自动化与信息科学期刊
每年出版 12 期
ISSN 打印: 1064-2315
ISSN 在线: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
On Symmetrization of a Two-Point Boundary Problem
卷 34,
册 5, 2002,
7 pages
DOI: 10.1615/JAutomatInfScien.v34.i5.30
摘要
We consider a two-point boundary-value problem with non-separated boundary conditions for a homogeneous Hamiltonian system of ordinary differential equations. We propose the algorithm of factorization of the fundamental matrix of this system which is concerned with construction of a solution of the algebraic Riccati equation both for the stationary and non-stationary systems. This factorization results in the matrix which symmetrizes the relationships connecting the values of the phase vector at the beginning and end of the interval. This, in its turn, improves the conditionality of the linear system of equations which define the initial conditions.
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