Error bounds for Newton refinement of solutions to algebraic Riccati equations

DOI10.1007/BF02551369MaRDI QIDQ753746zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Newton's methodalgebraic Riccati equationsLyapunov operatorresidual error bounds

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Recommendations

• Residual bounds of approximate solutions of the algebraic Riccati equation
• Inexact Kleinman-Newton method for Riccati equations
• Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations
• Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation
• scientific article; zbMATH DE number 741134

Cites work

• scientific article; zbMATH DE number 3928206 (Why is no real title available?)
• A Schur method for solving algebraic Riccati equations
• A Theory of Condition
• A stability-enhancing scaling procedure for Schur-Riccati solvers
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Explicit Solutions of Linear Matrix Equations
• Numerical integration of the differential matrix Riccati equation
• On Newton's method for Riccati equation solution
• On a Matrix Riccati Equation of Stochastic Control
• On the Separation of Two Matrices
• On the numerical properties of the Schur approach for solving the matrix Riccati equation
• The Sensitivity of the Algebraic and Differential Riccati Equations
• The Sensitivity of the Stable Lyapunov Equation

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
• A POD projection method for large-scale algebraic Riccati equations
• Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations

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• RICPAC

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