Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations

DOI10.1016/j.cam.2016.09.021zbMath1353.65034arXiv1509.02015OpenAlexW2962958240MaRDI QIDQ344315

Tayyebe Haqiri, Federico Poloni

Publication date: 22 November 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02015

zbMATH Keywords

numerical examplealgebraic Riccati equationinterval arithmeticalternating direction implicit procedureKrawczyk's methodstabilizing solutionverified computation

Mathematics Subject Classification ID

Related Items (8)

On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation ⋮ Verified computation of matrix gamma function ⋮ Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation ⋮ The united stable solution set of interval continuous-time algebraic Riccati equation and veri ed numerical computation of its outer estimation ⋮ Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations ⋮ Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation ⋮ Verified computation for the geometric mean of two matrices ⋮ An improved verification algorithm for nonlinear systems of equations based on Krawczyk operator

Uses Software

• PGDoubling
• mftoolbox
• Algorithm 432

Cites Work

• Fast verified computation for solutions of continuous-time algebraic Riccati equations
• Verified error bounds for solutions of Sylvester matrix equations
• A numerical method for computing the Hamiltonian Schur form
• Iterative solution of the Lyapunov matrix equation
• Computing enclosures for the inverse square root and the sign function of a matrix
• Verification methods: Rigorous results using floating-point arithmetic
• Fast Enclosure for All Eigenvalues and Invariant Subspaces in Generalized Eigenvalue Problems
• Efficient computation of enclosures for the exact solvents of a quadratic matrix equation
• Numerical Solution of Algebraic Riccati Equations
• Verified Computation of Square Roots of a Matrix
• Introduction to Interval Analysis
• Doubling Algorithms with Permuted Lagrangian Graph Bases
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Functions of Matrices
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