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Model of time-varying linear systems and Kolmogorov equations

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In the paper an approximate model of time-varying linear systems using a sequence of timeinvariant systems is suggested. The conditions for validity of the approximation are proven with a theorem. Examples comparing the numerical solution of the original system and the analytical solution of the model are given. For the system under the consideration a new criterion giving sufficient conditions for robust Lagrange stability is suggested. The criterion is proven with a theorem. Examples are given showing stable and non stable solutions of a time-varying system and the results are compared with the numerical Runge-Kutta solution of the system. In the paper an important application of the described method of solution of linear systems with timevarying coefficients, namely analytical solution of the Kolmogorov equations is shown.
Słowa kluczowe
Rocznik
Strony
201--214
Opis fizyczny
Bibliogr. 18 poz., schem., tab., wzory
Twórcy
autor
  • Higher School of Transport, Sofia, Bulgaria
Bibliografia
  • [1] A. V. Solodov and F. S. Petrov: Linear Time-Varying Control Systems. Moscow, Nauka, 1971, (in Russian).
  • [2] A. V. Krumov: Model and stability of a class of time-varying linear systems. Proc. of the IEEE Conf. on Computer as a tool, Belgrade, Serbia & Montenegro, (2005), 1216-1219.
  • [3] M. Krasnoselskii: Approximate Solution of Operator Equations. Nauka, Moscow, 1969, (in Russian).
  • [4] S. G. Krein: Functional Analysis. Nauka, Moscow, 1972, (in Russian).
  • [5] G. Korn and T. Korn: Mathematical Handbook. Mc Grow-Hill Book Company, New York, 1968.
  • [6] V. Trenoguine: Analyse Fonctionelle. Edition Mir, Moscow, 1985, (in French).
  • [7] A.V. Balakriahnan: Applied Functional Analysis. New York, Heidelberg, Berlin, Springer-Verlag, 1976.
  • [8] J. Lasaal and S. Lefschetz: Stability by Liapunov’s Direct Method. Academic Press, London, New York, 1961.
  • [9] J. Roychowdhury: Reduced-order modelling of time-varying systems. IEEE Trans. on Circuits and Systems-II: Analog and Digital Signal processing, 46(10), (1999), 1273-1288.
  • [10] J. W. Helton, M. Stankus and J. J Wavrik: Computer simplification of formulas in linear systems theory. IEEE Trans. on Automatic Control, 4(3), (1998), 302-314.
  • [11] W. Joubert and G. F. Carey: PCG: a software package for the iterative solution of linear systems on scalar, vector and parallel computers. Proc. of the Scalable High-Performance Computing Conf., Knoxville, USA, (1994), 811-816.
  • [12] P.-Y. Chung and I. N. Hajj: Parallel solution of sparse linear systems on a vector multiprocessor computer. Proc. IEEE Int. Symp. on Circuits and Systems, New Orleans, LA, USA, 2 (1990), 1577-1580.
  • [13] W. Enright: On the efficient and reliable numerical solution of large linear systems of ODE’s. IEEE Trans. on Automatic Control, 24(6), (1979), 905-908.
  • [14] K. Karachalov and A. G. Pilutik: Introduction to the Technical Theory of the Stability of Movement. State Physical-Mathematical Edition, Moscow, 1962, (in Russian).
  • [15] A. Davari and R. K. Ramanathaiah: Short-time stability analysis of timevarying linear systems. Proc. of the 26th Southeastern Symp. on System Theory, (1994), 302-304.
  • [16] U. Ascher and L. R. Petzold: Projected implicit Runge-Kutta methods for differential-algebraic boundary value problems. Proc. of the 29th IEEE Conf. on Decision and Control, Honolulu, HI, USA, 2 (1990), 448-452.
  • [17] A. V. Krumov: Functional and Computer Modeling of Dynamical and Electrical Systems, AMAZON, 2015.
  • [18] H. Hristov: The Basic of Safety Systems. Technika Press, Sofia, 1990, (in Bulgarian).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-fed26ca0-5211-4086-9684-00019327a958
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