Smith method for projected Lyapunov and Stein equations

Bo Yu, Hung Yuan Fan, Eric King Wah Chu

研究成果: 雜誌貢獻文章

摘要

We consider the projected Lyapunov and Stein equations arising in model order reduction and optimal control of descriptor systems. The projected Lyapunov equation is transformed to an equivalent projected Stein equation then solved by a generalized Smith iterative method. For a projected general Stein equation with a singular matrix "E", a double Cayley transform is devised to remove the singularity, and then the generalized Smith method is applied. Numerical examples are provided to demonstrate the feasibility and efficiency of our approach.

原文英語
頁(從 - 到)191-204
頁數14
期刊UPB Scientific Bulletin, Series A: Applied Mathematics and Physics
80
發行號2
出版狀態已發佈 - 2018 一月 1

ASJC Scopus subject areas

  • Physics and Astronomy(all)
  • Applied Mathematics

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