Explicit solution and stability of linear time-varying differential state space systems

Abstract

Linear time-varying (LTV) systems naturally arise when one linearizes nonlinear systems about a trajectory. In contrast the linear time-invariant (LTI) cases which have been thoroughly understood in the analysis and synthesis technologies, many features of the LTV systems are still limited and not clear. This paper addresses the problems of solution and stability of a general unforced LTV differential state space system. Unlike most of the work based on the Lyapunov theory, numerical simulations, or specific constraint systems, the paper proposes the spectral decompositions of the LTV systems by employing extended eigenpairs and with simple mathematical derivation. The spectral decompositions reveal the mechanisms of inherent characterization in general LTV systems, rather than a particular class. Moreover, a novel set of auxiliary equations is developed for guiding and obtaining the extended eigenpairs of its system matrix which completely characterize the LTV systems. The solutions to perform the commutative systems and the second-order systems with companion form are straightforward. The proposed innovative thinking provides a novel guided way to analyze the LTV systems. These findings are easily extended to LTI cases. Examples from the literature demonstrate the effectiveness and the superiority of the proposed approaches when compared with other methods. The proposed results may be of great interest in both for scientific research and application.