Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations

DOI10.1016/J.AMC.2018.11.025zbMATH Open1429.65086OpenAlexW2902682717MaRDI QIDQ2008525FDOQ2008525

Jinrui Guan

Publication date: 26 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.11.025

zbMATH Keywords

Newton methodminimal nonnegative solutionALI iteration methodM-matrix algebraic Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Cites Work

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• On algebraic Riccati equations associated with regular singular \(M\)-matrices
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Cited In (8)

• A class of fixed point iteration for the coupled algebraic Riccati equation
• Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems
• A generalized ALI iteration method for nonsymmetric algebraic Riccati equations
• Splitting iteration methods to solve non-symmetric algebraic Riccati matrix equation \(YAY-YB-CY+D=0\)
• Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control
• Title not available (Why is that?)
• Iterative algorithms based on weight splitting to solve Riccati matrix equation \(XDX - XC - BX + A = 0\)
• Two-parameters numerical methods of the non-symmetric algebraic Riccati equation

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