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
Link To Document