An improved precise integration method (IPIM) for solving the differential Riccati equation (DRE) is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise in...An improved precise integration method (IPIM) for solving the differential Riccati equation (DRE) is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise integration method (PIM) for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix. The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE. Based ,on the error analysis, the criterion for choosing two parameters of the PIM is given. Three kinds of IPIMs for solving the DRE are proposed. The numerical examples machine accuracy solutions. show that the IPIM is stable and gives the展开更多
This paper presents a high order symplectic con- servative perturbation method for linear time-varying Hamil- tonian system. Firstly, the dynamic equation of Hamilto- nian system is gradually changed into a high order...This paper presents a high order symplectic con- servative perturbation method for linear time-varying Hamil- tonian system. Firstly, the dynamic equation of Hamilto- nian system is gradually changed into a high order pertur- bation equation, which is solved approximately by resolv- ing the Hamiltonian coefficient matrix into a "major compo- nent" and a "high order small quantity" and using perturba- tion transformation technique, then the solution to the orig- inal equation of Hamiltonian system is determined through a series of inverse transform. Because the transfer matrix determined by the method in this paper is the product of a series of exponential matrixes, the transfer matrix is a sym- plectic matrix; furthermore, the exponential matrices can be calculated accurately by the precise time integration method, so the method presented in this paper has fine accuracy, ef- ficiency and stability. The examples show that the proposed method can also give good results even though a large time step is selected, and with the increase of the perturbation or- der, the perturbation solutions tend to exact solutions rapidly.展开更多
基金Project supported by the National Natural Science Foundation of China(Nos.10902020 and 10721062)
文摘An improved precise integration method (IPIM) for solving the differential Riccati equation (DRE) is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise integration method (PIM) for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix. The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE. Based ,on the error analysis, the criterion for choosing two parameters of the PIM is given. Three kinds of IPIMs for solving the DRE are proposed. The numerical examples machine accuracy solutions. show that the IPIM is stable and gives the
基金supported by the National Natural Science Foun-dation of China (11172334)
文摘This paper presents a high order symplectic con- servative perturbation method for linear time-varying Hamil- tonian system. Firstly, the dynamic equation of Hamilto- nian system is gradually changed into a high order pertur- bation equation, which is solved approximately by resolv- ing the Hamiltonian coefficient matrix into a "major compo- nent" and a "high order small quantity" and using perturba- tion transformation technique, then the solution to the orig- inal equation of Hamiltonian system is determined through a series of inverse transform. Because the transfer matrix determined by the method in this paper is the product of a series of exponential matrixes, the transfer matrix is a sym- plectic matrix; furthermore, the exponential matrices can be calculated accurately by the precise time integration method, so the method presented in this paper has fine accuracy, ef- ficiency and stability. The examples show that the proposed method can also give good results even though a large time step is selected, and with the increase of the perturbation or- der, the perturbation solutions tend to exact solutions rapidly.