Definition (Transition matrix)
As shown in the proofs for Existence & Uniqueness we defined ΦA(t,t0) as the solution to an LTV system: {x˙(t)x(t0)=A(t)x(t)=x0
Proposition (Properties of transition matrix)
Given an LTV system and its associated transition matrix ΦA(t,t0) we have the following properties:
- ΦA(t,t0)=ΦA(t,t1)ΦA(t1,t0)∀t0,t1,t∈J where J is the interval of definition of A.
- ΦA(t,τ)=Φ−1(τ,t)