General matrix pencil techniques for the solution of algebraic Riccati equations: a unified approach

DOI10.1109/9.618238zbMATH Open0886.93020OpenAlexW2138688253MaRDI QIDQ4357985FDOQ4357985

Authors: Vlad Ionescu, Cristian Oară, Martin Weiss 

Publication date: 12 May 1998

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

Full work available at URL: https://doi.org/10.1109/9.618238

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zbMATH Keywords

algebraic Riccati equationsmatrix pencilsdeflating subspaces

Mathematics Subject Classification ID

Matrix pencils (15A22) Matrix equations and identities (15A24)

Cited In (29)

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• Defect correction method for the solution of algebraic Riccati equations
• On the numerical solution of large-scale sparse discrete-time Riccati equations
• Spectral factorization of non-symmetric polynomial matrices
• Conditions for solvability of extended algebraic Riccati equations with applications to dissipativity theory
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• Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure
• LQ tracking and disturbance rejecting with invariant zeros on the unit circle
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• Robustness analysis of uncertain discrete-time systems with dissipation inequalities and integral quadratic constraints
• Discrete \(J\)-spectral factorization of possibly singular polynomial matrices
• General Matrix Pencil Techniques for Solving Discrete-Time Nonsymmetric Algebraic Riccati Equations
• J -lossless and extended J -lossless factorizations approach for @-domain H ∞ control
• Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati
• Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation
• The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems
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• Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems
• Continuous-time non-symmetric algebraic Riccati theory: a matrix pencil approach
• Skew-symmetric matrix polynomials and their Smith forms

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