Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis
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- A Schur method for solving algebraic Riccati equations
- A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
- ADI preconditioned Krylov methods for large Lyapunov matrix equations
- An Arnoldi based algorithm for large algebraic Riccati equations
- An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
- An invariant subspace method for large-scale algebraic Riccati equation
- Approximation of Large-Scale Dynamical Systems
- Block Krylov subspace methods for large algebraic Riccati equations
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- Large-scale Stein and Lyapunov equations, Smith method, and applications
- Linear multivariable control. A geometric approach
- Low rank approximate solutions to large Sylvester matrix equations
- Low-Rank Solution of Lyapunov Equations
- Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory
- Numerical recipes for the high efficient inverse of the confluent Vandermonde matrices
- Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
- On the numerical solution of large-scale sparse discrete-time Riccati equations
- On the numerical solution of the discrete-time algebraic Riccati equation
- Optimal state estimation in high noise
- Projection methods for large Lyapunov matrix equations
- Recursive numerical recipes for the high efficient inversion of the confluent Vandermonde matrices
- Solving large-scale continuous-time algebraic Riccati equations by doubling
- Solving large-scale nonlinear matrix equations by doubling
- Solving large-scale nonsymmetric algebraic Riccati equations by doubling
- Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
- The autonomous linear quadratic control problem. Theory and numerical solution
- The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method
Cited in
(17)- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
- Singular Riccati equations stabilizing large-scale systems
- Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
- A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices
- Solving large-scale nonsymmetric algebraic Riccati equations by doubling
- Doubling algorithm for continuous-time algebraic Riccati equation
- Comments on ``A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices by Chun-Yueh Chiang, Hung-Yuan Fan and Wen-Wei Lin
- Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
- Backward error for the discrete-time algebraic Riccati equation
- Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations
- Krylov subspace methods for discrete-time algebraic Riccati equations
- A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions
- Solving large-scale continuous-time algebraic Riccati equations by doubling
- Large-scale algebraic Riccati equations with high-rank constant terms
- On the numerical solution of large-scale sparse discrete-time Riccati equations
- Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
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