Abstract
We consider the projected Lyapunov and Stein equations arising in model order reduction and optimal control of descriptor systems. The projected Lyapunov equation is transformed to an equivalent projected Stein equation then solved by a generalized Smith iterative method. For a projected general Stein equation with a singular matrix "E", a double Cayley transform is devised to remove the singularity, and then the generalized Smith method is applied. Numerical examples are provided to demonstrate the feasibility and efficiency of our approach.
| Original language | English |
|---|---|
| Pages (from-to) | 191-204 |
| Number of pages | 14 |
| Journal | Polytechnical University of Bucharest Scientific Bulletin Series A: Applied Mathematics and Physics |
| Volume | 80 |
| Issue number | 2 |
| Publication status | Published - 1 Jan 2018 |
Keywords
- Cayley transform
- Descriptor system
- Double Cayley transform
- Projected Lyapunov equation
- Projected Stein equation