8 research outputs found

    A structure-preserving doubling algorithm for Lur'e equations

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    We introduce a numerical method for the numerical solution of the Lur'e equations, a system of matrix equations that arises, for instance, in linear-quadratic infinite time horizon optimal control. We focus on small-scale, dense problems. Via a Cayley transformation, the problem is transformed to the discrete-time case, and the structural infinite eigenvalues of the associated matrix pencil are deflated. The deflated problem is associated with a symplectic pencil with several Jordan blocks of eigenvalue 1 and even size, which arise from the nontrivial Kronecker chains at infinity of the original problem. For the solution of this modified problem, we use the structure-preserving doubling algorithm. Implementation issues such as the choice of the parameter γ in the Cayley transform are discussed. The most interesting feature of this method, with respect to the competing approaches, is the absence of arbitrary rank decisions, which may be ill-posed and numerically troublesome. The numerical examples presented confirm the effectiveness of this method

    5th EUROMECH nonlinear dynamics conference, August 7-12, 2005 Eindhoven : book of abstracts

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    5th EUROMECH nonlinear dynamics conference, August 7-12, 2005 Eindhoven : book of abstracts

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    The ADI method for bounded real and positive real Lur'e equations

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    Dynamical Systems; Proceedings of an IIASA Workshop, Sopron, Hungary, September 9-13, 1985

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    The investigation of special topics in systems dynamics -- uncertain dynamic processes, viability theory, nonlinear dynamics in models for biomathematics, inverse problems in control systems theory -- has become a major issue at the System and Decision Sciences Research Program of IIASA. The above topics actually reflect two different perspectives in the investigation of dynamic processes. The first, motivated by control theory, is concerned with the properties of dynamic systems that are stable under variations in the systems' parameters. This allows us to specify classes of dynamic systems for which it is possible to construct and control a whole "tube" of trajectories assigned to a system with uncertain parameters and to resolve some inverse problems of control theory within numerically stable solution schemes. The second perspective is to investigate generic properties of dynamic systems that are due to nonlinearity (as bifurcations theory, chaotic behavior, stability properties, and related problems in the qualitative theory of differential systems). Special stress is given to the applications of nonlinear dynamic systems theory to biomathematics and ecology. The proceedings of a workshop on the "Mathematics of Dynamic Processes", dealing with these topics is presented in this volume

    Technology for large space systems: A bibliography with indexes (supplement 19)

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    This bibliography lists 526 reports, articles, and other documents introduced into the NASA scientific and technical information system between January 1, 1988 and June 30, 1988. Its purpose is to provide helpful information to the researcher, manager, and designer in technology development and mission design according to system, interactive analysis and design, structural and thermal analysis and design, structural concepts and control systems, electronics, advanced materials, assembly concepts, propulsion, and solar power satellite systems
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