The Algebraic Riccati Matrix Equation for Eigendecomposition of Canonical Forms
نویسندگان
چکیده
منابع مشابه
Solving the Algebraic Riccati Equation with the Matrix Sign Function
This paper presents solne inrprovements to the matrix-sigll-fllnction algorithn~ for the alge\,raic Riccati equation. A simple reorganization changes nonsynnnetric watrix inversion5 into syinmetric niatrix inversions. Scaling accelerates convergence of the basic iteration ant1 yields a new qnadratic formula for certain 2-by-2 algebraic Riccati eqnation5. Numerical experience suggests the algori...
متن کاملSome Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation
In this paper, new upper matrix bounds for the solution of the continuous algebraic Riccati equation (CARE) are derived. Following the derivation of each bound, iterative algorithms are developed for obtaining sharper solution estimates. These bounds improve the restriction of the results proposed in a previous paper, and are more general. The proposed bounds are always calculated if the stabil...
متن کاملThe Non-symmetric Discrete Algebraic Riccati Equation and Canonical Factorization of Rational Matrix Functions on the Unit Circle
Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol. The corresponding Riccati difference equation is also discussed. Mathematics Subject Classification (2010). Primary 47A68, 15A24; Secondary 47B35, 42A58, 39A99.
متن کاملMatrix Bounds for the Solution of the Continuous Algebraic Riccati Equation
Juan Zhang and Jianzhou Liu Department of Mathematics and Computational Science, Xiangtan University, Xiangtan, Hunan 411105, China Correspondence should be addressed to Jianzhou Liu, [email protected] Received 19 December 2009; Revised 22 June 2010; Accepted 16 August 2010 Academic Editor: John Burns Copyright q 2010 J. Zhang and J. Liu. This is an open access article distributed under the Crea...
متن کاملA review of the matrix Riccati equation
As usual, R denotes the field of real numbers, R" stands for the n-dimensional vector space over R, a prime denotes the transpose of a matrix, an asterisk denotes the complex conjugate transpose of a matrix, and P _ Q means that P — Q is hermitian or real symmetric nonnegative matrix. Square brackets represent matrices composed of the symbols inside. In order to get a better motivation for the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2013
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2013/176389