Unit content
State-transition matrices and the matrix exponential
For the homogeneous linear state equation
$$\dot x(t)=Ax(t),$$
the state evolves as
$$x(t)=e^{At}x(0),$$
where the matrix exponential is defined by the convergent series
$$e^{At}=I+At+\frac{A^2t^2}{2!}+\frac{A^3t^3}{3!}+\cdots.$$
The matrix
$$\Phi(t)=e^{At}$$
is the state-transition matrix: it maps an initial state to the state reached after time $t$ with zero input.
With an input,
$$\dot x=Ax+Bu,$$
the solution becomes
$$x(t)=e^{At}x(0)+\int_0^t e^{A(t-\tau)}Bu(\tau),d\tau.$$
The first term is the natural response and the integral is the forced response.
If $A$ is diagonalizable, its eigenvectors decouple the evolution into scalar exponential modes $e^{\lambda_i t}$. This connects state-space dynamics directly to the eigenstructure of $A$.