Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
From MaRDI portal
Publication:4651179
DOI10.1080/00207170410001714988zbMath1061.93061OpenAlexW2006448940MaRDI QIDQ4651179
E. K.-W. Chu, Chern-Shuh Wang, Wen-Wei Lin, Hung-Yuan Fan
Publication date: 21 February 2005
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170410001714988
Related Items (41)
A structure-preserving doubling algorithm for solving a class of quadratic matrix equation with \(M\)-matrix ⋮ On the solution of the rational matrix equation \(X=Q+LX^{ - 1}L^{T}\) ⋮ A structure-preserving doubling algorithm for quadratic eigenvalue problems arising from time-delay systems ⋮ Optimization problems for periodic systems ⋮ Two-parameters numerical methods of the non-symmetric algebraic Riccati equation ⋮ An accelerated technique for solving the positive definite solutions of a class of nonlinear matrix equations ⋮ Solving large-scale nonlinear matrix equations by doubling ⋮ Minimax persistent monitoring of a network system ⋮ Hermitian Polynomial Matrix Equations and Applications ⋮ Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ MPC of constrained discrete-time linear periodic systems -- a framework for asynchronous control: strong feasibility, stability and optimality via periodic invariance ⋮ The Rayleigh-Ritz method, refinement and Arnoldi process for periodic matrix pairs ⋮ Inheritance properties of the conjugate discrete-time algebraic Riccati equation ⋮ The intrinsic Toeplitz structure and its applications in algebraic Riccati equations ⋮ Doubling algorithm for the discretized Bethe-Salpeter eigenvalue problem ⋮ Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis ⋮ Vibration of fast trains, palindromic eigenvalue problems and structure-preserving doubling algorithms ⋮ A generalized structure-preserving doubling algorithm for generalized discrete-time algebraic Riccati equations ⋮ A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems ⋮ The structure-preserving doubling algorithms for positive definite solution to a system of nonlinear matrix equations ⋮ Model predictive control with discrete actuators: theory and application ⋮ Perturbation analysis of the stochastic algebraic Riccati equation ⋮ Two structure-preserving-doubling like algorithms for obtaining the positive definite solution to a class of nonlinear matrix equation ⋮ A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ A structure‐preserving doubling algorithm for Lur'e equations ⋮ Backward errors of periodic invariant subspaces for regular periodic matrix pairs ⋮ Thompson metric method for solving a class of nonlinear matrix equation ⋮ A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation ⋮ A numerical evaluation of solvers for the periodic Riccati differential equation ⋮ Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control ⋮ Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations ⋮ The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case ⋮ Krylov subspace methods for discrete-time algebraic Riccati equations ⋮ Elementwise Minimal Nonnegative Solutions for a Class of Nonlinear Matrix Equations ⋮ Large-scale algebraic Riccati equations with high-rank constant terms ⋮ Smooth dependence of fixed points of Hamiltonians ⋮ Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control ⋮ Solvability theory and iteration method for one self-adjoint polynomial matrix equation ⋮ KRYLOV SUBSPACE METHODS OF HESSENBERG BASED FOR ALGEBRAIC RICCATI EQUATION ⋮ Alternating implicit and semi-implicit iterations in the periodic QZ algorithm ⋮ On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
Uses Software
Cites Work
- On Hamiltonian and symplectic Hessenberg forms
- A Schur decomposition for Hamiltonian matrices
- An iterative algorithm for the solution of the discrete-time algebraic Riccati equation
- Parallel algorithm for solving some spectral problems of linear algebra
- Gradient-based approach to solve optimal periodic output feedback control problems
- Sensitivity analysis of the discrete-time algebraic Riccati equation
- New doubling algorithm for the discrete periodic Riccati equation
- An inverse free parallel spectral divide and conquer algorithm for nonsymmetric eigenproblems
- Parallel algorithms for LQ optimal control of discrete-time periodic linear systems
- Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
- Stability theory for linear time-invariant plants with periodic digital controllers
- The difference periodic Ricati equation for the periodic prediction problem
- A Schur method for solving algebraic Riccati equations
- Computer control algorithms for a tubular ammonia reactor
- On the numerical solution of the discrete-time algebraic Riccati equation
- A Generalized Eigenvalue Approach for Solving Riccati Equations
- Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
- Second-order convergent algorithms for the steady-state Riccati equation†
- Optimal periodic control for spacecraft pointing and attitude determination
- Numerical solution of the discrete-time periodic Riccati equation
- Periodic Lyapunov equations: Some applications and new algorithms
- Periodic descriptor systems: solvability and conditionability
- An efficient algorithm for the discrete-time algebraic Riccati equation
- Numerical Computation of the Minimal $\mathbfH_\infty$ Norm of the Discrete-Time Output Feedback Control Problem
- Evaluating products of matrix pencils and collapsing matrix products
This page was built for publication: Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations