Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations

DOI10.1007/S13160-019-00353-7MaRDI QIDQ2009471zbMATH OpenOpenAlexFDO

Authors Shinya Miyajima

Publication date 28 November 2019

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-019-00353-7

zbMATH Keywords

discrete-time algebraic Riccati equationPerron-Frobenius theorystabilizing solutionverified numerical computation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

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Cites work

• Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations
• Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations
• Functions of Matrices
• 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?)
• Numerical solution of algebraic Riccati equations.
• Toward solution of matrix equation \(X=Af(X)B+C\)
• Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation

Cited in

(5)

• Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
• Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation
• scientific article; zbMATH DE number 1440909 (Why is no real title available?)
• Fast verified computation for solutions of continuous-time algebraic Riccati equations
• Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations

Describes a project that uses

Uses Software

• INTLAB
• DAREX
• mftoolbox

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