A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations

Linear Algebra and Its Applications

Volumn 396, Issue 1-3, 2005, Pages 55-80

  Chu, E K W ^a   Fan, H Y ^b   Lin, W W ^b  

^a MONASH UNIVERSITY   (Australia)

^b YUANPEI UNIVERSITY   (Taiwan)

Author keywords

Cayley transform; Continuous time algebraic Riccati equation; Doubling algorithm; Matrix sign function; Structure preserving

Indexed keywords

ALGORITHMS; LINEAR EQUATIONS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; NONLINEAR PROGRAMMING; OPTIMAL CONTROL SYSTEMS;

CAYLEY EQUATION; CONTINUOUS-TIME ALGEBRAIC RICCATI EQUATION; DOUBLING ALGORITHMS; MATRIX SIGN FUNCTION; STRUCTURE PRESERVING;

LINEAR ALGEBRA;

EID: 11044235476     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2004.10.010     Document Type: Article

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