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Solution of Descriptor Lur'e Equations via Even Matrix Pencils
Author(s) -
Reis Timo,
Voigt Matthias
Publication year - 2014
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201410443
Subject(s) - linear subspace , matrix (chemical analysis) , construct (python library) , mathematics , algebraic number , algebraic equation , quadratic equation , algebra over a field , computer science , pure mathematics , mathematical analysis , nonlinear system , physics , geometry , materials science , quantum mechanics , composite material , programming language
Descriptor Lur’e equations are an important tool for the solution of linear‐quadratic optimal control problems for differential‐algebraic systems. In this article we discuss how one can construct all solutions of these equations by the deflating subspaces of associated even matrix pencils. (© 2014 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)