A stability-enhancing scaling procedure for Schur-Riccati solvers

DOI10.1016/0167-6911(89)90056-XMaRDI QIDQ1121209zbMATH OpenFDO

Authors Alan J. Laub, Matt Wette, Charles S. Kenney

Publication date 1989

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

zbMATH Keywords

optimal scalingRiccati equationsinvariant-subspace-based (Schur) methodsrelative condition number

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Matrix equations and identities (15A24)

Recommendations

• Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
• scientific article; zbMATH DE number 4034993
• On the numerical properties of the Schur approach for solving the matrix Riccati equation
• Numerical improvements for solving Riccati equations
• scientific article; zbMATH DE number 741116

Cites work

• scientific article; zbMATH DE number 3928206 (Why is no real title available?)
• scientific article; zbMATH DE number 3783337 (Why is no real title available?)
• A LINPACK-style condition estimator for the equation<tex>AX-XB^{T} = C</tex>
• A Schur decomposition for Hamiltonian matrices
• A Schur method for solving algebraic Riccati equations
• A Theory of Condition
• A brief summary of the bounds on the solution of the algebraic matrix equations in control theory
• An Estimate for the Condition Number of a Matrix
• Condition Estimates for Matrix Functions
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Explicit Solutions of Linear Matrix Equations
• Geometric state-space theory in linear multivariable control: A status report
• On Newton's method for Riccati equation solution
• On the numerical properties of the Schur approach for solving the matrix Riccati equation

Cited in

(10)

• The Moser-Veselov equation
• 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
• Computational Experience with a Modified Newton Solver for Discrete-Time Algebraic Riccati Equations
• Numerical algorithms with condition and accuracy estimates for linear systems design
• Scaling of general quadratic matrix equations
• Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
• Discrete generalized algebraic Riccati equations and polynomial matrix factorization
• Error bounds for Newton refinement of solutions to algebraic Riccati equations
• A modified Schur method for solving algebraic Riccati equations

This page was built for publication: A stability-enhancing scaling procedure for Schur-Riccati solvers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1121209)