On the Numerical Solution of the Discrete-Time Algebraic Riccati Equation

IEEE Transactions on Automatic Control

Volumn 25, Issue 4, 1980, Pages 631-641

  Pappas, Thrasyvoulos ^a   Laub, Alan J ^b   Sandell, Nils R ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c BAE SYSTEMS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, SAMPLED DATA - DESIGN;

CONTROL SYSTEMS, DISCRETE TIME;

EID: 0019045717     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1980.1102434     Document Type: Article

References (11)

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2. D. R. Vaughn “A nonrecursive algebraic solution for the discrete Riccati equation,” IEEE Trans. Automat. Contr., vol. AC-15, pp. 597–599, 1970.
3. L. A. Gould, Chemical Process Control: Theory and Applications. Reading, MA: Addison-Wesley, 1969.
4. W. L. Bialkowski, “Application of steady state Kalman filters-Theory with field results,” in Proc. Joint Automat. Contr. Conf., Philadelphia, PA, Oct. 1978.
5. B. D. O. Anderson and J. B. Moore, Optimal Filtering. Englewood Cliffs, NJ: Prentice-Hall, 1979.
6. A. J. Laub “A Schur method for solving algebraic Riccati equations,” IEEE Trans. Automat. Contr., vol. AC-24, pp. 913–921, Dec. 1979.
7. G. W. Stewart, Introduction to Matrix Computations. New York: Academic, 1973.
8. C. B. Moler and G. W. Stewart “An algorithm for generalized matrix eigenvalue problems,” SIAM J. Numer. Anal., vol. 10, pp. 241–256, 1973.
9. G. H. Golub and J. H. Wilkinson “Ill-conditioned eigensystems and the computation of the Jordan canonical form,” SIAM Rev., vol. 18, pp. 578–619, 1976.
10. G. W. Stewart, “On the sensitivity of the eigenvalue problem Ax=λBx,” SIAM J. Numer. Anal., pp. 669–686, 1972.
11. B. S. Garbow et al., Matrix Eigensystem Routines—EISPACK Guide Extension (Lect. Notes Comput. Sci.), vol., 51. New York: Springer-Verlag, 1977.