The sensitivity coefficients for multivariate dynamic systems described by ordinary difference equations with variable and constant parameters
The variational method of calculation of sensitivity coefficients connecting first variation of quality functionals with variations of variable and constant parameters for multivariate non-linear dynamic systems described by ordinary difference equations is developed. Sensitivity coefficients are components of sensitivity functionals and they are before a variations of variable and constant parameters. The base of calculation is the decision of corresponding difference conjugate equations for Lagrange’s multipliers in the opposite direction of discrete time.
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Keywords
variational method, sensitivity coefficient, difference equation, conjugate equation, Lagrange’s multiplierAuthors
| Name | Organization | |
| Rouban Anatoly I. | Siberian Federal University | ai-rouban@mail.ru 70 |
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Rouban, A.I. (2019) The sensitivity functionals in the Bolts's problem for multivariate dynamic systems described by integral equations with delay time. Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie vychislitelnaja tehnika i informatika -Tomsk State University Journal of Control and Computer Science. 46. pp. 83-92. DOI: 10.17223/19988605/46/10
The sensitivity coefficients for multivariate dynamic systems described by ordinary difference equations with variable and constant parameters | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2021. № 55. DOI: 10.17223/19988605/55/8
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