On Computing Stable Lagrangian Subspaces of Hamiltonian Matrices and Symplectic Pencils

DOI10.1137/S0895479894272712zbMath0876.47005MaRDI QIDQ4339124

Wen-Wei Lin, Chern-Shuh Wang

Publication date: 5 June 1997

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Hamiltonian matrix; filtering theory; orthogonal transformations; unimodular eigenvalue; Jordan basis; symplectic pencil; discrete-time \(H^ \infty\)-optimal control; isotropic Jordan subbasis; linear-quadratic control isotropic Jordan subbasis; purely imaginary and unimodular eigenvalues; stable Lagrangian invariant subspaces

Mathematics Subject Classification ID

15A24: Matrix equations and identities

15A18: Eigenvalues, singular values, and eigenvectors

47A15: Invariant subspaces of linear operators

47A56: Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones)

49J27: Existence theories for problems in abstract spaces

15A21: Canonical forms, reductions, classification

15A22: Matrix pencils

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