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

DOI10.1109/9.148374zbMATH Open0767.93067OpenAlexW2070636785MaRDI QIDQ4014368FDOQ4014368

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

Recommendations

• Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations
• The convergence analysis of an accelerated iteration for solving algebraic Riccati equations
• On the real convergence rate of the conjugate gradient method
• On a Newton-Like Method for Solving Algebraic Riccati Equations
• Analysis and modificaton of Newton’s method for algebraic Riccati equations

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)

Cited In (5)

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

This page was built for publication: Local convergence analysis of conjugate gradient methods for solving algebraic Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4014368)