An iterative algorithm for the solution of the discrete-time algebraic Riccati equation
type: Item
instance of: scholarly article
title: An iterative algorithm for the solution of the discrete-time algebraic Riccati equation
zbMATH Open document ID: 0779.65038
DOI: 10.1016/0024-3795(93)90476-5
author: K. Appert
published in: Linear Algebra and its Applications
publication date: 1993-08-25T00:00:00Z
review text: An iterative algorithm for the solution of the discrete-time algebraic Riccati equation is proposed. This algorithm is based on the square root of a squared Hamiltonian matrix and is proved to be more effective than the QZ algorithm. A formal analysis for roundoff errors and some numerical examples are given.
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 65F10
zbMATH DE Number: 398929
zbMATH Keywords: structure-preserving
zbMATH Keywords: orthogonal transformations
zbMATH Keywords: iterative algorithm
zbMATH Keywords: discrete-time algebraic Riccati equation
zbMATH Keywords: square root
zbMATH Keywords: Hamiltonian matrix
zbMATH Keywords: QZ algorithm
zbMATH Keywords: numerical examples
MaRDI profile type: Publication
full work available at URL: 0024-3795(93)90476-5
OpenAlex ID: W2085578956
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description: scientific article; zbMATH DE number 398929