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

Authors
LU LZ JI XZ JIANG H
Citation
Lz. Lu et al., AN ALGORITHM USING THE HR PROCESS FOR SOLVING THE CLOSED-LOOP EIGENVALUES OF A DISCRETE-TIME ALGEBRAIC RICCATI EQUATION, IEEE transactions on automatic control, 39(8), 1994, pp. 1682-1685
Citations number
15
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
8
Year of publication
1994
Pages
1682 - 1685
Database
ISI
SICI code
0018-9286(1994)39:8<1682:AAUTHP>2.0.ZU;2-0
Abstract
In this paper we present a numerical approach to the closed-loop spect rum of a discrete-time algebraic Riccati equation. The concerned sympl ectic 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 p rocess, which can be viewed as a generalization of the QR method, is a pplied to compute the eigenvalue of P - lambdaQ. Some numerical exampl es are included.