Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle
From MaRDI portal
Publication:4243505
DOI10.1137/S0895479897322999zbMath0923.65018MaRDI QIDQ4243505
Publication date: 18 May 1999
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
convergenceNewton's methodnumerical examplesmatrix pencilsmaximal symmetric solutiondiscrete algebraic Riccati equationclosed-loop matrix eigenvalues
Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24)
Related Items (15)
Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$ ⋮ The positive definite solution of the nonlinear matrix equation \(X^p = A + M(B + X^{-1})^{-1} M^\ast\) ⋮ Computations with infinite Toeplitz matrices and polynomials ⋮ Two structure-preserving-doubling like algorithms to solve the positive definite solution of the equation \(X-A^{\mathrm{H}}\overline{X}^{-1}A=Q\) ⋮ Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems ⋮ Bauer's spectral factorization method for low order multiwavelet filter design ⋮ Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations ⋮ On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations ⋮ An accelerated technique for solving one type of discrete-time algebraic Riccati equations ⋮ Numerical solution of a quadratic eigenvalue problem ⋮ An efficient algorithm for discrete-time \(\mathcal H_\infty\) preview control ⋮ Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations ⋮ Subspace identification of linear parameter-varying systems with innovation-type noise models driven by general inputs and a measurable white noise time-varying parameter vector ⋮ Algebraically stable general linear methods and the \(G\)-matrix ⋮ The convergence analysis of an accelerated iteration for solving algebraic Riccati equations
This page was built for publication: Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle
