DocumentCode
3463698
Title
Solution of Lur´e equations via deflating subspaces
Author
Reis, T.
Author_Institution
Inst. fur Numerische Simulation, Tech. Univ. Hamburg-Harburg, Hamburg, Germany
fYear
2011
fDate
3-5 March 2011
Firstpage
1
Lastpage
4
Abstract
We consider the so-called Lur´e matrix equations that arise e.g. in linear-quadratic infinite time horizon optimal control. We characterize the set of solutions in terms of deflating subspaces of even matrix pencils. In particular, it is shown that there exist solutions which are extremal in terms of definiteness. It is shown how these special solutions can be constructed deflating subspaces of even matrix pencils.
Keywords
linear quadratic control; Lur´e matrix equation; linear quadratic infinite time horizon optimal control; matrix pencil; subspace deflation; Density functional theory; Eigenvalues and eigenfunctions; Equations; Linear algebra; Mathematical model; Optimal control; Reduced order systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Communications, Computing and Control Applications (CCCA), 2011 International Conference on
Conference_Location
Hammamet
Print_ISBN
978-1-4244-9795-9
Type
conf
DOI
10.1109/CCCA.2011.6031202
Filename
6031202
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