DocumentCode
1109464
Title
An SDR algorithm for the solution of the generalized algebraic Riccati equation
Author
Lin, Wen-Wei
Author_Institution
Inst. of Appl. Math., Nat. Tsing Hua Univ., Hsinchu, Taiwan
Volume
34
Issue
8
fYear
1989
fDate
8/1/1989 12:00:00 AM
Firstpage
875
Lastpage
879
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.29431
Filename
29431
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