A Quantized State Integrator With Second Order Errors Over Monotonic Segments

Abstract

We introduce a novel quantized state integration method that is analogous to the explicit, second order Runge-Kutta technique. A feature of this method is that, for a single differential equation over an interval where the solution is monotonic, it exhibits an error proportional to the square of the integration quantum. We offer a theoretical proof of this behavior and demonstrate it with a numerical example. At the same time, an extension of the method to a system with input causes the errors to become proportional to the integration quantum. The latter observation fits established theory; the former appears to be a new result that might offer new insights into the construction of quantized state integration methods.