Structure-preserving Lanczos-type algorithm with application to control problems

William R. Ferng*, Wen-Wei Lin, Chern Shuh Wang

*此作品的通信作者

研究成果: Conference article同行評審

3 引文 斯高帕斯(Scopus)

摘要

A Hamiltonian structure-preserving Lanczos-type method, named the J-Lanczos algorithm, is introduced for solving large sparse Hamiltonian eigenvalue problem which arises in both continuous-time and discrete-time optimal control applications. Shift and invert techniques are incorporated to approximate all stable eigenvalues and the associated invariant subspace. Numerical results for solving high order continuous-time Riccati equation arising from position and velocity control for a string of high speed vehicles are presented.

原文English
文章編號5870715
頁(從 - 到)3855-3860
頁數6
期刊Proceedings of the IEEE Conference on Decision and Control
4
DOIs
出版狀態Published - 1997
事件Proceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5) - San Diego, CA, USA
持續時間: 10 12月 199712 12月 1997

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