A condensed form for a symplectic pencil and solution of the discrete algebraic Riccati equation

Author

Patel, R.V.

Author_Institution

Dept. of Electr. & Comput. Eng., Concordia Univ., Montreal, Que., Canada

Volume

6

fYear

1995

fDate

21-23 Jun 1995

Firstpage

4040

Abstract

Considers the problem of computing a basis for the stable deflating subspace of a symplectic pencil. An algorithm for computing a “triangular-Hessenberg” condensed form of the pencil is first described. This algorithm uses a combination of orthogonal and non-orthogonal structure preserving transformations. The condensed form is then used to develop an algorithm incorporating a block implementation of multiple shifts to obtain an upper block triangular form of the symplectic pencil. A basis for the stable deflating subspace can then be obtained directly from this block triangular pencil

Keywords

Riccati equations; eigenvalues and eigenfunctions; matrix algebra; block implementation; block triangular pencil; discrete algebraic Riccati equation; nonorthogonal structure preserving transformations; orthogonal structure preserving transformations; stable deflating subspace; symplectic pencil; triangular-Hessenberg condensed form; upper block triangular form; Councils; Eigenvalues and eigenfunctions; Infrared detectors; Riccati equations;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, Proceedings of the 1995

Conference_Location

Seattle, WA

Print_ISBN

0-7803-2445-5

Type

conf

DOI

10.1109/ACC.1995.532691

Filename

532691