DocumentCode
1140806
Title
An algorithm using the HR process for solving the closed-loop eigenvalues of a discrete-time algebraic Riccati equation
Author
Lu, Lin-Zhang ; Ji, Xingzhi ; Jiang, Hong
Author_Institution
Dept. of Math., Xiamen Univ., China
Volume
39
Issue
8
fYear
1994
fDate
8/1/1994 12:00:00 AM
Firstpage
1682
Lastpage
1685
Abstract
Presents a numerical approach to the closed-loop spectrum of a discrete-time algebraic Riccati equation. The concerned symplectic pencil N-λL is proven to be equivalent to the pencil P-λQ, where P is skew-symmetric and Q is symmetric. Then the HR process, which can be viewed as a generalization of the QR method, is applied to compute the eigenvalue of P-λQ. Some numerical examples are included
Keywords
difference equations; eigenvalues and eigenfunctions; matrix algebra; nonlinear differential equations; optimal control; HR process; QR method; closed-loop eigenvalues; closed-loop spectrum; discrete-time algebraic Riccati equation; numerical approach; symplectic pencil; Algebra; Control systems; Councils; Difference equations; Differential algebraic equations; Differential equations; Eigenvalues and eigenfunctions; Filters; Mathematics; Riccati equations;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.310051
Filename
310051
Link To Document