Discrete generalized algebraic Riccati equations and polynomial matrix factorization

DOI10.1016/0167-6911(92)90107-4zbMath0743.93054OpenAlexW1975503490MaRDI QIDQ1184264

B. A. Bordyug, Fikret A. Aliev, Vladimir B. Larin

Publication date: 28 June 1992

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(92)90107-4

zbMATH Keywords

numerical exampleNewton-Raphson schemeorthogonal projectordiscrete generalized algebraic Riccati equations

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15)

Related Items

Unnamed Item, The Discrete Algebraic Riccati Equation and Hermitian Block Toeplitz Matrices, Matrix spectral factorization for SA4 multiwavelet, Generalized Lyapunov equation and factorization of matrix polynomials

Uses Software

• RICPAC

Cites Work

• Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation
• On the numerical properties of the Schur approach for solving the matrix Riccati equation
• A stability-enhancing scaling procedure for Schur-Riccati solvers
• A generalization of the matrix-sign-function solution for algebraic Riccati equations
• Defect correction method for the solution of algebraic Riccati equations
• A Schur method for solving algebraic Riccati equations
• Accelerated convergence of the matrix sign function method of solving Lyapunov, Riccati and other matrix equations
• Deadbeat control and tracking of discrete-time systems
• Comments on "On the numerical solution of the discrete-time algebraic Riccati equation"
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
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