• DocumentCode
    2997078
  • Title

    A comparison of computational methods for solving the algebraic matrix Riccati equation

  • Author

    Greenberg, S.G. ; Bard, Y.

  • Author_Institution
    IBM Corporation, Cambridge, Massachusetts
  • fYear
    1971
  • fDate
    15-17 Dec. 1971
  • Firstpage
    214
  • Lastpage
    215
  • Abstract
    Computational Methods for solving the steady-state matrix Riccati equation are described. Theoretical advantages and disadvantages of each of the methods are discussed and asymptotic estimates of execution time in terms of the system dimension are indicated. Through experimental verification it is seen that asymptotic estimates may be misleading over a significant range of system dimensions.
  • Keywords
    Closed-form solution; Differential equations; Eigenvalues and eigenfunctions; Iterative methods; Matrices; Nonlinear equations; Polynomials; Riccati equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1971 IEEE Conference on
  • Conference_Location
    Miami Beach, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1971.270980
  • Filename
    4044741