A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation

DOI10.1016/0024-3795(87)90342-9zbMath0649.65040MaRDI QIDQ1105990

WenWei Lin

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90342-9

zbMATH Keywords

discrete-time algebraic Riccati equation; closed-loop eigenvalues; optimal regulator problem; orthogonal equivalence transformation; symplectic pencil

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65K10: Numerical optimization and variational techniques

93C55: Discrete-time control/observation systems

15A24: Matrix equations and identities

Related Items

On Hamiltonian and symplectic Hessenberg forms, HMDR and FMDR algorithms for the generalized eigenvalue problem, An iterative algorithm for the solution of the discrete-time algebraic Riccati equation, On computing the eigenvalues of a symplectic pencil, The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method, Two connections between the \(SR\) and \(HR\) eigenvalue algorithms, An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix

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