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    National Tsing Hua University Institutional Repository > 理學院 > 數學系 > 期刊論文 >  A NEW METHOD FOR COMPUTING THE CLOSED-LOOP EIGENVALUES OF A DISCRETE-TIME ALGEBRAIC RICCATI EQUATION


    Please use this identifier to cite or link to this item: http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/45708


    Title: A NEW METHOD FOR COMPUTING THE CLOSED-LOOP EIGENVALUES OF A DISCRETE-TIME ALGEBRAIC RICCATI EQUATION
    Authors: LIN, WW
    教師: 林文偉
    Date: 1987
    Publisher: Elsevier
    Relation: Linear Algebra and its Applications,Elsevier,Volume 96,November 1987,Pages 157-180
    Keywords: eigenvalue
    discrete-time
    Riccati
    Hamiltonian matrix
    QZ algorithm
    Abstract: We present a fast method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation. The method is close to the symplectic method for finding all the eigenvalues of a Hamiltonian matrix and is based on a (Γ, G)-orthogonal transformation, which preserves structure and has desirable numerical properties. The algorithm requires about one-fourth the number of floating-point operations and one-half the storage of the QZ algorithm.
    URI: http://www.elsevier.com/
    http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/45708
    Appears in Collections:[數學系] 期刊論文

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