Singular Riccati equations stabilizing large-scale systems

被引：4
|
作者：
Gallivan, K
Rao, X
Van Dooren, P
机构：
[1] Florida State Univ, Tallahassee, FL 32306 USA
[2] Univ Catholique Louvain, B-1348 Louvain, Belgium
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2006年 / 415卷 / 2-3期
基金：
美国国家科学基金会;
关键词：
stabilization; linear time-invariant system; Riccati difference equation;
D O I：
10.1016/j.laa.2004.12.031
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we discuss the convergence of a stabilization algorithm based on a singular version of the discrete Riccati difference equation. This method is particularly appealing for large scale linear time invariant dynamical systems since one can nicely exploit the sparsity of such systems in order to reduce the complexity of the algorithm. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码：359 / 372
页数：14
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