The differential equation that describes my system is given as y <mrow class="MJX-Te

fabios3

fabios3

Answered question

2022-07-01

The differential equation that describes my system is given as
y ( n ) + a n 1 y ( n 1 ) + + a 1 y ˙ + a 0 y = b n 1 u ( n 1 ) + + b 1 u ˙ + b 0 u + g ( y ( t ) , u ( t ) )
I want to express the above differential equation into a system of linear differential equations of the form
x ˙ = A x + B u + B p g
y = C x
The matrices are given as follows: However, I am not able to prove, how to get them
A = [ 0 1 0 0 0 0 1 0 a 0 a 1 a 2 a n 1 ]
C = [ 1 b 1 / b 0 b 2 / b 0 b n 1 / b 0 ]
How do I get the above matrices from the differential equation form as shown above?

Answer & Explanation

Angelo Murray

Angelo Murray

Beginner2022-07-02Added 23 answers

Despite the fact that the ( n 1 )-th order ODE is not "simple looking" as the ones usually shown in the examples of transformation into a first order system, the process is absolutely the same. Defining the n-dimensional vectors u and y as
u = ( u n 1 , u n 2 , u 1 , u 0 ) = ( u ( n 1 ) , u ( n 2 ) , , u ˙ , u ) y = ( y n 1 , y n 2 , y 1 , y 0 ) = ( y ( n 1 ) , y ( n 2 ) , , y ˙ , y )
we have that the first order ODE system equivalent to the
y 0 ˙ = y 1 y 1 ˙ = y 2 = y ˙ n 2 = y n 1 y ˙ n 1 = a n 1 y n 1 a 1 y 1 + a 0 y 0 + b n 1 u n 1 + + b 1 u 1 + b 0 u 0 + g ( y ( t ) , u ( t ) )
i.e.
(1) y ˙ = ( 0 1 0 0 0 0 1 0 0 0 0 1 a 0 a 1 a 2 a n 1 ) y + ( 0 0 0 0 0 0 0 0 0 0 0 0 b 0 b 1 b 2 b n 1 ) u + ( 0 0 0 g ( y ( t ) , u ( t ) ) ) .
and the matrices A, B, are immediately acknowledged: I have kept the last term of the system in a vector form since its structure is clearer. However, you can express it as a product of the vector
g = ( 0 , 0 , , g ) n
and the matrix B p M n × n whose all entries are 0 except the entry b n n p with is set to 1.

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