31.1: Linear Dynamical Systems
- Page ID
- 69510
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A linear dynamical system is a simple model of how a system changes with time. These systems can be represented by the following “dynamics” or “update equation”:
\[x_{(t+1)} = A_tx_t \nonumber \]
Where \(t\) is an integer representing th progress of time and \(A_t\) are an \(n \times n\) matrix called the dynamics matrices. Often the above matrix does not change with \(t\). In this case the system is called “time-invariant”.
We have seen a few “time-invarient” examples in class.
Review Chapter 9 in the Boyd and Vandenberghe text and become familiar with the contents and the basic terminology.