Doubling algorithm for continuous-time algebraic Riccati equation

DOI10.1080/00207728908910119zbMath0667.93035OpenAlexW2045775862MaRDI QIDQ3820460

Morishige Kimura

Publication date: 1989

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728908910119

zbMATH Keywords

continuous-timecontinuous-time algebraic Riccati equationsecond order convergent algorithm

Mathematics Subject Classification ID

Related Items (3)

A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations ⋮ Solvability theory and iteration method for one self-adjoint polynomial matrix equation

Cites Work

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• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
• A Schur method for solving algebraic Riccati equations
• On the numerical solution of the discrete-time algebraic Riccati equation
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Partitioned Ricatti solutions and integration-free doubling algorithms
• Integration-free interval doubling for Riccati equation solutions
• Second-order convergent algorithms for the steady-state Riccati equation†
• Matrix Quadratic Solutions
• The numerical solution of the matrix Riccati differential equation

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