[Math] Transpose and state transition matrix

linear algebraordinary differential equations

Let the systems
$$\dot{x}(t)=A(t)x(t)\quad (1)$$
$$\dot{y}(t)=A'(t)y(t)\quad (2)$$
where $A'$ is the transpose matrix. If $A$ is constant, then $\Phi(t)=e^{tA}$ is a fundamental solution for (1) (i.e. $\dot{\Phi}=A\Phi$) and $\Phi'$ is a fundamental solution for (2). If $A$ is not constant, is there a simple connection between the fundamental solutions of (1) and (2)?

Best Answer

There is definitely a connection between something that is close to (2): the adjoint system:

For a system \begin{equation} \dot{x}(t) = A(t) x(t) \end{equation}

The adjoint system is given by $$ \dot{y}(t) = -A(t)^T y(t) $$

And if $\Phi_A(t, t_0)$ is the fundamental solution/ state transition matrix for (1), the adjoint has solution $$ \Phi_{-A^T}(t_0, t)^T $$

That is, the transpose of the original, with the time arguments reversed.

This matches up with your LTI case of a constant $A$: The $\Phi_A(t, 0) = e^{A(t-0)} = e^{At}$. Taking the negative transpose, we get $\Phi_{-A^T}(0, t) = e^{-A^T(0-t)} = e^{tA^T} = \Phi_A ^T(t, 0)$

For more, see definition 2.2 https://www.ece.umd.edu/class/enee664.S2012/andre_tits_enee664_2011_version.pdf

As for your system (2), I'm not sure if you'll get as clean a connection between just the transpose and the original system without the negative.

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