Positive and negative solutions of dual Riccati equations by matrix sign function iteration

DOI10.1016/0167-6911(89)90027-3MaRDI QIDQ1262279zbMATH OpenOpenAlexFDO

Authors Edmond Jonckheere, Charles S. Kenney, Alan J. Laub

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0167-6911(89)90027-3

zbMATH Keywords

Hamiltonian matrixmatrix algebraic Riccati equationmatrix sign function iteration

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical computation of solutions to systems of equations (65H10) Asymptotic stability in control theory (93D20)

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• scientific article; zbMATH DE number 741116

Cites work

• A contribution to matrix quadratic equations
• A generalization of the matrix-sign-function solution for algebraic Riccati equations
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• A new set of invariants for linear systems--Application to reduced order compensator design
• A Schur method for solving algebraic Riccati equations
• Balanced canonical forms for minimal systems: A normalized coprime factor approach
• Canonical forms for symplectic and Hamiltonian matrices
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• LQG balancing and reduced LQG compensation of symmetric passive systems†
• Matrix quadratic equations
• On the numerical solution of the discrete-time algebraic Riccati equation
• The matrix sign function and computations in systems

Cited in

(9)

• Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati
• Algorithm of J-spectral factorization of polynomial matrices
• Mixed matrix sign function/DFT inversion method for solving parameter-dependent Riccati equation
• New method for optimal control and filtering of weakly coupled linear discrete stochastic systems
• scientific article; zbMATH DE number 4133405 (Why is no real title available?)
• Guaranteed level-γ ℋ _∞ control in uncertain linear systems via linear matrix inequalities
• Parallel algorithms for algebraic Riccati equations
• A Padé family of iterations for the matrix sign function and related problems.
• The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation

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• RICPAC

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