d2c

Converts discrete-time dynamic iMTI system to continuous-time.

Contents

Syntax

SYSC = d2c(SYSD,TS) computes a continuous-time model with using one step forward euler approximation.

Description

For the continuization the one step forward euler approximation is used: xd = (xp - x)/TS. The algorithm directly implements additional auxilary equations for all state derivatives and replaces the state predicitons by auxiliary variables by manipulation of the parameter tensor (the strucutre and parameter matrix of the CP decomposition). Afterwards it will be checked if those additional auxilary variables and equations can be reduced algebraicly, if so, they will be eliminated by algbraic elimination by direct manipulation of the parameter tensor (the strucutre and parameter matrix of the CP decomposition).

Examples

Calculate continuous-time model of a 3 dimensional discrete-time lotka-volterra model:

The preditor-prey model from [1] can be described by the following differences equations

Eq = ["xp1 = x1 * (e1 + a1_1*x1 + a1_2*x2 + a1_3*x3)";...
    "xp2 = x2 * (e2 + a2_1*x1 + a2_2*x2 + a2_3*x3)";...
    "xp3 = x3 * (e3 + a3_1*x1 + a3_2*x2 + a3_3*x3)"];

which can be converted into a continuous time dmss object

ts = 1;
sysD = sym2dmss(Eq, ts);
disp(sysD.symbolicEquations)
Reduced by 6 column(s) and 0 equation(s) with trivial Reduction due to duplications.
xp1 - e1*x1 - a1_2*x1*x2 - a1_3*x1*x3 - a1_1*x1*y1 == 0
xp2 - e2*x2 - a2_1*x1*x2 - a2_3*x2*x3 - a2_2*x2*y2 == 0
xp3 - e3*x3 - a3_1*x1*x3 - a3_2*x2*x3 - a3_3*x3*y3 == 0
                                           y1 - x1 == 0
                                           y2 - x2 == 0
                                           y3 - x3 == 0
 

For simulation the symbolic parameters should be replace by numeric values

e = sym(["e1", "e2", "e3"]);
a = reshape(sym("a", [3,3]), 1,[]);
symParameters = [e, a];
numParameters = [2, 2, 2, -1, -0.5, 0.61, 0.61, -1, -0.5, -0.5, 0.61, -1];
sysD = sysD.replaceSymbolicParameters(symParameters, numParameters);
disp(sysD.symbolicEquations)
xp1 - 2*x1 - (61*x1*x2)/100 + (x1*x3)/2 + x1*y1 == 0
xp2 - 2*x2 + (x1*x2)/2 - (61*x2*x3)/100 + x2*y2 == 0
xp3 - 2*x3 - (61*x1*x3)/100 + (x2*x3)/2 + x3*y3 == 0
                                        y1 - x1 == 0
                                        y2 - x2 == 0
                                        y3 - x3 == 0
 

The discrete-time system can be converted into a continuous-time system by

sysC = sysD.d2c();
disp(sysC.symbolicEquations)
System reduced algebraicly by 3 algebraic variable(s) and 3 equation(s).
xp1 - x1 - (61*x1*x2)/100 + (x1*x3)/2 + x1*y1 == 0
xp2 - x2 + (x1*x2)/2 - (61*x2*x3)/100 + x2*y2 == 0
xp3 - x3 - (61*x1*x3)/100 + (x2*x3)/2 + x3*y3 == 0
                                      y1 - x1 == 0
                                      y2 - x2 == 0
                                      y3 - x3 == 0
 

Simulating the two system, their behaviour can be compared

x0 = [0.8 0.8 1.5];
tend = 1e2;
simoutD = dmsim(sysD, x0, [0:ts:tend]);

simoutC = dmsim(sysC, x0, [0, tend]);

figure()
plot3(simoutC.x(:,1),simoutC.x(:,2),simoutC.x(:,3), "r-", LineWidth=0.01);
hold on
plot3(simoutD.x(:,1),simoutD.x(:,2),simoutD.x(:,3), "k--", LineWidth=0.01);
view([130, 15])
grid on
legend(["continuous model", "discrete model"], "Location","southeast")
xlabel('x1')
ylabel('x2')
zlabel('x3')
hold off

figure()
plot(simoutC.tsim, nan(length(simoutC.tsim),1), "r-", LineWidth=0.01);
hold on
plot(simoutD.tsim, nan(length(simoutD.tsim),1), "k--", LineWidth=0.01);
plot(simoutC.tsim, simoutC.x, "r-", LineWidth=0.01);
plot(simoutD.tsim, simoutD.x, "k--", LineWidth=0.01);
grid on
legend(["continuous model", "discrete model"], "Location","southeast")
xlabel('time')
ylabel('x')
hold off
Seperation in 1 subset(s) with 6 subproblem(s), from which 6 are explicit solvable.

While the continuous-time system reaches a stable non-periodic trajectory, the discrete-time model reaches a 12-cycle.

References

[1] G.I. Bischi and F. Tramontana, "Three-dimensional discrete-time Lotka–Volterra models with an application to industrial clusters", Communications in Nonlinear Science and Numerical Simulation, 15(10), pp. 3000–3014., Oct. 2010. doi:10.1016/j.cnsns.2009.10.021.

See also

c2d, d2d, dmss, dmsim, sym2dmss

Author(s): Torben Warnecke