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IssuesArchive of Issues2005-3pp.26-31

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A. V. Korostelev and O. N. Tushev, "Determination of parametric sensitivity of dynamical systems," Mech. Solids. 40 (3), 26-31 (2005)
Year 2005 Volume 40 Number 3 Pages 26-31
Title Determination of parametric sensitivity of dynamical systems
Author(s) A. V. Korostelev (Moscow)
O. N. Tushev (Moscow)
Abstract The theory of sensitivity of dynamical systems is mostly aimed at the determination of sensitivity functions of phase coordinates. A well-known method widely used in the literature for analyzing the sensitivity with respect to parameters consists in differentiating the equations of motion with respect to these parameters. As a result, one obtains chains of linked systems of differential equations for the sensitivity functions of different order. If the number of these equations is large, the problem becomes too cumbersome and the calculations increase drastically, especially for second-order sensitivity functions. On the other hand, this method is excessively informative for engineering applications, since for most practical problems one has to determine sensitivity of only few phase coordinates, with respect to part of the parameters.

An approach without the said drawback is proposed in the present paper. This approach does not require integration of linked systems of differential equations. In the process of derivation of the basic relations, no simplifying assumptions are made. A vector of invariants is introduced, these being new variables independent of the sensitivity functions. Every one of these (of the first or the second order) can be independently expressed in an integral form through the said variables. In order to determine these variables, a system of linear differential equations is obtained, the dimension of the system being equal to that of the vector of phase coordinates.
References
1.  E. N. Rosenvasser and R. M. Yusupov, Sensitivity of Automatic Control Systems [in Russian], Energia, Leningrad, 1969.
2.  C. B. Speedy, R. F. Brown, and G. C. Goodwin, Control Theory [Russian translation], Mir, Moscow, 1973.
3.  F. R. Gantmakher, Theory of Matrices [in Russian], Nauka, Moscow, 1967.
Received 03 July 2003
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