Mathematics – Numerical Analysis
Scientific paper
2011-01-06
Mathematics
Numerical Analysis
Scientific paper
We introduce a numerical method for the numerical solution of the so-called Lur'e matrix equations that arise in balancing-related model reduction and linear-quadratic infinite time horizon optimal control. Based on the fact that the set of solutions can be characterized in terms of deflating subspaces of even matrix pencils, an iterative scheme is derived that converges linearly to the maximal solution.
Poloni Federico
Reis Timo
No associations
LandOfFree
The SDA Method for Numerical Solution of Lur'e Equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with The SDA Method for Numerical Solution of Lur'e Equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The SDA Method for Numerical Solution of Lur'e Equations will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-399586