DocumentCode :
851472
Title :
A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
Author :
Bunse-Gerstner, Angelika ; Mehrmann, Volker
Author_Institution :
Universität Bielefeld, Bielefeld, West Germany
Volume :
31
Issue :
12
fYear :
1986
fDate :
12/1/1986 12:00:00 AM
Firstpage :
1104
Lastpage :
1113
Abstract :
A method is presented to solve the real algebraic Riccati equation - 
, where 
and 
. The solution for the corresponding eigenvalue problem 
, where 
is a Hamiltonian matrix, is computed by an algorithm similar to the QR algorithm. Special symplectic matrices are used for the transformation of such that the Hamiltonian form is preserved during the computations.
, where and . The solution for the corresponding eigenvalue problem , where is a Hamiltonian matrix, is computed by an algorithm similar to the QR algorithm. Special symplectic matrices are used for the transformation of such that the Hamiltonian form is preserved during the computations.Keywords :
Algebraic Riccati equation (ARE); Minimax control, linear systems; Riccati equations, algebraic; Eigenvalues and eigenfunctions; Matrix decomposition; Optimal control; Riccati equations; Strontium; Symmetric matrices;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1986.1104186
Filename :
1104186
Link To Document :
