DocumentCode
888536
Title
Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
Author
Gudmundsson, Thorkell ; Kenney, Charles ; Laub, Alan J.
Author_Institution
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Volume
37
Issue
4
fYear
1992
fDate
4/1/1992 12:00:00 AM
Firstpage
513
Lastpage
518
Abstract
A simple scaling procedure for discrete-time Riccati equations is introduced. This procedure eliminates instabilities which can be associated with the linear equation solution step of the generalized Schur method without changing the condition of the underlying problem. A computable bound for the relative error of the solution of the Riccati equation is also derived.<>
Keywords
algebra; stability; Schur solution method; discrete-time algebraic Riccati equation; relative error; scaling procedure; stability; Eigenvalues and eigenfunctions; Error correction; Linear systems; Military computing; Parameter estimation; Riccati equations; Stability; Upper bound; Vectors; Yield estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.126589
Filename
126589
Link To Document