• DocumentCode
    932286
  • Title

    Comments on "Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method" [with reply]

  • Author

    Christov, Nicolai D. ; Konstantinov, M.M. ; Gunmundson, T. ; Kenney, C. ; Laub, A.

  • Volume
    38
  • Issue
    7
  • fYear
    1993
  • fDate
    7/1/1993 12:00:00 AM
  • Firstpage
    1160
  • Abstract
    It is pointed out that a relative error bound of the solution of the discrete Riccati equation derived in the above-titled work by T. Gudmundson et al. (ibid., vol.37, no.4, pp.513-518. Apr. 1992) is already available in previously published literature. In reply, Gudmundson et al. point out that the main point in their paper was simply to note that apparent instability of the Schur method for discrete time Riccati equations wa due to improper scaling and the proposed a scaling procedure for dealing with the problem.<>
  • Keywords
    matrix algebra; numerical analysis; Schur solution method; discrete-time algebraic Riccati equation; numerical stability; scaling; Civil engineering; Control systems; Eigenvalues and eigenfunctions; Error analysis; Linear systems; Mathematics; Numerical analysis; Riccati equations; Stability;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.231479
  • Filename
    231479