Matrix symmetrization

被引:5
作者
Bar-Itzhack, IY [1 ]
机构
[1] Technion Israel Inst Technol, Fac Aerosp Engn, IL-32000 Haifa, Israel
关键词
D O I
10.2514/2.4218
中图分类号
V [航空、航天];
学科分类号
08 ; 0825 ;
摘要
It has been suggested that the symmetrized real matrix is also the symmetric matrix that is the closest, in the Euclidean norm, to the matrix being symmetrized. This implies that, when symmetrizing the solutions to Riccati and Lyapunov equations, one actually replaces the solution by its closest symmetric matrix. A calculus-based proof showed that this result can be obtained using simple rationale.
引用
收藏
页码:178 / 179
页数:2
相关论文
共 7 条
[1]  
[Anonymous], 1974, APPL OPTIMAL ESTIMAT
[2]  
BELLANTONI JF, 1967, AIAA J, V5, P1312
[3]  
BROWN RG, 1992, INTRO RANDOM SIGNALS, P272
[4]  
Bryson A. E., 1969, Applied Optimal Control: Optimization, Estimation, and Control
[5]  
Fan K, 1955, P AM MATH SOC, V6, P111, DOI DOI 10.2307/2032662
[6]  
Friedland B., 1986, CONTROL SYSTEM DESIG
[7]  
Kwakernaak H., 1972, LINEAR OPTIMAL CONTR, VVolume 1, P248