On the numerical properties of the Schur approach for solving the matrix Riccati equation

DOI10.1016/0167-6911(87)90040-5MaRDI QIDQ1097641zbMATH OpenOpenAlexFDO

Authors Petko Hr. Petkov, Nicolai D. Christov, Mihail M. Konstantinov

Publication date 1987

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(87)90040-5

zbMATH Keywords

numerical examplenumerical instabilityHamiltonian matrixcontinuous algebraic matrix Riccati equationSchur methodreduction to upper quasitriangular form

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems governed by ordinary differential equations (93C15) Matrix equations and identities (15A24)

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Cites work

• scientific article; zbMATH DE number 3748409 (Why is no real title available?)
• scientific article; zbMATH DE number 3492514 (Why is no real title available?)
• scientific article; zbMATH DE number 513085 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• A LINPACK-style condition estimator for the equation<tex>AX-XB^{T} = C</tex>
• A Schur method for solving algebraic Riccati equations
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Matrix eigensystem routines - EISPACK guide. 2nd ed
• On the Separation of Two Matrices
• Perturbation Analysis of Matrix Quadratic Equations
• Towards a formal definition of numerical stability

Cited in

(15)

• Generalized Lyapunov equation and factorization of matrix polynomials
• Optimization in the Hardy space and the problem of the parametrization of controllers
• Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
• How to decompose semi-definite discrete-time algebraic Riccati equations
• A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
• scientific article; zbMATH DE number 4191530 (Why is no real title available?)
• scientific article; zbMATH DE number 4034993 (Why is no real title available?)
• Schultz matrix iteration based method for stable solution of discrete ill-posed problems
• A structured condition number for self-adjoint polynomial matrix equations with applications in linear control
• A stability-enhancing scaling procedure for Schur-Riccati solvers
• A modification of Schur's method for solving a matrix algebraic Riccati equation
• Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation
• Unconditionally stable scheme for Riccati equation
• Discrete generalized algebraic Riccati equations and polynomial matrix factorization
• Error bounds for Newton refinement of solutions to algebraic Riccati equations

Describes a project that uses

Uses Software

• RICPAC
• HQR3
• LINPACK
• EISPACK

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