Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant Systems

Gram matrix is an important tool in system analysis and design as it provides a description of the input-output behavior for system; its partial derivative matrix is often required in some numerical algorithms. It is essential to study computation of these matrices. Analytical methods only work in s...

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Main Authors: Sulan Li, Yuanhao Ren, Hong Bao, Wei Zhang
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/134604
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author Sulan Li
Yuanhao Ren
Hong Bao
Wei Zhang
author_facet Sulan Li
Yuanhao Ren
Hong Bao
Wei Zhang
author_sort Sulan Li
collection DOAJ
description Gram matrix is an important tool in system analysis and design as it provides a description of the input-output behavior for system; its partial derivative matrix is often required in some numerical algorithms. It is essential to study computation of these matrices. Analytical methods only work in some special circumstances; for example, the system matrix is diagonal matrix or Jordan matrix. In most cases, numerical integration method is needed, but there are two problems when compute using traditional numerical integration method. One is low accuracy: as high accuracy requires extremely small integration step, it will result in large amount of computation; and another is stability and stiffness issues caused by the dependence on the property of system matrix. In order to overcome these problems, this paper proposes an efficient numerical method based on the key idea of precise integration method (PIM) for the Gram matrix and its partial derivative of linear time-invariant systems. Since matrix inverse operation is not required in this method, it can be used with high precision no matter the system is normal or singular. The specific calculation algorithm and block diagram are also given. Finally, numerical examples are given to demonstrate the correctness and validity of this method.
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publishDate 2014-01-01
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spelling doaj-art-9e0b3bfe11b54f0f8c9f2f25d7ab39fc2025-08-20T02:20:30ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/134604134604Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant SystemsSulan Li0Yuanhao Ren1Hong Bao2Wei Zhang3Key Laboratory of Electronic Equipment Structure Design of Ministry of Education, Xidian University, 2 Taibai Road, Xi’an 710071, ChinaKey Laboratory of Electronic Equipment Structure Design of Ministry of Education, Xidian University, 2 Taibai Road, Xi’an 710071, ChinaKey Laboratory of Electronic Equipment Structure Design of Ministry of Education, Xidian University, 2 Taibai Road, Xi’an 710071, ChinaWuhan Second Ship Design and Research Institute, 450 Zhongshan Road, Wuhan 430064, ChinaGram matrix is an important tool in system analysis and design as it provides a description of the input-output behavior for system; its partial derivative matrix is often required in some numerical algorithms. It is essential to study computation of these matrices. Analytical methods only work in some special circumstances; for example, the system matrix is diagonal matrix or Jordan matrix. In most cases, numerical integration method is needed, but there are two problems when compute using traditional numerical integration method. One is low accuracy: as high accuracy requires extremely small integration step, it will result in large amount of computation; and another is stability and stiffness issues caused by the dependence on the property of system matrix. In order to overcome these problems, this paper proposes an efficient numerical method based on the key idea of precise integration method (PIM) for the Gram matrix and its partial derivative of linear time-invariant systems. Since matrix inverse operation is not required in this method, it can be used with high precision no matter the system is normal or singular. The specific calculation algorithm and block diagram are also given. Finally, numerical examples are given to demonstrate the correctness and validity of this method.http://dx.doi.org/10.1155/2014/134604
spellingShingle Sulan Li
Yuanhao Ren
Hong Bao
Wei Zhang
Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant Systems
Journal of Applied Mathematics
title Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant Systems
title_full Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant Systems
title_fullStr Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant Systems
title_full_unstemmed Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant Systems
title_short Computation of Gram Matrix and Its Partial Derivative Using Precise Integration Method for Linear Time-Invariant Systems
title_sort computation of gram matrix and its partial derivative using precise integration method for linear time invariant systems
url http://dx.doi.org/10.1155/2014/134604
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AT hongbao computationofgrammatrixanditspartialderivativeusingpreciseintegrationmethodforlineartimeinvariantsystems
AT weizhang computationofgrammatrixanditspartialderivativeusingpreciseintegrationmethodforlineartimeinvariantsystems