Tytuł artykułu

Model of time-varying linear systems and Kolmogorov equations

Tytuł czasopisma

Archives of Control Sciences




No 2

Autorzy publikacji

Wydział PAN

Nauki Techniczne


<jats:title>Abstract</jats:title> <jats:p>In the paper an approximate model of time-varying linear systems using a sequence of time-invariant systems is suggested. The conditions for validity of the approximation are proven with a theorem. Examples comparing the numerical solution of the original system and the analytical solution of the model are given. For the system under the consideration a new criterion giving sufficient conditions for robust Lagrange stability is suggested. The criterion is proven with a theorem. Examples are given showing stable and non stable solutions of a time-varying system and the results are compared with the numerical Runge-Kutta solution of the system. In the paper an important application of the described method of solution of linear systems with time-varying coefficients, namely analytical solution of the Kolmogorov equations is shown.</jats:p>


Committee of Automatic Control and Robotics PAS


2015[2015.01.01 AD - 2015.12.31 AD]


ISSN 1230-2384


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