Lecture 12: Time Transfer Property

author: Stephen P. Boyd, Department of Electrical Engineering, Stanford University
published: May 31, 2010,   recorded: September 2007,   views: 2788
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)

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So here's what it tells you. It says that to get this state at time Tau plus T from the state at time Tau – first of all they're linearly related. That alone is – well, it's not unexpected, but they're linearly related. They're related by an end-by-end matrix that maps one to the other. And that matrix is simply E to the TA. So E to the TA is a time propagator. It propagates X dot equals AX forward T seconds in time. If T is negative it actually runs time backwards, and reconstructs what the state was some seconds ago. ...

See the whole transcript at Introduction to Linear Dynamical Systems - Lecture 12

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