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 |