A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation

DOI10.1016/0024-3795(87)90342-9zbMath0649.65040OpenAlexW2084380046WikidataQ127754406 ScholiaQ127754406MaRDI QIDQ1105990

WenWei Lin

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90342-9

zbMATH Keywords

discrete-time algebraic Riccati equationclosed-loop eigenvaluesoptimal regulator problemorthogonal equivalence transformationsymplectic pencil

Mathematics Subject Classification ID

Related Items (14)

HMDR and FMDR algorithms for the generalized eigenvalue problem ⋮ Two connections between the \(SR\) and \(HR\) eigenvalue algorithms ⋮ Structure-preserving methods for computing complex band structures of three dimensional photonic crystals ⋮ An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix ⋮ First order structure-preserving perturbation theory for eigenvalues of symplectic matrices. II ⋮ First Order Structure-Preserving Perturbation Theory for Eigenvalues of Symplectic Matrices ⋮ Computing the full spectrum of large sparse palindromic quadratic eigenvalue problems arising from surface Green's function calculations ⋮ Palindromic quadratization and structure-preserving algorithm for palindromic matrix polynomials of even degree ⋮ Structure-preserving Arnoldi-type algorithm for solving eigenvalue problems in leaky surface wave propagation ⋮ Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations ⋮ An iterative algorithm for the solution of the discrete-time algebraic Riccati equation ⋮ On computing the eigenvalues of a symplectic pencil ⋮ On Hamiltonian and symplectic Hessenberg forms ⋮ The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method

Cites Work

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• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• An Algorithm for Generalized Matrix Eigenvalue Problems
• On Best Conditioned Matrices

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