Error bounds for Newton refinement of solutions to algebraic Riccati equations

DOI10.1007/BF02551369zbMath0716.93013OpenAlexW2065457381MaRDI QIDQ753746

Alan J. Laub, Matt Wette, Charles S. Kenney

Publication date: 1990

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02551369

zbMATH Keywords

Newton's methodalgebraic Riccati equationsLyapunov operatorresidual error bounds

Mathematics Subject Classification ID

Related Items (9)

Reduced basis approximation of large scale parametric algebraic Riccati equations ⋮ Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations ⋮ A POD projection method for large-scale algebraic Riccati equations ⋮ Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations ⋮ How to decompose semi-definite discrete-time algebraic Riccati equations ⋮ Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations ⋮ Guaranteed level-γ ℋ _∞ control in uncertain linear systems via linear matrix inequalities ⋮ Condition numbers of algebraic Riccati equations in the Frobenius norm

Uses Software

• RICPAC

Cites Work

• Unnamed Item
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• A stability-enhancing scaling procedure for Schur-Riccati solvers
• The Sensitivity of the Algebraic and Differential Riccati Equations
• Numerical integration of the differential matrix Riccati equation
• The Sensitivity of the Stable Lyapunov Equation
• A Schur method for solving algebraic Riccati equations
• On the Separation of Two Matrices
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• On Newton's method for Riccati equation solution
• A Theory of Condition
• On a Matrix Riccati Equation of Stochastic Control
• Explicit Solutions of Linear Matrix Equations

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