Parallel solution of Riccati matrix equations with the matrix sign function

DOI10.1016/S0005-1098(97)00179-9zbMath0905.65055OpenAlexW2027618531MaRDI QIDQ1129674

Vicente G. Hernández, Enrique S. Quintana-Ortí

Publication date: 5 January 1999

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(97)00179-9

zbMATH Keywords

optimal controlparallel algorithmsmatrix sign functionRiccati matrix equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10) Parallel numerical computation (65Y05)

Related Items (1)

Mixed matrix sign function/DFT inversion method for solving parameter-dependent Riccati equation

Uses Software

• LAPACK

Cites Work

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• Solving the algebraic Riccati equation with the matrix sign function
• The Riccati equation
• Numerical linear algebra aspects of control design computations
• A PARALLEL ALGORITHM FOR THE MATRIX SIGN FUNCTION
• A generalization of the matrix-sign-function solution for algebraic Riccati equations
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Rational Iterative Methods for the Matrix Sign Function

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