d

A t ,t0 A t A t ,t0
1. Given that dt
d
z t A' t z t
show that dt , z t0 z0
has the unique solution z t A' t 0 ,t z0

2. Consider a system with proper transfer function

g s g sp s g
N s s n 1 s n 2 n 1s n
g s n 1 n 1 2 n 2
D s s 1s 2 s n 1s n
 Prove that the controllable canonical realization of g s is observable iff D(s)
and N(s) are coprime.

3. Consider the linear time-invariant state equation

x ( t ) Ax( t ) Bu ( t )

y( t ) Cx( t ) Du ( t )
Suppose that the controllability matrix for the equation satisfies
r ank [ B AB A B A B ]=q ; 0<q<n
2 n1

Then, there exists an invertible n n matrix P such that

 P1 AP=
[ ^
A11
0(nq ) q
^
A 12
A 22 ] ; P1 B=
[ B^ 11q m
0(n q )m ]
and
[
^ 11 ^
rank B ^ 11 A
A 11 B ^ 211 B
^ 11 ^ q 1 ^
A11 B 11 =q ]
(Proof):

4. Let [ 2 1 ] []
A= 1 0 , b= 2 , and c=[ 1 0 ]
1
(a) Is the system controllable? Observable?
(b) Design a state feedback controller by the separation principle so that
(1) The eigenvalues of ( Abk) are -1 and -1.
(2) The eigenvalues of ( Alc) are -1 and -1.
(c) Can the eigenvalues of ( Abk) be arbitrarily assigned?
(d) Can the eigenvalues of ( Alc) be arbitrarily assigned?
(e) Can the asymptotic observer that you designed successfully estimate the state
of the system?
(f) According to your answers on (d) & (e), elaborate more to see if they are
consistent. And why?