On the matrix-sign-function method for solving algebraic Riccati equations

DOI10.1016/S0096-3003(96)00179-8zbMath0904.65046OpenAlexW2055448768MaRDI QIDQ1126566

Lin-Zhang Lu, Charles E. M. Pearce

Publication date: 19 January 1999

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

Full work available at URL: https://doi.org/10.1016/s0096-3003(96)00179-8

zbMATH Keywords

numerical examplesiterative methodoverdetermined systemalgebraic Riccati equationsmatrix Riccati equationmatrix-sign-function method

Mathematics Subject Classification ID

Cites Work

• A Schur decomposition for Hamiltonian matrices
• Solving the algebraic Riccati equation with the matrix sign function
• The matrix sign function and computations in systems
• Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation
• A generalization of the matrix-sign-function solution for algebraic Riccati equations
• A Schur method for solving algebraic Riccati equations
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Parallel algorithms for algebraic Riccati equations

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