Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations

DOI10.1007/s13160-019-00353-7zbMath1437.65025OpenAlexW2946263109MaRDI QIDQ2009471

Shinya Miyajima

Publication date: 28 November 2019

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-019-00353-7

zbMATH Keywords

discrete-time algebraic Riccati equationPerron-Frobenius theorystabilizing solutionverified numerical computation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Related Items (1)

Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation

Uses Software

• INTLAB
• DAREX
• mftoolbox

Cites Work

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• Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations
• Toward solution of matrix equation \(X=Af(X)B+C\)
• Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations
• Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
• Numerical Solution of Algebraic Riccati Equations
• Functions of Matrices

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