On the decoupling of dichotomic linear Hamiltonians. Considerations on integrating symmetric differential Riccati equations

DOI10.1016/0377-0427(93)90264-CzbMath0780.65036MaRDI QIDQ688022

Luca Dieci

Publication date: 28 November 1993

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Newton's methodHamiltonian matrixnonlinear discrete systemsdecouplingsymplectic transformationsdichotomic linear Hamiltonian systemssymmetric differential Riccati equationssymmetric Lyapunov equation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

A Differential-Algebraic Riccati Equation for Applications in Flow Control

Cites Work

• A Schur decomposition for Hamiltonian matrices
• Runge-Kutta schemes for Hamiltonian systems
• Canonical Runge-Kutta methods
• Existence and uniqueness theorems for the algebraic Riccati equation
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• Optimal state estimation in high noise
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the decoupling of dichotomic linear Hamiltonians. Considerations on integrating symmetric differential Riccati equations