Doubling algorithm for continuous-time algebraic Riccati equation

DOI10.1080/00207728908910119MaRDI QIDQ3820460zbMATH OpenOpenAlexFDO

Authors Morishige Kimura

Publication date 1989

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728908910119

zbMATH Keywords

continuous-timecontinuous-time algebraic Riccati equationsecond order convergent algorithm

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Controllability (93B05) Observability (93B07) Transformations (93B17) Discrete-time control/observation systems (93C55)

Recommendations

• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
• A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
• Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
• A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions
• Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis

Cites work

• A Schur method for solving algebraic Riccati equations
• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• scientific article; zbMATH DE number 3141552 (Why is no real title available?)
• Integration-free interval doubling for Riccati equation solutions
• Matrix Quadratic Solutions
• On the numerical solution of the discrete-time algebraic Riccati equation
• Partitioned Ricatti solutions and integration-free doubling algorithms
• Second-order convergent algorithms for the steady-state Riccati equation†
• The numerical solution of the matrix Riccati differential equation

Cited in

(14)

• Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
• New doubling algorithm for the discrete periodic Riccati equation
• A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
• Solvability theory and iteration method for one self-adjoint polynomial matrix equation
• Solving large-scale nonsymmetric algebraic Riccati equations by doubling
• Alternating-directional doubling algorithm for M-matrix algebraic Riccati equations
• Comments on ``A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices by Chun-Yueh Chiang, Hung-Yuan Fan and Wen-Wei Lin
• Optimal parameters for doubling algorithms
• A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
• Performance enhancement of doubling algorithms for a class of complex nonsymmetric algebraic Riccati equations
• Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
• High Performance Computing of SDRE models with Discrete Kalman Filtering for Robust $H_{\infty}$-Controls

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