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
Link To Document