MATH319 Slides

93 Proof

As in frame 48, the solution is determined by

X(t)=∫0texp(((t-v)A)BU(v)dv

whcih a convolution type integral of functions in (E), since

∥exp⁡(t⁢A)∥≤M1⁢eβ1⁢t,∥U⁢(t)∥≤M2⁢eβ2⁢t

so with M=M1⁢M2⁢∥B∥ and β=max⁡{β1,β2}, we have

∥exp(((t-v)A)BU(v)∥≤Meβ⁢t

so

∥X⁢(t)∥≤t⁢M⁢eβ⁢t≤M⁢e(β+1)⁢t

and so X satisfies (E) and has a Laplace transform. From the differential equation, d⁢X/d⁢t also satisfies (E) and has a Laplace transform, and likewise Y satisfies (E).