The ADI method for bounded real and positive real Lur’e equations
نویسندگان
چکیده
منابع مشابه
The ADI method for bounded real and positive real Lur'e equations
We propose an algorithm for the numerical solution of the Lur’e equations in the bounded real and positive real lemma for stable systems. The recently developed ADI iteration for algebraic Riccati equations is generalized to Lur’e equations. The algorithm provides approximate solutions in low-rank factored form. We prove that the sequence of approximate solutions is monotonically increasing wit...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 2016
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s00211-016-0805-2