Matrix filtering as an aid to numerical integration

Digital simulation of linear systems often is complicated by the simultaneous presence of "slow" and "fast" time constants (or of small and large eigenvalues). A procedure is described that simplifies the treatment of such systems. Roughly speaking, the procedure consists of sepa...

Full description

Saved in:
Bibliographic Details
Published in:Proceedings of the IEEE 1967-01, Vol.55 (11), p.1826-1831
Main Author: Lee, H.B.
Format: Article
Language:English
Subjects:
Capacitors
Circuit simulation
Differential equations
Eigenvalues and eigenfunctions
Filtering
Frequency
Gratings
Linear circuits
Military computing
Strontium
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Digital simulation of linear systems often is complicated by the simultaneous presence of "slow" and "fast" time constants (or of small and large eigenvalues). A procedure is described that simplifies the treatment of such systems. Roughly speaking, the procedure consists of separating the response into a "low-frequency" and a "high-frequency" component, calculating each component, and then adding the results. The response separation is effected by using elementary Filter Theory ideas in a matrix context. Exact eigenvalue information is not required; a rough idea of eigenvalue locations is needed, however, to effect the responce separation.
ISSN:0018-9219
1558-2256
DOI:10.1109/PROC.1967.6014