Module 7 : Discrete State Space Models

Lecture 1 : Characteristic Equation, eigenvalues and eigen vectors

Thus the discrete state matrix A is given as

$\displaystyle A = \Phi(T) = \begin{bmatrix}e^T & e^{2T} - e^T \\ 0& e^{2T} \end{bmatrix} $


The discrete input matrix B can be computed as

The discrete state equation is thus described by

 

When T = 1 , the state equations become