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A Stabilized Matrix Sign Function Algorithm for Solving Algebraic Riccati Equations

โœ Scribed by Gardiner, Judith D.


Book ID
118189548
Publisher
Society for Industrial and Applied Mathematics
Year
1997
Tongue
English
Weight
364 KB
Volume
18
Category
Article
ISSN
1064-8275

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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.