کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
756655 1462337 2007 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A modified matrix sign function method for projected Lyapunov equations
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
A modified matrix sign function method for projected Lyapunov equations
چکیده انگلیسی

In this paper we discuss the numerical solution of projected generalized Lyapunov equations using the matrix sign function method. Such equations arise in stability analysis and control problems for descriptor systems including model reduction based on balanced truncation. It is known that the matrix sign function method applied to a matrix pencil λE-AλE-A converges if and only if λE-AλE-A is of index at most 2. The convergence is quadratic if E is nonsingular, and it is linear, otherwise. We will propose a modification of the matrix sign function method that converges quadratically for pencils of arbitrary index. Numerical examples will be presented to demonstrate the properties of the modified method.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Systems & Control Letters - Volume 56, Issues 11–12, November–December 2007, Pages 695–701
نویسندگان
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