Structure-preserving numerical algorithm for solving discrete-time LMI and DARS

被引：3
|
作者：
Stefanovski, Jovan [1 ]
机构：
[1] JP Strezevo, Control & Informat Div, Bitola, North Macedonia
来源：
SYSTEMS & CONTROL LETTERS | 2011年 / 60卷 / 03期
关键词：
LMI; DARS; Para-hermitian matrix pencil; ALGEBRAIC RICCATI EQUATION; J-SPECTRAL FACTORIZATION;
D O I：
10.1016/j.sysconle.2011.01.002
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We present a numerical algorithm to solve a discrete-time linear matrix inequality (LMI) and discrete-time algebraic Riccati system (DARS). With a given system (A, B, C, D) we associate a para-hermitian matrix pencil. Then we transform it by an orthogonal transformation matrix into a block-triangular para-hermitian form. Under either of the two assumptions (1) matrix pair (A, B) is controllable or (2) matrix pair (A, B) is reachable and (A, B, C, D) is a left invertible system, we extract the solution of LMI and DARS by the entries of the orthogonal transformation matrix. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：205 / 210
页数：6
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