Bernd Kolar, Johannes Schrotshamer, Markus Schöberl
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引用次数: 0
Abstract
Forward-flatness is a generalization of static feedback linearizability and a special case of a more general flatness concept for discrete-time systems. Recently, it has been shown that this practically quite relevant property can be checked by computing a unique sequence of involutive distributions which generalizes the well-known static feedback linearization test. In this paper, a dual test for forward-flatness based on a unique sequence of integrable codistributions is derived. Since the main mathematical operations for determining this sequence are the intersection of codistributions and the calculation of Lie derivatives of 1-forms, it is computationally quite efficient. Furthermore, the formulation with codistributions also facilitates a comparison with the existing discrete-time literature regarding the closely related topic of dynamic feedback linearization, which is mostly formulated in terms of 1-forms rather than vector fields. The presented results are illustrated by two examples.
期刊介绍:
Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field.
After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience.
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