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[4] L. Y. Wang and L. Lin, “e-dimension of exponentially stable In the present note, we give a theorem that shows the relation
systems,” Wayne State Univ., Detroit, MI. Tech. Rep., 1991. between P-’ and Q for Fourier trigonometric functions. More-
151 A. J. Helmicki, C. A. Jacobson, and C. N. Nett, “Control Oriented
System Identification: A Worst Case/Deterministic Approach in over, the meaning of using one matrix instead of the other is
H,,” IEEE Trans. Automat. Contr., vol. 36, pp. 1163-1176, Oct. discussed in light of the theorem. To this aim, the periodic
1991. properties of trigonometric functions and the concept of distri-
[6] G. G. Lorentz, Approximation of Functions. New York Chelsea, butional convergence are used.
1986. The note is organized as follows: in the next section some
[7] L. V. Taikov, “Diameters of certain classes of analytic functions,”
Mat. Zametki, vol. 22, pp. 535-542, 1977. preliminaries on the series of orthogonal basis functions are
[8] V. M. Tichomirov, “Diameters of sets in function spaces,” Uspehi given, and the matrices P and Q are formally introduced. In
Mat. Nauk, Russian Math Surveys, vol. 15, pp. 75-111, 1960. Section 111 the main theorem is stated, and its consequences
[Y] A. G. Vitushkin, Theory of the Transmission and Processing of are discussed, in particular regarding the approximating proper-
Information. New York Pergamon, 1961.
ties that have to be expected when using P-’ or Q, respec-
[lo] H. Widom, “Toeplitz matrices,” in Studies in Real and Complex
tively. Finally, a simple numerical example is presented, and
Analysis (Math. Assoc. Amer., Studies Math.), I. I. Hirschmann, Jr.,
Ed. Englewood Cliffs, NJ: Prentice-Hall, 1965. conclusions are drawn.
[ll] A. Pinkus, n-Widths in Approximation Theory. New York
Springer-Verlag,1985. 11. PRELIMINARIES
Consider the space L,([O,T])of the square integrable func-
tions defined over the interval [O,T]. L,([O,T]) is an Hilbert
space equipped with the scalar product
Comments on the Properties of the 1
( f >g ) = +f)g(t) dt (2.1)
Operational Matrices of Integration
and Differentiation for Fourier and corresponding induced norm
Trigonometric Functions
llfll = ((f,f))”2. (2.2)
Andrea Caiti and Giorgio Cannata Consider the vector QN of N orthogonal functions over the
interval [O, TI
Abstract-In this note, the properties of the operational matrices of
integration, P, and differentiation Q , are discussed for the case of
@N = [ 41 **. 4 N I‘ (2-3)
Fourier trigonometric functions. In particular a theorem that establishes where [ IT stands for the transpose, and assume that mN + “,,
the relation between the matrices P -’and Q is given, and the meaning as N + m, where is a basis of L,([O,TI). Let SNbe the
of using P -’instead of Q, recently proposed in literature, is clarified. subspace of L2([0,T I ) spanned by Q N .
Consider now a generic function x: [O,T] -+ R” such that
I. INTRODUCTION each of its components xi is in L,([O, TI). The component-wise
projection of x over FN, 9 ( x , S N ) ,is still in L,([O, TI), and can
The analysis of control systems over a finite time interval
be expressed through an n X N matrix of coefficients X as
through sets of orthogonal functions is becoming an increasingly
follows:
relevant tool in a wide range of applications, i.e., systems analy-
sis and design [1]-[5], optimal control [6]-[9], generalized state- 9 ( X , F N ) = X@., (2.4)
space systems analysis [lo]-[15], systems inversion [16], [17]. where each coefficient x i j of the matrix X is given by
Regardless the class of orthogonal functions selected, this kind
of approach is based on the approximation of the state x, the xij K , ( x i , 4j) (2.5)
control U , the output y and the known terms w (initial condi- where K , is a constant depending on the chosen basis functions.
tions, etc.) in terms of finite summations of orthogonal func- The operational matrix of integration PN is defined through the
tions. Then, by using the so called operational matrices of projection, over FN, of the integral of Q N
integration, P , and of differentiation, Q, the original dynamic
equations can be replaced by algebraic ones. ) P,@,(t)
L ? ’ ( ( @ ~ ( T ) ~ T , . ~ &= Vt E [ O , T ] . (2.6)
In the particular case of Fourier trigonometric functions, the
matrices P and Q have been recently derived by Paraskevopou- In a similar way, if the derivative of the orthogonal functions is
10s [18]. Moreover in [l8] it is suggested to use the matrix P-’ defined in the standard sense, the operational matrix of differ-
as operational matrix of differentiation, due to the singularity entiation QN is defined as follows:
of Q.
6 / k 0 -l/k 0
and form
0 0 0 0 0 ... 0 0 1
0 0 -1 0 0 ... 0 0 4
0 1 0 0 0 0
.
0
. Pi' = QN + T@,(O)@;(O). (3.1)
0 0 0 0 - 2 . .
QN = . (2.10)
0 Pro05
. 0. 0
. 2 0
Step 1) The matrix P i has the following structure:
. . .
0 0 0 .. 0 -k
0 0 0 .. k O -
&/a 0 &/a 0 ... &/a
2/a -1 2/a 0 .'* 2/a
1 0 0 0 ... 0
2/a 0 2/a -2
0 0 2 0 2/a 0
0 0
&/a 2/a 0 ... 2/a 0 2/a -k
0 0 0 ... O O k 0
Note that the equality (d/dt)@,(t) = Q,aN(t>is exact for each The proof of step 1) can be made by induction. For N = 1 we
odd N , while P, can be used as an approximated integration have PN = (a/w), and P i 1 = (@/a). Let N = 2k + 1 be an
operator through the relation 10'@JT) d7 = PN@ , ( t > . integer such that emression (3.2) is true; consider the matrices
Paraskevopoulos [MI stated that, through the use of PN and
Q N and the above mentioned assumptions, integral and differ-
ential operations over a function n can be replaced by the
approximations: 10' X ( T ) dT = XP,@.,(t), ( d / d t ) x ( t ) = where
XQ,@,(t). These two approximated relations have been taken 0 0 ...
as a starting point in various algorithms for the analysis, and -&/(k + 1) 0 ...
optimal control system design, based on orthogonal functions
expansions. However, due to the singularity of QN for every N,
it has been suggested in [18] to use P i 1 instead of QN in all the
dN= ;
-l/(k[0
+ 1) 0
algorithms in which Q, might need to be inverted. This is the a ; = w [&/a 2/a 0 2/a 0 ... 2/a 01
starting point of the work presented here. 0 0 0 0 0 ... 0 0
S , can be expressed as the product of a vector for its transposed Substituting expressions (3.31, (3.4), and (3.8) into (3.9), we
2u 4 obtain the following equality
sN -- - v N UNT - --U
~ T N v=N
m
d "
where
- c
dt l = o
x,&(t) = c
1=0
XLh(t)
UN= [1/& 1 0 1 0 ... 1 O f = @,(0). oc
The truncation of 2(t> and E(t) to the first N trigonometric Equation (3.12) gives the interpretation of the use of the opera-
functions can be written as follows tional matrix of differentiation. The matrix e,,
applied to the
9 ( 2 , F N ) ( t )= i , ( t ) = X N Q N ( t ) (3.5a) coefficients of the truncated series expansion of d t ) , gives
the coefficients of the derivative of r(t) plus the coeficients of an
P(&F,)(t) = E N ( t ) = X N Q N ( t ) . (3.5b) impulse term due to the mismatch between x(0) and x ( T ) at the
From elementary calculus we know that P(t) = x ( t ) , V t E (0, T ) , beginning and the end of the periodic intemal [O, TI.
and For any fixed odd number N of trigonometric functions, using
(3.61, we can write the following relation:
4 0 ) +x(T)
+
Note also that f ( t ) is defined over ( - m, m), and is the periodic P(0) = f(T) = X,@,(O)
2
= + rN (3.13)
extension of x ( t ) over the whole real axis. The derivative of f ( t )
is also defined over (-io, + m); however it has now to be intended where rN is a residual term such that r, + 0 as N + W.
in distributional sense, since derivatives in the standard sense Equation (3.13) may be written as follows:
may not be defined for f ( t ) at the points 0, & T, 2T ... & qT, x(T) = 2XNON(O) - x ( O ) - 2rN. (3.14)
q E N. For the treatment of Fourier trigonometric series in a
distributional setting we refer to [19]. For what is of concern By substituting (3.14) into (3.12), the following holds
here, it is sufficient to say that the periodic Dirac's delta distri- 4 4
bution, 8(t), and its derivatives, as well as standard periodic X N Q N = XN + -x(O)@;(o)
T
- -x
T"
@ (O)@L(O)
functions, can be treated homogeneously through their Fourier
coefficients. In the following, every equality between Fourier 4
series is to be intended as an equality between periodic distribu-
+ T r N @ i ( 0 ) (3.15)
tions. We report the following lemma. and finally, by Theorem 1
Lemma 1: Given the set of the first N = 2k 1 Fourier +
functions aN,the periodic 8(t> distribution can be approxi- 4 4
mated as
XNPil + -~(0)@;(0)
=kN T + T r N @ L ( 0 ) . (3.16)
2 2
8,(t) = -@L(o)@N(t) -[1/fi 1 0 1"'o]@N(t) Equation (3.16) gives the interpretation of the use of the inverse
T T of the operational matrix of integration. Let us neglect for the
(3.7) moment the term due to the residual r N . The matrix P,;',
8, --f S for N --f m in the sense of periodic distributions. applied to the coefficients of the truncated series expansion of
Proof (see [19]). x ( t ) , gives as result the coefficients of the truncated series
Due to Lemma 1, the periodic 8 ( t ) distribution can be written expansion of i ( t ) plus an impulsiue term due to the initial value of
through its Fourier coefficients as follows x ( t ) ut the beginning of each period. In practice, the use of Pi'
2 " automatically takes into account the effect of x ( T ) on the
8(t) = -
T j=0
C
&(0)bi(t) = 8(t fkT), k E N. (3.8) Fourier approximation of x ( t ) . Let us now consider again the
term due to the residual r,. This term goes to zero as N + m,
From the above considerations on the trigonometric representa- thus guaranteeing the distributional convergence of the approxi-
tion, and given the assumptions on x(t>, 2 ( t ) will have at most a mation (3.16). However, for each finite N in (3.161, neglecting
step discontinuity at the beginning and the end of each period. the term due to r, causes the presence of unphysical (approxi-
Consider now the distributional derivative of f ( t )
mated) impulses. It is important also to note that (3.161.i~exact,
d P
*““I I
I I
1 2 3 4 5 6 I 1 2 3 4 5 6 I
time [sec] time [sec]
Fig. 1. True (dotted line) and approximated (solid line) derivatives Fig. 2. Approximated derivative computed using (4.1).
computed using (3.12) and (3.16).
l r I
-21
-1.5
derivative, shown in dotted line in Fig. 1, with a finite number of
basis functions. In Fig. 1 the true periodic approximation of 2 t ,
using Fourier basis functions, is shown, for N = 41.
-25
First case: use of Q,:
1
Since x(0) and x(27-r) are known, (3.12) can be applied, and the -3: 1 2 3 4 5 6 7
result is shown in Fig. 1. Of course, since (3.12) is exact, the time [sec]
differences between its solution and the true periodic approxi- Fig. 3. Error neglecting the term rN in (3.16).
mation of 2t is due only to numerical round-off errors. If the
impulse term due to the mismatch between x(0) and x(2a) is
neglected, and the equation ’,
integration, Pi for Fourier trigonometric functions has been
derived. By exploiting this relation, the operative meaning of
XNQN =X N (4.1) using one or the other in the analysis of control systems as
is applied, the result shown in Fig. 2 is obtained. To summarize: approximated derivative operator has been discussed. The results
the operational matrix of differentiation Q N is used consistently reported are considered of great importance for the under-
only by those algorithms that explicitly take into account the standing and the practical application of orthogonal functions as
boundary values, at the beginning and the end of the interval of a tool in system analysis and control design, as the orthogonal
interest, of the signals involved. functions approach becomes more widespread and commonly
Second case: use of P i ’ . used.
Due to the knowledge of ~(25-1,it is possible to explicitly REFERENCES
determine r,. Then, the application of (3.16) leads to an approx- [ l ] P. N. Paraskevopoulos, “Chebychev series approach to system
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(3.16) is an exact relation. If, on the other hand, the term rN is 316, pp. 135-157, 1983.
neglected, the computed solution presents an error term repre- [2] M. Razzaghi and A. Arabshahi, “Analysis of linear time-varying
sented in Fig. 3. To summarize: the use of the inverse of the systems and bilinear systems via Fourier series,” Znt. J. Contr., vol.
50, no. 3, pp. 889-898, 1989.
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signals involved at the beginning of the interval of interest. The Jan. 1990.
[4] L. S. Shieh, C. K. Yeung, and B. C. McInnis, “Solution of state
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searched, convergent to the true coefficients as the number of no. 3, pp. 383-392, 1978.
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ordinary differential equations: Part I-Initial value problems,”
V. CONCLUSIONS ZEEE Trans. Circuits Syst., vol. 35, no. 6, pp. 742-745, June 1988.
[6] C. F. Chen and C. H. Hsiao, “Design of piecewise constant gains
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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 38, NO. 4, APRIL 1993 671