Approximating Non Linear Systems by Using The Matrix Eponential
Posted Jul17-09 at 10:39 PM by John Creighto
For simplicity let's consider a very simple ODE.
[tex]\dot{x_1}=a x_1^2[/tex]
We can approximate this first order system with a second order ODE as follows:
[tex]\left[ \begin{array}{c}
\dot{x_1} \\
\dot{x_2} \end{array} \right]
=
\left[ \begin{array}{ccc}
0 & 1) \\
0 &
\frac{d f(x_1)}{d x_1}
\end{array} \right]
\left[ \begin{array}{c}
X_1) \\
X_2 \end{array} \right][/tex]
Where
[tex]X_2=\frac{dX_1}{dt}[/tex]
Or in the simple case mentioned above we have:
[tex]\left[ \begin{array}{c}
\dot{x_1} \\
\dot{x_2} \end{array} \right]
=
\left[ \begin{array}{ccc}
0 & 1) \\
0 &
\frac{2x_1(t_o) \end{array} \right]
\left[ \begin{array}{c}
X_1) \\
X_2 \end{array} \right][/tex]
Using the matrix exponential the solution to the linear approximation of this stem as follows:
[tex]\left[ \begin{array}{c}
\x(t) \\
\dot{x(t)} \end{array} \right]
=
exp(\left( \left[ \begin{array}{ccc}
0 & 1) \\
0 &
\frac{2x_1(t_o) \end{array} \right] (t-t_o) \right)
\left[ \begin{array}{c}
X(t_o)) \\
\dot{X(t_o)} \end{array} \right][/tex]
Where:
dot{X(t_o)}=aX_1(t_o)^2
[tex]\dot{x_1}=a x_1^2[/tex]
We can approximate this first order system with a second order ODE as follows:
[tex]\left[ \begin{array}{c}
\dot{x_1} \\
\dot{x_2} \end{array} \right]
=
\left[ \begin{array}{ccc}
0 & 1) \\
0 &
\frac{d f(x_1)}{d x_1}
\end{array} \right]
\left[ \begin{array}{c}
X_1) \\
X_2 \end{array} \right][/tex]
Where
[tex]X_2=\frac{dX_1}{dt}[/tex]
Or in the simple case mentioned above we have:
[tex]\left[ \begin{array}{c}
\dot{x_1} \\
\dot{x_2} \end{array} \right]
=
\left[ \begin{array}{ccc}
0 & 1) \\
0 &
\frac{2x_1(t_o) \end{array} \right]
\left[ \begin{array}{c}
X_1) \\
X_2 \end{array} \right][/tex]
Using the matrix exponential the solution to the linear approximation of this stem as follows:
[tex]\left[ \begin{array}{c}
\x(t) \\
\dot{x(t)} \end{array} \right]
=
exp(\left( \left[ \begin{array}{ccc}
0 & 1) \\
0 &
\frac{2x_1(t_o) \end{array} \right] (t-t_o) \right)
\left[ \begin{array}{c}
X(t_o)) \\
\dot{X(t_o)} \end{array} \right][/tex]
Where:
dot{X(t_o)}=aX_1(t_o)^2
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