Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
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Publication:1713151
DOI10.1016/j.cam.2018.10.008zbMath1417.65123OpenAlexW2896215623MaRDI QIDQ1713151
Publication date: 24 January 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.10.008
discrete-time algebraic Riccati equationPerron-Frobenius theoryHermitian positive definite solutionverified numerical computation
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Related Items (4)
Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation ⋮ Inheritance properties of the conjugate discrete-time algebraic Riccati equation ⋮ Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations ⋮ On the maximal solution of the conjugate discrete-time algebraic Riccati equation
Uses Software
Cites Work
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- Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
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