Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations

DOI10.1016/J.JFRANKLIN.2022.07.048zbMATH Open1502.65018OpenAlexW4290704909MaRDI QIDQ2170765FDOQ2170765

Authors: Raziyeh Erfanifar, K. Sayevand, Masoud Hajarian 

Publication date: 6 September 2022

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2022.07.048

Recommendations

• On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations
• Newton's Method for Discrete Algebraic Riccati Equations when the Closed-Loop Matrix Has Eigenvalues on the Unit Circle
• Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\)
• On a Newton-Like Method for Solving Algebraic Riccati Equations
• scientific article; zbMATH DE number 4066722

zbMATH Keywords

convergence analysisNewton methodexistence of a solutiondiscrete algebraic Riccati equations

Mathematics Subject Classification ID

Newton-type methods (49M15) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Cites Work

• Title not available (Why is that?)
• Fast projection methods for minimal design problems in linear system theory
• An Improved Newton Iteration for the Generalized Inverse of a Matrix, with Applications
• Title not available (Why is that?)
• Combined state and least squares parameter estimation algorithms for dynamic systems
• New unified matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
• Unified, improved matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
• New upper bounds on the solution matrix to the continuous algebraic Riccati matrix equation
• An efficient hierarchical identification method for general dual-rate sampled-data systems
• Computing the Extremal Positive Definite Solutions of a Matrix Equation
• Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
• Ladder networks, fixpoints, and the geometric mean
• Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)
• New solution bounds for the continuous algebraic Riccati equation
• Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
• Gradient based iterative solutions for general linear matrix equations
• Title not available (Why is that?)
• Matrix bounds of the solutions of the continuous and discrete Riccati equations--a unified approach
• Large time behavior of solutions for a class of time-dependent Hamilton-Jacobi equations
• Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
• Stabilizing Solution and Parameter Dependence of Modified Algebraic Riccati Equation With Application to Discrete-Time Network Synchronization
• Lower summation bounds for the discrete Riccati and Lyapunov equations
• A novel iterative method for the solution of a nonlinear matrix equation
• New upper solution bounds of the discrete algebraic Riccati matrix equation
• Accurate solutions of diagonally dominant tridiagonal linear systems
• An efficient inversion-free method for solving the nonlinear matrix equation \(X^p + \sum_{j=1}^ma_j^*X^{-q_j}a_j=Q\)
• Positive Edge-Consensus for Nodal Networks via Output Feedback
• On eigenvalue bounds and iteration methods for discrete algebraic Riccati equations
• New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation
• Upper matrix bounds for the discrete algebraic Riccati matrix equation
• The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation
• Finite iterative solutions to periodic Sylvester matrix equations
• An finite iterative algorithm for sloving periodic Sylvester bimatrix equations
• Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations
• A numerical solution of a class of periodic coupled matrix equations
• Quasi gradient-based inversion-free iterative algorithm for solving a class of the nonlinear matrix equations
• Parametric solutions to generalized periodic Sylvester bimatrix equations
• Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models
• On the convergence and stability of fractional singular Kalman filter and Riccati equation
• Refinements of the Hadamard and Cauchy-Schwarz inequalities with two inequalities of the principal angles
• On the Discrete Riccati Matrix Equation
• The matrix bounds and fixed-point iteration for the solution of the discrete algebraic Riccati equation

Cited In (11)

• Analysis and modificaton of Newton’s method for algebraic Riccati equations
• The convergence analysis of an accelerated iteration for solving algebraic Riccati equations
• On sign function of tensors with Einstein product and its application in solving Yang-Baxter tensor equation
• Numerical Investigation of Newton’s Method for Solving Discrete-time Algebraic Riccati Equations
• Local convergence analysis of conjugate gradient methods for solving algebraic Riccati equations
• On the lack of monotonicity of Newton-Hewer updates for Riccati equations
• A new inversion-free iterative algorithm for the discrete algebraic Riccati equation
• Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control
• On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations
• Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\)
• An accelerated technique for solving one type of discrete-time algebraic Riccati equations

This page was built for publication: Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2170765)