奇异值分解法及其在辨识和控制中的应用

The Singular Value Decomposition and its Application in Identification and Control

  • 摘要: 奇异值分解法是数值计算中的一个重要方法,目前在控制领域中正在得到日益广泛的使用.本文概要说明,在数字计算机上进行运算时,计算结果受机器浮点数系统精度的影响,其程度与计算问题本身是病态或常态,以及所用计算方法是否稳定有关.进而说明奇异值分解法是一种非常有效的数值方法.介绍了奇异值分解定理,奇异值和奇异向量的一些基本性质.最后说明奇异值分解法在系统辨识和控制设计中的若干应用.

     

    Abstract: Singular value decomposition(SVD)is an important topic in numerical computation.It has gained wide application in control field.And it is illustrated in this paper that the floating point arithmetic of the machine affects the accuracy of the calculation to an extent which largely depends upon the problem itself and the stability of the computing method used.Finally,the SVD theorem and some basic properties of the singular value andsingular vector are introduced.And some of its application in system control and identification are given.

     

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