Local convergence analysis of conjugate gradient methods for solving algebraic Riccati equations

DOI10.1109/9.148374MaRDI QIDQ4014368zbMATH OpenOpenAlexFDO

Authors Ali R. Ghavimi, Charles S. Kenney, Alan J. Laub

Publication date 6 October 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.148374

zbMATH Keywords

algebraic Riccati equationsclosed-loop Sylvester operator

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

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Cited in

(5)

• Solving the linear quadratic optimal control problem for infinite-dimensional systems
• A survey of nonsymmetric Riccati equations
• Local convergence analysis for the REQP algorithm using conjugate basis matrices
• Closed-form solution of non-symmetric algebraic Riccati matrix equation
• A refined semilocal convergence analysis of an algorithm for solving the Riccati equation

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