A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation

Wen-Wei Lin*

*此作品的通信作者

研究成果: Article同行評審

31 引文 斯高帕斯(Scopus)

摘要

We present a fast method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation. The method is close to the symplectic method for finding all the eigenvalues of a Hamiltonian matrix and is based on a (Γ, Γ̃G)-orthogonal transformation, which preserves structure and has desirable numerical properties. The algorithm requires about one-fourth the number of floating-point operations and one-half the storage of the QZ algorithm.

原文English
頁(從 - 到)157-180
頁數24
期刊Linear Algebra and Its Applications
96
發行號C
DOIs
出版狀態Published - 1 一月 1987

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