• DocumentCode
    488530
  • Title

    Computation of Invariant Subspaces Corresponding to Stable Eigenvalues of Hamiltonian Matrices

  • Author

    Patel, R.V. ; Lin, Z. ; Misra, P.

  • Author_Institution
    Dept. of Electrical & Computer Engineering, Concordia University, Montreal, Quebec, Canada H3G 1M8
  • fYear
    1990
  • fDate
    23-25 May 1990
  • Firstpage
    2565
  • Lastpage
    2571
  • Abstract
    This paper addresses some numerical issues that arise in computing a basis for the stable invariant subspace of a Hamiltonian matrix. Such a basis is required in solving the algebraic Riccati equation using the well known method due to Laub. Two algorithms based on certain properties of Hamiltonian matrices are proposed as viable alternatives to the conventional approach.
  • Keywords
    Control systems; Eigenvalues and eigenfunctions; Filtering; Identity-based encryption; Kalman filters; Nonlinear filters; Optimal control; Riccati equations; Symmetric matrices; Tellurium;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1990
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • Filename
    4791188