# The State Transition Matrix to a Linear Homogeneous System of First Order ODEs

We have already defined what a fundamental matrix to a linear homogeneous system of first order ODEs $\mathbf{x}’ = A(t)\mathbf{x}$ is. We noted that these fundamental matrices are not unique. We can construct a fundamental matrix for this system from any fundamental set of solutions to this system.

We now single out a special fundamental matrix known as the state transition matrix.

Definition: The State Transition Matrix to the linear homogeneous system of first order ODEs $\mathbf{x}’ = A(t)\mathbf{x}$ on $J = (a, b)$ with $\tau \in J$ is the fundamental matrix $\Phi = \begin{bmatrix} \phi^{[1]} & \phi^{[2]} & \cdots & \phi^{[n]} \end{bmatrix}$ with $\phi^{[i]} (\tau) = e_i$ for each $i \in \{1, 2, …, n \}$. |

*Here, the notation $e_i$ denotes the standard $n \times 1$ basis vector in $\mathbb{R}^n$ whose components are $0$ everywhere except for the $i^{\mathrm{th}}$ component which has the value $1$.*

Proposition 1: If $\Phi (t)$ is the state transition matrix to the linear homogeneous system of first order ODEs $\mathbf{x}’ = A(t)\mathbf{x}$ on $J = (a, b)$ with $\tau \in J$, then $\Phi (\tau) = I$. |

**Proof:**Since $\phi^{[i]}(\tau) = e_i$ for each $i \in \{ 1, 2, …, n \}$ we have that:

(1)

Proposition 2: If $\Phi$ is the state transition matrix to the linear homogeneous system of first order ODEs $\mathbf{x}’ = A(t)\mathbf{x}$ on $J = (a, b)$ with $\tau \in J$, then for any fundamental matrix $\Psi$ to this system on $J$ we have that $\Phi(t) = \Phi (t, \tau) = \Psi (t) \Psi^{-1} (\tau)$. |

**Proof:**Let $\Psi$ be any fundamental matrix of $\mathbf{x}’ = A(t)\mathbf{x}$. Then for $\tau \in J$ we have that:

(2)

- So $\phi^{[i]}(\tau) = e_i$ for each $i \in \{ 1, 2, …, n \}$, and so indeed, this formula is valid for the state transition matrix of $\mathbf{x}’ = A(t)\mathbf{x}$ on $J$. $\blacksquare$

*In the above proposition we used the notation $\Phi (t, \tau)$ to emphasize the dependence on both $t$ and $\tau$. When unambiguous we will use the simpler notation $\Phi (t)$.*