On Eigenvalue Bounds and Iteration Methods for Discrete Algebraic Riccati Equations

DOI10.4208/JCM.1010-M3258zbMath1249.65092OpenAlexW2330619591MaRDI QIDQ2885732

Hua Dai, Zhong Zhi Bai

Publication date: 1 June 2012

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

Full work available at URL: https://doi.org/10.4208/jcm.1010-m3258

zbMATH Keywords

convergencenumerical resultsfixed-point iterationeigenvalue bounddiscrete algebraic Riccati equationmatrix inversionssymmetric positive definite solutionSchulz iteration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

Related Items (9)

Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations ⋮ Robust regulation of discrete-time systems subject to parameter uncertainties and state delay ⋮ Upper and lower eigenvalue summation bounds of the Lyapunov matrix differential equation and the application in a class time-varying nonlinear system ⋮ Lower Eigenvalue Bounds on Summation for the Solution of the Lyapunov Matrix Differential Equation ⋮ Two kinds of condition numbers for the quadratic matrix equation ⋮ A further study on a nonlinear matrix equation ⋮ Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems ⋮ An improved iterative method for solving the discrete algebraic Riccati equation ⋮ The eigenvalue product bounds of the Lyapunov matrix differential equation and the stability of a class of time-varying nonlinear system

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