Parallel algorithms for algebraic Riccati equations

DOI10.1080/00207179108934214zbMath0763.93036OpenAlexW2034754584MaRDI QIDQ3981999

Judith D. Gardiner, Alan J. Laub

Publication date: 26 June 1992

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179108934214

zbMATH Keywords

control designnumerical solutionalgebraic Riccati equations

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Control/observation systems governed by ordinary differential equations (93C15) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Related Items (9)

The matrix sign decomposition and its relation to the polar decomposition ⋮ On the matrix-sign-function method for solving algebraic Riccati equations ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Solution of Lyapunov and Riccati equations in a multiprocessor environment ⋮ A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Algorithms for model reduction of large dynamical systems ⋮ An arithmetic for matrix pencils: theory and new algorithms ⋮ Solving stable Sylvester equations via rational iterative schemes

Cites Work

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• A systolic algorithm for Riccati and Lyapunov equations
• The time-invariant linear-quadratic optimal control problem
• Positive and negative solutions of dual Riccati equations by matrix sign function iteration
• A generalization of the matrix-sign-function solution for algebraic Riccati equations
• A Schur method for solving algebraic Riccati equations
• Existence and uniqueness theorems for the algebraic Riccati equation
• On the numerical solution of the discrete-time algebraic Riccati equation
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Rational Iterative Methods for the Matrix Sign Function
• A contribution to matrix quadratic equations

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