Title :
Solution of the bilinear matrix equation using Astrom-Jury-Agniel algorithm
Author :
Wan, K.C. ; Sreeram, V.
Author_Institution :
Dept. of Electr. & Electron. Eng., Western Australia Univ., Nedlands, WA, Australia
Abstract :
A simple recursive method is proposed for the computation of solution to the bilinear matrix equation. Algorithms are presented for both continuous and discrete time bilinear matrix equations. The method is based on an extension of the Astrom-Jury-Agniel algorithm. The proposed technique is illustrated by numerical examples and is compared in terms of efficiency against the Bartels-Stewart method of solution (1972)
Keywords :
matrix algebra; Astrom-Jury-Agniel algorithm; continuous-time bilinear matrix equations; discrete-time bilinear matrix equations; recursive method; Australia; Control systems; Discrete time systems; Eigenvalues and eigenfunctions; Integral equations; Matrix converters; Optimal control; Partial differential equations; Riccati equations; Stability;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.532305
