Title :
Fast and stable algorithms for computing the principal square root of a complex matrix
Author :
Shieh, Leang S. ; Lian, Sui R. ; McInnis, Bayliss C.
Author_Institution :
University of Houston, Houston, TX, USA
fDate :
9/1/1987 12:00:00 AM
Abstract :
This note presents recursive algorithms that are rapidly convergent and more stable for finding the principal square root of a complex matrix. Also, the developed algorithms are utilized to derive the fast and stable matrix sign algorithms which are useful in developing applications to control system problems.
Keywords :
Matrices; Recursive estimation; Square-rooting; Control systems; Convergence; Digital control; Eigenvalues and eigenfunctions; Large-scale systems; Matrix decomposition; Optimal control; Reduced order systems; Riccati equations; Stability;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104721
