Eigenfactor solution of the matrix Riccati equation--A continuous square root algorithm

DOI10.1109/TAC.1985.1103823MaRDI QIDQ3725467zbMATH OpenFDO

Authors Y. Oshman, I. Y. Bar-Itzhack

Publication date 1985

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1985.1103823

zbMATH Keywords

eigensystemmatrix Riccati differential equationnumerical examples

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical optimization and variational techniques (65K10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Control/observation systems governed by ordinary differential equations (93C15)

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Cited in

(23)

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• Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations
• Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation
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