DocumentCode :
819472
Title :
The numerical solution of 
Author :
Davison, E.J.
Author_Institution :
University of Toronto, Toronto, Ontario, Canada
Volume :
20
Issue :
4
fYear :
1975
fDate :
8/1/1975 12:00:00 AM
Firstpage :
566
Lastpage :
567
Abstract :
The numerical solution of the general matrix differential equation 
for 
is considered where A1 and A2 are stable matrices. The algorithm proposed requires only 
words of memory (for large 
) and converges in approximately 
s where μ is the multiplication time of the digital computer, and 
where 
. The algorithm is particularly suitable for systems where is large (e.g, 
).
for is considered where A words of memory (for large ) and converges in approximately s where μ is the multiplication time of the digital computer, and where . The algorithm is particularly suitable for systems where is large (e.g, ).Keywords :
Differential equations; Matrix equations; Numerical integration; Councils; Degradation; Differential equations; Drilling; Eigenvalues and eigenfunctions; Iterative algorithms; Matrices; Notice of Violation; Random variables; Upper bound;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1975.1101033
Filename :
1101033
Link To Document :
