A numerical method for a generalized algebraic Riccati equation

SIAM Journal on Control and Optimization

Volumn 45, Issue 4, 2006, Pages 1222-1250

  Chu, Delin ^a   Lin, Wen Wei ^b   Tan, Roger C E ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

Eigenvalues; Extended imaginary axis; Generalized algebraic Riccati equation; Semistabilizing solution; Stable eigenspace

Indexed keywords

ALGEBRA; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; EIGENVALUES AND EIGENFUNCTIONS; HAMILTONIANS; PROBLEM SOLVING;

EXTENDED IMAGINARY AXIS; GENERALIZED ALGEBRAIC RICCATI EQUATION; SEMISTABILIZING SOLUTIONS; STABLE EIGENSPACE;

RICCATI EQUATIONS;

EID: 34547140172     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/050625035     Document Type: Article

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