Algorithm for solving algebraic Riccati equation which has singular Hamiltonian matrix

Systems and Control Letters

Volumn 36, Issue 3, 1999, Pages 231-239

  Larin, Vladimir B ^a  

^a S P TIMOSHENKO INSTITUTE OF MECHANICS   (Ukraine)

Author keywords

Riccati equation; Schur method

Indexed keywords

EID: 0000459557     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(98)00096-6     Document Type: Article

References (8)

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5. P. Lancaster, L. Rodman, Existence and uniqueness theorems for the algebraic Riccati equation, Int. J. Control 32 (1980) 285-300.
6. V.B. Larin, Linear quadratic problem with a singular Hamiltonian matrix, J. Automat. Inform. Sci. 5 (1995) 1-16.
7. A.J. Laub, A Schur method for solving algebraic Riccati equation, IEEE Trans. Automat. Control 24 (1979) 913-921.
8. P.Hr. Petkov, N.D. Christov, M.M. Konstantinov, Computational Methods for Linear Control Systems, Prentice-Hall International (UK) Ltd., New York, 1991.