The approach uses the generalized eigenproblem formulation for the solution of general forms of algebraic Riccati equations arising in both continuous- and discrete-time applications.
Numerical solution of the algebraic Riccati equation for ...
Jan 6, 2003 · A numerical method particularly suited to lightly damped systems is presented for solution of the linear regulator problem with infinite terminal time for single-input systems.
In order to obtain the equilibrium solution of this control model, the so-called algebraic matrix Riccati equation has to be solved. In this note we present a numerical solution method for solving this equation.
A generalization of the equation into a matrix form (the matrix Riccati equation) plays a major role in many design problems of modern engineering, especially filtering and control.
We have compared experimentally the two classes of methods which have been shown to be effective for the numerical solution of large scale Riccati equations: Inexact Newton-Kleinman, and direct …
Foundation under Grant DMS-87- 96320 and by the Air Force Office of Scientific Research under Grant AFOSR-87-0321. This paper was presented by the first-named author at the Wo. kshop on …
We will review some basic theoretical facts as well as computational methods to solve them, with a special emphasis on the many contributions Volker Mehrmann had regarding these subjects. The...