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A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

โœ Scribed by Salama, A.I.A.; Gourishankar, V.


Book ID
114588076
Publisher
IEEE
Year
1974
Tongue
English
Weight
426 KB
Volume
C-23
Category
Article
ISSN
0018-9340

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Algorithm for solving algebraic Riccati
โœ Vladimir B. Larin ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 87 KB

The algorithm of construction of the solution of ARE, with Hamiltonian matrix having zero eigenvalues, is developed. The algorithm generalizes the Schur method on ARE with singular Hamiltonian matrix and could be used for J-factorization of matrix polynomial, which has zero roots.