Weighting pattern

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Template:Short description Template:One source A weighting pattern for a linear dynamical system describes the relationship between an input u and output y. Given the time-variant system described by

x˙(t)=A(t)x(t)+B(t)u(t)
y(t)=C(t)x(t),

then the output can be written as

y(t)=y(t0)+∫t0tT(t,σ)u(σ)dσ,

where T(⋅,⋅) is the weighting pattern for the system. For such a system, the weighting pattern is T(t,σ)=C(t)ϕ(t,σ)B(σ) such that ϕ is the state transition matrix.

The weighting pattern will determine a system, but if there exists a realization for this weighting pattern then there exist many that do so.[1]

Linear time invariant system

In a LTI system then the weighting pattern is:

Continuous
T(t,σ)=CeA(t−σ)B

where eA(t−σ) is the matrix exponential.

Discrete
T(k,l)=CAk−l−1B.

See also

References

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