MATH319 Slides
120 Proof
122 Positive definite matrices
121 Conclusion of proof
∥
X
(
t
)
∥
≤
M
∥
X
0
∥
+
K
M
∫
0
t
e
-
δ
(
t
-
s
)
𝑑
s
=
M
∥
X
0
∥
+
K
M
δ
[
-
e
-
δ
(
t
-
s
)
]
0
t
=
M
∥
X
0
∥
+
K
M
δ
(
1
-
e
-
δ
t
)
≤
M
∥
X
0
∥
+
K
M
δ
(
t
>
0
)
.
Hence
X
(
t
)
is bounded, so the output is also bounded, since
Y
(
t
)
=
C
X
(
t
)
+
D
u
(
t
)
is the sum of two bounded functions.