An iterative algorithm for the solution of the discrete-time algebraic Riccati equation (Q1260796)
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| Language | Label | Description | Also known as |
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| English | An iterative algorithm for the solution of the discrete-time algebraic Riccati equation |
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An iterative algorithm for the solution of the discrete-time algebraic Riccati equation (English)
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25 August 1993
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An iterative algorithm for the solution of the discrete-time algebraic Riccati equation is proposed. This algorithm is based on the square root of a squared Hamiltonian matrix and is proved to be more effective than the QZ algorithm. A formal analysis for roundoff errors and some numerical examples are given.
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structure-preserving
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orthogonal transformations
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iterative algorithm
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discrete-time algebraic Riccati equation
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square root
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Hamiltonian matrix
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QZ algorithm
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numerical examples
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