Error bounds for Newton refinement of solutions to algebraic Riccati equations
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Publication:753746
DOI10.1007/BF02551369zbMATH Open0716.93013OpenAlexW2065457381MaRDI QIDQ753746FDOQ753746
Authors: Alan J. Laub, Matt Wette, Charles S. Kenney 
Publication date: 1990
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02551369
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- scientific article; zbMATH DE number 741134
Cites Work
- On a Matrix Riccati Equation of Stochastic Control
- A Schur method for solving algebraic Riccati equations
- Numerical integration of the differential matrix Riccati equation
- A Theory of Condition
- Explicit Solutions of Linear Matrix Equations
- The Sensitivity of the Stable Lyapunov Equation
- On the Separation of Two Matrices
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
- On the numerical properties of the Schur approach for solving the matrix Riccati equation
- A stability-enhancing scaling procedure for Schur-Riccati solvers
- The Sensitivity of the Algebraic and Differential Riccati Equations
- Title not available (Why is that?)
- On Newton's method for Riccati equation solution
Cited In (11)
- Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations
- Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
- How to decompose semi-definite discrete-time algebraic Riccati equations
- Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations
- Reduced basis approximation of large scale parametric algebraic Riccati equations
- Perturbation analysis and condition numbers of symmetric algebraic Riccati equations
- Guaranteed level-γ ℋ ∞ control in uncertain linear systems via linear matrix inequalities
- Condition numbers of algebraic Riccati equations in the Frobenius norm
- Errata: Numerical solution of differential algebraic Riccati equations
- Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations
- A POD projection method for large-scale algebraic Riccati equations
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