Summary
International Symposium on Nonlinear Theory and its Applications
2008
Session Number:A1L-E
Session:
Number:A1L-E4
The LDU-Decomposition for the Fundamental Matrix of Time-Varying Systems
P. van der Kloet, F.L. Neerhoff, N.H. Waning,
pp.-
Publication Date:2008/9/7
Online ISSN:2188-5079
Summary:
The variational equations of nonlinear dynamic systems are linear time-varying (LTV) by nature. In this article, we derive the LDU-decomposition for the fundamental matrix of these LTV systems. To that aim, the system matrix is first triangularized by successive Riccati transforms. Then, the diagonal matrix is substracted, followed by a procedure of repeated integration for the elements of the upper triangular matrix.