Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations

DOI10.1016/j.cam.2016.09.021zbMath1353.65034arXiv1509.02015OpenAlexW2962958240MaRDI QIDQ344315

Tayyebe Haqiri, Federico Poloni

Publication date: 22 November 2016

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

Full work available at URL: https://arxiv.org/abs/1509.02015

zbMATH Keywords

numerical examplealgebraic Riccati equationinterval arithmeticalternating direction implicit procedureKrawczyk's methodstabilizing solutionverified computation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Interval and finite arithmetic (65G30) Iterative numerical methods for linear systems (65F10) Algorithms with automatic result verification (65G20)

Related Items

On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation, Verified computation of matrix gamma function, Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation, The united stable solution set of interval continuous-time algebraic Riccati equation and veri ed numerical computation of its outer estimation, Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations, Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation, Verified computation for the geometric mean of two matrices, An improved verification algorithm for nonlinear systems of equations based on Krawczyk operator

Uses Software

• PGDoubling
• mftoolbox
• Algorithm 432

Cites Work

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• Efficient computation of enclosures for the exact solvents of a quadratic matrix equation
• Numerical Solution of Algebraic Riccati Equations
• Verified Computation of Square Roots of a Matrix
• Introduction to Interval Analysis
• Doubling Algorithms with Permuted Lagrangian Graph Bases
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Functions of Matrices