An Efficient Computational Method for Linear Time-invariant Systems via Legendre Wavelet

Abstract

"In this paper Legendre wavelets are used to approximate the solutions of linear time-invariant system. The Legendre wavelet and its integral operational matrix are presented and an efficient algorithm to solve the Sylvester matrix equation is proposed. The algorithm is based on the decomposition of the Sylvester matrix equation and the preorder traversal algorithm. Using the special structure of the Legendre wavelet's integral operational matrix, the full order Sylvester matrix equation can be solved in terms of the solutions of pure algebraic matrix equations, which reduce the computation time remarkably. Finally a numerical example is illustrated to demonstrate the validity of the proposed algorithm. ? ICROS 2013.