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Discretization of Homogeneous Systems Using Euler Method with a State-Dependent Step

Denis Efimov 1 Andrey Polyakov 1 Alexander Aleksandrov 2
1 VALSE - Finite-time control and estimation for distributed systems
Inria Lille - Nord Europe, CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189
Abstract : Numeric approximations to the solutions of asymptotically stable homogeneous systems by Euler method, with a step of discretization scaled by the state norm, are investigated (for the explicit and implicit integration schemes). It is proven that for a sufficiently small discretization step the convergence of the approximating solutions to zero can be guaranteed globally in a finite or a fixed time depending on the degree of homogeneity of the system, but in an infinite number of discretization iterations. The maximal admissible step can be estimated by analyzing the system properties on the sphere. It is shown that the absolute and relative errors of the discretizations are globally bounded functions, thus the approximations approaching the solutions with the step converging to zero. In addition, it is established that the proposed discretization approach preserves robustness with respect to exogenous perturbations. Efficiency of the designed discretization algorithms is demonstrated in simulations.
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Submitted on : Monday, July 22, 2019 - 11:17:34 AM
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Denis Efimov, Andrey Polyakov, Alexander Aleksandrov. Discretization of Homogeneous Systems Using Euler Method with a State-Dependent Step. Automatica, Elsevier, 2019, 109, ⟨10.1016/j.automatica.2019.108546⟩. ⟨hal-02190206⟩

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