Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis
DOI10.1016/J.CAM.2014.09.005zbMATH Open1302.65098OpenAlexW2052175114MaRDI QIDQ464645FDOQ464645
Eric King-wah Chu, Peter Chang-Yi Weng
Publication date: 28 October 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.09.005
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computational complexityerror analysisnumerical resultdiscrete-time algebraic Riccati equationlarge-scale problemdoubling algorithm
Numerical optimization and variational techniques (65K10) Complexity and performance of numerical algorithms (65Y20) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)
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Cited In (11)
- Krylov subspace methods for discrete-time algebraic Riccati equations
- Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
- Singular Riccati equations stabilizing large-scale systems
- Large-scale algebraic Riccati equations with high-rank constant terms
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions
- Backward error for the discrete-time algebraic Riccati equation
- Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
- Solving large-scale nonsymmetric algebraic Riccati equations by doubling
- Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
- Doubling algorithm for continuous-time algebraic Riccati equation
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