Skip to main content
Log in

High-order approximations of linear control systems via Runge-Kutta schemes

Approximationen hoher Ordnung von linearen Kontrollsystemen mit Hilfe von Runge-Kutta Verfahren

  • Published:
Computing Aims and scope Submit manuscript

Abstract

It is well known that classical Runge-Kutta approximations for dynamical systems do not converge with high order when the control is not smooth with respect to time. We consider here a generalization of RK schemes for linear systems which preserves its order with measurable controls, and obtain as consequence a result of high-order approximation for the reachable set.

Zusammenfassung

Es ist bekannt, daß klassische Runge-Kutta-Approximationen für dynamische Systeme nicht mit höherer Ordnung konvergieren, falls die Kontrolle nicht glatt bezüglich der Zeit ist. Wir betrachten hier eine Verallgemeinerung von RK-Schemata für lineare Systeme, bei der für meßbare Kontrollen die Konvergenzordnung erhalten bleibt, und erhalten als Konsequenz eine Approximation der erreichbaren Menge von hoher Ordnung.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Crouzeix, M., Mignot, A. L.: Analyse numérique des équations différentielles. Paris: Masson 1989.

    MATH  Google Scholar 

  2. Dontchev, A., Lempio, F.: Difference methods for differential inclusions: a survey. SIAM Rev.34, 263–294 (1992).

    Article  MATH  Google Scholar 

  3. Doitchinov, B. D., Veliov, V.: Parametrization of integrals of set-valued mappings and applications. J. Math. Anal. Appl.179, 483–499 (1993).

    Article  MATH  Google Scholar 

  4. Ghizzetti, A.: Ricerche sui momenti di una funzione limitate compresa tra limiti assegnati. Atti della Reale Accademia d’Italia13, 1165–1199 (1942).

    Google Scholar 

  5. Hausdorff, F.: Momentprobleme für ein endliches Intervall. Math. Z.16, 220–248 (1923).

    Article  Google Scholar 

  6. Isidori, A.: Nonlinear control systems: an introduction. Berlin, Heidelberg, New York, Tokyo: Springer 1989.

    Google Scholar 

  7. Jakubczyk, B., Sontag, E. D.: Controllability of nonlinear discrete-time systems: a Lie-algebraic approach. SIAM J. Contr. Opt.28, 1–33 (1990).

    Article  MATH  Google Scholar 

  8. Lesiak, C., Krener, A. J.: The existence and uniqueness of Volterra series for nonlinear systems. IEEE Trans. Aut. Contr.23, 1090–1095 (1978).

    Article  MATH  Google Scholar 

  9. Monaco, S., Normand-Cyrot, D.: On the sampling of a linear analytic system. Proceedings of the 24th IEEE Conference on Decision and Control3, 1457–1462 (1985).

    Google Scholar 

  10. Panasyuk, A. I.: Equations of attainable set dynamics, Part 1: Integral funnel equations. J. Optim. Theory Appl.64, 349–366 (1990).

    Article  MATH  Google Scholar 

  11. Shohat, J. A., Tamarkin, J. D.: The problem of moments. Providence, AMS. 1970.

    Google Scholar 

  12. Veliov, V.: Second-order discrete approximations to strongly convex differential inclusions. Syst. Control Lett.13, 263–269 (1989).

    Article  MATH  Google Scholar 

  13. Veliov, V.: Second-order discrete approximation to linear differential inclusions. SIAM J. Numer Anal.29, 439–451 (1992).

    Article  MATH  Google Scholar 

  14. Veliov, V.: Approximation to differential inclusions by discrete inclusions. IIASA Working Paper (1989).

  15. Wolensky, P. R.: The exponential formula for the reachable set of a Lipschitz differential inclusion. SIAM J. Contr. Opt.28, 1148–1161 (1990).

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ferretti, R. High-order approximations of linear control systems via Runge-Kutta schemes. Computing 58, 351–364 (1997). https://doi.org/10.1007/BF02684347

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02684347

AMS Subject Classifications

Key words

Navigation