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