ ) u ( τ ) d τ ∙ v 1 + ⋯ + ( α 14 + α 24 ) ∫ 0 t e λ 4 ( t − τ ) u ( τ ) d τ ∙ v 4 + δ \int\limits_0^t {{e^{A(t - \tau )}}} Bu(\tau )d\tau \\ = ({\alpha _{11}} + {\alpha _{21}})\int\limits_0^t {{e^{{\lambda _1}(t - \tau )}}} u(\tau )d\tau \bullet {v_1} + \cdots + ({\alpha _{1k}} + {\alpha _{2k}})\int\limits_0^t {{e^{A(t - \tau )}}} u(\tau )d\tau \bullet {v_4}\\ = ({\alpha _{11}} + {\alpha _{21}})\int\limits_0^t {{e^{{\lambda _1}(t - \tau )}}} u(\tau )d\tau \bullet {v_1} + \cdots + ({\alpha _{14}} + {\alpha _{24}})\int\limits_0^t {{e^{{\lambda _4}(t - \tau )}}} u(\tau )d\tau \bullet {v_4} + \delta 0teA(tτ)Bu(τ)dτ=(α11+α21)0teλ1(tτ)u(τ)dτv1++(α1k+α2k)0teA(tτ)u(τ)dτv4=(α11+α21)0teλ1(tτ)u(τ)dτv1++(α14+α24)0teλ4(tτ)u(τ)dτv4+δ

k = 4 k = 4 k=4时, δ = 0 \delta = 0 δ=0
k > 4 k > 4 k>4时, δ = ( α 15 + α 25 ) ∫ 0 t e A ( t − τ ) u ( τ ) d τ ∙ v 5 ⋯ + ( α 1 k + α 2 k ) ∫ 0 t e λ 4 ( t − τ ) u ( τ ) d τ ∙ v 4 \delta = ({\alpha _{15}} + {\alpha _{25}})\int\limits_0^t {{e^{A(t - \tau )}}} u(\tau )d\tau \bullet {v_5} \cdots + ({\alpha _{1k}} + {\alpha _{2k}})\int\limits_0^t {{e^{{\lambda _4}(t - \tau )}}} u(\tau )d\tau \bullet {v_4} δ=(α15+α25)0teA(tτ)u(τ)dτv5+(α1k+α2k)0teλ4(tτ)u(τ)dτv4

由上述分析可以得到当 k ≥ 4 k \ge 4 k4的时候,即 B B B的 的所有列属于一个存在的 A A A的真线性不变子空间的时候,系统完全能控,反之,不能包含 A A A中特征向量的所有方向,不能控。

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