Why do we call the ODE \(\dot{x} = A x + B u\) linear?#
Take two solutions \(X_1\) and \(X_2\) with the following initial conditions and inputs, respectively:
\[
(X_{1,0}, u_1) \quad \text{for } X_1, \qquad (X_{2,0}, u_2) \quad \text{for } X_2.
\]
Then, $\( X(t) = \alpha X_1(t) + \beta X_2(t) \)$
is a solution with the initial condition $\( \alpha X_{1,0} + \beta X_{2,0} \)\( and input \)\( \alpha u_1 + \beta u_2, \)\( for any scalars \)\alpha\( and \)\beta.$
This property of linear systems helps construct the solution as an appropriate combination of simpler solutions.
What are some of the ways in which we will use this property?