9

9-1
n
x1 (t ) a11 (t ) x1 (t ) a12 (t ) x2 (t ) a1n (t ) xn (t ) g1 (t )
x2 (t ) a21 (t ) x1 (t ) a22 (t ) x2 (t ) a2 n (t ) xn (t ) g 2 (t )

xn (t ) an1 (t ) x1 (t ) an 2 (t ) x2 (t ) ann (t ) xn (t ) g n (t )

 x1 (t )

x2 ( t )

X (t )

g1 (t )

g 2 (t )

G (t )

g (t )
x (t )
n
n

a11 (t ) a12 (t )
a (t ) a (t )
21
22

A(t )

an1 (t ) an 2 (t )

a1n (t )

a2 n (t )

ann (t )


x1 (t )

x2 (t )

X (t )

x (t )
n

X (t ) A(t ) X (t ) G (t )

X AX G

(2.1)

 t G(t)=O

X AX

O n1

0

0

(2.2)

1 k X AX c
1 ck
c11 ck k
X AX

[ ] ( c11 ck k ) c11 ck k
c1 A1 ck A k
A( c11 ck k )


( linear dependence)

1 k X AX

 1
1 a 2 2 a k k
c11 ck k
c1 ( a2 2 ak k ) c2 2 ck k
( c1a2 c2 ) 2 ( c1a3 c3 ) 3 ( c1ak ck ) k

k
1
2

k 1
2

 ( linear independence)

1 k X AX

 ( fundamental matrix)

1 n X AX n

[1 2 n ]
X AX


X AX

X (t ) (t )C

c1

c2

(2.3)

c11 c2 2 cn n

n1

c
n

X AX
9-2 A

X AX

X=het h n1

( het ) het A( het )

(h Ah )e

(h Ah )et O
et

h Ah O

h Ah

A
h

n
n

[ 1]
x1 4 2 x1
x 3 3 x
2
2

[ ] 4
3
2

2
0
3

7 6 0 , 1, 6

 1 4 2 a1 0
3a1 2a2 0
1 1 :

3 1 3 a2 0
2
a1 2, a2 3 h1

64 2
2 6 :

3
6

a1 0
a 0 2a1 2a2 0
2

1
a1 1, a2 1 h2
1
2 t 2e t
1 6t e 6t
1
e
, 2 e 6t

t
3
1
3e
e


2e t

1 2

3e

2e t
x1
x C
t

3
e
2

e 6t
t

6t

t
6t

2
c
e

c
e
e
1
1
2

t
6t
6t c
e 2 3c1e c2 e
6t

x1 (t ) 2c1e c2 e

6t

x2 (t ) 3c1e t c2 e 6t

[ 1]
1 4
X
X

0 3
c1e3t c2 e t
:

3t
c1e

[ 2]
4 2
X
X

2 1
:

2c1e5t c2
5t

c1e 2c2

9-2-1 A
X AX

A =+i A
h

Ah h

Ah h
A A A

Ah h
i A
h
t

he h e

 i U iV
UV
i U iV
t

he h e

p c1he t c2 he t
c1 (U iV )e( i )t c2 (U iV )e( i )t
t

e [c1 (U iV )e

it

c2 (U iV )e

it

et [c1 (U iV )(cos t i sin t )

c2 (U iV )(cos t i sin t )]
t

e [( c1 c2 )(U cos t V sin t )

i ( c1 c2 )(U sin t V cos t )]
et [d1 (U cos t V sin t ) d 2 (U sin t V cos t )]
d1 et (U cos t V sin t ) d 2 et (U sin t V cos t )]

 het h e t et (U cos t V sin t )

et (U sin t V cos t )

1
t cos t sin t
e sin t cos t

U
V

[ 2]
2 0 1
X AXA 0 2 2

0 2 0

[ ] 2
0
0

0
1
2 2 0
2 0

( 2)(2 2 4) 0

2, 1 i 3 , 1 i 3

1
22 0

1 2 : 0 2 2 2
0
2 2 0

a3 0

4 a 2 2 a3 0

a1
a
2
a3

0
0

2t
a3 0, a2 0, a1 1 1 0 e
0

2 1 i 3 :
( 1 i 3 ) 2

a1 0

( 1 i 3 ) 2
2
a2 0
2
( 1 i 3 ) 0 a3 0

( 3 i 3 )a1 a3 0

(1 i 3 )a2 2a3 0

a1 1 a3 3 i 3 , a2 i 2 3

2 i 2 3 e ( 1 i
3 i 3

3 )t

i 2 3 e( 1i

3 i 3

3 )t

i 2 3

3 i 3

1
0
0 i 2 3

1
0

U 0 , V 2 3

 2
t cos t sin t

sin

t
cos

U
V

1
0
2 e t (U cos 3t V sin 3t ) e t ( 0 cos 3t 2 3 sin 3t )

cos 3t

t
e
2 3 sin 3t

3 cos 3 3 sin 3t

1
0
3 e t (U sin 3t V cos 3t ) e t ( 0 sin 3t 2 3 cos 3t )

sin 3t

t
e
2 3 cos 3t

3 sin 3t 3 cos 3t

 X c11 c2 2 c3 3
1

2t
t
c1 0 e c2e

cos 3t
2 3 sin 3t
3 cos 3 3 sin 3t

sin 3t

t
c3e
2 3 cos 3t

3 sin 3t 3 cos 3t

x1 (t ) c1e 2t c2 e t cos 3t c3e t sin 3t

x2 ( t )

2 3c2 e t sin 3t 2 3c3e t cos 3t

x3 ( t )

c2 e t ( 3 cos 3t 3 sin 3t )
c3e t ( 3 sin 3t 3 cos 3t )

[ 1]
1 4
X
X

2 3

[ 2]
4 2
X
X

5 2

9-2-2 A
X AX

2 0 0
X 0 4 0 X

0 0 6

x1 2 x1
x2 4 x2
x3 6 x3


x1 c1e

2 t

x2 c2e 4t

x1 2 x1
x2 4 x2

x3 c3e 6t

x3 6 x3

X AX A

A A n
A

 nn A n
h1, h2, , hn
1, 2,,n
nn P n A n

P h1 , h2 , , hn

 A[h1 , h2 ,, hn ] [1h1 , 2 h2 ,, n hn ]
1 0
0
2
[h1 , h2 ,..., hn ]

0 0

AP PD
1 0 0
0 0
2

P AP D
1

0 n

 X AX
X PZ

PZ APZ
1

Z P APZ DZ
Z DZ

D (t )

e 1t

0
e

2 t

n t
e

Z (t ) D (t )C

X (t ) PZ (t ) P D (t )C

( t ) P D ( t )

P1
P D

[ 3]

3 3
X AXA

1
5

[ ] A
3
1
2
6

1
1
e 2t 0
3 1
P
D

6
t
1 1
0 e

 e 2t 0
3 1
P
D

6
t
1 1
0 e
3 1 e 2t
(t ) P D (t )

1 1 0

0 3e 2t
2t
6t
e e

e 6t
6t
e

3e 2t e6t c1 3c1e 2t c2 e6t

X (t ) (t )C 2t

2t
6t
6t c
e 2 c1e c2 e
e

[ 1]

5 3
X AXA

6 2

[ 2]

1 2
X AXA

3
4

9 - 3 X AX G
X AX
X AX G ()
X AX G C
C n 1

X h C
Xp

X X h X p ( )

9-3-1

(t)=(t)U(t) X'=AX
U(t) n1
t
X'=AX+G
(U ) A(U ) G

U U A(U ) G
U G

U G U G dt
1

X (t ) (t )C (t )U (t )

[ 4]
et
1 10
X
X

1
4

sin t

[ ] 1
1

10
2
0 5 6 0
4

1, 6

1 1 10
1 1 :

a1 0
a 0
2

2a1 10a2 0 h1 , 1
1

5 t 5e t
1 e t

 6 1 10
2 6 :

1
6

a1 0
a 0
2

5a1 10a2 0
2
h2

2 6t 2e 6t
, 2
e 6t

1
e

5e t 2e6t
e

6t

1
i j
b

1
)
M ji
[bij ] ij

5e t

2e 6t

et

e 6t

e 6t

cof

5e 5t 2e 5t 7e 5t

2e 6t
t

5e

1
1
1

cof 5t

7e

e 6t 2e 6t 1 e t
2e t

t
t

6
t

6
t
5e
e 5e 7 e

t
t

1
e
2
e
U 1G

6
t

6
t
7 e
5e

1 e 2t 2et sin t

5
t

6
t
7 e 5e sin t
sin t
et

2t
t
1 e dt 2 e sin tdt
U

5t
6t
7 e dt 5 e sin tdt

1

7

1 2t

t
e e [sin t cos t ]

1 5t 5 6 t
e e [ 6 sin t cos t ]
5
37

1 2t 1 t

e e [sin t cos t ]
14
7

1 5t
5 6 t
e
e [6 sin t cos t ]
35
259

X (t ) (t )C (t )U (t )
t

5e
t
e

6t

2e c1 5e
t
6t c
e 2 e

6t

2e

e 6t

1 2t 1 t

e e [sin t cos t ]
14
7

1 5t
5 6t
e
e [6 sin t cos t ]
35
259

25
3 t 35

sin
t

cos
t

5c1e t 2c2 e6t 10

37
37

t
6t
c1e c2 e 1 et 1 sin t 6 cos t
37
37
10

3 t 35
25

t
6t
5
c
e

2
c
e

sin
t

cos
t
2
1

10
37
37

1 t 1
6
t
6t
c1e c2 e e sin t cos t
10
37
37

[ 1]
e 2t
1 4
X
X

0
3

[ 2]
4e 3t
4 2
X
X

2 1
5

9-3-2 A
X AX G
nn P n A n

P h1 , h2 , , hn
P AP D

1 0 0
0 0
2

0 n

1, 2,,n A n

 X AX G
X PZ
X PZ A( PZ ) G

PZ ( AP ) Z G
Z ( P 1 AP ) Z P 1G DZ P 1G

P 1G

f1 (t )
f (t )
2

f n (t )

 z1
z
2

zn

1 0 0 z1 f1 (t )
0 0 z f (t )
2
2 2

0 0 n zn f n (t )

z1 1z1 f1 (t )
z2 2 z2 f 2 (t )

zn n zn f n (t )

n
X=PZ

[ 5]
3 3
8
X
X 3t

1 5
4e

3
[ ] 1 2 h1
1
1
2 6 h2
1

2 0
3 1
1
P AP D
P

0
6
1
1

 3 1
P

1 1

4
1
4

1
4
3

4
1
4

2 0
Z DZ P G
Z

0 6

1
4
3

8
4e3t

2 e3t
2 0

3
t
0 6
2 3e

 2 e3t
2 0
Z
Z

3
t
0 6
2 3e
z1 2 z1 2 e3t
z1 2 z1 2 e3t

3t
3t

6
z

3
e

6
z

3
e
2
2
2
2
z1 c1e 2t e 2t e 2t ( 2 e3t )dt

6t
6t
6 t
3t
z

c
e

e
e
(
2

3
e
)dt
2
2

z1 c1e 2t e3t 1

1
6t
3t
z2 c2e e 3

 x1

x PZ

2t
3t

c
e

1
1
3 1

1
1 1 c2e 6t e 3t
3

10
3c1e c2e 4e
3

2
c1e 2t c2e6t

2t

6t

3t

3e

e 2t

2t

3t 10

4
e

e
3

(
t
)

6t
2
e

6t

[ 1] A
0
2 1

X
X

4
3
10
cos(
t
)

[ 2] A
3e 2t
3 2
X
X 2t

9 3
e