A numerical algorithm to solve<tex>A^{T}XA - X = Q</tex>

DOI10.1109/TAC.1977.1101604MaRDI QIDQ4134814zbMATH OpenOpenAlexFDO

Authors A. Y. Barraud

Publication date 1977

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

Full work available at URL https://doi.org/10.1109/tac.1977.1101604

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Cited in

(29)

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• On the numerical solution of large-scale sparse discrete-time Riccati equations
• Causality conditions and autocovariance calculations in PVAR models
• ADI preconditioned Krylov methods for large Lyapunov matrix equations
• Computational algorithms for linear control systems: a brief survey
• A shift-splitting hierarchical identification method for solving Lyapunov matrix equations
• NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
• Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
• Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function
• Stein implicit Runge-Kutta methods with high stage order for large-scale ordinary differential equations
• Numerically robust delta-domain solutions to discrete-time Lyapunov equations.
• Parallel solvers for discrete‐time algebric Riccati equations
• Global stability and performance of a simplified adaptive algorithm†
• Computational Methods for Linear Matrix Equations
• ' An algorithm for solving the matrix equationX=FXF^T+ S'
• A numerical algorithm for Lyapunov equations
• Iterative least-squares solutions of coupled sylvester matrix equations
• A computational method for symmetric Stein matrix equations
• Weighted steepest descent method for solving matrix equations
• Low rank approximate solutions to large Sylvester matrix equations
• Explicit direct solution of the Lyapunov matrix equation
• On the solution of the rational matrix equation \(X=Q+LX^{ - 1}L^{T}\)
• Stein-based preconditioners for weak-constraint 4D-var
• Control and system identification of a separated flow
• Stein iterations for the coupled discrete-time Riccati equations

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