The state transition matrix has the following properties: 1) For every to stist₂ER, $(testo)=$(testi) 0 (tisto) eq(i) 2) For every to tER, § (t,to) $(tot)=I eg (2) 3 For every to, ter, d§ (t, td=-$(t,to) A (to) Jto Qu: Prove Eq (2) in above. (Using eq:3) eq(3)

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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The state transition matrix has the following
properties:
1) For every to stist₂ER, $(testo)-0(testi) (tisto) eq(1)
&
2) For every to tER, § (t, to) $(tg))=I
eg(2)
3) For every to, tER, J (t₁t)- - § (t,t√) A (to)
Jto
Qu: Prove Eq (2) in above. (Using eq. 3)
eq(3)
Transcribed Image Text:The state transition matrix has the following properties: 1) For every to stist₂ER, $(testo)-0(testi) (tisto) eq(1) & 2) For every to tER, § (t, to) $(tg))=I eg(2) 3) For every to, tER, J (t₁t)- - § (t,t√) A (to) Jto Qu: Prove Eq (2) in above. (Using eq. 3) eq(3)
Expert Solution
Step 1

Given:

A state transition matrix, Φ.

For every t0,tΦt0t,t0=-Φt,t0At0.

 

To prove:

For every t0,t, Φt,t0Φt0,t=I.

 

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