Question: Consider the discrete - time linear system xk + 1 = Axk + Buk, k = 0 , 1 , 2 , . . .
Consider the discretetime linear system
xk Axk Buk, k
where A in Rnn B in Rn The integer k just denotes the sample index, so in other
words, if the initial condition is given at k to be x and the input sequence is known
u u u you can generate x x x by recursively applying the discretetime
equation. For example, x is computed to be
x Ax Bu x and u are known
so now you can compute x etc. Answer the following questions:
a Starting from zero initial conditions, ie x and given some positive integer p
derive a relationship in matrixvector form between between xp and the input sequence
u u u up In other words, find the matrix M in Rnp such that
xp M u where u
u
u
up
b Now suppose p n and assume M has full rank rankM n so RM Rn
Consider the situation in which xp is specified and the objective is to determine u Show
that this is a leastnorm problem and write a solution u in terms of the appropriate
pseudoinverse for M This will yield the least norm solution, denoted uln.
c The solution uln is an input sequence which transfers the system state from the origin to
xp in p time steps. Define the energy required to make this transfer to be the square of
the Euclidean norm of uln, ie energyuln
Compute the input energy and express
it in terms of symbols M and xp
d Carry out steps a through c for the following twostate system:
xk
xk
uk
where n p and xp
e Using the same system and parameters from d calculate another input that achieves
the goal of xp
What is the energy associated with this new input? Note: if
u such that M u in other words, u is in the null space of M then M uln u
xp
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