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
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