Accelerated convergence of the matrix sign function method of solving Lyapunov, Riccati and other matrix equations

DOI10.1080/00207178008910040zbMath0464.93029MaRDI QIDQ3916457

L. A. Balzer

Publication date: 1980

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178008910040

zbMATH Keywords

algorithms; convergence; eigenvalues; Lyapunov matrix equation; matrix sign function; Lyapunov and Riccati equations; optimally accelerated method; spectral implications

Mathematics Subject Classification ID

93C05: Linear systems in control theory

15A24: Matrix equations and identities

15A18: Eigenvalues, singular values, and eigenvectors

Related Items

Convex invertible cones and the Lyapunov equation, Perturbation of the matrix sign function, Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations, Adaptive optimal control for continuous-time linear systems based on policy iteration, Solving the algebraic Riccati equation with the matrix sign function, Weak control of weakly damped systems, Discrete generalized algebraic Riccati equations and polynomial matrix factorization, An iterative algorithm for the solution of the discrete-time algebraic Riccati equation, On a functional approach to constructing projections onto invariant subspaces of matrices, Convex invertible cones of state space systems., A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations, Construction of square root factor for solution of the Lyapunov matrix equation, A modified matrix sign function method for projected Lyapunov equations, A generalization of the matrix-sign-function solution for algebraic Riccati equations, Simple method for solving the constant gains of Kalman filters with single output

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