Indefinite LQ Problem for Irregular Singular Systems
نویسندگان
چکیده
منابع مشابه
Indefinite LQ Control for Discrete-Time Stochastic Systems via Semidefinite Programming
This paper is concerned with a discrete-time indefinite stochastic LQ problem in an infinite-time horizon. A generalized stochastic algebraic Riccati equation GSARE that involves the MoorePenrose inverse of a matrix and a positive semidefinite constraint is introduced. We mainly use a semidefinite-programmingSDPbased approach to study corresponding problems. Several relations among SDP compleme...
متن کاملSolution of indefinite linear systems using an LQ decomposition for the linear constraints
In this paper, indefinite linear systems with linear constraints are considered. We present a special decomposition that makes use of the LQ decomposition, and retains the constraints in the factors. The resulting decomposition is of a structure similar to that obtained using the Bunch-Kaufman-Parlett algorithm. The decomposition can be used in a direct solution algorithm for indefinite systems...
متن کاملSingular constrained linear systems
In the linear system Ax = b the points x are sometimes constrained to lie in a given subspace S of column space of A. Drazin inverse for any singular or nonsingular matrix, exist and is unique. In this paper, the singular consistent or inconsistent constrained linear systems are introduced and the effect of Drazin inverse in solving such systems is investigated. Constrained linear system arise ...
متن کاملA Discrete Singular Convolution Method for the Seepage Analysis in Porous Media with Irregular Geometry
A novel discrete singular convolution (DSC) formulation is presented for the seepage analysis in irregular geometric porous media. The DSC is a new promising numerical approach which has been recently applied to solve several engineering problems. For a medium with regular geometry, realizing of the DSC for the seepage analysis is straight forward. But DSC implementation for a medium with ir...
متن کاملAsymptotics at irregular singular points
• Introduction 1. Example: rotationally symmetric eigenfunctions on R 2. Example: translation-equivariant eigenfunctions on H 3. Beginning of construction of solutions 4. K(x, t) is bounded 5. End of construction of solutions 6. Asymptotics of solutions 7. Appendix: asymptotic expansions • Bibliography According to [Erdélyi 1956], Thomé [1] found that differential equations with finite rank irr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2014
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2014/291878