Abstract—In this paper Algebraic Riccati matrix equation is used for Eigen-decomposition of special structured matrices. This is achieved by similarity transformation and then using algebraic riccati matrix equation to triangulation of matrices. The process is decomposition of matrices into small and specially structured submatrices with low dimensions for fast and easy finding of Eigenpairs. N...

For differential games of fixed duration of linear dynamical systems with nonquadratic payoff functionals, it is proved that the value and the optimal strategies as saddle point exist whenever the associated pseudo-Riccati equation has a regular solution P(t,x). Then the closed-loop optimal strategies are given by u(t) = −R−1B∗P(t,x(t)), v(t) = −S−1C∗P(t,x(t)). For differential game problems of...

We consider multi-grid, or more appropriately, multi-level techniques for the numerical solution of operator Lyapunov and algebraic Riccati equations. The Riccati equation, which is quadratic, plays an essential role in the solution of linear-quadratic optimal control problems. The linear Lyapunov equation is important in the stability theory for linear systems and its solution is the primary s...

This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton's method.

This paper presents a survey of some new applications of algebraic Riccati equations. In particular, the paper surveys some recent results on the use of algebraic Riccati equations in testing whether a system is negative imaginary and in synthesizing state feedback controllers which make the closed loop system negative imaginary. The paper also surveys the use of Riccati equation methods in the...

We consider multi-grid, or more appropriately, multi-level techniques for the numerical solution of operator Lyapunov and algebraic Riccati equations. The Riccati equation, which is quadratic, plays an essential role in the solution of linear-quadratic optimal control problems. The linear Lyapunov equation is important in the stability theory for linear systems and its solution is the primary s...