文献类型：期刊文献

英文题名：A direct method for solving projected generalized continuous-time Sylvester equations

作者：Lin, Yiqin[1]; Bao, Liang[2]; Cao, Yanhua[3]; Zhou, Liping[1]

机构：[1] Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou Hunan 425100, China; [2] Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China; [3] Department of Mathematics, North China Electric Power University, Beijing 102206, China

年份：2012

卷号：10

期号：3

起止页码：319

外文期刊名：Journal of Control Theory and Applications

收录：EI(收录号：20122715219885)

语种：英文

外文关键词：Continuous time systems - Numerical methods

摘要：This article is devoted to the numerical solution of a projected generalized Sylvester equation with relatively small size. Such an equation arises in stability analysis and control problems for descriptor systems including model reduction based on balanced truncation. The algebraic formula of the solution of the projected generalized continuous-time Sylvester equation is presented. A direct method based on the generalized Schur factorization is proposed. Moreover, its low-rank version for problems with low-rank right-hand sides is also proposed. The computational cost of the direct method is estimated. Numerical simulation show that this direct method has high accuracy. ? 2012 South China University of Technology, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.