Error bounds for Newton refinement of solutions to algebraic Riccati equations

DOI10.1007/BF02551369zbMath0716.93013OpenAlexW2065457381MaRDI QIDQ753746

Alan J. Laub, Matt Wette, Charles S. Kenney

Publication date: 1990

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02551369

zbMATH Keywords

Newton's methodalgebraic Riccati equationsLyapunov operatorresidual error bounds

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Related Items (9)

Reduced basis approximation of large scale parametric algebraic Riccati equations ⋮ Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations ⋮ A POD projection method for large-scale algebraic Riccati equations ⋮ Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations ⋮ How to decompose semi-definite discrete-time algebraic Riccati equations ⋮ Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations ⋮ Guaranteed level-γ ℋ _∞ control in uncertain linear systems via linear matrix inequalities ⋮ Condition numbers of algebraic Riccati equations in the Frobenius norm

Uses Software

• RICPAC

Cites Work

• Unnamed Item
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• A stability-enhancing scaling procedure for Schur-Riccati solvers
• The Sensitivity of the Algebraic and Differential Riccati Equations
• Numerical integration of the differential matrix Riccati equation
• The Sensitivity of the Stable Lyapunov Equation
• A Schur method for solving algebraic Riccati equations
• On the Separation of Two Matrices
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• On Newton's method for Riccati equation solution
• A Theory of Condition
• On a Matrix Riccati Equation of Stochastic Control
• Explicit Solutions of Linear Matrix Equations

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