Laplace Transforms — Question 5

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Question 5

Consider, for t≥0t\ge 0, Z′=AZ+B,A=(0121),B=(1−1),Z(0)=(pq).Z'=AZ+B,\qquad A=\begin{pmatrix}0&1\\2&1\end{pmatrix},\quad B=\binom 1{-1}, \qquad Z(0)=\binom pq. A student cancels a factor s−2s-2 in the zero-initial-state transform and concludes that every solution of this forced system is bounded.

Tasks

  1. Compute (sI−A)−1B(sI-A)^{-1}B and find the response when p=q=0p=q=0 using Laplace transforms.

  2. Explain the cancellation using the direction of BB, and identify the system mode that the constant input does not excite from zero.

  3. Retain the initial-state term in the transformed system and determine exactly which (p,q)(p,q) produce bounded solutions on [0,∞)[0,\infty).

  4. Perturb the zero initial state to (ε,2ε)T(\varepsilon,2\varepsilon)^T, with ε≠0\varepsilon\ne 0. Find the exact difference from the zero-state response and assess the student’s conclusion.

Original worksheet page 1: question and worked solution for 5-11-005
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Question 5 – Solution

Strategy. Separate the input contribution from the initial-state contribution before cancelling rational factors.

Step 1: Calculate the zero-state response. The determinant is s2−s−2=(s−2)(s+1)s^2-s-2=(s-2)(s+1), and (sI−A)−1B=1(s−2)(s+1)(s−112s)(1−1)=1s+1(1−1).(sI-A)^{-1}B= \frac 1{(s-2)(s+1)} \begin{pmatrix}s-1&1\\2&s\end{pmatrix}\binom 1{-1} =\frac 1{s+1}\binom 1{-1}. The constant input contributes an additional 1/s1/s. Inverting yields Z0(t)=(1−e−t)(1,−1)T\boxed{Z_0(t)=(1-e^{-t})(1,-1)^T}, which is bounded. Its transform converges for Re⁡s>0\operatorname{Re}s>0; the cancelled expression extends through s=2s=2, where the full matrix resolvent itself is undefined.

Step 2: Identify why the pole disappears. We have AB=−BAB=-B, so the input lies entirely in the stable eigendirection. The other eigenpair is 2,(1,2)T2,(1,2)^T. From zero, this input never excites that direction. The pole cancellation describes the chosen input and data; it does not change either eigenvalue of AA.

Step 3: Include all initial conditions. Write (p,q)T=c+(1,2)T+c−(1,−1)T(p,q)^T=c_+(1,2)^T+c_-(1,-1)^T, where c+=(p+q)/3c_+=(p+q)/3 and c−=(2p−q)/3c_-=(2p-q)/3. The transform contains c+s−2(12)+c−s+1(1−1)+1s(s+1)(1−1).\frac{c_+}{s-2}\binom 12+ \frac{c_-}{s+1}\binom 1{-1}+\frac 1{s(s+1)}\binom 1{-1}. Therefore Z=c+e2t(12)+[1+(c−−1)e−t](1−1).Z=c_+e^{2t}\binom 12+ \bigl[1+(c_--1)e^{-t}\bigr]\binom 1{-1}. The growing vector cannot be cancelled by a bounded term, so boundedness holds exactly when p+q=0\boxed{p+q=0}. Then the limit is (1,−1)T(1,-1)^T. A common convergence half-plane for the general family is Re⁡s>2\operatorname{Re}s>2.

Step 4: Test sensitivity to the omitted term. For the specified perturbation, c+=εc_+=\varepsilon and c−=0c_-=0. The exact difference is Z−Z0=εe2t(1,2)T\boxed{Z-Z_0=\varepsilon e^{2t}(1,2)^T}, whose Euclidean norm is 5|ε|e2t→∞\sqrt 5|\varepsilon|e^{2t}\to\infty. Thus arbitrarily small initial perturbations in that direction destroy boundedness. The student’s inference confuses a bounded zero-state response with boundedness for all initial states.

Original worksheet page 2: question and worked solution for 5-11-005

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