标题: A structure-preserving Lanczos-type algorithm with application to control problems
作者: Ferng, WR
Lin, WW
Wang, CS
應用數學系
Department of Applied Mathematics
关键字: optimal control;Riccati equation;Hamiltonian matrix;Lanczos method;eigenvalue problems;structure-preserving
公开日期: 1997
摘要: A Hamiltonian structure-preserving Lanczos-type method, named the J-Lanczos algorithm, is introduced for solving large sparse Hamiltonian eigenvalue problem which arises in both continuous-time and discrete-time optimal control applications. Shift and invert techniques are incorporated to approximate all stable eigenvalues and the associated invariant subspace. Numerical results for solving high order continuous-time Riccati equation arising from position and velocity control for a string of high speed vechicles are presented.
URI: http://hdl.handle.net/11536/19646
ISBN: 0-7803-4187-2
ISSN: 0191-2216
期刊: PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5
起始页: 3855
结束页: 3860
显示于类别:Conferences Paper