State equation of finite dimensional linear systems
𝐱(tk+1)=A(tk)𝐱(tk)+B(tk)𝐮(tk)𝐲(tk)=C(tk)𝐱(tk)+D(tk)𝐮(tk)\begin{eqnarray} \mathbf{x}(t_{k+1}) = A(t_k) \mathbf{x}(t_k) + B(t_k) \mathbf{u}(t_k) \\ \mathbf{y}(t_{k}) = C(t_k) \mathbf{x}(t_k) + D(t_k) \mathbf{u}(t_k) \end{eqnarray}