Comparison of numerical methods for solving Liapunov matrix equations†
作者:
I. S. PACE,
S. BARNETT,
期刊:
International Journal of Control
(Taylor Available online 1972)
卷期:
Volume 15,
issue 5
页码: 907-915
ISSN:0020-7179
年代: 1972
DOI:10.1080/00207177208932205
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A numerical comparison is made of most published methods for solving the linear matrix equations which arise when a quadratic form Liapunov function is applied to a constant linear system (continuous or discrete, real or complex). Generally, for the real equations direct methods are satisfactory for systems of order ten or less, whereas for larger order systems iterative methods (based upon expressing the solution in terms of an infinite series) are to be preferred. For the complex equations the most convenient numerical method uses an explicit representation for the solution in terms of the eigenvalues and vectors of the system matrix. If the system matrix is in companion form then algorithms taking account of this structure offer minor improvements.
点击下载:
PDF (307KB)
返 回