DocumentCode :
824853
Title :
The numerical solution of \\dot{X} = A_{1}X + XA_{2} + D, X(0) = C
Author :
Hoskins, William ; Walton, Dave
Author_Institution :
University of Manitoba, Winnipeg, Canada
Volume :
22
Issue :
5
fYear :
1977
fDate :
10/1/1977 12:00:00 AM
Firstpage :
881
Lastpage :
882
Abstract :
An improved method of solving the general matrix differential equation \\dot{X} = A_{1}X + XA_{2} + D, X(0) = C for X is considered where A1and A2are stable matrices. The algorithm proposed requires only 5n^{2} words of memory and converges in approximately 43n^{3} \\mu s where μ is the multiplication time of the digital computer and n = \\max (n_{1},n_{2}) where A_{1} \\in R^{n_{1} \\times n_{1}}, A_{2} \\in R^{n_{2} \\times n_{2}} . The algorithm is extremely simple to implement.
Keywords :
Differential equations; Matrix equations; Numerical integration; Artificial intelligence; Controllability; Differential equations; Lyapunov method; Nonlinear dynamical systems; Nonlinear equations; Poisson equations; Stochastic processes; Stochastic systems; Sufficient conditions;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1977.1101588
Filename :
1101588
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=824853
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