Results 21 to 30 of about 14,195 (209)
The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle. [PDF]
, 2010 Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol.
A. C. M. Ran +9 more
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Hamiltonians with Riesz Bases of Generalised Eigenvectors and Riccati Equations [PDF]
, 2010 An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant graph subspaces
Wyss, Christian
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On the algebraic Riccati equation [PDF]
Bulletin of the Australian Mathematical Society, 1976 In this note the matrix equation A + WB + BTW + WCW = 0 is considered. A monotoneity result and an inertia theorem on the location of the eigenvalues of W and B + CW are proved.
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The extended symplectic pencil and the finite-horizon LQ problem with two-sided boundary conditions [PDF]
, 2012 This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems.
Ferrante, Augusto +1 more
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Journal of Mathematics, 2020 The Riccati differential equation is a well-known nonlinear differential equation and has different applications in engineering and science domains, such as robust stabilization, stochastic realization theory, network synthesis, and optimal control, and ...
Xin Liu, Kamran, Yukun Yao
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, 2019 This paper extends the algorithm of Benner, Heinkenschloss, Saak, and Weichelt: An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations, Applied Numerical Mathematics Vol.~108 (2016), pp.~125--142, doi:10.1016/j.apnum.2016.05 ...
Benner, Peter +3 more
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Journal of Inequalities and Applications, 2009 By using singular value decomposition and majorization inequalities, we propose new inequalities for the trace of the product of two arbitrary real square matrices. These bounds improve and extend the recent results. Further, we give their application in
Jianzhou Liu, Juan Zhang
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Inversion Free Algorithms for Computing the Principal Square Root of a Matrix
International Journal of Mathematics and Mathematical Sciences, 2014 New algorithms are presented about the principal square root of an n×n matrix A. In particular, all the classical iterative algorithms require matrix inversion at every iteration.
Nicholas Assimakis, Maria Adam
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Order reduction methods for solving large-scale differential matrix Riccati equations
, 2020 We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming low-rank ...
Kirsten, Gerhard, Simoncini, Valeria
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Numerical Solution of Algebraic Riccati Equations [PDF]
, 2011 This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equations are treated in a clear and systematic way.
BINI, DARIO ANDREA +2 more
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