求解代数Riccati方程的Larin算法的分离程序和新推导

A.G. Cheremensky, N.V. Dakev
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引用次数: 0

摘要

利用构造正交投影的方法,得到了将矩阵变换成块三角形的方法,将矩阵的谱分为“稳定”部分和“不稳定”部分。用这种形式对拉林分离过程进行了改进。给出了构造正交投影和矩阵代数Riccati方程稳定解的Larin算法的一种新的简单推导。Larin算法的高精度计算机实现是在IBM pc和相近的兼容设备上使用Turbo C创建的
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Separation procedure and new derivation of Larin's algorithms for solving algebraic Riccati equations
With the help of constructing orthogonal projections a transformation of a matrix into the block triangular form separating its spectrum into the "stable" and "unstable" parts is obtained. Using this form a modification of Larin's separation procedure is given. A new simple derivation of Larin's algorithms for construction of orthogonal projections and stabilizing solutions of matrix algebraic Riccati equations is produced. A high precision computer realisation of Larin's algorithms is created using Turbo C on IBM PCs and close compatibles.<>
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