Title :
An SDR algorithm for the solution of the generalized algebraic Riccati equation
Author_Institution :
Inst. of Appl. Math., Nat. Tsing Hua Univ., Hsinchu, Taiwan
fDate :
8/1/1989 12:00:00 AM
Abstract :
An algorithm is presented for solving certain classes of the algebraic Riccati equation by using the MDR transformation and extending the symplectic QR-like (or SR) method of A. Bunse-Gerstner (Linear Alg. Applic., vol.83, p.49-78, 1986) and V. Mehrmann (Ph.D. Diss., Univ. Bielefeld, W. Germany) to the generalized eigenvalue problem. The Riccati equations arise from linear systems of the form Edx/dt=Ax+Bu, where E is nonsingular but for numerical reasons E-1 A and E-1 B cannot be computed reliably
Keywords :
algebra; MDR transformation; SDR algorithm; generalized algebraic Riccati equation; generalized eigenvalue problem; linear systems; Automatic control; Control systems; Distributed feedback devices; Interpolation; Optimal control; Radio access networks; Reduced order systems; Riccati equations; Robust stability; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
