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研究生:范洪源
研究生(外文):Hung-Yuan Fan
論文名稱:代數黎卡迪方程式之數值研究與週期奇異系統之平衡實現化理論
論文名稱(外文):Numerical Study of Algebraic Riccati Equations and Balanced Realization of Periodic Descriptor Systems
指導教授:林文偉林文偉引用關係
指導教授(外文):Wen-Wei Lin
學位類別:博士
校院名稱:國立清華大學
系所名稱:數學系
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
畢業學年度:92
語文別:英文
論文頁數:145
中文關鍵詞:Structure-preserving algorithmsRiccati equationsPeriodic descriptor systemsBalanced realizationGramianReachability/Observability
外文關鍵詞:保結構演算法黎卡迪方程式週期奇異系統平衡實現化葛雷米矩陣可達性/可觀性
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  • 收藏至我的研究室書目清單書目收藏:0
本篇論文主要包括兩部分。第一部分闡述如何運用保結構演算法來求解各種類型的黎卡迪方程式,第二部分主要著眼於週期奇異系統的平衡實現化理論。

在第一部分中,我們分別探討求解週期離散型、連續型以及廣義離散型代數黎卡迪方程式之保結構算法。上述各類算法均以求解離散型代數黎卡迪方程式之保結構演算法為基石,加以推廣而得之。並且我們可在比可穩定化與可偵測化更弱的假設條件下,更進一步證明此一保結構算法的二次收斂性。通過大量Matlab測試集的檢驗,可知此一保結構算法無論在精確度上與執行效率上均優於其他算法。

在第二部分中,我們先針對週期奇異系統的完全可達性與完成可觀性,給出一系列的充分必要條件。由這些數學等價條件中,我們可定義出週期可達性與可觀性之葛雷米矩陣,並且可進一步證明出這些對稱半正定的葛雷米矩陣滿足某些廣義週期離散型李雅普諾夫方程式。此外,我們還提出一套數值上穩定且可行的算法來求解這些李雅普諾夫方程式。最後,我們還提出週期奇異系統的平衡實現化問題並且提供解決方案。
This dissertation is consisted of two parts. The first part treats of applications of the structure-preserving doubling algorithm (SDA) to solve various algebraic Riccati equations, while the second part concerns with the problem of balanced realization for discrete-time periodic descriptor systems.

In the first part, we investigate structure-preserving algorithms for computing the symmetric positive semi-definite solutions to the periodic discrete-time algebraic Riccati equations (P-DAREs), continuous-time algebraic Riccati equations (CAREs) and generalized discrete-time algebraic Riccati equations (G-DAREs), respectively. All are based on the SDA algorithm for solving the discrete-time algebraic Riccati equations (DAREs). In Section 2 of
Chapter 1, we develop the SDA algorithm from a new point of view and show its quadratic convergence under assumptions which are weaker than stabilizability and detectability. With several numerical results, the algorithm is shown to be efficient, out-performing other algorithms on a large set of benchmark
problems.

In the second part, necessary and sufficient conditions are
derived for complete reachability and observability of periodic time-varying descriptor systems. Applying these conditions, the symmetric positive semi-definite reachability/observability Gramians are defined and can be shown to satisfy some projected generalized discrete-time periodic Lyapunov equations. We propose a numerical method for solving these projected Lyapunov equations, and an illustrative numerical example is given. As an application
of our results, the balanced realization of periodic descriptor systems is discussed.
Part I Structure-Preserving Doubling Algorithms for Solving Algebraic Riccati Equations

Chapter 1 Structure-Preserving Algorithms for P-DAREs 1
1 Introduction ......................................... 1
2 Structure-Preserving Doubling Algorithm for DAREs .... 6
3 Swap and Collapse ................................... 20
4 Numerical Experiments for DAREs ..................... 26
5 Numerical Experiments for P-DAREs ................... 38
6 Conclusions ......................................... 42

Chapter 2 Structure-Preserving Doubling Algorithm for CAREs 47
1 Introduction ........................................ 47
2 SDA and Matrix Sign Function Method ................. 50
3 Practical Implementation of SDA ..................... 56
4 SDA_m ............................................... 63
5 Numerical Examples .................................. 65
6 Conclusions ......................................... 74

Chapter 3 Structure-Preserving Doubling Algorithm for G-DAREs 75
1 Introduction ........................................ 75
2 G-SDA and QR-SWAP Algorithms for G-DAREs ............ 77
3 Conditioning of Inversions in G-SDA ................. 82
4 Numerical Experiments for G-DAREs ................... 91
5 Conclusions ......................................... 98

Part II Reachability/Observability Gramians and Balanced Realization

Chapter 4 Balanced Realization of Periodic Descriptor Systems 99
1 Introduction ........................................ 99
2 Preliminaries ...................................... 102
3 Complete Reachability and Observability ............ 104
4 Periodic Reachability and Observability Gramians ... 112
5 Numerical Solutions of Projected GDPLEs ............ 118
6 Hankel Singular Values ............................. 126
7 Balanced Realization ............................... 129
8 Concluding Remarks ................................. 132

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