Total linear least squares and the algebraic Riccati equation

DOI10.1016/0167-6911(92)90022-KzbMath0763.93085MaRDI QIDQ1199040

Johan David, Bart De Moor

Publication date: 16 January 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

algebraic Riccati equationsingular value decompositionquadratic matrix equationtotal linear least squares problem

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Related Items (10)

Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations ⋮ Characterization of solutions of non-symmetric algebraic Riccati equations ⋮ A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations ⋮ Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling ⋮ Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory ⋮ A weighted view on the partial least-squares algorithm ⋮ Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations ⋮ Unnamed Item ⋮ A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation ⋮ A survey of nonsymmetric Riccati equations

Cites Work

• Unnamed Item
• An Analysis of the Total Least Squares Problem
• Dynamical systems that perform the singular value decomposition
• Isospectral flows on symmetric matrices and the Riccati equation
• Estimation, principal components and Hamiltonian systems
• Least squares matching problems
• Dynamical systems that sort lists, diagonalize matrices, and solve linear programming problems
• A unifying theorem for linear and total linear least squares
• Analysis and Solution of the Nongeneric Total Least Squares Problem

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