Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations

DOI10.1016/j.cam.2017.01.025zbMath1360.65127OpenAlexW2581969496MaRDI QIDQ515787

Shinya Miyajima

Publication date: 16 March 2017

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.2017.01.025

zbMATH Keywords

numerical resultsiterative algorithmsinterval matricesstabilizing solutionverified computationdiscrete-time algebraic Riccati equations

Mathematics Subject Classification ID

Related Items (5)

Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation ⋮ Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation ⋮ An accelerated technique for solving one type of discrete-time algebraic Riccati equations ⋮ Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation ⋮ Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations

Uses Software

• INTLAB
• DAREX
• mftoolbox

Cites Work

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• On computing the stabilizing solution of the discrete-time Riccati equation
• Fast Enclosure for All Eigenvalues and Invariant Subspaces in Generalized Eigenvalue Problems
• Numerical Solution of Algebraic Riccati Equations
• Comments on "On the numerical solution of the discrete-time algebraic Riccati equation"
• Iterative methods for interval inclusion of fixed points
• Functions of Matrices

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