scientific article; zbMATH DE number 4087522

MaRDI QIDQ3815946zbMATH OpenFDO

Authors Ralph Byers, Volker Mehrmann

Publication date 1986

zbMATH Keywords

algebraic Riccati equationHamiltonian and symplectic matricessymmetric updating

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of solutions to systems of equations (65H10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Matrix equations and identities (15A24)

Recommendations

• Numerical improvements for solving Riccati equations
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• Solving the algebraic Riccati equation with the matrix sign function
• A symplectic acceleration method for the solution of the algebraic Riccati equation on a parallel computer
• A Hamiltonian $QR$ Algorithm

Cited in

(1)

• Ralph Byers 1955--2007

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3815946)