A numerical evaluation of solvers for the periodic Riccati differential equation

Author:

Gusev Sergei,Johansson Stefan,Kågström Bo,Shiriaev Anton,Varga Andras

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software

Reference50 articles.

1. Abou-Kandil, H., Freiling, G., Ionescu, V., Jank, G.: Matrix Riccati equations. In: Control and Systems Theory. Birkhäuser, Basel (2003). ISBN 3-7643-0085-X

2. Anderson, B., Feng, Y.: An iterative algorithm to solve periodic Riccati differential equations with an indefinite quadratic term. In: Proc. of the 47th IEEE Conference on Decision and Control, CDC’08, Cancun, Mexico (2008)

3. Anderson, B., Moore, J.: Optimal Control: Linear Quadratic Methods. Dover, New York (2007). ISBN 0486457664

4. Arnold, W., Laub, A.: Generalized eigenproblem algorithms and software for algebraic Riccati equations. In: Proc. IEEE, vol. 72, pp. 1746–1754 (1984)

5. Benner, P., Byers, R.: Evaluating products of matrix pencils and collapsing matrix products. Numer. Linear Algebra Appl. 8, 357–380 (2001)

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