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[Keyword] Lyapunov equations(3hit)

1-3hit
  • Efficient Balanced Truncation for RC and RLC Networks

    Yuichi TANJI  

     
    PAPER-Circuit Theory

      Vol:
    E100-A No:1
      Page(s):
    266-274

    An efficient balanced truncation for RC and RLC networks is presented in this paper. To accelerate the balanced truncation, sparse structures of original networks are considered. As a result, Lyapunov equations, the solutions of which are necessary for making the transformation matrices, are efficiently solved, and the reduced order models are efficiently obtained. It is proven that reciprocity of original networks is preserved while applying the proposed method. Passivity of the reduced RC networks is also guaranteed. In the illustrative examples, we will show that the proposed method is compatible with PRIMA in efficiency and is more accurate than PRIMA.

  • Real Cholesky Factor-ADI Method for Low-Rank Solution of Projected Generalized Lyapunov Equations

    Yuichi TANJI  

     
    PAPER-Nonlinear Problems

      Vol:
    E99-A No:3
      Page(s):
    702-709

    The alternating direction implicit (ADI) method is proposed for low-rank solution of projected generalized continuous-time algebraic Lyapunov equations. The low-rank solution is expressed by Cholesky factor that is similar to that of Cholesky factorization for linear system of equations. The Cholesky factor is represented in a real form so that it is useful for balanced truncation of sparsely connected RLC networks. Moreover, we show how to determine the shift parameters which are required for the ADI iterations, where Krylov subspace method is used for finding the shift parameters that reduce the residual error quickly. In the illustrative examples, we confirm that the real Cholesky factor certainly provides low-rank solution of projected generalized continuous-time algebraic Lyapunov equations. Effectiveness of the shift parameters determined by Krylov subspace method is also demonstrated.

  • A Numerical Algorithm for Finding Solution of Cross-Coupled Algebraic Riccati Equations

    Hiroaki MUKAIDANI  Seiji YAMAMOTO  Toru YAMAMOTO  

     
    LETTER-Systems and Control

      Vol:
    E91-A No:2
      Page(s):
    682-685

    In this letter, a computational approach for solving cross-coupled algebraic Riccati equations (CAREs) is investigated. The main purpose of this letter is to propose a new algorithm that combines Newton's method with a gradient-based iterative (GI) algorithm for solving CAREs. In particular, it is noteworthy that both a quadratic convergence under an appropriate initial condition and reduction in dimensions for matrix computation are both achieved. A numerical example is provided to demonstrate the efficiency of this proposed algorithm.