카테고리 보관물: Control & System Identification

제어이론 Parameter Estimation등의 이론을 다룬다 Stochastic Filtering 이론은 Mathematics-Stochastic 에서 다룬다.

The Lie derivative of the function with respect to the vector field


The Lie derivative of the function with respect to the vector field

A. Ishidori의 저서에서 정의된 Lie Derivative 이다.
실제로는 일반적인 Differential Derivation on paramerized curve에 대한 Derivation 정의와 동일하다.
본 내용은 Differential Geometry에 정의된 내용을 다시 옮겨 적은 것에 불과하지만, 관련 내용에 대한 사전 지식을 정리하기 위해서 기록한다.

Definition of Lie Derivative

Suppose $h(x) \in S(X)$, i.e. $h(x) \in \mathbb{R}$ is a smooth real-valued function on $X$. Note that $\nabla h(x) \in \mathbb{R}^n $ is a form on $X$. Suppose $f \in V(x)$. Then the map

$$
x \mapsto \nabla h(x) \cdot f : X \rightarrow \mathbb{R}$$

or

$$
x \mapsto dh(x) \cdot f : X \rightarrow \mathbb{R}$$

is smooth; it is called the Lie derivative of the function $h(x)$ with the respect to the vector field $f(x)$, and it is denoted by

$$
L_f h(x) = \nabla h(x) \cdot f(x) = dh(x) \cdot f(x)$$

Differntial Geometrical Notation

$$
L_f h(x) = fh(x) = dh(f)(x)$$

Meaning of Lie Derivative

Note that

$$L_f h(x) \in S(X)$$

Now suppose $h(x) \in F(X)$, i.e. $h(x)$ is a form on $X$. Then the map

… 추가 작성해야 할 듯…

The Lie derivative $ L_f h(x)$ can be interpreted as the derivative of $h(x)$ along the integral curves of the vector field $f(x)$ such that

$$
(L_f h)(x) = \lim_{t \rightarrow 0} \frac{1}{t} \left( h(S_{f,t})(x_0) – h(x_0)\right)$$

  1. Curve

    $$
    \frac{d}{dt}x(t)=f(x(t)), \;\; x(0) = x_0$$

  2. Integral Curve

    $$
    S_{f.t}(x_0) = \int_0^t \frac{d}{ds}x(s)ds |_{x(0)=x_0} = \int_0^t f(x(s)) ds |_{x(0)=x_0}$$