Linear time-varying systems—state transition matrix

Lyapunov characteristic exponents are indicators of the nature and of the stability properties of solutions of differential equations. The estimation of Lyapunov exponents of algebraic multiplicity greater than 1 is troublesome. In this work, we intuitively derive an interpretation of higher multiplicity Lyapunov exponents in forms that occur in simple linear time invariant problems of engineering relevance. We propose a method to determine them from the real Schur decomposition of the state transition matrix of the linear, nonautonomous problem associated with the fiducial trajectory. So far, no practical way has been found to formulate the method as an algorithm capable of mitigating over- or underflow in the numerical computation of the state transition matrix. However, this interesting approach in some practical cases is shown to provide quicker convergence than usual methods like the discrete QR and the continuous QR and Singular Value Decomposition (SVD)methods when Lyapunov exponents with multiplicity greater than one are present.

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Controllability of Linear Time Varying Systems: New Algebraic Criteria

1993 American Control Conference ◽

10.23919/acc.1993.4793155 ◽

1993 ◽

Author(s):

Hngo Leiva ◽

Brad Lehman

Keyword(s):

Linear Time ◽

Time Varying ◽

Time Varying Systems

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The VIT Transform Approach to Discrete-Time Signals and Linear Time-Varying Systems

Eng ◽

10.3390/eng2010008 ◽

2021 ◽

Vol 2 (1) ◽

pp. 99-125

Author(s):

Edward W. Kamen

Keyword(s):

Discrete Time ◽

Initial Conditions ◽

Linear Time ◽

Order Term ◽

Initial Time ◽

Time Varying ◽

Varying Coefficients ◽

Time Signals ◽

Time Varying Systems ◽

Time Varying Coefficients

A transform approach based on a variable initial time (VIT) formulation is developed for discrete-time signals and linear time-varying discrete-time systems or digital filters. The VIT transform is a formal power series in z−1, which converts functions given by linear time-varying difference equations into left polynomial fractions with variable coefficients, and with initial conditions incorporated into the framework. It is shown that the transform satisfies a number of properties that are analogous to those of the ordinary z-transform, and that it is possible to do scaling of z−i by time functions, which results in left-fraction forms for the transform of a large class of functions including sinusoids with general time-varying amplitudes and frequencies. Using the extended right Euclidean algorithm in a skew polynomial ring with time-varying coefficients, it is shown that a sum of left polynomial fractions can be written as a single fraction, which results in linear time-varying recursions for the inverse transform of the combined fraction. The extraction of a first-order term from a given polynomial fraction is carried out in terms of the evaluation of zi at time functions. In the application to linear time-varying systems, it is proved that the VIT transform of the system output is equal to the product of the VIT transform of the input and the VIT transform of the unit-pulse response function. For systems given by a time-varying moving average or an autoregressive model, the transform framework is used to determine the steady-state output response resulting from various signal inputs such as the step and cosine functions.

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