DocumentCode :
825260
Title :
A new numerical solution of \\dot{X} = A_{1}X + XA_{2} + D, X(0) = C
Author :
Barraud, A.Y.
Author_Institution :
Institut National Polytechnique de Grenoble, Grenoble, France
Volume :
22
Issue :
6
fYear :
1977
fDate :
12/1/1977 12:00:00 AM
Firstpage :
976
Lastpage :
977
Abstract :
Another numerical solution of the general matrix differential equation \\circ{X}=A_{1}X+XA_{2}+D, X(0)=C for X is considered without any stability condition for A1and A2. Like Davison\´s method, the proposed algorithm requires only some n2words of memory and n_{3} multiplications where n=\\max (n_{1},n_{2}) and A \\in R^{n_{1} \\times n_{1}},A_{2} \\in R^{n_{2} \\times n_{2}} . This new approach is well suited to solve large and possibly unstable systems. We take the opportunity to run the differential equation for various D. A very efficient technique follows to design the so-called receding horizon control problem.
Keywords :
Differential equations; Matrix equations; Numerical integration; Control systems; Differential equations; Eigenvalues and eigenfunctions; Erbium; Matrices; Open loop systems; Stability;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1977.1101634
Filename :
1101634
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=825260
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