A unified framework for the numerical solution of general quadratic matrix equations

DOI10.1093/imamci/dnl023zbMath1119.65046OpenAlexW2028263451MaRDI QIDQ5294134

Vassilios A. Tsachouridis, Nicos Karcanias, Ian Postlethwaite

Publication date: 23 July 2007

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnl023

zbMATH Keywords

numerical examplesRiccati equationscontrol systemsmatrix equationsnumerical algorithmshomotopy methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Control/observation systems governed by ordinary differential equations (93C15)

Uses Software

• SQUINT

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