Index of an implicit time-varying linear differential equation: A noncommutative linear algebraic approach

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A fundamental concept in working with implicit systems of differential equations, or DAEs, is the index. For path control DAE problems the index is closely related to, but not always identical to, the relative degree. The index is one measure of how far the DAE is from being an ordinary differential equation. There are several formulations of the index for DAEs. To date, they all agree for linear time invariant systems but can be different for nonlinear systems. This paper proposes an intrinsic definition of the index for implicit linear time varying systems, \(A_ n(t)y^{(n)}(t)+\cdots+A_ 0(t)y(t)=e(t)\). This definition relies on linear algebraic techniques over the noncommutative principal ideal ring of nonconstant linear differential operators. It is shown that this definition of index reduces to the usual definition of index for linear time invariant systems.











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