Question: Consider the linear, time-varying system: ic ( t) = A(t)ac(t) (1) Recall that a matrix-valued function U(t) is a fundamental matrix for (1) if it

Consider the linear, time-varying system: ic ( t) = A(t)ac(t) (1) Recall that a matrix-valued function U(t) is a fundamental matrix for (1) if it satisfies the matrix ODE: U (t ) = A (t) U ( t ) For any fixed to, let U(t) denote the fundamental matrix that satisfies U(to) = I. In this case, the state transition matrix is defined as o(t, to) = U(t). (Thus, we can think of the state-transition matrix as a collection of fundamental matrices indexed by to.) Suppose A(.) is T-periodic for some T > 0, i.e. A(t + T) = A(t) for all t. Fix any to. Show that the mapping two(t + T, to) is a fundamental matrix for (1)
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