Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
DOI10.1016/J.CAM.2018.10.008zbMATH Open1417.65123OpenAlexW2896215623MaRDI QIDQ1713151FDOQ1713151
Authors: Shinya Miyajima 
Publication date: 24 January 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.10.008
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Perron-Frobenius theoryHermitian positive definite solutiondiscrete-time algebraic Riccati equationverified numerical computation
Cites Work
- Title not available (Why is that?)
- Functions of Matrices
- Positive definite solutions of the nonlinear matrix equation \(X + A^H\bar{X}^{-1}A = I\)
- Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
- Title not available (Why is that?)
- Verification of positive definiteness
- On computing the stabilizing solution of the discrete-time Riccati equation
- Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations
- Fast verified solutions of linear systems
- A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices
- An accelerated technique for solving one type of discrete-time algebraic Riccati equations
Cited In (8)
- On the maximal solution of the conjugate discrete-time algebraic Riccati equation
- Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation
- Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations
- Verified computation for the geometric mean of two matrices
- Inheritance properties of the conjugate discrete-time algebraic Riccati equation
- Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation
- Fast verified computation for solutions of continuous-time algebraic Riccati equations
- Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations
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