An algorithm using the HR process for solving the closed-loop eigenvalues of a discrete-time algebraic Riccati equation

Lin-Zhang Lu Lin-Zhang Lu,Xingzhi Ji Xingzhi Ji,Hong Jiang Hong Jiang

doi:10.1109/9.310051

An algorithm using the HR process for solving the closed-loop eigenvalues of a discrete-time algebraic Riccati equation

Lin-Zhang Lu Lin-Zhang Lu, Xingzhi Ji Xingzhi Ji + Show 1 more

https://doi.org/10.1109/9.310051

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Journal: IRE Transactions on Automatic Control	Publication Date: Jan 1, 1994
Citations: 2

Affiliation: Xiamen University, University of Waterloo

#Algebraic Equation #Discrete-time Algebraic Riccati Equation + Show 7 more

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Abstract

Presents a numerical approach to the closed-loop spectrum of a discrete-time algebraic Riccati equation. The concerned symplectic pencil N-/spl lambda/L is proven to be equivalent to the pencil P-/spl lambda/Q, where P is skew-symmetric and Q is symmetric. Then the HR process, which can be viewed as a generalization of the QR method, is applied to compute the eigenvalue of P-/spl lambda/Q. Some numerical examples are included. >

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