The global Arnoldi process for solving the Sylvester-observer equation (Q619688)

The construction of the Luenberger observer for a multi-input multi-output linear time-invariant control system leads to solving of the so called Silvester-observer matrix equation. An algorithm for computing numerical solutions of large-scale Silvester-observer equations, suitable for large and sparse problems, is proposed. This algorithm consists in choosing in a proper way a starting block-row and then running a finite number of steps of the global Arnoldi process with this starting block vector. The produced solution is \(F\)-orthonormal (the Frobenius inner product is used) and in the single-output case it is the same as the one obtained by the standard Arnoldi method. Three illustrative examples and the corresponding numerical results, obtained by using of \texttt{Matlab 7.1}, are presented.