Title :
Further comments on "Eigenvector scaling in a solution of the matrix Riccati equation"
Author :
Vaughan, D. ; Walter, O.
Author_Institution :
Institute for Defense Analyses, Arlington, VA, USA
fDate :
4/1/1971 12:00:00 AM
Abstract :
In the above correspondence,[1] Walter clarified the scaling required for validity of a certain formula for the inverse of the eigenvector matrix of a Hamiltonian matrix [1], [2]. It was further stated that this scaling must be performed to make valid recently published expressions for the time-varying solution of the matrix Riccati equation [1]. It is shown in this correspondence that the validity of the expressions for the time-varying solution of the matrix Riccati equation does not depend upon the scaling of the eigenvectors.
Keywords :
Convergence of numerical methods; Riccati equations; Roundoff errors; Taylor series; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099672