Douglas R. Frey

2papers

2 Papers

19.4DSApr 22
The Riccati Characteristic Equation

Douglas R. Frey

The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is called the Riccati Characteristic Equation (RCE). Consequently, the RCE becomes the unifying centerpiece for the study of linear systems. Its solutions are considered in complementary pairs that form a continuum based on a primitive pair. Pairs may always be found as purely real solutions, despite the fact that complex conjugate primitive solutions are shown to exist in many cases. Not only is the pairing unique, but the general form of solutions, shown here for the first time, is uniquely compact and encompasses all known solutions, while allowing for all initial conditions. Classical engineering mathematics examples are shown to conform to this approach, which provides new insights to all, especially Floquet theory.

4.7SYApr 22
A Complete Approach to Time Varying Linear Systems

Douglas R. Frey

This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an arbitrary time varying state matrix in a spectrum invariant way. A canonical form for the fundamental matrix is given that depends on dynamic eigenvalues and related eigenvectors dependent upon the Riccati Characteristic Equation for the system, which intuitively generalizes the standard characteristic equation for time invariant systems. The technique is shown by examples to give a unified approach to the solutions of time invariant, time-varying, and periodic systems.