Defect correction method for the solution of algebraic Riccati equations
From MaRDI portal
Publication:3791027
DOI10.1109/9.1282zbMath0646.93024OpenAlexW2004295429MaRDI QIDQ3791027
No author found.
Publication date: 1988
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.1282
Related Items
On discrete algebraic Riccati equations: a rank characterization of solutions ⋮ Computational Experience with a Modified Newton Solver for Discrete-Time Algebraic Riccati Equations ⋮ Characterization of solutions of non-symmetric algebraic Riccati equations ⋮ A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control ⋮ Low-rank updates and divide-and-conquer methods for quadratic matrix equations ⋮ \(H_{\infty}\) Type Control for Multi-Agent Systems Subject to Stochastic State Dependent Noise ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Discrete generalized algebraic Riccati equations and polynomial matrix factorization ⋮ RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations ⋮ A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ Residual-based iterations for the generalized Lyapunov equation ⋮ Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format ⋮ An iterative algorithm for the solution of the discrete-time algebraic Riccati equation ⋮ Yet another characterization of solutions of the algebraic Riccati equation
