scholarly journals Model of time-varying linear systems and Kolmogorov equations

2015 ◽  
Vol 25 (2) ◽  
pp. 201-214
Author(s):  
Assen V. Krumov
Keyword(s):  
Analytical Solution ◽  
Linear Systems ◽  
Sufficient Conditions ◽  
Original System ◽  
Approximate Model ◽  
Time Varying ◽  
Kolmogorov Equations ◽  
Varying Coefficients ◽  
Method Of Solution ◽  
Time Varying Coefficients

Abstract In the paper an approximate model of time-varying linear systems using a sequence of time-invariant systems is suggested. The conditions for validity of the approximation are proven with a theorem. Examples comparing the numerical solution of the original system and the analytical solution of the model are given. For the system under the consideration a new criterion giving sufficient conditions for robust Lagrange stability is suggested. The criterion is proven with a theorem. Examples are given showing stable and non stable solutions of a time-varying system and the results are compared with the numerical Runge-Kutta solution of the system. In the paper an important application of the described method of solution of linear systems with time-varying coefficients, namely analytical solution of the Kolmogorov equations is shown.

scholarly journals Asymptotic Stabilization by State Feedback for a Class of Stochastic Nonlinear Systems with Time-Varying Coefficients

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Hui Wang ◽  
Wuquan Li ◽  
Xiuhong Wang
Keyword(s):  
Nonlinear Systems ◽  
State Feedback ◽  
Original System ◽  
Feedback Stabilization ◽  
Stochastic Nonlinear Systems ◽  
Time Varying ◽  
Globally Asymptotically Stable ◽  
Varying Coefficients ◽  
Time Varying Coefficients ◽  
Control Coefficients

This paper investigates the problem of state-feedback stabilization for a class of upper-triangular stochastic nonlinear systems with time-varying control coefficients. By introducing effective coordinates, the original system is transformed into an equivalent one with tunable gain. After that, by using the low gain homogeneous domination technique and choosing the low gain parameter skillfully, the closed-loop system can be proved to be globally asymptotically stable in probability. The efficiency of the state-feedback controller is demonstrated by a simulation example.

scholarly journals CONVERGENCE OF SOLUTIONS OF TIME-VARYING LINEAR SYSTEMS WITH INTEGRABLE FORCING TERM

2008 ◽  
Vol 78 (3) ◽  
pp. 445-462 ◽  
Author(s):  
JITSURO SUGIE
Keyword(s):  
Sufficient Conditions ◽  
Zero Solution ◽  
Time Varying ◽  
Forcing Term ◽  
Varying Coefficients ◽  
Perturbed System ◽  
All Solutions ◽  
Time Varying Coefficients ◽  
Image Position ◽  
Homogeneous Linear

AbstractThe following system is considered in this paper: The primary goal is to establish conditions on time-varying coefficients e(t), f(t), g(t) and h(t) and a forcing term p(t) for all solutions to converge to the origin (0,0) as $t \to \infty $. Here, the zero solution of the corresponding homogeneous linear system is assumed to be neither uniformly stable nor uniformly attractive. Sufficient conditions are given for asymptotic stability of the zero solution of the nonlinear perturbed system under the assumption that q(t,0,0)=0.

On Efficient Computation of the Steady-State Response of Linear Systems With Periodic Coefficients

1996 ◽  
Vol 118 (3) ◽  
pp. 522-526 ◽  
Author(s):  
T. J. Selstad ◽  
K. Farhang
Keyword(s):  
Steady State ◽  
Linear Systems ◽  
Steady State Solution ◽  
Time Varying ◽  
Steady State Response ◽  
Efficient Computation ◽  
Periodicity Condition ◽  
Varying Coefficients ◽  
State Response ◽  
Time Varying Coefficients

An efficient method for obtaining the steady-state response of linear systems with periodically time varying coefficients is developed. The steady-state solution is obtained by dividing the fundamental period into a number of intervals and establishing, based on a fourth-order Rung-Kutta formulation, the relation between the response at the start and end of the period. Imposition of periodicity condition upon the response facilitates computation of the initial condition that yields the steady-state values in a single pass; i.e., integration over only one period. Through a practical example, the method is shown to be more accurate and computationally more efficient than other known methods for computing the steady-state response.

Piecewise Linear Systems With Time Varying Coefficients

1997 ◽  
Author(s):  
S. Natsiavas ◽  
S. Theodossiades
Keyword(s):  
Linear Systems ◽  
Piecewise Linear ◽  
Duffing Oscillator ◽  
Constant Load ◽  
Time Varying ◽  
Gear Pair ◽  
Linear Dynamical Systems ◽  
Varying Coefficients ◽  
Piecewise Linear Systems ◽  
Time Varying Coefficients

Abstract A new method is presented for determining periodic steady state response of piecewise linear dynamical systems with time varying coefficients. As an example mechanical model, a gear-pair system with backlash is examined, under the action of a constant torque. Originally, some useful insight is gained on the type of motions expected by investigating the response of a weakly nonlinear Mathieu-Duffing oscillator, subjected to a constant external load. The information obtained is then used in seeking the appropriate form of approximate periodic solutions of the piecewise linear system. Finally, these solutions are determined by developing a new analytical method. This method combines elements from approaches applied for piecewise linear systems with constant coefficients as well as classical perturbation techniques applied for systems with time varying coefficients. The validity and accuracy of the approach is verified by numerical results. In addition, response diagrams are presented, illustrating the effect of the constant load and the damping on the gear-pair response.

Stability of Linear Systems With Parametric Excitation

1970 ◽  
Vol 37 (1) ◽  
pp. 228-230 ◽  
Author(s):  
J. R. Dickerson
Keyword(s):  
Linear Systems ◽  
High Frequency ◽  
Mathieu Equation ◽  
Time Varying ◽  
Asymptotically Stable ◽  
System Matrix ◽  
Varying Coefficients ◽  
Stability Matrix ◽  
Time Varying Coefficients ◽  
Asymptotic Stability Conditions

A Lyapunov-type approach is used to develop sufficient asymptotic stability conditions for linear systems with time-varying coefficients. In particular, it is shown that parametric disturbances of high frequency cannot create instability in an already asymptotically stable system. Also it is shown that slowly varying parametric disturbances will not cause instability if the system matrix is a stability matrix for all values of time. The results are applied to the Mathieu equation to illustrate the character of the theorems. This example is chosen because of the availability of its exact stability boundaries.

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