Positive and negative solutions of dual Riccati equations by matrix sign function iteration

DOI10.1016/0167-6911(89)90027-3zbMath0685.93058OpenAlexW2033503672MaRDI QIDQ1262279

Edmond A. Jonckheere, Alan J. Laub, Charles S. Kenney

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90027-3

zbMATH Keywords

Hamiltonian matrixmatrix algebraic Riccati equationmatrix sign function iteration

Mathematics Subject Classification ID

Related Items (8)

Parallel algorithms for algebraic Riccati equations ⋮ New method for optimal control and filtering of weakly coupled linear discrete stochastic systems ⋮ Mixed matrix sign function/DFT inversion method for solving parameter-dependent Riccati equation ⋮ Algorithm of J-spectral factorization of polynomial matrices ⋮ The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation ⋮ A Padé family of iterations for the matrix sign function and related problems ⋮ Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati ⋮ Guaranteed level-γ ℋ _∞ control in uncertain linear systems via linear matrix inequalities

Uses Software

• RICPAC

Cites Work

• Balanced canonical forms for minimal systems: A normalized coprime factor approach
• The matrix sign function and computations in systems
• A new set of invariants for linear systems--Application to reduced order compensator design
• A generalization of the matrix-sign-function solution for algebraic Riccati equations
• A Schur method for solving algebraic Riccati equations
• On the numerical solution of the discrete-time algebraic Riccati equation
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Canonical forms for symplectic and Hamiltonian matrices
• Matrix quadratic equations
• LQG balancing and reduced LQG compensation of symmetric passive systems†
• A contribution to matrix quadratic equations

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