Title :
Solution of high order matrix Riccati equations with condition and accuracy estimates
Author :
Petkov, P.Hr. ; Christov, N.D. ; Konstantinov, M.M.
Author_Institution :
Dept. of Autom., Tech. Univ. of Sofia, Bulgaria
Abstract :
The numerical solution of matrix algebraic Riccati equations with condition and forward error estimates is considered. Programs implementing the Schur and the matrix sign function methods with scaling enhancing the numerical stability are developed, based on LA-PACK package. A comparison of the accuracy of the two methods in the solution of well conditioned and ill conditioned Riccati equations of order up to 450 is done
Keywords :
Riccati equations; eigenvalues and eigenfunctions; mathematics computing; matrix algebra; LA-PACK software package; Schur sign function; accuracy estimation; condition estimation; forward error estimates; high order matrix Riccati equations; matrix sign function; Eigenvalues and eigenfunctions; Matrix decomposition; Numerical stability; Riccati equations; Symmetric matrices;
Conference_Titel :
Computer-Aided Control System Design, 1996., Proceedings of the 1996 IEEE International Symposium on
Conference_Location :
Dearborn, MI
Print_ISBN :
0-7803-3032-3
DOI :
10.1109/CACSD.1996.555236
