Singular Riccati equations stabilizing large-scale systems

DOI10.1016/J.LAA.2004.12.031zbMath1099.93005OpenAlexW2168479725MaRDI QIDQ2491703

Yanyan Li

Publication date: 29 May 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.12.031

zbMATH Keywords

stabilizationRiccati difference equationlinear time-invariant system

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Large-scale systems (93A15)

Related Items (4)

Partial Stabilization of Descriptor Systems Using Spectral Projectors ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Singular Riccati equations stabilizing large-scale systems ⋮ Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

Cites Work

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• Singular Riccati equations stabilizing large-scale systems
• Numerical aspects of different Kalman filter implementations
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Projection and deflation method for partial pole assignment in linear state feedback
• Square-root algorithms for least-squares estimation
• Second-order convergent algorithms for the steady-state Riccati equation†

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