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Partial eigenvalue assignment for large linear control systems. (English) Zbl 1011.93055

Olshevsky, Vadim (ed.), Structured matrices in mathematics, computer science, and engineering I. Proceedings of an AMS-IMS-SIAM joint summer research conference, University of Colorado, Boulder, CO, USA, June 27-July 1, 1999. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 280, 241-254 (2001).
An algorithm for the stabilization of large single-input time-invariant linear control systems by partial eigenvalue assignment is presented. The authors consider also a modified partial eigenvalue assignment problem in which one may choose not only the feedback matrix but also the system input matrix and propose an algorithm for its solution. Both algorithms are based on the implicitly restarted Arnoldi method, which is used repeatedly until no more eigenvalues with nonnegative real parts are found. The algorithms do not require the state matrix to be stored or factored and are well suited for control systems that require the reassignment of a few eigenvalues. Numerical experiments involving systems of order 2000 are described.
For the entire collection see [Zbl 0972.00034].

MSC:

93B55 Pole and zero placement problems
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
93B40 Computational methods in systems theory (MSC2010)
93B60 Eigenvalue problems