New Integrating Methods for Time-Varying Linear Systems and Lie-Group Computations

In many engineering applications the Lie group calculation is very important. With this in mind, the subject of this paper is for an in-depth investigation of time-varying linear systems, and its accompanied Lie group calculations. In terms of system matrix A in Eq. (11) and a one-order lower fundamental solution matrix associated with the sub-state matrix function As, we propose two methods to nilpotentlize the timevarying linear systems. As a consequence, we obtain two different calculations of the general linear group. Then, the nilpotent systems are further transformed to a unique new system Ż(t) = B(t)Z(t), which having a special simple B(t) ∈ sl(n + 1,R) with Bs and B 0 0 vanishing. Correspondingly, we get a third calculation of the general linear group. By using the nilpotent property we can develop quite simple numerical scheme of nilpotent type to calculate the state transition matrix. We also develop a Lie-group solver in terms of the exponential mapping of B. Several numerical examples were employed to assess the performance of proposed schemes. Especially, the new Lie-group solver is very stable and highly accurate. Keyword: Lie-group solver, Nilpotent matrix, Time-varying linear system, Quadratic invariant