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Gap metric computation for time-varying linear systems on finite horizons

机译:有限视野上时变线性系统的间隙度量计算

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It is shown how to compute the aperture, or gap, between the finite-horizon graphs of linear time-varying dynamical systems, given state-space models of the continuous-time input-output maps. The approach involves four quadratic matrix first-order differential equations, three with the symplectic structure of Riccati equations. All four are subject to single-ended boundary conditions. So standard numerical methods can be used to compute the solutions as required. Three of the differential equations, two Riccati and the other not, need to be solved once to construct normalized graph representations, and to test an invertibility condition, respectively. When this invertibility condition is verified, the directed gaps are equal, and the remaining Riccati differential equation is solved repeatedly in a bisection search to determine one of these. Computation of both directed gaps to find the maximum would, by contrast, involve repeatedly solving two such Riccati differential equations, each in a bisection search.
机译:它示出了如何计算线性时变动力系统的有限范围图之间的孔径或间隙,给定连续时间输入输出映射的状态空间模型。该方法涉及四个二次矩阵一阶微分方程,三个具有Riccati方程的辛结构。所有四项都受到单端边界条件的影响。所以标准数值方法可用于根据需要计算解决方案。三个微分方程,两个Riccati和另一个不需要解决一次以构建标准化的图表表示,并分别测试可逆性条件。当验证这种可恶劣条件时,定向间隙是相等的,并且在双分型搜索中重复解决剩余的Riccati差分方程以确定其中一个。相比之下,要找到最大的定向间隙的计算涉及重复求解两个这样的Riccati差分方程,每个差分方程在分型搜索中。

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