Title :
A comparison of computational methods for solving the algebraic matrix Riccati equation
Author :
Greenberg, S.G. ; Bard, Y.
Author_Institution :
IBM Corporation, Cambridge, Massachusetts
Abstract :
Computational Methods for solving the steady-state matrix Riccati equation are described. Theoretical advantages and disadvantages of each of the methods are discussed and asymptotic estimates of execution time in terms of the system dimension are indicated. Through experimental verification it is seen that asymptotic estimates may be misleading over a significant range of system dimensions.
Keywords :
Closed-form solution; Differential equations; Eigenvalues and eigenfunctions; Iterative methods; Matrices; Nonlinear equations; Polynomials; Riccati equations;
Conference_Titel :
Decision and Control, 1971 IEEE Conference on
Conference_Location :
Miami Beach, FL, USA
DOI :
10.1109/CDC.1971.270980
