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A new block algorithm for full-rank solution of the Sylvester-observer equation

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A new block algorithm for full-rank solution of the Sylvester-observer equation

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Título A new block algorithm for full-rank solution of the Sylvester-observer equation
Autor Carvalho, Joao Batista da Paz
Datta, Karabi
Hong, Yoopyo
Abstract A new block algorithm for computing a full rank solution of the Sylvester-observer equation arising in state estimation is proposed. The major computational kernels of this algorithm are: 1) solutions of standard Sylvester equations, in each case of which one of the matrices is of much smaller order than that of the system matrix and (furthermore, this small matrix can be chosen arbitrarily), and 2) orthogonal reduction of small order matrices. There are numerically stable algorithms for performing these tasks including the Krylov-subspace methods for solving large and sparse Sylvester equations. The proposed algorithm is also rich in Level 3 Basic Linear Algebra Subroutine (BLAS-3) computations and is thus suitable for high performance computing. Furthermore, the results on numerical experiments on some benchmark examples show that the algorithm has better accuracy than that of some of the existing block algorithms for this problem.
Contido em IEEE transactions on automatic control. New York. Vol. 48, no. 12 (dec. 2003), p. 2223-2228
Assunto Algoritmos
[en] Block algorithm
[en] State estimation
[en] Sylvester-observer equation
Origem Estrangeiro
Tipo Artigo de periódico
URI http://hdl.handle.net/10183/27610
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