Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation

DOI10.1080/00207728808967637zbMath0645.93012OpenAlexW2091541040MaRDI QIDQ3789416

Morishige Kimura

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808967637

zbMATH Keywords

convergencediscrete-time algebraic Riccati equationtime-invariantdoubling algorithm

Mathematics Subject Classification ID

Related Items (9)

Positive fixed points for a class of nonlinear operators and applications ⋮ Inheritance properties of the conjugate discrete-time algebraic Riccati equation ⋮ A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems ⋮ Doubling algorithm for continuous-time algebraic Riccati equation ⋮ An accelerated technique for solving one type of discrete-time algebraic Riccati equations ⋮ Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations ⋮ A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ Thompson metric method for solving a class of nonlinear matrix equation ⋮ Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations

Cites Work

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• Factorization methods for discrete sequential estimation
• Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering
• Second-order convergent algorithms for the steady-state Riccati equation†
• On the discrete time matrix Riccati equation of optimal control†

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