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

William R. Ferng; Wen-Wei Lin; Chern Shuh Wang

doi:10.1109/CDC.1997.652463

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

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

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研究成果: Conference article › 同行評審

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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
卷	4
DOIs	https://doi.org/10.1109/CDC.1997.652463
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 1997 → 12 12月 1997

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10.1109/CDC.1997.652463

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abstract = "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.",

author = "Ferng, {William R.} and Wen-Wei Lin and Wang, {Chern Shuh}",

year = "1997",

doi = "10.1109/CDC.1997.652463",

language = "English",

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note = "Proceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5) ; Conference date: 10-12-1997 Through 12-12-1997",

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T1 - Structure-preserving Lanczos-type algorithm with application to control problems

AU - Ferng, William R.

AU - Lin, Wen-Wei

AU - Wang, Chern Shuh

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N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0031386741&partnerID=8YFLogxK

U2 - 10.1109/CDC.1997.652463

DO - 10.1109/CDC.1997.652463

M3 - Conference article

AN - SCOPUS:0031386741

SN - 0191-2216

VL - 4

SP - 3855

EP - 3860

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

M1 - 5870715

T2 - Proceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5)

Y2 - 10 December 1997 through 12 December 1997

ER -

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

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