• DocumentCode
    1636814
  • Title

    Solution of high order matrix Riccati equations with condition and accuracy estimates

  • Author

    Petkov, P.Hr. ; Christov, N.D. ; Konstantinov, M.M.

  • Author_Institution
    Dept. of Autom., Tech. Univ. of Sofia, Bulgaria
  • fYear
    1996
  • Firstpage
    93
  • Lastpage
    98
  • Abstract
    The numerical solution of matrix algebraic Riccati equations with condition and forward error estimates is considered. Programs implementing the Schur and the matrix sign function methods with scaling enhancing the numerical stability are developed, based on LA-PACK package. A comparison of the accuracy of the two methods in the solution of well conditioned and ill conditioned Riccati equations of order up to 450 is done
  • Keywords
    Riccati equations; eigenvalues and eigenfunctions; mathematics computing; matrix algebra; LA-PACK software package; Schur sign function; accuracy estimation; condition estimation; forward error estimates; high order matrix Riccati equations; matrix sign function; Eigenvalues and eigenfunctions; Matrix decomposition; Numerical stability; Riccati equations; Symmetric matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer-Aided Control System Design, 1996., Proceedings of the 1996 IEEE International Symposium on
  • Conference_Location
    Dearborn, MI
  • Print_ISBN
    0-7803-3032-3
  • Type

    conf

  • DOI
    10.1109/CACSD.1996.555236
  • Filename
    555236
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1636814