| 一种降阶法求解投影连续时序Lyapunov方程 |
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| 引用本文： | 周立平.一种降阶法求解投影连续时序Lyapunov方程[J].湖南工程学院学报(自然科学版),2011(2):68-71. |
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| 作者姓名： | 周立平 |
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| 作者单位： | 湖南科技学院数学与计算科学系,永州,425100 |
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| 基金项目： | 湖南省科技厅科技专项计划项目(2009FJ4060); 湖南省教育厅科研项目(09C442) |
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| 摘 要： | 利用矩阵的实schur分解,提出了一种降阶法求解大规模投影连续时序Lyapunov方程.该方法先将矩阵进行块对角化,然后将大规模Lyapunov方程的求解转化为一系列低阶Lyapunov方程的求解,进而得到方程的解.在文章最后部分,给出了具体数值实例对该方法进行说明.
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| 关 键 词： | Lyapunov方程 模型降阶 投影方程 连续时序 |
An Order-reduced Method for Solving Projected Continues-time Lyapunov Equation |
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| ZHOU Li-ping.An Order-reduced Method for Solving Projected Continues-time Lyapunov Equation[J].Journal of Hunan Institute of Engineering(Natural Science Edition),2011(2):68-71. |
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| Authors: | ZHOU Li-ping |
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| Institution: | ZHOU Li-ping(Department of Mathematics and Computational Science,Hunan University of Science and Engineering,Yongzhou 425100,China) |
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| Abstract: | Using matrix real schur decomposition in the paper,an order-reduced method is proposed to solve large scale projected continues-time Lyapunov equation.After matrix is block diagonalized,large scale Lyapunov equation is converted to a series of small order Lyapunov equations and then the solution is obtained.In the end of this paper,numerical examples are tested to evaluate the method. |
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| Keywords: | Lyapunov equation model reduction projected equation continues-time |
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