AN ALGORITHM USING THE HR PROCESS FOR SOLVING THE CLOSED-LOOP EIGENVALUES OF A DISCRETE-TIME ALGEBRAIC RICCATI EQUATION

被引：1

作者：

LU, LZ ^{[1
]}

JI, XZ ^{[1
]}

JIANG, H ^{[1
]}

机构：

[1] UNIV WATERLOO,DEPT COMP SCI,WATERLOO N2L 3G1,ONTARIO,CANADA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1994年 / 39卷 / 08期

关键词：

D O I：

10.1109/9.310051

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we present a numerical approach to the closed-loop spectrum of a discrete-time algebraic Riccati equation. The concerned symplectic pencil N - lambdaL is proven to be equivalent to the pencil P - lambdaQ, where P is skew -symmetric and Q is symmetric. Then, the HR process, which can be viewed as a generalization of the QR method, is applied to compute the eigenvalue of P - lambdaQ. Some numerical examples are included.

引用

页码：1682 / 1685

页数：4

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