scientific article; zbMATH DE number 932665
zbMATH Open0863.65038MaRDI QIDQ4894946FDOQ4894946
Authors: Vasile Sima
Publication date: 8 October 1996
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 1341931
- Publication:3204337
- scientific article; zbMATH DE number 3543799
- scientific article; zbMATH DE number 4215266
- Approximation algorithms for quadratic programming
- A quadratic programming algorithm
- An algorithm for solving quadratic programming problems
- Algorithms for bound constrained quadratic programming problems
- Algorithms for quasiconvex minimization
- An Algorithm for Large-Scale Quadratic Programming
robust controltextbookbibliographynumerical algorithmsstructure-preserving algorithmslinear optimal control systemsSchur algorithmsstabilization algorithmslinear-quadratic optimization problemsmultishift algorithmmatrix sign function algorithmSylvester and Lyapunov equationsNewton-based Riccati solversstructure-preserving \(QR\)-type algorithms
Numerical optimization and variational techniques (65K10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Design techniques (robust design, computer-aided design, etc.) (93B51) Adaptive or robust stabilization (93D21) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Numerical linear algebra (65Fxx)
Cited In (46)
- On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation
- Decay rate estimations for linear quadratic optimal regulators
- Algorithms for model reduction of large dynamical systems
- An iterative algorithm for the least Frobenius norm Hermitian and generalized skew Hamiltonian solutions of the generalized coupled Sylvester-conjugate matrix equations
- Sherman-Morrison-Woodbury formula for Sylvester and \(T\)-Sylvester equations with applications
- Title not available (Why is that?)
- The generalised Sylvester matrix equations over the generalised bisymmetric and skew-symmetric matrices
- How to decompose semi-definite discrete-time algebraic Riccati equations
- Computational Experience with a Modified Newton Solver for Discrete-Time Algebraic Riccati Equations
- A finite iterative method for solving the generalized Hamiltonian solutions of coupled Sylvester matrix equations with conjugate transpose
- A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting
- A new sliding control strategy for nonlinear system solved by the Lie-group differential algebraic equation method
- On the numerical solution of large-scale sparse discrete-time Riccati equations
- Efficient algorithms for generalized algebraic Bernoulli equations based on the matrix sign function
- NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
- A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process
- A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems
- Möbius transformations of matrix polynomials
- High-performance numerical algorithms and software for subspace-based linear multivariable system identification
- On some inverse eigenvalue problems for Hermitian and generalized Hamiltonian/skew-Hamiltonian matrices
- Numerical methods in control
- Low-rank updates and divide-and-conquer methods for quadratic matrix equations
- Title not available (Why is that?)
- About a fixed‐point‐type transformation to solve quadratic matrix equations using the Krasnoselskij method
- A survey of nonsymmetric Riccati equations
- Transfer function identification by minimizing the adaptive vs. optimal filter state estimates mismatch
- An invariant subspace method for large-scale algebraic Riccati equation
- Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
- A numerical evaluation of solvers for the periodic Riccati differential equation
- A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
- Computational Methods for Linear Matrix Equations
- The extended Hamiltonian algorithm for the solution of the algebraic Riccati equation
- Pointwise error estimates of numerical solutions to linear quadratic optimal control problems
- Partial stabilization of descriptor systems using spectral projectors
- A computational method for symmetric Stein matrix equations
- The polynomial solution to the Sylvester matrix equation
- Indefinite abstract splines with a quadratic constraint
- Title not available (Why is that?)
- Solving stable Sylvester equations via rational iterative schemes
- A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
- Inverse eigenvalue problem for normal \(J\)-Hamiltonian matrices
- Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
- Balancing sparse Hamiltonian eigenproblems
- Solving Lyapunov equation by quantum algorithm
- Revisit of linear-quadratic optimal control
- The basic components of software-hardware system for modeling and control of the toroidal plasma by epsilon-nets on heterogeneous mini-supercomputers
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4894946)