Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations

DOI10.1016/J.CAM.2017.01.025MaRDI QIDQ515787zbMATHOpenAlexFDO

Authors Shinya Miyajima

Publication date 16 March 2017

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.2017.01.025

zbMATH Keywords

numerical resultsiterative algorithmsinterval matricesstabilizing solutionverified computationdiscrete-time algebraic Riccati equations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Interval and finite arithmetic (65G30)

Recommendations

• Fast verified computation for solutions of continuous-time algebraic Riccati equations
• An iterative algorithm for the solution of the discrete-time algebraic Riccati equation
• Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
• Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations
• Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation

Cites work

• scientific article; zbMATH DE number 635657 (Why is no real title available?)
• scientific article; zbMATH DE number 714516 (Why is no real title available?)
• scientific article; zbMATH DE number 1460605 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• scientific article; zbMATH DE number 1440908 (Why is no real title available?)
• scientific article; zbMATH DE number 1440909 (Why is no real title available?)
• Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations
• Comments on "On the numerical solution of the discrete-time algebraic Riccati equation"
• Fast enclosure for all eigenvalues and invariant subspaces in generalized eigenvalue problems
• Fast verified computation for solutions of continuous-time algebraic Riccati equations
• Functions of Matrices
• Iterative methods for interval inclusion of fixed points
• Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations
• Numerical solution of algebraic Riccati equations.
• On computing the stabilizing solution of the discrete-time Riccati equation
• On interval systems \([x] = [A][x] + [b]\) and the powers of interval matrices in complex interval arithmetics

Cited in

(7)

• Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation
• Fast verified computation for solutions of continuous-time algebraic Riccati equations
• scientific article; zbMATH DE number 2015315 (Why is no real title available?)
• Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation
• Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
• Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations
• An accelerated technique for solving one type of discrete-time algebraic Riccati equations

Describes a project that uses

Uses Software

• INTLAB
• DAREX
• mftoolbox

This page was built for publication: Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q515787)