通过压缩子空间解Lur'e方程

2011 International Conference on Communications, Computing and Control Applications (CCCA) Pub Date : 2011-03-03 DOI:10.1109/CCCA.2011.6031202

Timo Reis

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引用次数: 0

摘要

我们考虑在线性二次无限时间范围最优控制中出现的所谓Lur'e矩阵方程。我们用偶矩阵铅笔的压缩子空间来描述解的集合。特别地，证明了存在确定性极值的解。给出了这些特殊解如何构造偶矩阵铅笔的压缩子空间。

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Solution of Lur'e equations via deflating subspaces

We consider the so-called Lur'e matrix equations that arise e.g. in linear-quadratic infinite time horizon optimal control. We characterize the set of solutions in terms of deflating subspaces of even matrix pencils. In particular, it is shown that there exist solutions which are extremal in terms of definiteness. It is shown how these special solutions can be constructed deflating subspaces of even matrix pencils.

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2011 International Conference on Communications, Computing and Control Applications (CCCA)

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