Linear Systems

Description

Preface Contents 1 Linear Systems and Their Description 1.1 Linear Systems and Their Description 1.2 Feedback 1.3 Linear Differential Equations 1.4 Damped Harmonic Oscillator 1.5 Reduction of Order of Linear ODE 1.6 Exercises 2 Solving Linear Systems by Matrix Theory 2.1 Matrix Terminology 2.2 Characteristic Polynomial 2.3 Norm of a Vector 2.4 Cauchy–Schwarz Inequality 2.5 Matrix Exponential exp(A) or expm (A) 2.6 Exponential of a Diagonable Matrix 2.7 Solving MIMO (A,B,C,D) 2.8 Rational Functions 2.9 Block Matrices 2.10 The Transfer Function of (A,B,C,D) 2.11 Realization with a SISO 2.12 Exercises 3 Eigenvalues and Block Decompositions of Matrices 3.1 The Transfer Function of Similar SISOs (A,B,C,D) 3.2 Jordan Blocks 3.3 Exponentials and Eigenvalues of Complex Matrices 3.4 Exponentials and the Resolvent 3.5 Schur Complements 3.6 Self-adjoint Matrices 3.7 Positive Definite Matrices 3.8 Linear Fractional Transformations 3.9 Stable Matrices 3.10 Dissipative Matrices 3.11 A Determinant Formula 3.12 Observability and Controllability 3.13 Kalman's Decomposition 3.14 Kronecker Product of Matrices 3.15 Exercises 4 Laplace Transforms 4.1 Laplace Transforms 4.2 Laplace Convolution 4.3 Laplace Uniqueness Theorem 4.4 Laplace Transform of a Differential Equation 4.5 Solving MIMO by Laplace Transforms 4.6 Partial Fractions 4.7 Dirichlet's Integral and Heaviside's Expansions 4.8 Final Value Theorem 4.9 Laplace Transforms of Periodic Functions 4.10 Fourier Cosine Transform 4.11 Impulse Response 4.12 Transmitting Signals 4.13 Exercises 5 Transfer Functions, Frequency Response, Realization and Stability 5.1 Winding Numbers 5.2 Realization 5.3 Frequency Response 5.4 Nyquist's Locus 5.5 Gain and Phase 5.6 BIBO Stability 5.7 Undamped Harmonic Oscillator: Marginal Stability and Resonance 5.8 BIBO Stability in Terms of Eigenvalues of A 5.9 Maxwell's Stability Problem 5.10 Stable Rational Transfer Functions 5.11 Nyquist's Criterion for Stability of T 5.12 Nyquist's Criterion Proof 5.13 M and N Circles 5.14 Exercises 6 Algebraic Characterizations of Stability 6.1 Feedback Control 6.2 PID Controllers 6.3 Stable Cubics 6.4 Hurwitz's Stability Criterion 6.5 Units and Factors 6.6 Euclidean Algorithm and Principal Ideal Domains 6.7 Ideals in the Complex Polynomials 6.8 Highest Common Factor and Common Zeros 6.9 Rings of Fractions 6.10 Coprime Factorization in the Stable Rational Functions 6.11 Controlling Rational Systems 6.12 Invariant Factors 6.13 Matrix Factorizations to Stabilize MIMO 6.14 Inverse Laplace Transforms of Strictly Proper Rational Functions 6.15 Differential Rings 6.16 Bessel Functions of Integral Order 6.17 Exercises 7 Stability and Transfer Functions via Linear Algebra 7.1 Lyapunov's Criterion 7.2 Sylvester's Equation AY+YB+C=0 7.3 A Solution of Lyapunov's Equation AL+LA' +P=0 7.4 Stable and Dissipative Linear Systems 7.5 Almost Stable Linear Systems 7.6 Simultaneous Diagonalization 7.7 A Linear Matrix Inequality 7.8 Differential Equations Relating to Sylvester's Equation 7.9 Transfer Functions tf 7.10 Small Groups of Matrices 7.11 How to Convert Complex Matrices into Real Matrices 7.12 Periods 7.13 Discrete Fourier Transform 7.14 Exercises 8 Discrete Time Systems 8.1 Discrete-Time Linear Systems 8.2 Transfer Function for a Discrete Time Linear System 8.3 Correspondence Between Continuous- and Discrete-Time Systems 8.4 Chebyshev Polynomials and Filters 8.5 Hankel Matrices and Moments 8.6 Orthogonal Polynomials 8.7 Hankel Determinants 8.8 Laguerre Polynomials 8.9 Three-Term Recurrence Relation 8.10 Moments via Discrete Time Linear Systems 8.11 Floquet Multipliers 8.12 Exercises 9 Random Linear Systems and Green's Functions 9.1 ARMA Process 9.2 Distributions on a Bounded Interval 9.3 Cauchy Transforms 9.4 Herglotz Functions 9.5 Green's Functions 9.6 Random Diagonal Transformations 9.7 Wigner Matrices 9.8 Pastur's Theorem 9.9 May–Wigner Model 9.10 Semicircle Addition Law 9.11 Matrix Version of Pastur's Fixed Point Equation 9.12 Rank One Perturbations on Green's Functions 9.13 Exercises 10 Hilbert Spaces 10.1 Hilbert Sequence Space 10.2 Hardy Space on the Disc 10.3 Subspaces and Blocks 10.4 Shifts and Multiplication Operators 10.5 Canonical Model 10.6 Hardy Space on the Right Half-Plane 10.7 Paley–Wiener Theorem 10.8 Rational Filters 10.9 Shifts on L2 10.10 The Telegraph Equation as a Linear System 10.11 Exercises 11 Wireless Transmission and Wavelets 11.1 Frequency Band Limited Functions and Sampling 11.2 The Shannon Wavelet 11.3 Telatar's Model of Wireless Communication 11.4 Exercises 12 Solutions to Selected Exercises Glossary of Linear Systems Terminology A MATLAB Commands for Matrices B SciLab Matrix Operations References Index