• DocumentCode
    805548
  • Title

    Further comments on "Eigenvector scaling in a solution of the matrix Riccati equation"

  • Author

    Vaughan, D. ; Walter, O.

  • Author_Institution
    Institute for Defense Analyses, Arlington, VA, USA
  • Volume
    16
  • Issue
    2
  • fYear
    1971
  • fDate
    4/1/1971 12:00:00 AM
  • Firstpage
    211
  • Lastpage
    213
  • Abstract
    In the above correspondence,[1] Walter clarified the scaling required for validity of a certain formula for the inverse of the eigenvector matrix of a Hamiltonian matrix [1], [2]. It was further stated that this scaling must be performed to make valid recently published expressions for the time-varying solution of the matrix Riccati equation [1]. It is shown in this correspondence that the validity of the expressions for the time-varying solution of the matrix Riccati equation does not depend upon the scaling of the eigenvectors.
  • Keywords
    Convergence of numerical methods; Riccati equations; Roundoff errors; Taylor series; Time varying systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099672
  • Filename
    1099672