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
Link To Document