Results 171 to 180 of about 14,195 (209)

On dual algebraic Riccati equations

IEEE Transactions on Automatic Control, 1991
A method is presented to solve dual algebraic Riccati equations. It is shown that only one Schur decomposition of the Hamiltonian matrix is necessary to solve the dual equations. >
L.-F. Wei, F.-B. Yeh
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The Bezoutian and the algebraic Riccati equation

Linear and Multilinear Algebra, 1984
The classical Bezoutian is a square matrix which counts the common zeros of two polynomials in the complex plane. The usual proofs of this property are based on connections between the Bezoutian and the Sylvester resultant matrix. These proofs do not make transparent the nature of the Bezoutian as a finite dimensional operator.
K. F. Clancey, B. A. Kon
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Algebraic Riccati equation and symplectic algebra

International Journal of Control, 1986
Questions of existence, uniqueness and the parametric dependence of solutions of the algebraic Riccati equation are considered. The different criteria for the solubility of this equation are obtained with the help of symplectic algebra.
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A Numerical Method for a Generalized Algebraic Riccati Equation

SIAM Journal on Control and Optimization, 2006
Summary: We develop a numerical method for computing the semistabilizing solution of a generalized algebraic Riccati equation (GARE). The semistabilizing solution of such a GARE has been used to characterize the solvability of the \((J, J^\prime)\)-spectral factorization problem for general rational matrices which have poles and zeros on the extended ...
Chu, D., Lin, W.-W., Tan, R.C.E.
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On parameter dependence of solutions of algebraic riccati equations

Mathematics of Control, Signals, and Systems, 1988
The paper considers the behaviour of Hermitian solutions, especially the maximal ones (which are obviously unique) of algebraic Riccati equations whose coefficients depend on real parameters. This result is of considerable interest for control theorists.
André C. M. Ran, Leiba Rodman
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The Algebraic Matrix Riccati Equation

1984
We review some recent results concerning the symmetric algebraic matrix Riccati equation and especially its hermitian solutions. The main idea is description of such solutions in terms of invariant subspaces of a certain matrix, which is self-adjoint in an indefinite scalar product. Some new results on this subject are presented as well.
A. C. M. Ran, L. Rodman
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Note on Perturbation Theory for Algebraic Riccati Equations

SIAM Journal on Matrix Analysis and Applications, 1999
Summary: The expressions for the induced norms of two complex matrix operators, given by \textit{J.-G. Sun} [SIAM J. Matrix Anal. Appl. 19, 39--65 (1998; Zbl 0914.15009)], must be corrected. In this note we give the true values of these induced norms, which are involved in the perturbation analysis of matrix algebraic Riccati equations in the complex ...
Mihail Konstantinov, Petko Hr. Petkov
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Numerical solutions of the algebraic matrix Riccati equation

Journal of Economic Dynamics and Control, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amman, H.M., Neudecker, H.
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The symmetric algebraic Riccati equation

2010
As we know from the previous part there is an intimate connection between canonical factorization and Riccati equations. In this chapter this connection is developed further for the case when the rational matrix functions involved have Hermitian values on the imaginary axis.
Harm Bart, Marinus A. Kaashoek, André C. M. Ran   +2 more
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Nonsymmetric algebraic Riccati equations

2011
The research activity concerning the analysis of nonsymmetric algebraic Riccati equations associated with M-matrices and the design of numerical algorithms for their solution has had a strong acceleration in the last decade. Important progresses have been obtained concerning theoretical properties of this class of matrix equations and new effective ...
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