The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution 论文

1991Medical Entomology and Zoology引用 300
Numerical methods for differential equationsMatrix Theory and AlgorithmsAdvanced Numerical Methods in Computational Mathematics

详细信息

发表期刊/会议
Medical Entomology and Zoology
发表日期
1991-10-08
发表年份
1991

关键词

Numerical methods for differential equationsMatrix Theory and AlgorithmsAdvanced Numerical Methods in Computational Mathematics

摘要

Notation and definitions.- Existence of solutions.- Eigenstructure of ?A - ?B, ?A? - ?B?.- Uniqueness and stability of feedback solutions.- Algebraic Riccati equations and deflating subspaces.- Schur-forms, Hessenberg-forms and triangular decompositions.- Perturbation analysis.- Numerical preprocessing.- Defect correction.- Newton's method.- The sign function method.- Elementary transformation matrices.- Schur methods.- Unitary symplectic algorithms for special Hamiltonian or symplectic eigenvalue problems.- Nonunitary algorithms for real Hamiltonian or real symplectic eigenvalue problems.- Closed loop algorithms.- A combination algorithm for real Hamiltonian and symplectic eigenvalue problems.- Numerical algorithms for Riccati differential or difference equations.- A general algorithm.- Conclusion.- Statement.- References.