Total linear least squares and the algebraic Riccati equation

DOI10.1016/0167-6911(92)90022-KMaRDI QIDQ1199040zbMATH OpenFDO

Authors Johan David, B. De Moor

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.1016/0167-6911(92)90022-K

zbMATH Keywords

algebraic Riccati equationquadratic matrix equationsingular value decompositiontotal linear least squares problem

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

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Cites work

• A unifying theorem for linear and total linear least squares
• An Analysis of the Total Least Squares Problem
• Analysis and Solution of the Nongeneric Total Least Squares Problem
• Dynamical systems that perform the singular value decomposition
• Dynamical systems that sort lists, diagonalize matrices, and solve linear programming problems
• Estimation, principal components and Hamiltonian systems
• scientific article; zbMATH DE number 3983386 (Why is no real title available?)
• Isospectral flows on symmetric matrices and the Riccati equation
• Least squares matching problems

Cited in

(12)

• A survey of nonsymmetric Riccati equations
• A weighted view on the partial least-squares algorithm
• Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory
• A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations
• Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
• Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations
• Characterization of solutions of non-symmetric algebraic Riccati equations
• scientific article; zbMATH DE number 4108026 (Why is no real title available?)
• scientific article; zbMATH DE number 605158 (Why is no real title available?)
• A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation
• An iterative method for solving the generalized total least squares problem
• Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations

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