时变周期系数Lyapunov微分方程的精细积分法

PRECISE INTEGRATION BASED ON ALGORITHMS FOR SOLVING TIME VARYING PERIODIC COEFFICIENT LYAPUNOV DIFFERENTIAL EQUATIONS

  • 摘要: 提出了基于Fourier级数展开与精细积分来求解线性时变周期系数Lyapunov微分方程的数值方法。并在线性时变周期系数Lyapunov微分方程的求解过程中给出增维方法与齐次Riccati方程方法的具体推导与实现。最后给出的数值算例表明该方法的可靠性,并且得出齐次Riccati方程方法在求解Lyapunov微分方程时精度与效率方面相对增维方法更胜一筹的结论,但增维方法也具有可求解前者无法处理问题的优势。

     

    Abstract: Two numerical methods for solving time varying periodic coefficient Lyapunov differential equations are proposed, both of which are based on Fourier series expanding and the precise integration method. The first algorithm is a dimension expanding method, and the second one solves the Lyapunov equations by using the solutions for homogeneous Riccati equations. The methods in this paper have been proved correct and reliable by numerical examples. Numerical results also show that the homogeneous Riccati equation method is better than the dimension expanding method on accuracy and efficiency, while dimension expanding method is more suitable for Lyapunov equations that cannot be solved by the homogeneous Riccati equation method.

     

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