STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS

Vasile Sima

2010

Abstract

Structure-preserving algorithms for solving discrete-time algebraic matrix Riccati equations are presented. The proposed techniques extract the stable deflating subspaces for extended, inverse-free symplectic matrix pencils. The algorithms are based on skew-Hamiltonian/Hamiltonian pencils derived by an extended Cayley transformation, which only involves matrix additions and subtractions. The structure-preserving approach has the potential to avoid the numerical difficulties which are encountered for a traditional, non-structured solution, returned by the currently available software tools.

References

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Paper Citation


in Harvard Style

Sima V. (2010). STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS . In Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-8425-00-3, pages 187-192. DOI: 10.5220/0003000101870192


in Bibtex Style

@conference{icinco10,
author={Vasile Sima},
title={STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS},
booktitle={Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2010},
pages={187-192},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003000101870192},
isbn={978-989-8425-00-3},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - STRUCTURE-PRESERVING ALGORITHMS FOR DISCRETE-TIME ALGEBRAIC MATRIX RICCATI EQUATIONS
SN - 978-989-8425-00-3
AU - Sima V.
PY - 2010
SP - 187
EP - 192
DO - 10.5220/0003000101870192