DocumentCode :
843867
Title :
A new block algorithm for full-rank solution of the Sylvester-observer equation
Author :
Carvalho, João ; Datta, Karabi ; Hong, Yoopyo
Author_Institution :
Dept. de Matematica Pura e Aplicada, Univ. Fed. de Rio Grande do Sul, Brazil
Volume :
48
Issue :
12
fYear :
2003
Firstpage :
2223
Lastpage :
2228
Abstract :
A new block algorithm for computing a full rank solution of the Sylvester-observer equation arising in state estimation is proposed. The major computational kernels of this algorithm are: 1) solutions of standard Sylvester equations, in each case of which one of the matrices is of much smaller order than that of the system matrix and (furthermore, this small matrix can be chosen arbitrarily), and 2) orthogonal reduction of small order matrices. There are numerically stable algorithms for performing these tasks including the Krylov-subspace methods for solving large and sparse Sylvester equations. The proposed algorithm is also rich in Level 3 Basic Linear Algebra Subroutine (BLAS-3) computations and is thus suitable for high performance computing. Furthermore, the results on numerical experiments on some benchmark examples show that the algorithm has better accuracy than that of some of the existing block algorithms for this problem.
Keywords :
matrix algebra; observers; reduced order systems; Krylov-subspace methods; Sylvester-observer equation; basic linear algebra subroutine computations; block algorithm; computational kernels; full-rank solution; orthogonal reduction; small order matrices; state estimation; Algorithms; Eigenvalues and eigenfunctions; Equations; High performance computing; Kernel; Linear algebra; Matrix decomposition; Observers; Sparse matrices; State estimation;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2003.820150
Filename :
1254095
Link To Document :
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