On the Computation of the Main Eigen-Pairs of the Continuous-Time Linear Quadratic Control Problem

Zhong Wan-xie; Yang Zai-shi

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Zhong Wan-xie, Yang Zai-shi. On the Computation of the Main Eigen-Pairs of the Continuous-Time Linear Quadratic Control Problem[J]. Applied Mathematics and Mechanics, 1991, 12(1): 45-50.

Citation:

Zhong Wan-xie, Yang Zai-shi. On the Computation of the Main Eigen-Pairs of the Continuous-Time Linear Quadratic Control Problem[J]. Applied Mathematics and Mechanics, 1991, 12(1): 45-50.

Citation:

Zhong Wan-xie, Yang Zai-shi. On the Computation of the Main Eigen-Pairs of the Continuous-Time Linear Quadratic Control Problem[J]. Applied Mathematics and Mechanics, 1991, 12(1): 45-50.

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On the Computation of the Main Eigen-Pairs of the Continuous-Time Linear Quadratic Control Problem

Zhong Wan-xie¹,
Yang Zai-shi²

1.
Dalian University of Technology, Dalian;
2.
Higher Education Press, Beijing

Received Date: 1990-01-15
Publish Date: 1991-01-15

Abstract

Abstract

The degeneration of the eigenvalue equation of the discrete-time linear quadratic control problem to the continuous-time one when Δt→0 is given first. When the continuous-time n-dimensional eigenvalue equation, which has all the eigenvalues located in the left half plane, has bee ft reduced from the original In-dimensional one, the present paper proposes that several of the eigenvalues nearest to the imaginary axis be obtained by the matrix transformation A_e=e^A.All the eigenvalues of A_e are in the unit circle, with the eigenvectors unchanged and the original eigenvalues can be obtained by a logarithm operation. And several of the eigenvalues of A_e nearest to the unit circle can be calculated by the dual subspace iteration method.
- linear quadratic control,
- eigenvalue,
- eigenvector,
- eigen-pairs

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References(8)

References

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