DocumentCode
592447
Title
Chang transformation for decoupling of singularly perturbed linear slowly time-varying systems
Author
Xiaojing Yang ; Zhu, J.J.
Author_Institution
Sch. of Electr. Eng. & Comput. Sci., Ohio Univ., Athens, OH, USA
fYear
2012
fDate
10-13 Dec. 2012
Firstpage
5755
Lastpage
5760
Abstract
Chang transformation is a decoupling technique for singularly perturbed linear systems. However, for linear slowly time-varying systems, construction of the transformation requires solutions of Differential Riccati Equation (DRE) and Differential Sylvester Equations (DSE). In this paper, through the construction of a contraction mapping for the remainders RL and RH, Theorem 1 provides iterative solutions in an interval of the singular perturbation parameter ε for the DRE and DSE, which are key steps for Chang transformation construction. Based on the iterative solutions, the concepts of pth-order approximated Chang transformation, decoupled system, pth-order approximated slow and fast systems are established, thereby facilitating the analysis in subsequent investigation on estimate of the Singular Perturbation Margin (SPM) for Linear Slowly Time-Varying systems and Nonlinear Slowly Time-Varying systems.
Keywords
Riccati equations; differential equations; linear systems; singularly perturbed systems; time-varying systems; Chang transformation; decoupling technique; differential Riccati equation; differential Sylvester equations; nonlinear slowly time-varying systems; singular perturbation margin; singularly perturbed linear slowly time-varying systems; Approximation methods; Educational institutions; Integral equations; Mathematical model; Riccati equations; Time varying systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location
Maui, HI
ISSN
0743-1546
Print_ISBN
978-1-4673-2065-8
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2012.6426644
Filename
6426644
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