Discretization of continuous-time state-space system.

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This question is from a Systems Theory test without answers or solutions.



Consider the folowing continuous-time state-space system
$dotx=Ax+Bu, quad y=Cx.$



The continuous-time system given above is sampled at times $kh, kin N$, with sampling time $h = 3$. We assume that the input function $u(t)$ is constant between two subsequent sampling times. To be more precise, $u(t)=u_k$, when $t in [kh, (k+1)h]$. The result of this exact discretization is given by:
$x_k+1=A_dx_k+B_dx_k$



$y_k=C_dx_k$



with matrices



$A_d = beginbmatrix e^3 & 3e^3 \ 0 & e^3 endbmatrix, quad B_d = beginbmatrix e^3-1 \ 0 endbmatrix, quad C_d = beginbmatrix e^3 & e^3 endbmatrix$



Which of the following continuous-time state-space systems yields the discrete time state space system after exact discretization is applied?



A) $ left[ beginarrayc
A & B \
hline
C & \ endarray right]
=left[ beginarrayc
1 & 1 & 0 \
0 & 1 & 1 \
hline
1 & 1 \ endarray right]$



B) $ left[ beginarrayc
A & B \
hline
C & \ endarray right]
=left[ beginarrayc
1 & 1 & 1 \
0 & 1 & 0 \
hline
1 & 1 \ endarray right]$



C) $ left[ beginarrayc
A & B \
hline
C & \ endarray right]
=left[ beginarrayc
1 & 1 & 1 \
0 & 1 & 0 \
hline
e^3 & e^3 \ endarray right]$



D) $ left[ beginarrayc
A & B \
hline
C & \ endarray right]
=left[ beginarrayc
1 & 3 & 1 \
0 & 1 & 0 \
hline
1 & 1 \ endarray right]$



E) $ left[ beginarrayc
A & B \
hline
C & \ endarray right]
=left[ beginarrayc
1 & 1 & e^3-1 \
0 & 1 & 0 \
hline
e^3 & e^3 \ endarray right]$







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    This question is from a Systems Theory test without answers or solutions.



    Consider the folowing continuous-time state-space system
    $dotx=Ax+Bu, quad y=Cx.$



    The continuous-time system given above is sampled at times $kh, kin N$, with sampling time $h = 3$. We assume that the input function $u(t)$ is constant between two subsequent sampling times. To be more precise, $u(t)=u_k$, when $t in [kh, (k+1)h]$. The result of this exact discretization is given by:
    $x_k+1=A_dx_k+B_dx_k$



    $y_k=C_dx_k$



    with matrices



    $A_d = beginbmatrix e^3 & 3e^3 \ 0 & e^3 endbmatrix, quad B_d = beginbmatrix e^3-1 \ 0 endbmatrix, quad C_d = beginbmatrix e^3 & e^3 endbmatrix$



    Which of the following continuous-time state-space systems yields the discrete time state space system after exact discretization is applied?



    A) $ left[ beginarrayc
    A & B \
    hline
    C & \ endarray right]
    =left[ beginarrayc
    1 & 1 & 0 \
    0 & 1 & 1 \
    hline
    1 & 1 \ endarray right]$



    B) $ left[ beginarrayc
    A & B \
    hline
    C & \ endarray right]
    =left[ beginarrayc
    1 & 1 & 1 \
    0 & 1 & 0 \
    hline
    1 & 1 \ endarray right]$



    C) $ left[ beginarrayc
    A & B \
    hline
    C & \ endarray right]
    =left[ beginarrayc
    1 & 1 & 1 \
    0 & 1 & 0 \
    hline
    e^3 & e^3 \ endarray right]$



    D) $ left[ beginarrayc
    A & B \
    hline
    C & \ endarray right]
    =left[ beginarrayc
    1 & 3 & 1 \
    0 & 1 & 0 \
    hline
    1 & 1 \ endarray right]$



    E) $ left[ beginarrayc
    A & B \
    hline
    C & \ endarray right]
    =left[ beginarrayc
    1 & 1 & e^3-1 \
    0 & 1 & 0 \
    hline
    e^3 & e^3 \ endarray right]$







    share|cite|improve this question





















      up vote
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      This question is from a Systems Theory test without answers or solutions.



      Consider the folowing continuous-time state-space system
      $dotx=Ax+Bu, quad y=Cx.$



      The continuous-time system given above is sampled at times $kh, kin N$, with sampling time $h = 3$. We assume that the input function $u(t)$ is constant between two subsequent sampling times. To be more precise, $u(t)=u_k$, when $t in [kh, (k+1)h]$. The result of this exact discretization is given by:
      $x_k+1=A_dx_k+B_dx_k$



      $y_k=C_dx_k$



      with matrices



      $A_d = beginbmatrix e^3 & 3e^3 \ 0 & e^3 endbmatrix, quad B_d = beginbmatrix e^3-1 \ 0 endbmatrix, quad C_d = beginbmatrix e^3 & e^3 endbmatrix$



      Which of the following continuous-time state-space systems yields the discrete time state space system after exact discretization is applied?



      A) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & 0 \
      0 & 1 & 1 \
      hline
      1 & 1 \ endarray right]$



      B) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & 1 \
      0 & 1 & 0 \
      hline
      1 & 1 \ endarray right]$



      C) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & 1 \
      0 & 1 & 0 \
      hline
      e^3 & e^3 \ endarray right]$



      D) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 3 & 1 \
      0 & 1 & 0 \
      hline
      1 & 1 \ endarray right]$



      E) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & e^3-1 \
      0 & 1 & 0 \
      hline
      e^3 & e^3 \ endarray right]$







      share|cite|improve this question











      This question is from a Systems Theory test without answers or solutions.



      Consider the folowing continuous-time state-space system
      $dotx=Ax+Bu, quad y=Cx.$



      The continuous-time system given above is sampled at times $kh, kin N$, with sampling time $h = 3$. We assume that the input function $u(t)$ is constant between two subsequent sampling times. To be more precise, $u(t)=u_k$, when $t in [kh, (k+1)h]$. The result of this exact discretization is given by:
      $x_k+1=A_dx_k+B_dx_k$



      $y_k=C_dx_k$



      with matrices



      $A_d = beginbmatrix e^3 & 3e^3 \ 0 & e^3 endbmatrix, quad B_d = beginbmatrix e^3-1 \ 0 endbmatrix, quad C_d = beginbmatrix e^3 & e^3 endbmatrix$



      Which of the following continuous-time state-space systems yields the discrete time state space system after exact discretization is applied?



      A) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & 0 \
      0 & 1 & 1 \
      hline
      1 & 1 \ endarray right]$



      B) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & 1 \
      0 & 1 & 0 \
      hline
      1 & 1 \ endarray right]$



      C) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & 1 \
      0 & 1 & 0 \
      hline
      e^3 & e^3 \ endarray right]$



      D) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 3 & 1 \
      0 & 1 & 0 \
      hline
      1 & 1 \ endarray right]$



      E) $ left[ beginarrayc
      A & B \
      hline
      C & \ endarray right]
      =left[ beginarrayc
      1 & 1 & e^3-1 \
      0 & 1 & 0 \
      hline
      e^3 & e^3 \ endarray right]$









      share|cite|improve this question










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      asked Aug 6 at 6:59









      user463102

      1288




      1288




















          2 Answers
          2






          active

          oldest

          votes

















          up vote
          0
          down vote



          accepted










          Considering the architecture



          $$
          left[
          beginarrayccc
          A_d & vdots &B_d\
          cdots & cdot& cdots\
          C_d & vdots &
          endarray
          right] =
          left[
          beginarraycccc
          e^3 & 3 e^3 & vdots & e^3 - 1\
          0 & e^3 & vdots & 0\
          cdots & cdots & cdot& cdots\
          e^3 & e^3 & vdots &
          endarray
          right] =
          e^3left[
          beginarraycccc
          1 & 3 & vdots & 1 - e^-3\
          0 & 1 & vdots & 0\
          cdots & cdots & cdot& cdots\
          1 & 1 & vdots &
          endarray
          right]
          $$



          but $e^-3approx 0.05$ hence



          $$
          left[
          beginarraycccc
          e^3 & 3 e^3 & vdots & e^3 - 1\
          0 & e^3 & vdots & 0\
          cdots & cdots & cdot& cdots\
          e^3 & e^3 & vdots &
          endarray
          right] equiv
          e^3left[
          beginarraycccc
          1 & 3 & vdots & 1\
          0 & 1 & vdots & 0\
          cdots & cdots & cdot& cdots\
          1 & 1 & vdots &
          endarray
          right]
          $$



          NOTE



          If we have



          $$
          A_d = lambda A_d'\
          B_d = lambda B_d'\
          C_d = lambda C_d'
          $$



          we have



          $$
          x_k+1 = A_d x_k + B_d u_k\
          y_k = C_d x_k
          $$



          or assuming null initial conditions



          $$
          Y(z) = C_dleft(I z - A_d right)^-1B_d U(z)
          $$



          or



          $$
          Y(z) =lambda C_d'left( I z - lambda A_d'right)^-1lambda B_d' U(z) = lambda C_d'left( I fraczlambda - A_d'right)^-1B_d' U(z)
          $$



          Resuming



          $$
          Y(lambdaxi) = lambda C_d'left( I xi - A_d'right)^-1B_d' U(lambdaxi)
          $$



          due to the variable change $xi = fraczlambda$. Now the $xi$-transform



          $$
          Y(lambdaxi) = sum_ky_k (lambdaxi)^k = sum_ky_k lambda^kxi^k = sum_ky'_k xi^k
          $$



          with $y'_k = lambda^k y_k, u'_k = lambda^k u_k$ so the answer is the transference matrix



          $$
          left[
          beginarrayccc
          A'_d & vdots &B'_d\
          cdots & cdot& cdots\
          lambda C'_d & vdots &
          endarray
          right];;;mboxor;;; left[
          beginarrayccc
          A'_d & vdots &lambda B'_d\
          cdots & cdot& cdots\
          C'_d & vdots &
          endarray
          right]
          $$






          share|cite|improve this answer























          • That's a lot easier than I expected. Thanks a lot Cesareo.
            – user463102
            Aug 6 at 8:44










          • You seem to imply that D) is the answer, which is incorrect.
            – Kwin van der Veen
            Aug 6 at 19:58










          • @KwinvanderVeen Note that $A_d,B_d,C_d$ are given.
            – Cesareo
            Aug 6 at 20:04


















          up vote
          0
          down vote













          When the input is constant during one time period is also known as zero-order hold discretization and can be calculated with



          $$
          beginbmatrix
          A_d & B_d \ 0 & 1
          endbmatrix =
          expleft(
          beginbmatrix
          A & B \ 0 & 0
          endbmatrix h
          right),
          $$



          and $C_d = C$. The matrix exponential can be calculated with



          $$
          exp M = sum_n=0^infty frac1n! M^n.
          $$



          In am not sure if the question is also considering similarity transformations, otherwise every option where $C neq C_d$ can already be omitted. When assuming that similarity transformations are not used then one only has to check two options, namely C) and E).



          Calculating the discretization for C) gives



          $$
          beginbmatrix
          e^3 & 3,e^3 & e^3 - 1 \
          0 & e^3 & 0 \
          0 & 0 & 1
          endbmatrix =
          expleft(
          beginbmatrix
          1 & 1 & 1 \
          0 & 1 & 0 \
          0 & 0 & 0
          endbmatrix 3
          right),
          $$



          and calculating the discretization for E) gives



          $$
          beginbmatrix
          e^3 & 3,e^3 & e^6 - 2,e^3 + 1 \
          0 & e^3 & 0 \
          0 & 0 & 1
          endbmatrix =
          expleft(
          beginbmatrix
          1 & 1 & e^3 - 1 \
          0 & 1 & 0 \
          0 & 0 & 0
          endbmatrix 3
          right),
          $$



          from this it can be concluded that C) is the answer.






          share|cite|improve this answer





















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            2 Answers
            2






            active

            oldest

            votes








            2 Answers
            2






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

            votes








            up vote
            0
            down vote



            accepted










            Considering the architecture



            $$
            left[
            beginarrayccc
            A_d & vdots &B_d\
            cdots & cdot& cdots\
            C_d & vdots &
            endarray
            right] =
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] =
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1 - e^-3\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            but $e^-3approx 0.05$ hence



            $$
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] equiv
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            NOTE



            If we have



            $$
            A_d = lambda A_d'\
            B_d = lambda B_d'\
            C_d = lambda C_d'
            $$



            we have



            $$
            x_k+1 = A_d x_k + B_d u_k\
            y_k = C_d x_k
            $$



            or assuming null initial conditions



            $$
            Y(z) = C_dleft(I z - A_d right)^-1B_d U(z)
            $$



            or



            $$
            Y(z) =lambda C_d'left( I z - lambda A_d'right)^-1lambda B_d' U(z) = lambda C_d'left( I fraczlambda - A_d'right)^-1B_d' U(z)
            $$



            Resuming



            $$
            Y(lambdaxi) = lambda C_d'left( I xi - A_d'right)^-1B_d' U(lambdaxi)
            $$



            due to the variable change $xi = fraczlambda$. Now the $xi$-transform



            $$
            Y(lambdaxi) = sum_ky_k (lambdaxi)^k = sum_ky_k lambda^kxi^k = sum_ky'_k xi^k
            $$



            with $y'_k = lambda^k y_k, u'_k = lambda^k u_k$ so the answer is the transference matrix



            $$
            left[
            beginarrayccc
            A'_d & vdots &B'_d\
            cdots & cdot& cdots\
            lambda C'_d & vdots &
            endarray
            right];;;mboxor;;; left[
            beginarrayccc
            A'_d & vdots &lambda B'_d\
            cdots & cdot& cdots\
            C'_d & vdots &
            endarray
            right]
            $$






            share|cite|improve this answer























            • That's a lot easier than I expected. Thanks a lot Cesareo.
              – user463102
              Aug 6 at 8:44










            • You seem to imply that D) is the answer, which is incorrect.
              – Kwin van der Veen
              Aug 6 at 19:58










            • @KwinvanderVeen Note that $A_d,B_d,C_d$ are given.
              – Cesareo
              Aug 6 at 20:04















            up vote
            0
            down vote



            accepted










            Considering the architecture



            $$
            left[
            beginarrayccc
            A_d & vdots &B_d\
            cdots & cdot& cdots\
            C_d & vdots &
            endarray
            right] =
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] =
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1 - e^-3\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            but $e^-3approx 0.05$ hence



            $$
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] equiv
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            NOTE



            If we have



            $$
            A_d = lambda A_d'\
            B_d = lambda B_d'\
            C_d = lambda C_d'
            $$



            we have



            $$
            x_k+1 = A_d x_k + B_d u_k\
            y_k = C_d x_k
            $$



            or assuming null initial conditions



            $$
            Y(z) = C_dleft(I z - A_d right)^-1B_d U(z)
            $$



            or



            $$
            Y(z) =lambda C_d'left( I z - lambda A_d'right)^-1lambda B_d' U(z) = lambda C_d'left( I fraczlambda - A_d'right)^-1B_d' U(z)
            $$



            Resuming



            $$
            Y(lambdaxi) = lambda C_d'left( I xi - A_d'right)^-1B_d' U(lambdaxi)
            $$



            due to the variable change $xi = fraczlambda$. Now the $xi$-transform



            $$
            Y(lambdaxi) = sum_ky_k (lambdaxi)^k = sum_ky_k lambda^kxi^k = sum_ky'_k xi^k
            $$



            with $y'_k = lambda^k y_k, u'_k = lambda^k u_k$ so the answer is the transference matrix



            $$
            left[
            beginarrayccc
            A'_d & vdots &B'_d\
            cdots & cdot& cdots\
            lambda C'_d & vdots &
            endarray
            right];;;mboxor;;; left[
            beginarrayccc
            A'_d & vdots &lambda B'_d\
            cdots & cdot& cdots\
            C'_d & vdots &
            endarray
            right]
            $$






            share|cite|improve this answer























            • That's a lot easier than I expected. Thanks a lot Cesareo.
              – user463102
              Aug 6 at 8:44










            • You seem to imply that D) is the answer, which is incorrect.
              – Kwin van der Veen
              Aug 6 at 19:58










            • @KwinvanderVeen Note that $A_d,B_d,C_d$ are given.
              – Cesareo
              Aug 6 at 20:04













            up vote
            0
            down vote



            accepted







            up vote
            0
            down vote



            accepted






            Considering the architecture



            $$
            left[
            beginarrayccc
            A_d & vdots &B_d\
            cdots & cdot& cdots\
            C_d & vdots &
            endarray
            right] =
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] =
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1 - e^-3\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            but $e^-3approx 0.05$ hence



            $$
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] equiv
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            NOTE



            If we have



            $$
            A_d = lambda A_d'\
            B_d = lambda B_d'\
            C_d = lambda C_d'
            $$



            we have



            $$
            x_k+1 = A_d x_k + B_d u_k\
            y_k = C_d x_k
            $$



            or assuming null initial conditions



            $$
            Y(z) = C_dleft(I z - A_d right)^-1B_d U(z)
            $$



            or



            $$
            Y(z) =lambda C_d'left( I z - lambda A_d'right)^-1lambda B_d' U(z) = lambda C_d'left( I fraczlambda - A_d'right)^-1B_d' U(z)
            $$



            Resuming



            $$
            Y(lambdaxi) = lambda C_d'left( I xi - A_d'right)^-1B_d' U(lambdaxi)
            $$



            due to the variable change $xi = fraczlambda$. Now the $xi$-transform



            $$
            Y(lambdaxi) = sum_ky_k (lambdaxi)^k = sum_ky_k lambda^kxi^k = sum_ky'_k xi^k
            $$



            with $y'_k = lambda^k y_k, u'_k = lambda^k u_k$ so the answer is the transference matrix



            $$
            left[
            beginarrayccc
            A'_d & vdots &B'_d\
            cdots & cdot& cdots\
            lambda C'_d & vdots &
            endarray
            right];;;mboxor;;; left[
            beginarrayccc
            A'_d & vdots &lambda B'_d\
            cdots & cdot& cdots\
            C'_d & vdots &
            endarray
            right]
            $$






            share|cite|improve this answer















            Considering the architecture



            $$
            left[
            beginarrayccc
            A_d & vdots &B_d\
            cdots & cdot& cdots\
            C_d & vdots &
            endarray
            right] =
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] =
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1 - e^-3\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            but $e^-3approx 0.05$ hence



            $$
            left[
            beginarraycccc
            e^3 & 3 e^3 & vdots & e^3 - 1\
            0 & e^3 & vdots & 0\
            cdots & cdots & cdot& cdots\
            e^3 & e^3 & vdots &
            endarray
            right] equiv
            e^3left[
            beginarraycccc
            1 & 3 & vdots & 1\
            0 & 1 & vdots & 0\
            cdots & cdots & cdot& cdots\
            1 & 1 & vdots &
            endarray
            right]
            $$



            NOTE



            If we have



            $$
            A_d = lambda A_d'\
            B_d = lambda B_d'\
            C_d = lambda C_d'
            $$



            we have



            $$
            x_k+1 = A_d x_k + B_d u_k\
            y_k = C_d x_k
            $$



            or assuming null initial conditions



            $$
            Y(z) = C_dleft(I z - A_d right)^-1B_d U(z)
            $$



            or



            $$
            Y(z) =lambda C_d'left( I z - lambda A_d'right)^-1lambda B_d' U(z) = lambda C_d'left( I fraczlambda - A_d'right)^-1B_d' U(z)
            $$



            Resuming



            $$
            Y(lambdaxi) = lambda C_d'left( I xi - A_d'right)^-1B_d' U(lambdaxi)
            $$



            due to the variable change $xi = fraczlambda$. Now the $xi$-transform



            $$
            Y(lambdaxi) = sum_ky_k (lambdaxi)^k = sum_ky_k lambda^kxi^k = sum_ky'_k xi^k
            $$



            with $y'_k = lambda^k y_k, u'_k = lambda^k u_k$ so the answer is the transference matrix



            $$
            left[
            beginarrayccc
            A'_d & vdots &B'_d\
            cdots & cdot& cdots\
            lambda C'_d & vdots &
            endarray
            right];;;mboxor;;; left[
            beginarrayccc
            A'_d & vdots &lambda B'_d\
            cdots & cdot& cdots\
            C'_d & vdots &
            endarray
            right]
            $$







            share|cite|improve this answer















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            edited Aug 7 at 6:50


























            answered Aug 6 at 8:21









            Cesareo

            5,8372412




            5,8372412











            • That's a lot easier than I expected. Thanks a lot Cesareo.
              – user463102
              Aug 6 at 8:44










            • You seem to imply that D) is the answer, which is incorrect.
              – Kwin van der Veen
              Aug 6 at 19:58










            • @KwinvanderVeen Note that $A_d,B_d,C_d$ are given.
              – Cesareo
              Aug 6 at 20:04

















            • That's a lot easier than I expected. Thanks a lot Cesareo.
              – user463102
              Aug 6 at 8:44










            • You seem to imply that D) is the answer, which is incorrect.
              – Kwin van der Veen
              Aug 6 at 19:58










            • @KwinvanderVeen Note that $A_d,B_d,C_d$ are given.
              – Cesareo
              Aug 6 at 20:04
















            That's a lot easier than I expected. Thanks a lot Cesareo.
            – user463102
            Aug 6 at 8:44




            That's a lot easier than I expected. Thanks a lot Cesareo.
            – user463102
            Aug 6 at 8:44












            You seem to imply that D) is the answer, which is incorrect.
            – Kwin van der Veen
            Aug 6 at 19:58




            You seem to imply that D) is the answer, which is incorrect.
            – Kwin van der Veen
            Aug 6 at 19:58












            @KwinvanderVeen Note that $A_d,B_d,C_d$ are given.
            – Cesareo
            Aug 6 at 20:04





            @KwinvanderVeen Note that $A_d,B_d,C_d$ are given.
            – Cesareo
            Aug 6 at 20:04











            up vote
            0
            down vote













            When the input is constant during one time period is also known as zero-order hold discretization and can be calculated with



            $$
            beginbmatrix
            A_d & B_d \ 0 & 1
            endbmatrix =
            expleft(
            beginbmatrix
            A & B \ 0 & 0
            endbmatrix h
            right),
            $$



            and $C_d = C$. The matrix exponential can be calculated with



            $$
            exp M = sum_n=0^infty frac1n! M^n.
            $$



            In am not sure if the question is also considering similarity transformations, otherwise every option where $C neq C_d$ can already be omitted. When assuming that similarity transformations are not used then one only has to check two options, namely C) and E).



            Calculating the discretization for C) gives



            $$
            beginbmatrix
            e^3 & 3,e^3 & e^3 - 1 \
            0 & e^3 & 0 \
            0 & 0 & 1
            endbmatrix =
            expleft(
            beginbmatrix
            1 & 1 & 1 \
            0 & 1 & 0 \
            0 & 0 & 0
            endbmatrix 3
            right),
            $$



            and calculating the discretization for E) gives



            $$
            beginbmatrix
            e^3 & 3,e^3 & e^6 - 2,e^3 + 1 \
            0 & e^3 & 0 \
            0 & 0 & 1
            endbmatrix =
            expleft(
            beginbmatrix
            1 & 1 & e^3 - 1 \
            0 & 1 & 0 \
            0 & 0 & 0
            endbmatrix 3
            right),
            $$



            from this it can be concluded that C) is the answer.






            share|cite|improve this answer

























              up vote
              0
              down vote













              When the input is constant during one time period is also known as zero-order hold discretization and can be calculated with



              $$
              beginbmatrix
              A_d & B_d \ 0 & 1
              endbmatrix =
              expleft(
              beginbmatrix
              A & B \ 0 & 0
              endbmatrix h
              right),
              $$



              and $C_d = C$. The matrix exponential can be calculated with



              $$
              exp M = sum_n=0^infty frac1n! M^n.
              $$



              In am not sure if the question is also considering similarity transformations, otherwise every option where $C neq C_d$ can already be omitted. When assuming that similarity transformations are not used then one only has to check two options, namely C) and E).



              Calculating the discretization for C) gives



              $$
              beginbmatrix
              e^3 & 3,e^3 & e^3 - 1 \
              0 & e^3 & 0 \
              0 & 0 & 1
              endbmatrix =
              expleft(
              beginbmatrix
              1 & 1 & 1 \
              0 & 1 & 0 \
              0 & 0 & 0
              endbmatrix 3
              right),
              $$



              and calculating the discretization for E) gives



              $$
              beginbmatrix
              e^3 & 3,e^3 & e^6 - 2,e^3 + 1 \
              0 & e^3 & 0 \
              0 & 0 & 1
              endbmatrix =
              expleft(
              beginbmatrix
              1 & 1 & e^3 - 1 \
              0 & 1 & 0 \
              0 & 0 & 0
              endbmatrix 3
              right),
              $$



              from this it can be concluded that C) is the answer.






              share|cite|improve this answer























                up vote
                0
                down vote










                up vote
                0
                down vote









                When the input is constant during one time period is also known as zero-order hold discretization and can be calculated with



                $$
                beginbmatrix
                A_d & B_d \ 0 & 1
                endbmatrix =
                expleft(
                beginbmatrix
                A & B \ 0 & 0
                endbmatrix h
                right),
                $$



                and $C_d = C$. The matrix exponential can be calculated with



                $$
                exp M = sum_n=0^infty frac1n! M^n.
                $$



                In am not sure if the question is also considering similarity transformations, otherwise every option where $C neq C_d$ can already be omitted. When assuming that similarity transformations are not used then one only has to check two options, namely C) and E).



                Calculating the discretization for C) gives



                $$
                beginbmatrix
                e^3 & 3,e^3 & e^3 - 1 \
                0 & e^3 & 0 \
                0 & 0 & 1
                endbmatrix =
                expleft(
                beginbmatrix
                1 & 1 & 1 \
                0 & 1 & 0 \
                0 & 0 & 0
                endbmatrix 3
                right),
                $$



                and calculating the discretization for E) gives



                $$
                beginbmatrix
                e^3 & 3,e^3 & e^6 - 2,e^3 + 1 \
                0 & e^3 & 0 \
                0 & 0 & 1
                endbmatrix =
                expleft(
                beginbmatrix
                1 & 1 & e^3 - 1 \
                0 & 1 & 0 \
                0 & 0 & 0
                endbmatrix 3
                right),
                $$



                from this it can be concluded that C) is the answer.






                share|cite|improve this answer













                When the input is constant during one time period is also known as zero-order hold discretization and can be calculated with



                $$
                beginbmatrix
                A_d & B_d \ 0 & 1
                endbmatrix =
                expleft(
                beginbmatrix
                A & B \ 0 & 0
                endbmatrix h
                right),
                $$



                and $C_d = C$. The matrix exponential can be calculated with



                $$
                exp M = sum_n=0^infty frac1n! M^n.
                $$



                In am not sure if the question is also considering similarity transformations, otherwise every option where $C neq C_d$ can already be omitted. When assuming that similarity transformations are not used then one only has to check two options, namely C) and E).



                Calculating the discretization for C) gives



                $$
                beginbmatrix
                e^3 & 3,e^3 & e^3 - 1 \
                0 & e^3 & 0 \
                0 & 0 & 1
                endbmatrix =
                expleft(
                beginbmatrix
                1 & 1 & 1 \
                0 & 1 & 0 \
                0 & 0 & 0
                endbmatrix 3
                right),
                $$



                and calculating the discretization for E) gives



                $$
                beginbmatrix
                e^3 & 3,e^3 & e^6 - 2,e^3 + 1 \
                0 & e^3 & 0 \
                0 & 0 & 1
                endbmatrix =
                expleft(
                beginbmatrix
                1 & 1 & e^3 - 1 \
                0 & 1 & 0 \
                0 & 0 & 0
                endbmatrix 3
                right),
                $$



                from this it can be concluded that C) is the answer.







                share|cite|improve this answer













                share|cite|improve this answer



                share|cite|improve this answer











                answered Aug 6 at 19:57









                Kwin van der Veen

                4,3792826




                4,3792826






















                     

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