Krylov space methods on state-space control models
نویسندگان
چکیده
منابع مشابه
Krylov Space Methods on State - Space Control
We give an overview of various Lanczos/Krylov space methods and how they are being used for solving certain problems in Control Systems Theory based on state-space models. The matrix methods used are based on Krylov sequences and are closely related to modern iterative methods for standard matrix problems such as sets of linear equations and eigenvalue calculations. We show how these methods ca...
متن کاملCSSP 13:733-758, 1994 Krylov Space Methods on State-Space Control Models
We give an overview of various Lanczos/Krylov space methods and how they are being used for solving certain problems in Control Systems Theory based on state-space models. The matrix methods used are based on Krylov sequences and are closely related to modern iterative methods for standard matrix problems such as sets of linear equations and eigenvalue calculations. We show how these methods ca...
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State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and computing this expectation is hard when there are nonlinearities. Existing filtering methods, including sequential Monte Carlo, tend to be either inaccurate...
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Several variants of the GMRES method for solving linear nonsingular systems of algebraic equations are described. These variants diier in building up diierent sets of orthonormalized vectors used for the construction of the approximate solution. A new A T A-variant of GMRES is proposed and the eecient implementation of the algorithm is discussed.
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ژورنال
عنوان ژورنال: Circuits, Systems, and Signal Processing
سال: 1994
ISSN: 0278-081X,1531-5878
DOI: 10.1007/bf02523124