Based on the Kupershmidt deformation for any integrable bi-Hamiltonian
systems presented in [4], we propose the generalized Kupershmidt deformation to
construct new systems from integrable bi-Hamiltonian systems, which provides a
nonholonomic perturbation of the bi-Hamiltonian systems. The generalized
Kupershmidt deformation is conjectured to preserve integrability. The
conjecture is verified in a few representative cases: KdV equation, Boussinesq
equation, Jaulent-Miodek equation and Camassa-Holm equation. For these specific
cases, we present a general procedure to convert the generalized Kupershmidt
deformation into the integrable Rosochatius deformation of soliton equation
with self-consistent sources, then to transform it into a t-type
bi-Hamiltonian system. By using this generalized Kupershmidt deformation some
new integrable systems are derived. In fact, this generalized Kupershmidt
deformation also provides a new method to construct the integrable Rosochatius
deformation of soliton equation with self-consistent sources.Comment: 21 pages, to appear in Journal of Mathematical Physic