The global Arnoldi process for solving the Sylvester-Observer equation

摘要

In this paper, we present a method and associated theory for solving the multi-input Sylvester-Observer equation arising in the construction of the Luenberger observer in control theory. The proposed method is a particular generalization of the algorithm described by Datta and Saad in 1991 to the multi-output. We give some theoretical results and present some numerical experiments to show the accuracy of the proposed algorithm. Mathematical subject classification: 65F10, 65F30.