Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation

DOI10.1016/J.CAM.2018.10.008MaRDI QIDQ1713151zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Perron-Frobenius theoryHermitian positive definite solutiondiscrete-time algebraic Riccati equationverified numerical computation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Algorithms with automatic result verification (65G20)

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Cites work

• scientific article; zbMATH DE number 1440908 (Why is no real title available?)
• scientific article; zbMATH DE number 1440909 (Why is no real title available?)
• 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
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
• Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations
• Fast verified solutions of linear systems
• Functions of Matrices
• On computing the stabilizing solution of the discrete-time Riccati equation
• Positive definite solutions of the nonlinear matrix equation \(X + A^H\bar{X}^{-1}A = I\)
• Verification of positive definiteness

Cited in

(8)

• Verified computation for the geometric mean of two matrices
• 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 the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation
• Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations
• On the maximal solution of the conjugate discrete-time algebraic Riccati equation
• Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations
• Inheritance properties of the conjugate discrete-time algebraic Riccati equation

Describes a project that uses

Uses Software

• INTLAB
• mftoolbox

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