Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation
Author:
Funder
JSPS KAKENHI
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/article/10.1007/s40314-018-0590-x/fulltext.html
Reference20 articles.
1. Bini DA, Iannazzo B, Meini B (2012) Numerical solution of algebraic Riccati equations. SIAM Publications, Philadelphia
2. Fiedler M, Pták V (1962) On matrices with non-positive off-diagonal elements and positive principal minors. Czech Math J 12:382–400
3. Guo C-H (2001) Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for $$M$$ M -Matrices. SIAM J Matrix Anal Appl 23:225–242
4. Haqiri T, Poloni F (2017) Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations. J Comp Appl Math 313:515–535
5. Hashemi B (2012) Verified computation of symmetric solutions to continuous-time algebraic Riccati Matrix equations. Proc. SCAN conference, Novosibirsk, pp 54–56. http://conf.nsc.ru/files/conferences/scan2012/139586/Hashemi-scan2012.pdf . Accessed 10 Feb 2018
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2. Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation;Calcolo;2022-07-19
3. A class of fixed point iteration for the coupled algebraic Riccati equation;Journal of Applied Mathematics and Computing;2022-01-15
4. Newton’s method for the positive solution of the coupled algebraic Riccati equation applied to automatic control;Computational and Applied Mathematics;2020-03-25
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