特征值分配问题的计算

Chia-Chi Tsui
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引用次数: 0

摘要

本文表明,在计算多变量系统特征值分配的反馈增益时,闭环特征向量矩阵(CLEM)的条件数的缩减是实现一些非常重要和理想的技术和计算性质的必要步骤。本注还表明,其他相关矩阵的条件数的减少并不能充分表明这些性质的实现。现有唯一能够减少CLEM条件数的算法是计算显式CLEM。幸运的是,这种计算非常高效且数值稳定,与计算给定矩阵的特征向量矩阵完全不同。
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On The Computation Of Eigenvalue Assignment Problem
This note shows that in computing the feedback gain for eigenvalue assignment in multivariable systems, the reduction of the condition number of the closed loop eigenvector matrix (CLEM) is a necessary step to achieve some highly important and desirable technical and computational properties. This note also shows that the reduction of the condition number of other relevant matrix does not sufficiently imply the achievement of these properties. The only existing algorithm capable of reducing the condition number of CLEM computes the explicit CLEM. Fortunately, this computation is very efficient and numerically stable, and is completely different from the computation of the eigenvector matrix of a given matrix.
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