On the numerical properties of the Schur approach for solving the matrix Riccati equation
DOI10.1016/0167-6911(87)90040-5zbMATH Open0635.65043OpenAlexW2102575629MaRDI QIDQ1097641FDOQ1097641
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
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Numerical optimization and variational techniques (65K10) Control/observation systems governed by ordinary differential equations (93C15) Matrix equations and identities (15A24)
Cites Work
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- A Schur method for solving algebraic Riccati equations
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- On the Separation of Two Matrices
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
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- A Generalized Eigenvalue Approach for Solving Riccati Equations
- Perturbation Analysis of Matrix Quadratic Equations
- A LINPACK-style condition estimator for the equation<tex>AX-XB^{T} = C</tex>
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- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
- A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
- 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
Uses Software
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