Title :
Benchmarks for the numerical solution of algebraic Riccati equations
Author :
Benner, Peter ; Laub, Alan J. ; Mehrmann, Volker
Author_Institution :
Fachbereich Math. und Inf., Bremen Univ., Germany
fDate :
10/1/1997 12:00:00 AM
Abstract :
Two collections of benchmark examples are presented for the numerical solution of continuous-time and discrete-time algebraic Riccati equations. These collections may serve for testing purposes in the construction of new numerical methods, but may also be used as a reference set for the comparison of methods
Keywords :
Riccati equations; control system analysis computing; numerical analysis; numerical stability; optimal control; continuous-time algebraic Riccati equations; discrete-time algebraic Riccati equations; linear quadratic control; numerical stability; optimal control; Benchmark testing; Boundary value problems; Feedback; Filtering; Finite impulse response filter; Numerical stability; Optimal control; Reduced order systems; Regulators; Riccati equations;
Journal_Title :
Control Systems, IEEE
